A numerical implementation of the Rosenblatt conditional-CDF transform renders a classifier quasi-independent from an observable, with particle physics examples showing lower distance correlation than DisCo at comparable AUC.
Measuring and testing dependence by correlation of distances
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A Numerical Rosenblatt Method for Forced Variable Independence
A numerical implementation of the Rosenblatt conditional-CDF transform renders a classifier quasi-independent from an observable, with particle physics examples showing lower distance correlation than DisCo at comparable AUC.