Let’s talk about the Kullback-Leibler divergence. (Sometimes, we call this the “K-L divergence.”) It’s the foundation, the building block, for variational methods. The Kullback-Leibler divergence is a made-up measure. It’s not one of those “fundamental laws of the universe.” It’s strictly a made-up human thing. Nevertheless, it’s become very useful – and is worth our… Continue reading The Kullback-Leibler Divergence, Free Energy, and All Things Variational – Part 1.5 of 3