mushi.loss_functions.dkl

dkl(E, X)

Generalized Kullback-Liebler divergence, a Bregman divergence (ignores constant term)

\[\sum_{i,j} \left(X_{i, j} \log \frac{X_{i, j}}{\mathbb{E}[X_{i, j}]} - X_{i, j} + \mathbb{E}[X_{i, j}] \right)\]

Parameters:

• E (Array) – expectation \(\mathbb{E}[\mathbf X]\)

• X (Array) – data \(\mathbf X\)

Return type:

float64