Added KLDiv loss in loss functions. (#62)

bfortuner · Oct 12, 2019 · 3511539 · 3511539
1 parent bd6362f
commit 3511539
Showing 1 changed file with 6 additions and 1 deletion.
diff --git a/code/loss_functions.py b/code/loss_functions.py
@@ -32,7 +32,12 @@ def Huber(yHat, y, delta=1.):
 
 
 def KLDivergence(yHat, y):
-    pass
+    """
+    :param yHat:
+    :param y:
+    :return: KLDiv(yHat || y)
+    """
+    return np.sum(yHat * np.log((yHat / y)))
 
 
 def L1(yHat, y):