1 min readfrom Machine Learning

Interactive KL Divergence Visualisation [P]

I built a small interactive explorer for building intuition about KL divergence: https://robotchinwag.com/posts/kl-divergence-visualisation/

You control two skew-normal distributions and can see the KL integrand and the KL metric. It’s good for exploring how it changes with a mean offset, skew, truncation and discretisation.

It run entirely close side. Feedback is welcome.

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