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Measuring Statistical Dependence with Hilbert-Schmidt Norms
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“Using an inner-product kernel, the ij -th entry of the centered counterpart of these Kernel matrices is: Then, the cross-covariance of K and L is given by: which serves as an empirical estimator of the Hilbert-Schmidt Independence Criterion (Gretton et al., 2005).”
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Conditional Memory via Scalable Lookup: A New Axis of Sparsity for Large Language Models
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Metadata
- Authors
- Gretton, A., Bousquet, O., Smola, A., & Schölkopf, B.
- Venue
- Lecture Notes in Computer Science
- Publisher
- Springer Berlin Heidelberg
- Published
- 2005
- Pages
- 63-77
- ISSN
- 0302-9743 (ISSN-L)
- 1611-3349
- OpenAlex
- W1638081485
- Cited by
- 1,560
- References
- 2
- FWCI
- 12.77
- Type
- conference paper
- Language
- en
- Open access
- closed
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