It's a course assuming some background in ML. For _probability_ vectors, there is a distance measure called cross-entropy. It's a standard error measure in cla

It's a course assuming some background in ML. For _probability_ vectors, there is a distance measure called cross-entropy. It's a standard error measure in classification problems. It has some important properties different from the Euclidean distance (especially for low probabilities) and there is information-theoretic interpretation. More on it: - http://stats.stackexchange.com/questions/80967/qualitively-what-is-cross-entropy http://stats.stackexchange.com/questions/80967/qualitively-w...