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15 changes: 13 additions & 2 deletions machine_learning/loss_functions.py
Original file line number Diff line number Diff line change
Expand Up @@ -653,13 +653,24 @@ def kullback_leibler_divergence(y_true: np.ndarray, y_pred: np.ndarray) -> float
>>> predicted_probs = np.array([0.3, 0.3, 0.4, 0.5])
>>> kullback_leibler_divergence(true_labels, predicted_probs)
Traceback (most recent call last):
...
...
ValueError: Input arrays must have the same length.
>>> true_labels = np.array([0.0, 0.3, 0.7])
>>> predicted_probs = np.array([0.1, 0.3, 0.6])
>>> float(kullback_leibler_divergence(true_labels, predicted_probs))
0.10790547587908085
>>> true_labels = np.array([0.0, 0.0, 1.0])
>>> predicted_probs = np.array([0.2, 0.3, 0.5])
>>> float(kullback_leibler_divergence(true_labels, predicted_probs))
0.6931471805599453
"""
if len(y_true) != len(y_pred):
raise ValueError("Input arrays must have the same length.")

kl_loss = y_true * np.log(y_true / y_pred)
# Filter out entries where y_true is 0 to avoid log(0)
# By definition of KL divergence: 0 * log(0/q) = 0
mask = y_true != 0
kl_loss = y_true[mask] * np.log(y_true[mask] / y_pred[mask])
return np.sum(kl_loss)


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