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jlcarvalho/getKLDivergence.ts

Created October 27, 2022 03:52
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Get KL Divergence from Normal Distribution
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getKLDivergence.ts
export function getKLDivergence(d1: Array<number>, d2: Array<number>) {
const [mu1, sigma1] = d1;
const [mu2, sigma2] = d2;
const eq1 = Math.log(sigma2) / Math.log(sigma1);
const eq2 = (sigma1 ** 2 + (mu1 - mu2) ** 2) / (2 * sigma2) ** 2;
return eq1 + eq2 - 1 / 2;
}
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