With Apache Spark MLLib library I am trying to find Clusters within a dataset by using Gaussian Mixture Model (number cluster =3) . Now it returns 3 different values of mean and standard deviation. I am trying to find that if there exists any overlappping between any two distribution. To do that, I am trying find the distances between the distribution.
Standard code for KL Div looks like this and generally takes the argument, two arrays of probabilities corresponding to two different distributions.
Now my question is 1. How do I change the equation to work on mean and sigma? 2. How do I come to the conclusion that the distributions are overlapping by looking at the return value?