Add new method to estimate KL divergence using classifier

py-why / dowhy

DoWhy is a Python library for causal inference that supports explicit modeling and testing of causal assumptions. DoWhy is based on a unified language for causal inference, combining causal graphical models and potential outcomes frameworks.

https://www.pywhy.org/dowhy

MIT License

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Add new method to estimate KL divergence using classifier #1050

Closed bloebp closed 8 months ago

bloebp commented 9 months ago

This should work better with multivariate data and mixed data types. However, it is slower than the knn approach.