mmd_latex.txt

\documentclass{article}
\usepackage{algorithm2e}
\begin{document}
\RestyleAlgo{ruled}
\SetKwComment{Comment}{/* }{ */}

\setcounter{algocf}{2} % Set the algorithm counter to 2 so that the next algorithm gets numbered as 3
\begin{algorithm}
\caption{Compute MMD}\label{alg:three}
Given two sets of samples, $gexp\_1$ and $gexp\_2$, and a kernel parameter $\gamma$:\\

\noindent\rule{4cm}{0.05pt}\\

$K\_XX \gets$ rbf\_kernel($gexp\_1$, $gexp\_1$, $\gamma$)\\
$K\_XY \gets$ rbf\_kernel($gexp\_1$, $gexp\_2$, $\gamma$)\\
$K\_YY \gets$ rbf\_kernel($gexp\_2$, $gexp\_2$, $\gamma$)\\

$m \gets$ number of rows in $gexp\_1$\\
$n \gets$ number of rows in $gexp\_2$\\

$mmd \gets (\sum(K\_XX) - \text{trace}(K\_XX)) / (m * (m - 1))$\\
$mmd \mathrel{{+}{=}} (\sum(K\_YY) - \text{trace}(K\_YY)) / (n * (n - 1))$\\
$mmd \mathrel{{-}{=}} 2 * \sum(K\_XY) / (m * n)$\\

$mmd \gets \max(mmd, 0)$\\
$mmd \gets \sqrt{mmd}$\\

\noindent\rule{4cm}{0.05pt}\\

\Return $mmd$
\end{algorithm}

\end{document}