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In the present paper we introduce new optimization algorithms for the task ofdensity ratio estimation. More precisely, we consider extending the well-knownKMM method using the construction of a suitable loss function, in order toencompass more general situations involving the estimation of density ratiowith respect to subsets of the training data and test data, respectively. Theassociated codes can be found at https://github.com/CDAlecsa/Generalized-KMM.

Some notes concerning a generalized KMM-type optimization method for density ratio estimation