The Kullback-Leibler-Divergence measure "how far two probability distributions are apart". We can conveniently calculate it by the help of TensorFlow Probability. Here are the notes: raw.githubusercontent.com/Cey...
The KL-Divergence is especially relevant when we want to fit one distribution against another. It has multiple applications in Probabilistic Machine Learning and Statistics. In a later video, we will use it to derive Variational Inference, a powerful tool to fit surrogate posterior distributions.
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Timestamps:
0:00 Opening
0:15 Intuition
03:21 Definition
05:28 Example
13:29 TensorFlow Probability
Негізгі бет Introduction to KL-Divergence | Simple Example | with usage in TensorFlow Probability
Пікірлер: 17