Press "Enter" to skip to content

Category: General

Intuitive Explanation of the Kullback-Leibler Divergence

In this post I would like to write and give some intuition about the Kullback-Leibler Divergence, which is a measure of how different two probability distributions over the same random variable are. I’ll start by giving an intuitive explanation of the entropy and then derive the Kullback-Leibler Divergence from it.…

Comments closed