The Kullback-Leibler divergence between two random variablesXandYis defined as There are many ways to interpretKL(X||Y), such as the average surprise in seeingYwhen you expectedX. Unlike thep-norm distance, the KL divergence between two normal random variables can be computed in closed form. ...
文章参考normal distribution - KL divergence between two univariate Gaussians - Cross Validated (stackexchange.com)。 我们设p(x)∼N(μ1,σ1),q(x)∼N(μ2,σ2),根据KL散度的定义,有 KL(p,q)=Ep(log(pq))=−∫p(x)logq(x)dx+∫p(x)logp(x)dx 请证明: KL(p,q)=log...
Kullback-Leibler divergence between two multivariate normal distributionsWessel N. van Wieringen
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I want to contribute a new problem focused on KL divergence under normal distributions, including: Deriving the KL divergence for normal distributions. Implementing the KL divergence calculation using NumPy. this will be a "Medium" diffi...
作为第一个尝试,我们来算两个高斯分布的KL散度(Kullback-Leibler divergence)。KL散度算是最常用的分布度量之一了,因为它积分之前需要取对数,这对于指数簇分布来说通常能得到相对简单的结果。此外它还跟“熵”有着比较紧密的联系。 计算结果 两个概率分布的KL散度定义为 KL(p(\boldsymbol{x})\Vert q(\bold...
Hi all, Would it be possible to add KL between two Mixture of gaussians distirbutions or even between one multivariate gaussian and a mixture of gaussian? Example: A =tfd.Normal( loc=[1., -1],scale=[1, 2.]) B =tfd.Normal( loc=[1., -1],sc...
Approximating the Kullback Leibler Divergence Between Gaussian Mixture Models The Kullback Leibler (KL) divergence is a widely used tool in statistics and pattern recognition. The KL divergence between two Gaussian mixture models (GM... JR Hershey,PA Olsen - IEEE...
在下文中一共展示了kl_divergence函数的15个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于系统推荐出更棒的Python代码示例。 示例1: testDomainErrorExceptions ▲点赞 7▼ deftestDomainErrorExceptions(self):classMyDistException(normal.Normal):...
policyself._act = U.function([ob_no], [sampled_ac_na, ac_dist, logprobsampled_n])# Generate a new action and its logprob#self.compute_kl = U.function([ob_no, oldac_na, oldlogprob_n], kl) # Compute (approximate) KL divergence between old policy and new policyself.compute_kl ...