Data Science #19 - The Kullback–Leibler divergence paper (1951)
Description
In this episode with go over the Kullback-Leibler (KL) divergence paper, "On Information and Sufficiency" (1951).
It introduced a measure of the difference between two probability distributions, quantifying the cost of assuming one distribution when another is true.
This concept, rooted in Shannon's information theory (which we reviewed in previous episodes), became fundamental in hypothesis testing, model evaluation, and statistical inference.
KL divergence has profoundly impacted data science and AI, forming the basis for techniques like maximum likelihood estimation, Bayesian inference, and generative models such as variational autoencoders (VAEs).
It measures distributional differences, enabling optimization in clustering, density estimation, and natural language processing.
In AI, KL divergence ensures models generalize well by aligning training and real-world data distributions. Its role in probabilistic reasoning and adaptive decision-making bridges theoretical information theory and practical machine learning, cementing its relevance in modern technologies.