Difference between revisions of "KL Divergence"
From Cohen Courses
Jump to navigationJump to search(One intermediate revision by the same user not shown) | |||
Line 1: | Line 1: | ||
− | Its a metric which is used to measure the similarity between two probability distribution P and Q. | + | Its a metric which is used to measure the similarity between two probability distribution ''P'' and ''Q''. |
For probability distributions ''P'' and ''Q'' of a discrete random variable | For probability distributions ''P'' and ''Q'' of a discrete random variable |
Latest revision as of 23:54, 31 March 2011
Its a metric which is used to measure the similarity between two probability distribution P and Q.
For probability distributions P and Q of a discrete random variable their K–L divergence is defined to be