Information Theory

Density Ratio Estimation for KL Divergence Minimization between Implicit Distributions
This post demonstrates how to approximate the KL divergence (in fact, any f-divergence) between implicit distributions, using density ratio estimation by probabilistic classification.
Louis Tiao
Last updated on Oct 16, 2022 21 min read Technical
Density Ratio Estimation for KL Divergence Minimization between Implicit Distributions