Bayesian surprise
How different the prior is from the posterior. How much updating happens in light of the new data. The Kullback-Leibler (KL) Divergence can be used as a representation of the difference between the distributions.
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Dec 16, 20241 min read
How different the prior is from the posterior. How much updating happens in light of the new data. The Kullback-Leibler (KL) Divergence can be used as a representation of the difference between the distributions.
DKL[Q(x)∣∣P(x)]=EQ(x)[lnQ(x)−lnP(x)]