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kullback_leibler_divergence [2016/09/10 18:41] (current)
nikolaj created
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 +===== 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]]
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