Stuart’s option 3 says that the difference between “cutoff - .001” and “cutoff + .001″ is .001 (as opposed to .002 that it wold be if you value the divergence directly). i.e. cutoff is the point at which your distance metric saturates. It’s a nonlinearity, but not a discontinuity.
Stuart’s option 3 says that the difference between “cutoff - .001” and “cutoff + .001″ is .001 (as opposed to .002 that it wold be if you value the divergence directly). i.e. cutoff is the point at which your distance metric saturates. It’s a nonlinearity, but not a discontinuity.