tfd_cross_entropy {tfprobability}R Documentation

Computes the (Shannon) cross entropy.

Description

Denote this distribution (self) by P and the other distribution by Q. Assuming P, Q are absolutely continuous with respect to one another and permit densities p(x) dr(x) and q(x) dr(x), (Shannon) cross entropy is defined as: ⁠H[P, Q] = E_p[-log q(X)] = -int_F p(x) log q(x) dr(x)⁠ where F denotes the support of the random variable X ~ P.

Usage

tfd_cross_entropy(distribution, other, name = "cross_entropy")

Arguments

distribution

The distribution being used.

other

tfp$distributions$Distribution instance.

name

String prepended to names of ops created by this function.

Value

cross_entropy: self.dtype Tensor with shape ⁠[B1, ..., Bn]⁠ representing n different calculations of (Shannon) cross entropy.

See Also

Other distribution_methods: tfd_cdf(), tfd_covariance(), tfd_entropy(), tfd_kl_divergence(), tfd_log_cdf(), tfd_log_prob(), tfd_log_survival_function(), tfd_mean(), tfd_mode(), tfd_prob(), tfd_quantile(), tfd_sample(), tfd_stddev(), tfd_survival_function(), tfd_variance()

Examples


  d1 <- tfd_normal(loc = 1, scale = 1)
  d2 <- tfd_normal(loc = 2, scale = 1)
  d1 %>% tfd_cross_entropy(d2)


[Package tfprobability version 0.15.1 Index]