Computes the Kullback–Leibler divergence.
Denote this distribution by p and the other distribution by q.
Assuming p, q are absolutely continuous with respect to reference measure r,
the KL divergence is defined as:
KL[p, q] = E_p[log(p(X)/q(X))] = -int_F p(x) log q(x) dr(x) + int_F p(x) log p(x) dr(x) = H[p, q] - H[p]
where F denotes the support of the random variable X ~ p, H[., .]
denotes (Shannon) cross entropy, and H[.] denotes (Shannon) entropy.
tfd_kl_divergence(distribution, other, name = "kl_divergence")
distribution |
The distribution being used. |
other |
|
name |
String prepended to names of ops created by this function. |
self$dtype Tensor with shape [B1, ..., Bn] representing n different calculations
of the Kullback-Leibler divergence.
Other distribution_methods:
tfd_cdf(),
tfd_covariance(),
tfd_cross_entropy(),
tfd_entropy(),
tfd_log_cdf(),
tfd_log_prob(),
tfd_log_survival_function(),
tfd_mean(),
tfd_mode(),
tfd_prob(),
tfd_quantile(),
tfd_sample(),
tfd_stddev(),
tfd_survival_function(),
tfd_variance()
d1 <- tfd_normal(loc = c(1, 2), scale = c(1, 0.5)) d2 <- tfd_normal(loc = c(1.5, 2), scale = c(1, 0.5)) d1 %>% tfd_kl_divergence(d2)
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.