Hi @tom, DIM should definitely run out of the box now! 
Right now, mutual information neural estimator (MINE, http://proceedings.mlr.press/v80/belghazi18a.html 20) isn’t added to the public repo, but it’s just a matter of me having time to clean the dev code and add it in. It represents a lower-bound to MI (asymptotically unbiased), but other options exist:
Fenchel dual to the KL (see https://arxiv.org/abs/1606.00709 9)
Fenchel dual to JSD (we did this in DIM to maximize MI, see our appendix A1, but see http://bayesiandeeplearning.org/2018/papers/136.pdf 4 on using JSD to train an estimator)
A noise contrastive based estimator found in CPC (https://arxiv.org/abs/1807.03748 4).
@thompa2 if you have any questions about these estimators or the DIM code, let me know (either here or in the DIM issues). I also plan to add these estimators to the DIM code soon, depending on time and demand.
-devon