Jensen–Shannon divergence

E837388

Jensen–Shannon divergence is a symmetrized and smoothed measure of dissimilarity between probability distributions, widely used in information theory and machine learning.

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Statements (51)

Predicate Object
instanceOf distance-like measure between probability distributions
information-theoretic measure
statistical divergence
alsoKnownAs Jensen–Shannon distance (square root form)
basedOn Kullback–Leibler divergence
bounded true
canBeExpressedUsingEntropy true
definedFor pairs of probability distributions
definedOn continuous probability distributions (via densities)
discrete probability distributions
entropyForm JSD(P‖Q) = H(M) − 1/2 H(P) − 1/2 H(Q)
field information theory
machine learning
probability theory
statistics
formula JSD(P‖Q) = 1/2 KL(P‖M) + 1/2 KL(Q‖M)
generalizedDefinition JSD({P_i}, {w_i}) = H(∑ w_i P_i) − ∑ w_i H(P_i)
generalizesTo more than two distributions
isConvexInEachArgument true
isDefinedWhenSupportsDiffer true
isFdivergence true
isFinite true
isJointlyConvex true
isMetricWhenSquareRootTaken true
isRelatedTo Shannon entropy
isRobustToSupportMismatchComparedTo Kullback–Leibler divergence
isSmoothedVersionOf Kullback–Leibler divergence
isSquareOfMetric true
isSymmetric true
isSymmetrizationOf Kullback–Leibler divergence
isWidelyUsedAs measure of dissimilarity between probability distributions
isZeroIffDistributionsEqual true
logarithmBase commonly base 2
metricName Jensen–Shannon distance
mixtureDistributionDefinition M = 1/2 (P + Q) for two distributions P and Q
nonNegative true
requires probability distributions with total mass 1
satisfiesTriangleInequalityWhenSquareRootTaken true
unit bits (for base-2 logarithm)
nats (for natural logarithm)
upperBoundValue log 2 (for base-2 logarithm and two distributions)
usedIn GAN training objectives (via JS-based losses)
bioinformatics sequence comparison
clustering of probability distributions
distributional clustering of words
document similarity
generative model evaluation
natural language processing
topic modeling evaluation
usesMixtureDistribution true
weightConstraints weights w_i are nonnegative and sum to 1

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Referenced by (6)

Full triples — surface form annotated when it differs from this entity's canonical label.

Chernoff information comparedWith Jensen–Shannon divergence
Hellinger distance relatedTo Jensen–Shannon divergence
Bhattacharyya coefficient comparedWith Jensen–Shannon divergence
Jensen–Shannon divergence alsoKnownAs Jensen–Shannon distance (square root form)
linked to: Jensen–Shannon divergence
Jensen–Shannon divergence metricName Jensen–Shannon distance
linked to: Jensen–Shannon divergence
Csiszár f-divergence generalizes Jensen–Shannon divergence