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A measure of the difference between two probability distributions for a given random variable or set of events.

2 votes

Why is the cross-entropy always more than the entropy?

$$ H(p,q) \geq H(p) \xrightarrow[]{} \sum_{x}^{}-p_{x}\log(q_{x}) \geq \sum_{x}^{}-p_{x}\log(p_{x}) \\ \xrightarrow[]{-\log(x)=\log(\frac{1}{x})} \sum_{x}^{}p_{x}\log(\frac{1}{q_{x}}) \geq \sum_{x}^{} …
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