Kullback-Leibler (KL) Distance
- DR.GEEK
- Oct 13, 2020
- 1 min read
13th-October-2020
• KL distance: an index for measuring proximity between probability distributions • minimization of KL distance: approximate model distribution 𝑝𝑝 to observation distribution 𝑝𝑝 0 as much as possible.
Minimization by gradient method
Calculate parameters by gradient method
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