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KL Divergence

KL Divergence

Kullback Leibler divergence, or KL divergence, is…

Linear Digressions

August 7, 201725m 38s

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Show Notes

Kullback Leibler divergence, or KL divergence, is a measure of information loss when you try to approximate one distribution with another distribution.  It comes to us originally from information theory, but today underpins other, more machine-learning-focused algorithms like t-SNE.  And boy oh boy can it be tough to explain.  But we're trying our hardest in this episode!

Topics

datasciencemachinelearninglineardigressions