Kullback–Leibler divergence
id:
kullback-leibler-divergence-228-3362376
title:
Kullback–Leibler divergence
text:
In mathematical statistics, the Kullback–Leibler (KL) divergence, denoted D KL, is a type of statistical distance: a measure of how one reference probability distribution P is different from a second probability distribution Q. Mathematically, it is defined as
- D KL = ∑ x ∈ X P log . A simple interpretation of the KL divergence of P from Q is the expected excess surprise from using Q as a model instead of P when the actual distribution is P. While it is a measure of how different two distr
brand slug:
wiki
category slug:
encyclopedia
description:
Mathematical statistics distance measure
original url:
https://en.wikipedia.org/wiki/Kullback%E2%80%93Leibler_divergence
date created:
2004-02-13T19:18:53Z
date modified:
2024-09-15T08:24:37Z
main entity:
{"identifier":"Q255166","url":"https://www.wikidata.org/entity/Q255166"}
image:
fields total:
13
integrity:
15