Multivariate Case

[ljstrnadiii]

Howdy!

Great paper! Thanks for the awesome contribution. I am curious if you all have tried to generalize to the multivariate case? e.g. do you think there would be a beta term in the mahalanobis component to truly interpolate between mse and nll?

[biggzlar]

Came here to open this exact issue! The paper only mentions that the approach extends to the multivariate case without further explanation.