module Octo::KLDivergence

Public Instance Methods

kl_divergence(p, q) click to toggle source

Calculates the KL-Divergance of two probabilities en.wikipedia.org/wiki/Kullback–Leibler_divergence @param [Float] p The first or observed probability @param [Float] q The second or believed probability. Must be non-zero @return [Float] KL-Divergance score

# File lib/octocore/kldivergence.rb, line 10
def kl_divergence(p, q)
  p * Math.log(p/q)
end