UNAGI.dynamic_graphs.distDistance.calculateKL

UNAGI.dynamic_graphs.distDistance.calculateKL(cluster1gaussian, cluster2gaussian)[source]

calculate KL divergence of multivariate gaussian distributions between two clusters.

Parameters:

  • cluster1gaussian (list) – A list of [mean, std] of gaussian distribution of cluster 1

  • cluster2gaussian (list) – A list of [mean, std] of gaussian distribution of cluster 2

Returns:

kl (np.array) – kl divergence of multivariate gaussian distributions between two clusters.