What is KL divergence?

Updated May 17, 2026

Short answer

KL divergence measures difference between two probability distributions.

Deep explanation

KL(P||Q) quantifies how much information is lost when Q approximates P. It is widely used in machine learning loss functions.

Real-world example

Training variational autoencoders.

Common mistakes

  • Assuming KL divergence is symmetric.

Follow-up questions

  • Is KL symmetric?
  • Where is KL used?

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