diff --git a/chapters/part4/divergence/index.html b/chapters/part4/divergence/index.html index 60ab250a..9e8d5156 100644 --- a/chapters/part4/divergence/index.html +++ b/chapters/part4/divergence/index.html @@ -31,14 +31,14 @@

Earth Mover's Distance

This value is very meaningful, but it doesn't have a closed form equation. Instead it is computed by solving a linear program. If the range of values that the random variables can take on is of size $n$, the linear program has a run time of $O(n^3 \cdot \log n)$ which is very slow.

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Kullback Leiber Divergence

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Kullback-Leibler Divergence

Let $X$ and $Y$ be discrete random variables. Calculate the expected "excess surprise" from using Y as your Probability Mass Function instead of X when the actual Probability Mass Function is X.

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Definition: Kullback Leiber Divergence

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Definition: Kullback-Leibler Divergence

Let $X$ and $Y$ be discrete random variables