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Kullback-Leibler Divergence

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Calculates the Kullback-Leibler Divergence between two probability distributions

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For the description of the divergence you can take a look at :
http://en.wikipedia.org/wiki/Kullback-Leibler_divergence

Comments and Ratings (13)

zheng nianzu

Thank you for submitting this, however I was wondering what is the reason for the line: P = P ./repmat(sum(P,2),[1 size(P,2)]);?
This doesn't seem to be a part of other KLdiv calculations.

t h

t h (view profile)

sailer

sailer (view profile)

It will be better to give an example

hello_world

I have two probability matrix P and Q of size m x n and q x n each. How to calculate KL-divergence for these two matrices?

Erkin

Erkin (view profile)

Shouldn't the log value be log2 instead of natural logarithm?

wang

wang (view profile)

Sir, can you give a detailed description of P and Q in this function? example better.

Maysam Shahedi

Maysam Shahedi (view profile)

amjad khan

dear sir we need kld for feature selection in MRI brain image can some one help me

Hung nguyen

Nate Greene

Please note that the logarithms should be base 2 if calculating values in bits.

Dimitri Shvorob

Your implementation is third of its kind on FEX: please take time to search FEX for existing code before posting.

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