Reference
Comparing Distributions by Measuring Differences that Affect Decision Making, Shengjia Zhao, Abhishek Sinha, Yutong He, Aidan Perreault, Jiaming Song, Stefano Ermon. (2022)

Abstract

Measuring the discrepancy between two probability distributions is a fundamental problem in machine learning and statistics. We propose a new class of discrepancies based on the optimal loss for a...

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Pill

Comparing Distributions by Measuring Differences that Affect Decision Making

A new family of divergences for distributions is introduced, generalizing KL and others, together with an efficient estimator for it. A …

Michael Panchenko
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