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I think people who love math expressed in nomenclature well never understand those who don't ... K-L divergence is the pretty much really dumb, obvious thing y
by zmmmmm 3y ago
I think people who love math expressed in nomenclature well never understand those who don't ...
K-L divergence is the pretty much really dumb, obvious thing you would probably think up if someone asked you to compare two probability distributions.
You would start by going "oh I suppose I will look at how far apart they are at all the different values" and add it up. Then you would say, "oh, but 0.1 and 0.01 are really an order of magnitude apart, just like 0.01 and 0.001. Perhaps it will work better if I use the log of the probability". Then you would pause for thought and say, "Hmmmm hang on some of the values are really extreme but almost never happen, shouldn't it be weighted by how frequently they occur?".
But of course paragraphs of mathematical symbols are the way many people prefer to express this.
- pama 3y agoI agree, however the next step would be to symmetrize the KL divergence because otherwise we get a result that depends on the order that we parse the distributions.
- creata 3y ago> K-L divergence is the pretty much really dumb, obvious thing you would probably think up if someone asked you to compare two probability distributions. I don't think if anyone was asked simply to "compare two probability distributions", they'd come up with something asymmetric like the KL divergence. You'd need to at least add that one of the distributions is the "real" distribution.