notes on entorpy 【笔记】熵

本文介绍了信息论中的核心概念——香农熵,并探讨了其在衡量信息不确定性及信息增益方面的作用。同时,文章还讲解了相对熵与交叉熵的概念及其在评估概率分布差异中的应用。

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Shannon entropy 香农熵

The key concept of classical information theory is the Shannon entropy. Suppose we learn the value of a random variable X. The Shannon entropy of X quantifies how much information we gain, on average, when we learn the value of X. An alternative view is that the entropy of X measures the amount of uncertainty about X before we learn its value. These two views are complementary; we can view the entropy either as a measure of our uncertainty before we learn the value of X, or as a measure of how much information we have gained after we learn the value of X.

We often write the entropy as a function of a probability distribution, p1,,pn . The Shannon entropy associated with this probability distribution is defined by

H(X)H(p1,,pn)xpxlogpx

The relative entropy 相对熵

The relative entropy is a very useful entropy-live measure of the closeness of two probability distributions, p(x) and q(x) , over the same index set, x . Suppose p(x) and q(x) are two probability distributions on the same index set, x. Define the relative entropy of p(x) to q(x) by

H(p(x)||q(x))xp(x)logp(x)q(x)H(p(x))xp(x)logq(x)

The cross entropy 交叉熵

CEH(p(x),q(x))=Ep[logq]=xp(x)logq(x)

Reference

[1] Nielsen M A, Chuang I L. Quantum computation and quantum information[M]. Cambridge university press, 2010.
[2] http://blog.youkuaiyun.com/rtygbwwwerr/article/details/50778098

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