Comparing Distributions by Measuring Differences that Affect Decision Making, Shengjia Zhao, Abhishek Sinha, Yutong He, Aidan Perreault, Jiaming Song, Stefano Ermon. (2022)


Measuring the discrepancy between two probability distributions is a fundamental problem in machine learning and statistics. We propose a new class of discrepancies based on the optimal loss for a...