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SciPy

This is documentation for an old release of SciPy (version 0.17.1). Read this page in the documentation of the latest stable release (version 1.15.1).

scipy.special.kl_div

scipy.special.kl_div(x, y) = <ufunc 'kl_div'>

Elementwise function for computing Kullback-Leibler divergence.

kl_div(x,y)={xlog(x/y)x+yx>0,y>0yx=0,y0otherwise
Parameters:

x : ndarray

First input array.

y : ndarray

Second input array.

Returns:

res : ndarray

Output array.

See also

entr, rel_entr

Notes

This function is non-negative and is jointly convex in x and y.

New in version 0.14.0.

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