kldivergence¶
-
utils.
kldivergence
(m0, m1, c0, c1)[source]¶ Calculates the Kullback–Leibler divergence between two distributions using the means and covariances
Parameters: - m0 (array of N floats) – The means of distribution 0
- m1 (array of N floats) – The means of distribution 1
- c0 (NxN array of floats) – The covariance matrix for distribution 0
- c1 (NxN array of floats) – The covariance matrix for distribution 1
Returns: kl – The Kullback–Leibler divergence
Return type: