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Add KL Divergence helper #3575

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Job	Run time
Check for changes	18s
windows (windows-latest, float64, 3.9, tests/variational/test_approximations.py tests/variational...	13m 29s
windows (windows-latest, float64, 3.9, tests/model/test_core.py tests/sampling/test_mcmc.py)	23m 19s
windows (windows-latest, float64, 3.9, tests/gp/test_cov.py tests/gp/test_gp.py tests/gp/test_mea...	15m 49s
windows (windows-latest, float64, 3.9, tests/step_methods/test_metropolis.py tests/step_methods/t...	16m 3s
macos (macos-latest, float64, 3.10, tests/sampling/test_parallel.py tests/test_data.py tests/vari...	24m 46s
macos (macos-latest, float64, 3.10, tests/sampling/test_mcmc.py )	25m 28s
external_samplers (ubuntu-20.04, float64, 3.11, tests/sampling/test_jax.py tests/sampling/test_mc...	7m 29s
macos (macos-latest, float64, 3.10, tests/backends/test_arviz.py tests/variational/test_updates.py )	14m 19s
float32 (windows-latest, float32, 3.11, tests/sampling/test_mcmc.py tests/ode/test_ode.py tests/o...	23m 24s
ubuntu (ubuntu-20.04, float64, 3.11, tests/test_util.py tests/test_pytensorf.py tests/test_math.p...	16m 34s
ubuntu (ubuntu-20.04, float64, 3.11, tests/distributions/test_continuous.py tests/distributions/t...	21m 34s
ubuntu (ubuntu-20.04, float64, 3.11, tests/distributions/test_bound.py tests/distributions/test_c...	15m 4s
ubuntu (ubuntu-20.04, float64, 3.11, tests/tuning/test_scaling.py tests/tuning/test_starting.py t...	12m 24s
ubuntu (ubuntu-20.04, float64, 3.11, tests/distributions/test_timeseries.py tests/gp/test_cov.py ...	18m 53s
ubuntu (ubuntu-20.04, float64, 3.11, tests/backends/test_mcbackend.py tests/distributions/test_tr...	15m 40s
all_tests	1s
	4h 24m 34s