As part of work to university, I have to implement a training procedure 
which, fundamentally, trains layer-by-layer an MLP based on the measure of 
correntropy between the input and output of a given layer.


I have sucessfully found some pieces of code related to correntropy in 
https://github.com/pdoren/DeepEnsemble/blob/master/deepensemble/utils/utils_functions.py#L238-L264
 and 
https://github.com/pdoren/DeepEnsemble/blob/master/deepensemble/utils/cost_functions.py#L210-L237.
 
However, it is only possible to use this code if the samples have the same 
size.


So, my question is: how can I compute the correntropy between the input and 
output of an MLP layer in Theano?

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