Kullback-Leibler divergence Created 2026-09-24 Updated 2026-10-14
The Kullback-Leibler divergence, also called relative entropy, compares two probability distributions in a specified order. In , observations follow and the comparison probability distribution is : the first argument supplies the averaging weights. For probability mass functions on a finite alphabet,
Here is a random variable with probability distribution . For probability density functions relative to the same measure , replace the sum by . These formulas use natural logarithms unless stated otherwise. The expected value is under , even though appears in the denominator. [ref]
Take and on two outcomes. Direct calculation gives
The second outcome contributes negatively to the first sum: assigning it more probability than does makes its individual contribution negative. Nevertheless, relative entropy nonnegativity guarantees a nonnegative total. Reversing the arguments changes both the likelihood ratio and the averaging probabilities; taking an absolute value inside the logarithm would define a different quantity.
Figure 1.
Direction changes the averaging weights; a missing outcome can make relative entropy infinite
. Details.
The units depend on the logarithm: natural logarithms give nats, whereas base-two logarithms give bits. Divide a value in nats by to obtain bits; the forward example is approximately bits. Changing the base rescales every Kullback-Leibler divergence by the same positive factor. Since the two calculated directions differ, Kullback-Leibler divergence is asymmetric and cannot be a metric. It also need not satisfy the triangle inequality. [ref]
The operational meaning is an expected penalty for using the wrong probability distribution. A prediction incurs log-loss when outcome occurs, the negative of the logarithmic scoring rule. Under , its expected value is the cross-entropy . Predicting with itself incurs information entropy , so
Thus Kullback-Leibler divergence is exactly excess expected log-loss, whenever these separate quantities are finite. [ref]
For lossless source coding, ideal codeword lengths similarly give excess expected length in bits per symbol. Actual prefix codes require integer codeword lengths; Shannon's source coding theorem explains how long blocks approach ideal per-symbol lengths. The interpretation concerns an average, not a fractional physical bit attached to every outcome. In our example, ideal coding with costs one bit per symbol, while bits; the difference is exactly the computed bits. [ref]
Zeros require explicit conventions. An outcome with contributes zero, including when ; the convention agrees with the relevant limit. If but , the Kullback-Leibler divergence is infinite: the predictor has declared impossible an outcome that can occur. On a finite alphabet, the probability support of must therefore be contained in the probability support of for a finite answer. For example, and give , but . For general probability measures, failure of absolute continuity of measures likewise gives infinity. Even does not guarantee a finite integral. [ref]
To see how confidently wrong predictions are punished, hold the true Bernoulli distribution parameter at and vary the predicted parameter . Its binary relative entropy is
It vanishes at , equals approximately nats at , and equals nats at . Both endpoints give infinity because both outcomes remain possible under . Predicting almost no successes is especially costly because successes actually occur three quarters of the time. The reversed binary relative entropy stays finite at the endpoints: its averaging probability distribution concentrates on just one outcome, and assigns positive probability to both.
Figure 2.
Bernoulli relative entropy with true success probability 0.75 and varying predicted probability
. Details.
For model selection, minimizing expected log-loss ranks candidate statistical models by , since is common to them. The true probability distribution is usually unknown, so one estimates predictive performance using fresh observations or cross-validation. Fitting and assessing on the same data can reward overfitting; a small fitted Kullback-Leibler divergence alone does not establish useful prediction.
In variational inference, a tractable trial probability distribution commonly minimizes against a target posterior distribution . Maximizing the evidence lower bound accomplishes this without evaluating the target's normalization constant. The averaging now follows : placing trial probability where the posterior distribution assigns almost none is strongly penalized. The chosen direction and trial family therefore matter. [ref]
These comparisons do not by themselves establish causal inference. Two statistical models can reproduce the same observed probability distribution while predicting different responses to an intervention. Choosing the smaller Kullback-Leibler divergence therefore needs additional assumptions or experimental evidence before supporting a causal claim. [ref]
The original reference is S. Kullback and R. A. Leibler's 1951 paper [ref], published in The Annals of Mathematical Statistics 22(1), pages 79–86. Its title connects this comparison with sufficient statistics: the historical setting was statistical information, before today's widespread applications in prediction and variational inference.
Leaf depth in a code tree Created 2026-10-14 Updated 2026-10-31
The number of edges on the graph path from the root of a tree to the leaf for symbol in a code tree. The root of a tree has depth zero. Each edge contributes one bit to a binary codeword, so this depth equals the codeword length; weighting these depths by probabilities gives expected codeword length.
Logical right shift 2026-10-24
A logical right shift moves bits toward less significant positions, discards those shifted out, and fills the high positions with zero. On the unsigned interpretation of a machine word, it computes the quotient in integer division by . Indeed, splitting the binary representation after its lowest bits gives with ; the retained upper bits represent . A fixed-width left bit shift by followed by a logical right shift by extracts precisely the low bits, giving the remainder.
Logic gate 2026-10-25
A physical or idealized component implementing a fixed Boolean function on one or more input bits. For example, an AND gate outputs one exactly when both input bits are one. A Boolean circuit connects logic gates; circuit size counts components and circuit depth measures the longest chain of dependencies.
To simulate on the virtual input , store the simulated input-head position and rerun the logspace transducer for whenever an input symbol is requested. Count emitted symbols until the requested position is reached. The intermediate output has polynomial length, so its positions take bits, and the work space of is also . Storage used by successive recomputations is reused. This proves closure of logspace-computable functions under composition and transitivity of logspace many-one reductions.
Lossy block averaging 2026-10-13
This toy image compression method stores one rounded arithmetic mean for each disjoint block of grayscale pixels. The quantization rule is round to the nearest integer, with exact halves rounded upward. Each stored value is an unsigned eight-bit integer. Reconstruction fills the original block with that value, a form of nearest-neighbor interpolation. Averaging already discards information; rounding can discard more.
Here is an exact source array. Index rows and columns by and define
The floor function makes constant within each block; the indicator function adds 1 only to its upper-left pixel. All values are integers from 20 to 215. Each block therefore has the exact form
For example, the upper-left block has arithmetic mean and is stored as 40. The block immediately to its right is stored as 52. The complete stored array is specified by for . Its first row is ; its last is .
This toy file format again has eight-bit width and height fields followed by a one-bit mode: 0 means raw eight-bit grayscale pixels, 1 means the rounded block arithmetic means. This profile accepts only width and height 16. The decoder knows the block size and reconstruction rule from the format, reads the 64 stored values in row order, and repeats each across its corresponding block. The original 256 pixels cost payload bits; the 64 stored values cost payload bits. The reduction is . These payload counts exclude the common 17-bit file header; complete sizes are 2065 and 529 bits, or 2072 and 536 bits after final zero padding to eight-bit units. There is no stored codebook or additional prediction rule.
The empirical mean squared error averages squared differences over the 256 original pixel positions:
Every block has the same four errors, so this value is exact in squared stored shade units. If the unrounded arithmetic mean could be reconstructed, the error would instead be ; eight-bit quantization adds . That hypothetical comparison does not count fractional means as free eight-bit values.
The broad shade pattern survives, while the alternating bright and dark pixels vanish. Indeed, a second source with every block constant at produces the identical stored array : exact decoding of both sources is impossible. This makes the storage benefit and the lost detail visible at once. Block averaging is useful for a coarse preview when the individual pixels are dispensable; choosing an acceptable mean squared error or visual result is part of the application, not a guarantee supplied by the encoder.
Figure 1.
Rounded 2 by 2 block means reduce the payload by 75 percent while destroying fine detail
. Details.
Lossy compression 2026-10-13
Lossy compression reduces a representation while permitting irreversible changes to the original. The encoder can map distinct inputs to the same output, so its decoder cannot recover both originals exactly. The useful question becomes how much storage is saved for an acceptable amount of distortion: mean squared error is one numerical criterion, but it does not by itself measure how noticeable a visual change is.
For example, storing the arithmetic mean of four grayscale pixels retains their average shade while discarding their arrangement. Blocks and both produce 50. The former has detail and the latter is uniform, yet the decoder receives the same value. Lossy block averaging makes this ambiguity, its bit saving and its mean squared error exact.
Machine word 2026-10-14
A fixed-size unit of stored information in a computational cost model. Counting machine words separately from bits makes assumptions about identifier and value sizes explicit: for example, the storage bound for an adjacency list assumes each vertex identifier fits into a constant number of machine words.
Manchester code 2026-10-31
Manchester encoding represents each data bit by two opposite half-bit levels. The compulsory midpoint transition supports clock recovery.
Under constant-cost lookup and integer addition, Memoized Fibonacci evaluation has time complexity in Big O notation, retaining values. A hash table needs its own lookup-cost assumptions; an array indexed by avoids hash collisions in this example. Memoization removes repeated bodies, but also pays for keys, lookups and retained answers. A workload without reuse can pay those costs without saving evaluations.
The call stack remains. Left-first recursion descends through arguments before returning, giving simultaneously active frames for . Therefore the auxiliary space complexity includes frames as well as table entries in the constant-size-value model. An iterative bottom-up dynamic programming calculation removes these recursive frames; retaining only the two previous Fibonacci numbers suffices when only the final value is wanted, but discards the table useful for later requests.
Exact Fibonacci numbers do not remain constant-size values. For , the recurrence relation gives , so the representation of as a binary number has order bits. With ordinary addition costing order bit operations on such operands, the additions cost order bit operations in total. Retaining all values also requires order bits of value storage, before keys and frame overhead. The linear bound counts additions under its stated cost model; it is not a linear bound on exact integer arithmetic in bits.[ref]
Min-entropy Created 2026-09-28 Updated 2026-10-14
For a discrete random variable with a finite or countable alphabet and probability mass function , define . Its min-entropy, using base-two logarithms, is
The unit is the bit. This is the smallest information content of any possible outcome: it records the easiest outcome to predict, whereas Shannon entropy averages information content over all outcomes. A normalized countable probability mass function has an attained positive maximum, so is finite even when Shannon entropy is infinite. Outcomes of zero probability cannot minimize the surprise and are omitted from the minimum; including extra impossible symbols changes neither quantity.[ref]
Suppose someone knows the probability mass function but receives no observation correlated with , and must name exactly one outcome. Naming succeeds with probability , so naming a most likely outcome is optimal:
Tied maxima give equally good guesses. Randomizing independently among guesses cannot improve success: if the guess has probability mass function , its success probability is . This is the simplest instance of maximum a posteriori decoding. The identity gives min-entropy an operational meaning: bits means every single guess succeeds with probability at most , under these information assumptions.[ref]
For an exact analytical example on symbols , compare the two probability mass functions
Under , each possible outcome has information content bits; under , has information content bit and each other outcome has bits. Consequently their Shannon entropies agree exactly,
but and bits. A best single guess therefore succeeds with probability under and under . The same average surprise can hide a factor of two in immediate predictability. The zero entry in contributes zero to Shannon entropy, using .
Figure 1.
Two exact probability models have the same average surprise but different best single guesses
. Details.
For the discrete uniform distribution on possible outcomes, bits and the best single guess succeeds with probability . A certain outcome has and success probability one. Thus min-entropy is useful when a common outcome could defeat an attempt to make outputs unpredictable, even if rare alternatives raise Shannon entropy.
For cryptography, this unconditional calculation alone does not certify security: an observer might know already. If a report reveals a uniform four-outcome source, its unconditional min-entropy remains bits but guessing after the report succeeds with probability one. For finite classical reports, the appropriate success calculation uses conditional probabilities and maximum a posteriori decoding:
The conditional entropy instead averages remaining surprise. A security argument must specify the observer's information and the protocol's required guarantee; neither unconditional min-entropy nor Shannon entropy supplies those assumptions.
Minority Boolean function Created 2026-10-25 Updated 2026-10-31
For an odd number of input bits, this Boolean function is one exactly when fewer than half of the inputs are one. For three inputs, . Each term says that a specified pair of inputs is zero; at most one input can then be one. This proves both directions of the formula.
MIPS architecture 2026-10-24
A family of reduced instruction set computer architectures. The classic 32-bit integer encoding has five-bit processor register fields, while many branch and jump instructions execute a branch delay slot. These conventions differ from later revisions and must be stated when presenting assembly language.
MIPS I-type instruction 2026-10-24
The classic 32-bit layout is . The second register field is named , including when it denotes a destination; there is no separate field.
MIPS R-type instruction 2026-10-24
The classic 32-bit layout is . Not every operation uses every field.
Modulo-six counter 2026-10-31
A digital counter cycling through six stored values. With ordinary binary representation, the valid three-bit states are . The unused encodings require either an initialization assumption or specified recovery transitions.
Multi-level page table 2026-10-14
A hierarchy of page tables indexed by successive groups of virtual page number bits. Unused regions can omit lower-level tables.
The useful omission is an entire lower-level array, not merely an invalid page table entry. One absent upper-level entry can represent a large unmapped interval of the address space. The Linux kernel's documented hierarchy uses this idea to avoid allocating tables for unused regions; its software levels can also be folded to match the hardware. [ref]
Multiplexer 2026-10-25
A selector that routes one of several inputs to its output according to control bits. The displayed two-input version selects when and when . A word selector applies the same control bit to parallel one-bit multiplexers; its circuit size grows with the word width while its added circuit depth remains constant.
Mutual information Created 2026-09-24 Updated 2026-10-14
For finite discrete random variables, mutual information is the reduction of information entropy provided by observing the other variable:
The last expression makes the symmetry visible. It is nonnegative and is zero exactly when and are independent random variables. One way to see both facts is
where is the Kullback-Leibler divergence with base-two logarithms. The Gibbs inequality gives nonnegativity; equality means that the joint probability distribution factors. The statement extends to more general distributions via relative entropy, but differences of infinite information entropies must not be used as if they were finite numbers.
A binary symmetric channel gives a useful example. Let be a fair bit, let be an independent Bernoulli random variable with error probability , and set , where is exclusive or. The output is also a fair bit, but knowing the input leaves just the error uncertainty:
Here is binary entropy. At , , so the output carries about bits of mutual information about the input per use. This is an average uncertainty reduction, not a claim that each observed symbol can be divided into fractional physical bits.
Figure 1.
Binary entropy and retained information distinguish noisy transmission from predictable bit inversion
. Details.
At , every output is equally likely for either input, so . At , the output is always the inverted input: knowing this rule lets the receiver recover the input exactly, so again. A high raw error rate need not mean low mutual information when the errors are predictable. For this particular channel the fair input is optimal, giving the binary symmetric channel capacity .
Mutual information detects dependence that ordinary correlation can miss. Let be uniform on and . Symmetry gives , hence zero covariance and zero correlation, while is completely determined by . Thus . This distinction is useful whenever a relationship is nonlinear: knowing one variable can reveal another without a linear trend.
Nat (unit) 2026-10-14
The unit for information content or information entropy computed with natural logarithms. Converting to bits divides the numerical value by , so .