Method kl_div

ot/backend.py:1423–1427

(self, p, q, mass=False, eps=1e-16)

        return np.linalg.eigh(a)

    def kl_div(self, p, q, mass=False, eps=1e-16):
        value = np.sum(p * np.log(p / q + eps))
        if mass:
            value = value + np.sum(q - p)
        return value

    def isfinite(self, a):
        return np.isfinite(a)