wehub-resource-sync
25 lines
658 B
Matlab
Executable File
25 lines
658 B
Matlab
Executable File
function z = relatEntropy (x, y)
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% Compute relative entropy (a.k.a KL divergence) z=KL(p(x)||p(y)) of two discrete variables x and y.
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% Input:
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% x, y: two integer vector of the same length
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% Output:
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% z: relative entropy (a.k.a KL divergence) z=KL(p(x)||p(y))
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% Written by Mo Chen (sth4nth@gmail.com).
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assert(numel(x) == numel(y));
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n = numel(x);
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x = reshape(x,1,n);
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y = reshape(y,1,n);
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l = min(min(x),min(y));
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x = x-l+1;
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y = y-l+1;
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k = max(max(x),max(y));
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idx = 1:n;
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Mx = sparse(idx,x,1,n,k,n);
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My = sparse(idx,y,1,n,k,n);
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Px = nonzeros(mean(Mx,1));
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Py = nonzeros(mean(My,1));
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z = -dot(Px,log2(Py)-log2(Px));
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z = max(0,z); |