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raccourcis clavier

denoted as DKL(PQ)D_{\text{KL}}(P \parallel Q)

definition

The statistical distance between a model probability distribution QQ difference from a true probability distribution PP:

DKL(PQ)=xXP(x)log(P(x)Q(x))D_{\text{KL}}(P \parallel Q) = \sum_{x \in \mathcal{X}} P(x) \log (\frac{P(x)}{Q(x)})

alternative form:

KL(pq)=Exp(logp(x)q(x))=xP(x)logp(x)q(x)dx\begin{aligned} \text{KL}(p \parallel q) &= E_{x \sim p}(\log \frac{p(x)}{q(x)}) \\ &= \int_x P(x) \log \frac{p(x)}{q(x)} dx \end{aligned}