3 ms·
Btw, KL divergence isn’t symmetrical. So D(P,Q) != D(Q,P). If you need a symmetrical version of it, you can use Jensen–Shannon divergence which is the mean of D
by janalsncm 3y ago
Btw, KL divergence isn’t symmetrical. So D(P,Q) != D(Q,P). If you need a symmetrical version of it, you can use Jensen–Shannon divergence which is the mean of D(P,Q) and D(Q,P). Or if you only care about relative distances you can just use the sum.
- necroforest 3y agoJS divergence isn't just the average. it's 0.5(KL(P||M) + KL(Q||M)) where M is the mixture of P and Q: M = 0.5(P + Q)
- janalsncm 3y agoOh nice catch. All this time I had been thinking the wrong thing.