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Fix JS Divergence Calculation #23

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Micky774 opened this issue Sep 1, 2021 · 0 comments

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wontfix

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Micky774 commented Sep 1, 2021 •

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Current implementation (see below) is (KL(p||q)+KL(q||p))/2 which is not JS divergence. Should be (KL(p||M)+KL(q||M))/2 where M=(p+q)/2

Current implementation:

ornet/src/measure.py

Lines 54 to 56 in 6dd29a3

    
           pq = multivariate_kl(m1, s1, m2, s2) 
        
           qp = multivariate_kl(m2, s2, m1, s1) 
        
           return 0.5 * (pq + qp)

Micky774 added the wontfix label

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