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juliohm committed Nov 26, 2024
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Expand Up @@ -85,9 +85,21 @@ available_optlib(KLIEP)

In the case of `ConvexLib` and `JuMPLib`, specific optimizer packages must be loaded
besides the optimization library itself. For example, one must load `Convex` *and* `ECOS`
to use `optlib=ConvexLib` with the `KLIEP` estimator, or `JuMP` *and* `Ipopt` to use
`optlib=JuMPLib` with the `LSIF` estimator.
design.
to use `optlib=ConvexLib` with the `KLIEP` estimator:

```julia
using DensityRatioEstimation, Convex, ECOS

r = densratio(x_nu, x_de, KLIEP(), optlib=ConvexLib)
```

or `JuMP` *and* `Ipopt` to use `optlib=JuMPLib` with the `LSIF` estimator:

```julia
using DensityRatioEstimation, JuMP, Ipopt

r = densratio(x_nu, x_de, LSIF(), optlib=JuMPLib)
```

### Density ratio function

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