Understanding KL Divergence Intuitively

A constructive approach to measuring distribution differences.

Today, we will be discussing KL divergence, a very popular metric used in data science to measure the difference between two distributions. But before delving into the technicalities, let’s address a common barrier to understanding math and statistics.

Often, the challenge lies in the approach. Many perceive these subjects as a collection of formulas presented as divine truths, leaving learners struggling to interpret their meanings. Take the …

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