“`” 参考回答:

交叉熵:设p(x)、q(x)是X中取值的两个概率分布,则p对q的相对熵是:

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在一定程度上,相对熵可以度量两个随机变量的“距离”,且有D(p||q) ≠D(q||p)。另外,值得一提的是,D(p||q)是必然大于等于0的。

互信息:两个随机变量X,Y的互信息定义为X,Y的联合分布和各自独立分布乘积的相对熵,用I(X,Y)表示:<img alt=""img"" referrerpolicy=""no-referrer"" src=""https://uploadfiles.nowcoder.com/images/20190315/311436_1552623932397_E2BF4DC18D7E77D61891BD5074BF480F"">

且有I(X,Y)=D(P(X,Y)||P(X)P(Y))。下面,咱们来计算下H(Y)-I(X,Y)的结果,如下:

 

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