熵 :
- 离散形式:
H(X)≡−∑k=1KP(X=k)logP(X=k)H(X)\equiv - \sum_{k=1}^KP(X=k)\log{P(X=k)}H(X)≡−k=1∑KP(X=k)logP(X=k)
##KL散度:
KL(P∣∣Q)=∑k=1KPklogPkQk=∑k=1KPklogPk−∑k=1KPklogQk=−H(P)+H(P,Q)//负熵+交叉熵KL(P||Q)= \sum_{k=1}^KP_k \log\frac{P_k}{Q_k}= \\ \sum_{k=1}^KP_k\log{P_{k}} -\sum_{k=1}^KP_k{log{Q_k}} = \\ -H(P)+H(P,Q) // 负熵 + 交叉熵 KL(P∣∣Q)=k=1∑KP