def KL_normal(m1, sigma1, m2, sigma2):
"""
Calculates the KL divergence between two normal distributions specified by
N(``mu1``, ``sigma1``), N(``mu2``, ``sigma2``)
"""
return 1. / 2. * (math.log(det(sigma2) / det(sigma1)) - len(m1) + trace(mdot(inv(sigma2), sigma1)) + \
mdot((m2 - m1).T, inv(sigma2) , m2- m1))
def KL_normal(m1, sigma1, m2, sigma2):
"""
Calculates the KL divergence between two normal distributions specified by
N(``mu1``, ``sigma1``), N(``mu2``, ``sigma2``)
"""
return 1. / 2. * (math.log(det(sigma2) / det(sigma1)) - len(m1) + trace(mdot(inv(sigma2), sigma1)) + \
mdot((m2 - m1).T, inv(sigma2) , m2- m1))