Timeline for Why are there extra terms $-p_i+q_i$ in SciPy's implementation of Kullback-Leibler divergence?
Current License: CC BY-SA 4.0
14 events
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| Apr 17, 2023 at 16:17 | history | edited | Silverfish | CC BY-SA 4.0 |
be specific in the title what extra terms we are talking about
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| S Apr 16, 2023 at 23:33 | history | suggested | Peter Mortensen | CC BY-SA 4.0 |
Copy edited (e.g. ref. <https://en.wikipedia.org/wiki/SciPy>).
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| Apr 16, 2023 at 23:04 | review | Suggested edits | |||
| S Apr 16, 2023 at 23:33 | |||||
| Apr 14, 2023 at 18:39 | comment | added | Silverfish |
I have edited the question so the plea not to be closed goes at the end and a very brief summary of the question (in particular, what the extra terms are) goes at the very start - this is to try and make the question appear more meaningful in search engine snippet results for future readers. (I've also phrased it to make clear that scipy isn't the only place you'll see this definition, eg the cited reference uses it too, so this Q will be useful to non-scipy users as well.) Feel free to revert my changes or make further ones if you think it will be useful!
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| Apr 14, 2023 at 18:36 | history | edited | Silverfish | CC BY-SA 4.0 |
include Q in first sentence so search engine snippet results are more meaningful
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| Apr 14, 2023 at 17:57 | vote | accept | Igor F. | ||
| Apr 14, 2023 at 17:00 | history | became hot network question | |||
| Apr 14, 2023 at 14:36 | comment | added | John Madden | @Firebug Oh, I see what you mean, yes that's confusing that they define an "elementwise" KL divergence. | |
| Apr 14, 2023 at 13:45 | comment | added | Firebug |
@JohnMadden I believe you are talking about the OP question, while I'm talking about scipy
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| Apr 14, 2023 at 13:34 | answer | added | John Madden | timeline score: 28 | |
| Apr 14, 2023 at 12:46 | answer | added | Ben Reiniger | timeline score: 22 | |
| Apr 14, 2023 at 11:41 | comment | added | Firebug | The function does not integrate anything, ergo, it does not compute the Kullback-Leibler Divergence. | |
| Apr 14, 2023 at 11:39 | comment | added | Igor F. |
@Firebug I'm unsure whether I understand what you mean. The software is obviously meant to work on discrete distributions. A different function, rel_entr() (relative entropy), linked from the above one, relies on the common definition of the KL-divergence for discrete distributions. I'd like to know how and why the additional terms appear.
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| Apr 14, 2023 at 8:53 | history | asked | Igor F. | CC BY-SA 4.0 |