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by cubefox
63 days ago
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> To the first point, I think that the KL divergence is indeed symmetric in this case, 0.4 * ln(0.4 / 0.6) + 0.6 * ln(0.6 / 0.4) no matter which direction you go. But my argument also works for any other probability distribution, e.g. P(heads)=0.5 vs Q(heads)=0.99. > Still, there's no avoiding the inherent asymmetry in KL divergence. I wasn't suggesting otherwise, I was talking about his interpretation. |
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