KLDivergence

import numpy as np

import scipy.stats as stats

def KLD(pk, qk):

    kld = stats.entropy(pk, qk)

    print(kld)

# p

pk = np.random.normal(0.1, 0.01, 100000)

qk = np.random.normal(0.1, 0.01, 100000)

KLD(pk, qk)

pk = np.random.normal(0.1, 0.001, 100000)

qk = np.random.normal(0.1, 0.001, 100000)

KLD(pk, qk)

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