Kullback-Leibler Divergence is a measure of how one probability distribution diverges from a second, expected probability distribution. It is often used in statistics and machine learning to quantify the difference between two distributions, with applications in areas like information theory, Bayesian inference, and model evaluation.

Kullback-Leibler Divergence

A probability distribution is a mathematical function that provides the probabilities of occurrence of different possible outcomes in an experiment. It is fundamental in statistics and data analysis, helping to model and predict real-world phenomena by describing how probabilities are distributed over values of a random variable.

probability distribution

expected probability distribution

Statistics is the science of collecting, analyzing, interpreting, presenting, and organizing data to make informed decisions and predictions. It provides the tools to handle variability and uncertainty in data, enabling researchers and analysts to draw valid conclusions and insights from empirical evidence.

statistics

Machine learning is a subset of artificial intelligence that involves the use of algorithms and statistical models to enable computers to improve their performance on a task through experience. It leverages data to train models that can make predictions or decisions without being explicitly programmed for specific tasks.

machine learning

difference between two distributions

Information theory is a mathematical framework for quantifying information, primarily focusing on data compression and transmission efficiency. It introduces fundamental concepts such as entropy, which measures the uncertainty in a set of outcomes, and channel capacity, which defines the maximum rate of reliable communication over a noisy channel.

information theory

Bayesian inference is a statistical method that updates the probability of a hypothesis as more evidence or information becomes available, utilizing Bayes' Theorem to combine prior beliefs with new data. It provides a flexible framework for modeling uncertainty and making predictions in complex systems, often outperforming traditional methods in scenarios with limited data or evolving conditions.

Bayesian inference

Model evaluation is a crucial step in the machine learning pipeline that involves assessing the performance of a predictive model using specific metrics to ensure its accuracy and generalizability. It helps in understanding the model's strengths and weaknesses, guiding improvements and ensuring that the model meets the desired objectives before deployment.

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