{"id":2494,"date":"2023-07-22T00:42:48","date_gmt":"2023-07-22T00:42:48","guid":{"rendered":"https:\/\/statorials.org\/ja\/kl%e3%82%bf%e3%82%99%e3%82%a4%e3%83%8f%e3%82%99%e3%83%bc%e3%82%b7%e3%82%99%e3%82%a7%e3%83%b3%e3%82%b9python\/"},"modified":"2023-07-22T00:42:48","modified_gmt":"2023-07-22T00:42:48","slug":"kl%e3%82%bf%e3%82%99%e3%82%a4%e3%83%8f%e3%82%99%e3%83%bc%e3%82%b7%e3%82%99%e3%82%a7%e3%83%b3%e3%82%b9python","status":"publish","type":"post","link":"https:\/\/statorials.org\/ja\/kl%e3%82%bf%e3%82%99%e3%82%a4%e3%83%8f%e3%82%99%e3%83%bc%e3%82%b7%e3%82%99%e3%82%a7%e3%83%b3%e3%82%b9python\/","title":{"rendered":"Python \u3067 kl \u30c0\u30a4\u30d0\u30fc\u30b8\u30a7\u30f3\u30b9\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5 (\u4f8b\u4ed8\u304d)"},"content":{"rendered":"

<\/p>\n

\n

\u7d71\u8a08\u5b66\u306b\u304a\u3044\u3066\u3001\u30ab\u30eb\u30d0\u30c3\u30af\u30fb\u30e9\u30a4\u30d6\u30e9\u30fc (KL) \u767a\u6563\u306f\u3001<\/strong> 2 \u3064\u306e\u78ba\u7387\u5206\u5e03\u9593\u306e\u5dee\u7570\u3092\u5b9a\u91cf\u5316\u3059\u308b\u8ddd\u96e2\u6307\u6a19\u3067\u3059\u3002<\/span><\/p>\n

2 \u3064\u306e\u78ba\u7387\u5206\u5e03 P \u3068 Q \u304c\u3042\u308b\u5834\u5408\u3001\u4e00\u822c\u306b KL(P || Q) \u3068\u3044\u3046\u8868\u8a18\u3092\u4f7f\u7528\u3057\u3066 KL \u767a\u6563\u3092\u66f8\u304d\u307e\u3059\u3002\u3053\u308c\u306f\u3001\u300cQ \u304b\u3089\u306e P \u306e\u767a\u6563\u300d\u3092\u610f\u5473\u3057\u307e\u3059\u3002<\/span><\/p>\n

\u6b21\u306e\u5f0f\u3092\u4f7f\u7528\u3057\u3066\u8a08\u7b97\u3057\u307e\u3059\u3002<\/span><\/p>\n

KL(P || Q) = \u03a3P(x) ln<\/em> (P(x) \/ Q(x))<\/span><\/p>\n

2 \u3064\u306e\u5206\u5e03\u9593\u306e KL \u767a\u6563\u304c\u30bc\u30ed\u306e\u5834\u5408\u3001\u3053\u308c\u306f\u5206\u5e03\u304c\u540c\u4e00\u3067\u3042\u308b\u3053\u3068\u3092\u793a\u3057\u307e\u3059\u3002<\/span><\/p>\n

scipy.special.rel_entr()<\/a>\u95a2\u6570\u3092\u4f7f\u7528\u3057\u3066\u3001Python \u3067 2 \u3064\u306e\u78ba\u7387\u5206\u5e03\u9593\u306e KL \u767a\u6563\u3092\u8a08\u7b97\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n

\u6b21\u306e\u4f8b\u306f\u3001\u3053\u306e\u95a2\u6570\u3092\u5b9f\u969b\u306b\u4f7f\u7528\u3059\u308b\u65b9\u6cd5\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n

\u4f8b: Python \u3067\u306e KL \u767a\u6563\u306e\u8a08\u7b97<\/strong><\/span><\/h3>\n

Python \u306b\u6b21\u306e 2 \u3064\u306e\u78ba\u7387\u5206\u5e03\u304c\u3042\u308b\u3068\u3057\u307e\u3059\u3002<\/span><\/p>\n

\u6ce8<\/strong>: \u5404\u5206\u5e03\u306e\u78ba\u7387\u306e\u5408\u8a08\u304c 1 \u306b\u306a\u308b\u3053\u3068\u304c\u91cd\u8981\u3067\u3059\u3002<\/span><\/p>\n

 #define two probability distributions\nP = [.05, .1, .2, .05, .15, .25, .08, .12]\nQ = [.3, .1, .2, .1, .1, .02, .08, .1]\n<\/span><\/span><\/strong><\/pre>\n
\u6b21\u306e\u30b3\u30fc\u30c9\u3092\u4f7f\u7528\u3057\u3066\u30012 \u3064\u306e\u5206\u5e03\u9593\u306e KL \u767a\u6563\u3092\u8a08\u7b97\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n
 from<\/span> scipy. special<\/span> import<\/span> rel_entr\n\n#calculate (P || Q)\n<\/span>sum(rel_entr(P, Q))\n\n0.589885181619163<\/span><\/span><\/strong><\/pre>\n
 Q \u5206\u5e03\u304b\u3089\u306e P \u5206\u5e03\u306e KL \u767a\u6563\u306f\u7d040.589<\/strong>\u3067\u3059\u3002<\/span><\/p>\n
\u3057\u305f\u304c\u3063\u3066\u3001KL \u30c0\u30a4\u30d0\u30fc\u30b8\u30a7\u30f3\u30b9\u306f0.589 nat<\/strong>\u3067\u3042\u308b\u3068\u8a00\u3048\u307e\u3059\u3002<\/span><\/p>\n
\u307e\u305f\u3001KL \u30c0\u30a4\u30d0\u30fc\u30b8\u30a7\u30f3\u30b9\u306f\u5bfe\u79f0\u30e1\u30c8\u30ea\u30c3\u30af\u3067\u306f\u306a\u3044\u3053\u3068\u306b\u3082\u6ce8\u610f\u3057\u3066\u304f\u3060\u3055\u3044\u3002\u3053\u308c\u306f\u3001P \u5206\u5e03\u304b\u3089 Q \u5206\u5e03\u306e KL \u767a\u6563\u3092\u8a08\u7b97\u3059\u308b\u3068\u3001\u304a\u305d\u3089\u304f\u7570\u306a\u308b\u5024\u304c\u5f97\u3089\u308c\u308b\u3053\u3068\u3092\u610f\u5473\u3057\u307e\u3059\u3002<\/span><\/p>\n
 from<\/span> scipy. special<\/span> import<\/span> rel_entr\n\n#calculate (Q || P)\n<\/span>sum(rel_entr(Q, P))\n\n0.497549319448034<\/span><\/span><\/strong><\/pre>\n
 P \u5206\u5e03\u304b\u3089\u306e Q \u5206\u5e03\u306e KL \u4e56\u96e2\u306f\u7d040.497 nats<\/strong>\u3067\u3059\u3002<\/span><\/p>\n
\u8ffd\u52a0\u30ea\u30bd\u30fc\u30b9<\/strong><\/span><\/h3>\n
\u6b21\u306e\u30c1\u30e5\u30fc\u30c8\u30ea\u30a2\u30eb\u3067\u306f\u3001Python \u3067\u4ed6\u306e\u4e00\u822c\u7684\u306a\u64cd\u4f5c\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5\u306b\u3064\u3044\u3066\u8aac\u660e\u3057\u307e\u3059\u3002<\/span><\/p>\n
 Python \u3067\u76f8\u95a2\u884c\u5217\u3092\u4f5c\u6210\u3059\u308b\u65b9\u6cd5<\/a>
Python \u3067\u5171\u5206\u6563\u884c\u5217\u3092\u4f5c\u6210\u3059\u308b\u65b9\u6cd5<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"
\u7d71\u8a08\u5b66\u306b\u304a\u3044\u3066\u3001\u30ab\u30eb\u30d0\u30c3\u30af\u30fb\u30e9\u30a4\u30d6\u30e9\u30fc (KL) \u767a\u6563\u306f\u3001 2 \u3064\u306e\u78ba\u7387\u5206\u5e03\u9593\u306e\u5dee\u7570\u3092\u5b9a\u91cf\u5316\u3059\u308b\u8ddd\u96e2\u6307\u6a19\u3067\u3059\u3002 2 \u3064\u306e\u78ba\u7387\u5206\u5e03 P \u3068 Q \u304c\u3042\u308b\u5834\u5408\u3001\u4e00\u822c\u306b KL(P || Q) \u3068\u3044\u3046\u8868\u8a18\u3092\u4f7f\u7528\u3057\u3066 KL \u767a\u6563\u3092\u66f8 […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[16],"tags":[],"class_list":["post-2494","post","type-post","status-publish","format-standard","hentry","category-16"],"yoast_head":"\nPython \u3067 KL \u30c0\u30a4\u30d0\u30fc\u30b8\u30a7\u30f3\u30b9\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5 (\u4f8b\u4ed8\u304d) - Statology<\/title>\n<meta name=\"description\" content=\"\u3053\u306e\u30c1\u30e5\u30fc\u30c8\u30ea\u30a2\u30eb\u3067\u306f\u3001Python \u3067 2 \u3064\u306e\u78ba\u7387\u5206\u5e03\u9593\u306e KL \u767a\u6563\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5\u3092\u4f8b\u3092\u6319\u3052\u3066\u8aac\u660e\u3057\u307e\u3059\u3002\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/statorials.org\/ja\/kl\u30bf\u3099\u30a4\u30cf\u3099\u30fc\u30b7\u3099\u30a7\u30f3\u30b9python\/\" \/>\n<meta property=\"og:locale\" content=\"ja_JP\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Python \u3067 KL \u30c0\u30a4\u30d0\u30fc\u30b8\u30a7\u30f3\u30b9\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5 (\u4f8b\u4ed8\u304d) - 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