===== Kullback–Leibler divergence ===== ==== Function ==== | @#55CCEE: context | @#55CCEE: $p, q$ ... probability distributions | | @#FF9944: definition | @#FF9944: todo: type | | @#FF9944: definition | @#FF9944: $D_{\mathrm{KL}}(P\|Q) = \int_{-\infty}^\infty p(x) \, \log \left( \dfrac{p(x)}{q(x)}\right) {\rm d}x$ | ----- ----- === Requirements === [[Cumulative distribution function]], [[Natural logarithm of real numbers]] === Related === [[Classical microcanonical entropy]]