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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

The Kullback-Leibler (KL) divergence is frequently used in data science. For discrete distributions on large state spaces, approximations of probability vectors may result in a few small negative entries, rendering the KL divergence…

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

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 Kullback-Leibler divergence from identical and independently distributed samples is an important problem in various domains. One simple and effective estimator is based on the k nearest neighbor distances between these samples.…

Information Theory · Computer Science 2020-02-27 Puning Zhao , Lifeng Lai

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

Nonnegative matrix factorization (NMF) is a standard linear dimensionality reduction technique for nonnegative data sets. In order to measure the discrepancy between the input data and the low-rank approximation, the Kullback-Leibler (KL)…

Optimization and Control · Mathematics 2021-05-12 Le Thi Khanh Hien , Nicolas Gillis

Neural Network (Deep Learning) is a modern model in Artificial Intelligence and it has been exploited in Survival Analysis. Although several improvements have been shown by previous works, training an excellent deep learning model requires…

Machine Learning · Statistics 2023-04-14 Li Liu , Xiangeng Fang , Di Wang , Weijing Tang , Kevin He

We present a method for explaining the image classification predictions of deep convolution neural networks, by highlighting the pixels in the image which influence the final class prediction. Our method requires the identification of a…

Artificial Intelligence · Computer Science 2018-01-26 Housam Khalifa Bashier Babiker , Randy Goebel

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

Selecting an appropriate divergence measure is a critical aspect of machine learning, as it directly impacts model performance. Among the most widely used, we find the Kullback-Leibler (KL) divergence, originally introduced in kinetic…

Mathematical Physics · Physics 2025-07-16 Gennaro Auricchio , Giovanni Brigati , Paolo Giudici , Giuseppe Toscani

We consider the fundamental problem of estimating a discrete distribution on a domain of size $K$ with high probability in Kullback-Leibler divergence. We provide upper and lower bounds on the minimax estimation rate, which show that the…

Machine Learning · Statistics 2026-02-23 Dirk van der Hoeven , Julia Olkhovskaia , Tim van Erven

Estimating the Kullback--Leibler (KL) divergence between language models has many applications, e.g., reinforcement learning from human feedback (RLHF), interpretability, and knowledge distillation. However, computing the exact KL…

Computation and Language · Computer Science 2025-10-28 Afra Amini , Tim Vieira , Ryan Cotterell

Statistical divergences (SDs), which quantify the dissimilarity between probability distributions, are a basic constituent of statistical inference and machine learning. A modern method for estimating those divergences relies on…

Statistics Theory · Mathematics 2022-03-30 Sreejith Sreekumar , Ziv Goldfeld

Consider the nonparametric logistic regression problem. In the logistic regression, we usually consider the maximum likelihood estimator, and the excess risk is the expectation of the Kullback-Leibler (KL) divergence between the true and…

Statistics Theory · Mathematics 2025-02-26 Atsutomo Yara , Yoshikazu Terada

Deep nonlinear models pose a challenge for fitting parameters due to lack of knowledge of the hidden layer and the potentially non-affine relation of the initial and observed layers. In the present work we investigate the use of information…

Optimization and Control · Mathematics 2016-12-20 Jacob S. Hunter , Nathan O. Hodas

The problem of estimating the Kullback-Leibler divergence $D(P\|Q)$ between two unknown distributions $P$ and $Q$ is studied, under the assumption that the alphabet size $k$ of the distributions can scale to infinity. The estimation is…

Information Theory · Computer Science 2018-02-22 Yuheng Bu , Shaofeng Zou , Yingbin Liang , Venugopal V. Veeravalli

In this paper, we study the statistical and geometrical properties of the Kullback-Leibler divergence with kernel covariance operators (KKL) introduced by Bach [2022]. Unlike the classical Kullback-Leibler (KL) divergence that involves…

Machine Learning · Statistics 2025-03-12 Clémentine Chazal , Anna Korba , Francis Bach

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

The Kullback-Leibler (KL) divergence plays a central role in probabilistic machine learning, where it commonly serves as the canonical loss function. Optimization in such settings is often performed over the probability simplex, where the…

Machine Learning · Computer Science 2025-07-31 Adwait Datar , Nihat Ay
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