KL divergence
Kullback-Leibler divergence measures an expected log-density ratio from one distribution to another. It is asymmetric and does not satisfy all requirements of a mathematical distance.
D_{KL}(p\Vert q)=\sum_i p_i\log\frac{p_i}{q_i}
Overview. Kullback-Leibler divergence measures an expected log-density ratio from one distribution to another.
Context. It is asymmetric and does not satisfy all requirements of a mathematical distance.
Claims and evidence
Claim ledger, 2Kullback-Leibler divergence measures an expected log-density ratio from one distribution to another.
It is asymmetric and does not satisfy all requirements of a mathematical distance.