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KL Divergence #5

@mdda

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@mdda

When I look at your function at ae.py#L138, and compare it to https://stat.duke.edu/courses/Spring09/sta205/lec/hoef.pdf (in the middle of page 2) it seems like there should be different bracketing :

return p * T.log(p) - T.log(p_hat) + (1 - p) * T.log(1 - p) - (1 - p) * T.log(1 - p_hat)

should be

return p * (T.log(p) - T.log(p_hat)) + (1 - p) * (T.log(1 - p) - T.log(1 - p_hat))

Please be gentle if I've missed something...

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