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add the relative entropy #34

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Autoplectic opened this Issue Oct 7, 2013 · 1 comment

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Autoplectic commented Oct 7, 2013

aka kullback leibler divergence

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Autoplectic commented Feb 22, 2015

This has mostly been added, but the function could use some cleaning up.

todo:

  • better docstring
  • split out cross entropy
  • allow passing in of joint distributions?
  • examples, documentation, and tests

@Autoplectic Autoplectic referenced this issue Mar 12, 2015

Merged

DKL #78

@chebee7i chebee7i closed this in #78 Mar 12, 2015

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