K-Lダイバージェンスを距離関数に変換する
カルバック・ライブラー（K-L）ダイバージェンスは非負で同一分布の場合にのみゼロとなるが、非対称性などの理由から距離関数ではない。本記事では、対称性の問題をジェフリーズ・ダイバージェンスで修正し、さらにジェンセン・シャノン・ダイバージェンスによって平方根が真の距離関数となる方法を解説する。
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