Kullback Leibler

The Kullback-Leibler (KL) divergence is a measure of the difference between two probability distributions, frequently used as a regularization term or objective function in various machine learning applications. Current research focuses on leveraging KL divergence for improved variational inference, particularly in complex models like Gaussian processes and deep learning architectures, often employing techniques like sequential Monte Carlo or advantage learning to overcome computational challenges and enhance accuracy. This work is significant because it enables more robust and efficient training of probabilistic models, impacting fields ranging from time series forecasting to data augmentation and reinforcement learning.

Papers