MATH ML Learning Lab
P01
P01 · 20–30 min

KL 散度与分布比较KL Divergence & Comparing Distributions

怎样衡量用预测分布代替真实分布带来的额外代价?How can we measure the extra cost of using a predicted distribution in place of the true one?

前置知识:Prerequisites: B19:信息熵与交叉熵。B19: entropy and cross-entropy.

复习前置:Review prerequisites: B19 · 信息熵与交叉熵Entropy & Cross-Entropy

学完后你能:After this lesson you can: 在统一单位下计算 KL,解释方向与支持范围。Calculate KL in a consistent unit and explain direction and support.

动手观察Explore

调整二类真实分布和预测分布,对照熵、交叉熵、KL 与各类贡献。Adjust binary true and predicted distributions and compare entropy, cross-entropy, KL and class contributions.

从观察到解释From observation to explanation

从交叉熵出发Start from cross-entropy

交叉熵 H(p,q) 衡量按真实分布 p 出现的结果,用预测分布 q 编码时的平均代价。减去 p 自身熵 H(p),剩下的就是 KL 散度。Cross-entropy H(p,q) measures average cost under true distribution p using prediction q. Subtract the entropy H(p) of p itself and the remainder is KL divergence.

整体非负,单项可负The total is nonnegative; individual terms may be negative

当 p=q 时 KL 为 0;对合法归一化分布,整体 KL 非负。但单个类别项 pᵢ ln(pᵢ/qᵢ) 可以为负,不应逐项截断成零。KL is zero when p=q and is nonnegative overall for valid normalized distributions. An individual term pᵢ ln(pᵢ/qᵢ) can be negative and must not be clipped to zero.

注意方向与支持范围Direction and support matter

一般 DKL(p∥q) 不等于 DKL(q∥p)。若 pᵢ>0 而 qᵢ=0,理论代价为无穷大;若 pᵢ=0,按极限约定该项为 0。In general DKL(p∥q) differs from DKL(q∥p). If pᵢ>0 while qᵢ=0, theoretical cost is infinite; if pᵢ=0, that term is defined as 0 by a limit convention.

公式与符号Formula and symbols

pᵢ 和 qᵢ 分别是真实分布与预测分布在类别 i 的概率,D 表示 KL 散度;本章统一使用自然对数,单位 nat。pᵢ and qᵢ are probabilities of class i in the true and predicted distributions; D denotes KL divergence. We use natural logs and nats throughout.

留意这个区别Watch for this

信息量必须使用同一对数底数才能相减;数值 epsilon 截断得到的有限值只是近似。Information values must use the same log base before subtraction; a finite result from epsilon clipping is only a numerical approximation.

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