vault backup: 2024-04-30 18:23:13
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KL散度有以下性质:
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KL散度有以下性质:
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1. 正定性:$D_{KL}(p||q) \ge 0$
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1. 正定性:$D_{KL}(p||q) \ge 0$
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2. 非对称性:$D_{KL}(p||q) \ne D_{KL}(q||p)$
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2. 非对称性:$D_{KL}(p||q) \ne D_{KL}(q||p)$
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3.
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## 一维高斯分布的KL散度
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$$
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KL(p,q) = \log \frac{\sigma_2}{\sigma_1} + \frac{\sigma_1^2 + (\mu_1 - \mu_2)^2}{2\sigma_2^2} - \frac{1}{2}
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$$
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