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• MATLAB小函數(shù)：計算KL散度與JS散度
• • 1. MATLAB程序
  • 2. 結(jié)果

MATLAB程序：計算KL散度與JS散度

問題：給定兩個向量，計算這兩個向量之間的Kullback-Leibler Divergence與Jensen-Shannon Divergence。KL散度與JS散度的計算公式參考：相似性度量 ?

1. MATLAB程序

function [score_KL, score_JS] = KL_JS_div(vec1, vec2) % Input: vec1: vector 1, vec2: vector 2 % Output: score_KL: KL divergence, source_JS: JS divergence % Author: kailugaji % https://www.cnblogs.com/kailugaji/% Make sure vec1 and vec2 sum to 1 if any(vec1(:))vec1 = vec1/sum(vec1(:)); endif any(vec2(:))vec2 = vec2/sum(vec2(:)); end% Compute Kullback-Leibler Divergence score_KL = sum(sum(vec1.* log(eps + vec1./(vec2+eps))));% Compute Jensen-Shannon Divergence score_JS = (sum(sum(vec1.* log(eps + vec1./((vec1+vec2)./2+eps))))+sum(sum(vec2.* log(eps + vec2./((vec1+vec2)./2+eps)))))./2;if vec1==vec2score_KL=0;score_JS=0; end

2. 結(jié)果

>> vec1=[0.2 0.4 0.4]; >> vec2=[0.3 0.2 0.5]; >> [score_KL, score_JS] = KL_JS_div(vec1, vec2)score_KL =0.106908430076661score_JS =0.024807303850391

轉(zhuǎn)載：博客園?http://www.cnblogs.com/kailugaji/

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