This repository contains a pytorch implementation of HSIC-loss used in the paper https://arxiv.org/abs/1910.00270 (ICML2020).

If x,y represent two batches of samples from random variables X,Y, calling

HSIC(x,y,s_x,s_y)

would compute the Hilbert-Schmidt Independence Criterion between them. This code uses Gaussian kernels, and the parameters s_x,s_y represent their width.