The KL Divergence : Data Science Basics

understanding how to measure the difference between two distributions

Proof that KL Divergence is non-negative : https://www.youtube.com/watch?v=LOwj7UxQwJ0&t=520s

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0:00 How to Learn Math
1:57 Motivation for P(x) / Q(x)
7:21 Motivation for Log
11:43 Motivation for Leading P(x)
15:59 Application to Data Science