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Kullback–Leibler divergence

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In mathematical statistics, the Kullback–Leibler (KL) divergence (also called relative entropy and I-divergence), denoted

Kullback–Leibler divergence - Wikipedia Jump to content From Wikipedia, the free encyclopedia Mathematical statistics distance measure "Information gain" redirects here. For information gain in decision trees, see Information gain (decision tree) . In mathematical statistics , the Kullback–Leibler ( KL ) divergence (also called relative entropy and I-divergence ), [ 1 ] denoted D KL ( P ∥ Q ) {\displaystyle D_{\text{KL}}(P\parallel Q)} , is a type of statistical distance : a measure of how much an approximating probability distribution Q is different from a true probability dist

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