Interactive demo

Reverse vs Forward KL · 多模态高斯拟合

固定目标分布 p(x)，训练 q(x) 去拟合它：Reverse KL(q‖p) 倾向 mode-seeking，Forward KL(p‖q) 倾向 mode-covering

by Qiang Liu

目标 p(x) q (Reverse KL) q (Forward KL)

Reverse KL 曲线 Forward KL 曲线