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In mathematical statistics, the Kullback–Leibler (KL) divergence (also called relative entropy and I-divergence), denoted D KL ( P ∥ Q ) {\displaystyle D_{\text{KL}}(P\parallel Q)} , is a type of statistical distance: a measure of how much an approximating probability distribution Q is different from a true probability distribution P. Mathematically, it…
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displaystyle entropy kl text parallel relative divergence probability distributions information distribution log frac two bits left right mathcal expected measure
| Subject | Predicate | Object | Confidence | Src |
|---|---|---|---|---|
| counting measure for discrete distributions | instance of | although in practice it will usually be one that applies in the context | 0.80 | text |
| or Lebesgue measure or a convenient variant thereof such as Gaussian measure or the uniform measure on the sphere | instance of | although in practice it will usually be one that applies in the context | 0.80 | text |
| Haar measure on a Lie group etc. for continuous distributions | instance of | although in practice it will usually be one that applies in the context | 0.80 | text |
| Kullback–Leibler divergence | related to Etymology | The | 0.60 | section |
| Kullback–Leibler divergence | related to Etymology | Solomon Kullback | 0.60 | section |
| Kullback–Leibler divergence | related to Etymology | Richard Leibler | 0.60 | section |
| Kullback–Leibler divergence | related to Etymology | Kullback | 0.60 | section |
| Kullback–Leibler divergence | related to Etymology | Leibler | 0.60 | section |
| Kullback–Leibler divergence | related to Etymology | They | 0.60 | section |
| Kullback–Leibler divergence | related to Etymology | Harold Jeffreys | 0.60 | section |
| Kullback–Leibler divergence | related to Etymology | In Kullback | 0.60 | section |
| Kullback–Leibler divergence | related to Etymology | Numerous | 0.60 | section |
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