KL Divergence

From Cohen Courses
Revision as of 00:54, 1 April 2011 by Nitina (talk | contribs)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigationJump to search

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