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Estimating the Kullback-Leibler (KL) divergence between random variables is a fundamental problem in statistical analysis. For continuous random variables, traditional information-theoretic estimators scale poorly with dimension and/or…

Machine Learning · Computer Science 2025-10-08 Mikil Foss , Andrew Lamperski

Variational Bayes (VB) is a popular tool for Bayesian inference in statistical modeling. Recently, some VB algorithms are proposed to handle intractable likelihoods with applications such as approximate Bayesian computation. In this paper,…

Numerical Analysis · Mathematics 2021-09-28 Zhijian He , Zhenghang Xu , Xiaoqun Wang

Estimating Kullback Leibler (KL) divergence from samples of two distributions is essential in many machine learning problems. Variational methods using neural network discriminator have been proposed to achieve this task in a scalable…

Machine Learning · Computer Science 2021-10-01 Sandesh Ghimire , Aria Masoomi , Jennifer Dy

In this paper, we study the strong consistency of a bias reduced kernel density estimator and derive a strongly con- sistent Kullback-Leibler divergence (KLD) estimator. As application, we formulate a goodness-of-fit test and an…

Methodology · Statistics 2018-05-21 Papa Ngom , Freedath Djibril Moussa , Jean de Dieu Nkurunziza

Reinforcement Learning with Verified Reward (RLVR) has emerged as a critical paradigm for advancing the reasoning capabilities of Large Language Models (LLMs). Most existing RLVR methods, such as GRPO and its variants, ensure stable updates…

Machine Learning · Computer Science 2026-02-10 Qingyuan Wu , Yuhui Wang , Simon Sinong Zhan , Yanning Dai , Shilong Deng , Sarra Habchi , Qi Zhu , Matthias Gallé , Chao Huang

Recently, a method called the Mutual Information Neural Estimator (MINE) that uses neural networks has been proposed to estimate mutual information and more generally the Kullback-Leibler (KL) divergence between two distributions. The…

Machine Learning · Computer Science 2019-08-20 Kartik Ahuja

Kullback-Leiber divergence has been widely used in Knowledge Distillation (KD) to compress Large Language Models (LLMs). Contrary to prior assertions that reverse Kullback-Leibler (RKL) divergence is mode-seeking and thus preferable over…

Computation and Language · Computer Science 2024-12-10 Taiqiang Wu , Chaofan Tao , Jiahao Wang , Runming Yang , Zhe Zhao , Ngai Wong

Kullback-Leibler (KL) divergence is a fundamental concept in information theory that quantifies the discrepancy between two probability distributions. In the context of Variational Autoencoders (VAEs), it serves as a central regularization…

Machine Learning · Computer Science 2026-04-14 Andrés Muñoz , Rodrigo Ramele

This study tackles the efficient estimation of Kullback-Leibler (KL) Divergence in Dirichlet Mixture Models (DMM), crucial for clustering compositional data. Despite the significance of DMMs, obtaining an analytically tractable solution for…

Machine Learning · Statistics 2024-03-20 Samyajoy Pal , Christian Heumann

The reasoning performance of large language models (LLMs) can be substantially improved by training them with reinforcement learning (RL). The RL objective for LLM training involves a regularization term, which is the reverse…

For training an encoder network to perform amortized variational inference, the Kullback-Leibler (KL) divergence from the exact posterior to its approximation, known as the inclusive or forward KL, is an increasingly popular choice of…

Machine Learning · Computer Science 2024-03-19 Declan McNamara , Jackson Loper , Jeffrey Regier

Reverse Kullback-Leibler (RKL) divergence has recently emerged as the preferred objective for large language model (LLM) distillation, consistently outperforming forward KL (FKL), particularly in regimes with large vocabularies and…

Machine Learning · Computer Science 2026-04-02 Hoang-Chau Luong , Dat Ba Tran , Lingwei Chen

Several scalable sample-based methods to compute the Kullback Leibler (KL) divergence between two distributions have been proposed and applied in large-scale machine learning models. While they have been found to be unstable, the…

Machine Learning · Computer Science 2021-09-07 Sandesh Ghimire , Prashnna K Gyawali , Linwei Wang

Estimating the Kullback-Leibler (KL) divergence between two distributions given samples from them is well-studied in machine learning and information theory. Motivated by considerations of multi-group fairness, we seek KL divergence…

Machine Learning · Computer Science 2022-03-01 Parikshit Gopalan , Nina Narodytska , Omer Reingold , Vatsal Sharan , Udi Wieder

We examine the estimation of the Kullback-Leibler (KL) divergence and the use of the goodness-of-fit test for multivariate continuous distributions. Our starting point is the maximum entropy principle for Shannon entropy: among all…

Statistics Theory · Mathematics 2026-03-10 Mehmet Siddik Cadirci , Martin Singull

Log-likelihood vectors define a common space for comparing language models as probability distributions, enabling unified comparisons across heterogeneous settings. We extend this framework to training checkpoints and intermediate layers,…

Computation and Language · Computer Science 2026-04-21 Ryo Kishino , Yusuke Takase , Momose Oyama , Hiroaki Yamagiwa , Hidetoshi Shimodaira

The Kullback-Leibler (KL) divergence is a fundamental equation of information theory that quantifies the proximity of two probability distributions. Although difficult to understand by examining the equation, an intuition and understanding…

Information Theory · Computer Science 2014-04-09 Jonathon Shlens

In the design of efficient simulation algorithms, one is often beset with a poor choice of proposal distributions. Although the performance of a given simulation kernel can clarify a posteriori how adequate this kernel is for the problem at…

Statistics Theory · Mathematics 2010-10-11 R. Douc , A. Guillin , J. -M. Marin , C. P. Robert

Reinforcement learning with verifiable rewards (RLVR) has recently enhanced the reasoning capabilities of large language models (LLMs), particularly for mathematical problem solving. However, a fundamental limitation remains: as the…

Machine Learning · Computer Science 2025-11-03 Wenhao Deng , Long Wei , Chenglei Yu , Tailin Wu

$\alpha$-posteriors and their variational approximations distort standard posterior inference by downweighting the likelihood and introducing variational approximation errors. We show that such distortions, if tuned appropriately, reduce…

Machine Learning · Statistics 2021-04-20 Marco Avella Medina , José Luis Montiel Olea , Cynthia Rush , Amilcar Velez
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