probabilty 썸네일형 리스트형 [Remark] All the probability metrics we need. All the probability metrics we need This post explains the probability metrics, including only the essential parts of the them. Kullback-Leiber Total variation Kolmogorov-Smirnov Wasserstein Maximum mean discrepancy Kullback-Leiber Consider two probability distributions $P$ and $Q$. The Kullback-Leiber Distance is defined by $$\begin{aligned}KL(P||Q) &= \sum_x P(x) \log \frac{P(x)}{Q(x)} \\ KL(P.. 더보기 이전 1 다음
