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negative divergence value

Open vaibhav0195 opened this issue 1 year ago • 1 comments

hi thanks for the repository... I was using the code to calculate the divergence between gaussian distribution but I was getting negative divergences. Mean vectors for both gaussians was a 2 dimensional vector, each entry was chosen randomly between (0,1) and covariance matrix was an identity matrix. Calculating Kl divergence by using K = NONE gives negative values.

vaibhav0195 avatar Jul 19 '23 12:07 vaibhav0195

update : is i use K =1 or 5 I am still getting negative values. I thought KL divergence can not be negative. Is there something I am missing ?? any help is appreciated. thanks

vaibhav0195 avatar Jul 19 '23 12:07 vaibhav0195