KL divergence 的 Java实现

    public static final double log2 = Math.log(2);
    /**
     * *Note*: If any value in <tt>p2</tt> is <tt>0.0</tt> then the KL-divergence
     * is <tt>infinite</tt>. Limin changes it to zero instead of infinite. 
     */
    public static double klDivergence(double[] p1, double[] p2) {


      double klDiv = 0.0;

      for (int i = 0; i < p1.length; ++i) {
        if (p1[i] == 0) { continue; }
        if (p2[i] == 0.0) { continue; } // Limin

      klDiv += p1[i] * Math.log( p1[i] / p2[i] );
      }

      return klDiv / log2; // moved this division out of the loop -DM
    }