KullbackLeiberDivergence.h File Reference

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Namespaces

 shark
 AbstractMultiObjectiveOptimizer.
 

Functions

template<typename DistributionP , typename DistributionQ >
double shark::kullback_leiber_divergence (DistributionP &p, DistributionQ &q, std::size_t trials=10000)
 Estimates the kullback-leibler-divergence between two distributions. The more trials the better is the estimate, but good estimates are slow. More...