Jensen-Shannon Divergence
Jensen-Shannon divergence is a symmetric information-theoretic measure of the difference between two probability distributions. Developed by Jian Lin in 1991 as a refinement to the asymmetric Kullback-Leibler divergence, it overcomes KL's directional limitation by averaging the divergences in both directions. The result is a true metric (satisfying triangle inequality) that ranges from 0 (identical distributions) to 1, making it suitable for symmetric comparison tasks.
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- Lin, J. (1991). Divergence measures based on the Shannon entropy. IEEE Transactions on Information Theory, 37(1), 145-151. · DOI 10.1109/18.61115
- Cover, T. M., & Thomas, J. A. (1991). Elements of Information Theory. Wiley-Interscience. · DOI 10.1002/0471200611
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