KL divergence

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

想请教各位大侠 KL divergence的问题，wiki上说 KL measures the expected number of extra bits required to code samples from P when using a code based on Q, rather than using a code based on P. Typically P represents the "true" distribution of data, observations, or a precisely calculated theoretical distribution. The measure Q typically represents a theory, model, description, or approximation of P.

公式是

通常P是unknown的，Q是一个对P的approximation， 也就是说Q的概率是可求出来的，但是对于unknown的P，如何求出相对熵呢？也就是说这里p(x)是怎么得到的呢？

谢谢指导

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：DIVERGENCE div NCE Ver distribution represents precisely expected measures required