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while based on this article one would derive the KL to be:
I guess both of them cannot be right because the divergence is not symmetric. Can somebody with the necessary knowledge decide which is the right formulation? Tomash (talk) 10:34, 16 August 2014 (UTC)[reply]
Instead of taking f(t) = -ln (t), take f(t) = t ln t:
This would be much easier to understand if there were a few examples of distributions, with the distances given between pairs of distributions via various measures. ★NealMcB★ (talk) 16:33, 1 March 2021 (UTC)[reply]
Whatever this is, it does NOT generate the Jensen-Shannon divergence! I don't know what it generates. It certainly generates a symmetric f-divergence, but it is NOT the Jensen-Shannon divergence!
I explicitly calculated the between the two coin-toss distributions with heads probability 1/3 and 2/3. I got
which is not equal to
And there is no way to fix this. There is no way to find some such that .
Whoever knows what it actually generates please add it back with the proper name attached.