jaanli/jaan.io

Variational AE: KL-divergence

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Regarding https://jaan.io/what-is-variational-autoencoder-vae-tutorial/

The KL divergence is

KL(P | Q) = sum_{i} P(i) log ( P(i) / Q(i) )

according to https://en.wikipedia.org/wiki/Kullback%E2%80%93Leibler_divergence#Definition

How do you get from that definition to your formula? I mean the one displayed after "We can use the Kullback-Leibler divergence, which measures the information lost when using qqq to approximate ppp (in units of nats):"

Starting form there, it got difficult to follow your (otherwise great) blog post.

Thanks @Make42 - mind emailing me with your question? We're using KL(Q | P) here.