What is the difference between KL-divergence, JS-divergence, Wasserstein distance and MMD?



I was reading about different distribution distances, and came across

  • Kullback-Leibler divergence
  • Jensen-Shannon divergence
  • Wasserstein distance
  • Maximum mean discrepancy (MMD)

The book was too abstract for me to absorb. What are the differences between them, actually?

asahi kibou

Posted 2019-03-17T00:21:29.403

Reputation: 113

1Do you care about those four distances specifically or are you asking about distances in general and why there are multiple? – Alex L – 2019-03-17T03:37:01.110

I care about the four distances specifically – asahi kibou – 2019-03-17T10:00:41.430

No answers