# Differences

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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: $D_{\mathrm{KL}}(P\|Q) = \int_{-\infty}^\infty p(x) \, \log \left( \dfrac{p(x)}{q(x)}\right) {\rm d}x$ | | ||

+ | ----- | ||

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+ | ----- | ||

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+ | === Requirements === | ||

+ | [[Cumulative distribution function]], | ||

+ | [[Natural logarithm of real numbers]] | ||

+ | === Related === | ||

+ | [[Classical microcanonical entropy]] |