Difference between revisions of "KL Divergence"

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Its a metric which is used to measure the similarity between two probability distribution P and Q.
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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