This function calculates the median heuristic for use in e.g. the Gaussian, Matern and rational quadratic kernels.
An N by d matrix of samples from the target
(optional) An NxN matrix of square norms, which can be calculated
The median heuristic, which can then be used as the length-scale parameter in the Gaussian, Matern and rational quadratic kernels
Leah F. South
Garreau, D., Jitkrittum, W. and Kanagawa, M. (2017). Large sample analysis of the median heuristic. https://arxiv.org/abs/1707.07269
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