MCDMInformation-theoretic divergence
Kullback-Leibler 散度
Kullback-Leibler 散度，亦称相对熵或信息散度，用于衡量两个概率分布之间的不对称差异。该信息论度量由 Solomon Kullback 和 Richard Leibler 于 1951 年提出，量化了一个概率分布相对于参考分布的偏离程度，其值从 0（分布相同）到无穷大不等。它在信息论、机器学习和概率框架下的决策制定中具有基础性地位。
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来源
- Kullback, S., & Leibler, R. A. (1951). On information and sufficiency. Annals of Mathematical Statistics, 22(1), 79-86. DOI: 10.1214/aoms/1177729694 ↗
- Cover, T. M., & Thomas, J. A. (1991). Elements of Information Theory. Wiley-Interscience. DOI: 10.1002/0471200611 ↗
如何引用本页
ScholarGate. (2026, June 3). Kullback-Leibler Information Divergence. ScholarGate. https://scholargate.app/zh/decision-making/kullback-leibler-divergence
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