View source: R/kl_divergence.R
calc_kl | R Documentation |
Computes Kullback-Leibler divergence between features and target vector.
calc_kl(feature, target, len_target, pos_target)
feature |
feature vector. |
target |
target. |
len_target |
length of the target vector. |
pos_target |
number of positive cases in the target vector. |
A numeric
vector of length 1 representing Kullback-Leibler divergence
value.
Both target
and features
must be binary, i.e. contain only 0
and 1 values.
The function was designed to be as fast as possible subroutine of
calc_criterion
and might be cumbersome if directly called by a user.
Kullback S, Leibler RA On information and sufficiency. Annals of Mathematical Statistics 22 (1):79-86, 1951.
test_features
.
Kullback-Leibler divergence is calculated using KL.plugin
.
tar <- sample(0L:1, 100, replace = TRUE)
feat <- sample(0L:1, 100, replace = TRUE)
calc_kl(feat, tar, 100, sum(tar))
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