It should be emphasized that KL-divergence is not a genuine metric: it is not symmetric and fails the triangle inequality. Thus, talk of Kullback-Leibler “distance” is misleading.

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Kullback-Leibler Divergence

  • James M. Joyce

摘要

It should be emphasized that KL-divergence is not a genuine metric: it is not symmetric and fails the triangle inequality. Thus, talk of Kullback-Leibler “distance” is misleading.