Difference between revisions of "KL Divergence"
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| − | Its a metric which is used to measure the similarity between two probability distribution | + | 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
