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KL divergence

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Source

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widget.json

{
  "name": "kl-divergence",
  "title": "KL divergence",
  "version": 1,
  "claim": "Coding outcomes from a real distribution P with a code sized for a model Q costs −Σ p log₂ q bits per symbol, which exceeds the entropy H(P) by D(P‖Q) ≥ 0, with equality only when Q matches P exactly, and D(P‖Q) ≠ D(Q‖P) in general.",
  "summary": "Drag the model Q's bars against a fixed reality P and watch the average code length and the overpay D(P‖Q) respond; set Q = P to hit zero, and swap the roles to see the divergence is not symmetric.",
  "topics": [
    "information/divergence",
    "information/coding"
  ],
  "aliases": [
    "Kullback–Leibler divergence",
    "relative entropy",
    "KL",
    "wrong model",
    "Gibbs' inequality"
  ],
  "params": {
    "outcomes": {
      "type": "integer",
      "default": 8,
      "min": 2,
      "max": 12,
      "label": "number of outcomes"
    }
  },
  "check": [
    {
      "q": "D(P‖Q) equals zero exactly when…",
      "options": [
        "Q is uniform",
        "P is uniform",
        "Never, because divergences are always positive",
        "Q matches P exactly"
      ],
      "answer": 3,
      "why": "Coding with any mismatched model costs extra bits, so the overpay is zero only when Q equals P."
    },
    {
      "q": "Which is true of the KL divergence D(P‖Q)?",
      "options": [
        "It is symmetric: D(P‖Q) = D(Q‖P)",
        "It is ≥ 0, and 0 only when Q = P",
        "It can be negative when Q is simpler than P",
        "It always equals H(P)"
      ],
      "answer": 1,
      "why": "D(P‖Q) is the extra code length from coding with Q in place of P (Gibbs' inequality), and it is not symmetric, which is why it is called a divergence rather than a distance."
    },
    {
      "q": "Reality is lopsided, P = (0.9, 0.1), and the model is uniform, Q = (0.5, 0.5); with the roles swapped, reality uniform and the model lopsided, the divergence is…",
      "options": [
        "the same, because divergence is a distance between the two distributions",
        "zero, because a uniform reality has maximum entropy",
        "negative, because the model is more informative than reality",
        "larger (≈ 0.74 vs 0.53 bits), because a confident error is weighted by reality's own rates"
      ],
      "answer": 3,
      "why": "D(Q‖P) ≈ 0.74 exceeds D(P‖Q) ≈ 0.53 because reality does the weighting, and a term where p is large and q is small dominates the sum."
    }
  ],
  "capabilities": [],
  "height": 500,
  "requires": [
    "huffman-coder"
  ],
  "forkedFrom": null,
  "authors": []
}

index.html

<!doctype html>
<html lang="en">
<head>
<meta charset="utf-8">
<meta name="viewport" content="width=device-width, initial-scale=1">
<title>KL divergence</title>
<style>
  :root {
    color-scheme: light dark;
    --bg: #f7f3ea; --bg-card: #efe9da; --border: #d8cfba; --text: #211d14; --text-dim: #6e6553;
    --accent: #31597f; --accent2: #b04e1b; --hot: #a82433; --ok: #3d6b4f;
    --ink-rgb: 33, 29, 20; --paper-rgb: 247, 243, 234; --accent-rgb: 49, 89, 127;
    --accent2-rgb: 176, 78, 27; --hot-rgb: 168, 36, 51; --ok-rgb: 61, 107, 79;
    --serif: "Iowan Old Style", "Palatino Linotype", Palatino, "Book Antiqua", Georgia, serif;
    --mono: ui-monospace, "SF Mono", Menlo, Consolas, monospace;
  }
  @media (prefers-color-scheme: dark) {
    :root {
      --bg: #161410; --bg-card: #1e1b15; --border: #383225; --text: #e9e3d3; --text-dim: #9c917c;
      --accent: #8fb8e0; --accent2: #dd9355; --hot: #df7a88; --ok: #82bd97;
      --ink-rgb: 233, 227, 211; --paper-rgb: 22, 20, 16; --accent-rgb: 143, 184, 224;
      --accent2-rgb: 221, 147, 85; --hot-rgb: 223, 122, 136; --ok-rgb: 130, 189, 151;
    }
  }
  * { box-sizing: border-box; }
  html, body { margin: 0; }
  body { background: transparent; color: var(--text); font-family: var(--serif); font-size: 17px; line-height: 1.5; }
  .widget { background: var(--bg-card); border: 1px solid var(--border); border-radius: 4px; padding: 22px; }
  .legend { display: flex; flex-wrap: wrap; gap: 18px; align-items: center; margin-bottom: 10px; font-family: var(--mono); font-size: 12.5px; color: var(--text-dim); }
  .legend .sw { display: inline-block; width: 12px; height: 12px; border-radius: 3px; margin-right: 7px; vertical-align: -1px; }
  .legend .sw.p { background: var(--accent); }
  .legend .sw.q { background: var(--accent2); }
  .plot { display: block; width: 100%; height: 280px; cursor: ns-resize; touch-action: none; }
  .control-row { display: flex; align-items: center; gap: 8px; flex-wrap: wrap; margin-top: 14px; }
  .control-row .sep { width: 10px; }
  .mono { font-family: var(--mono); font-variant-numeric: tabular-nums; }
  .btn { font-family: var(--mono); font-size: 12.5px; color: var(--text); background: transparent; border: 1px solid var(--border); border-radius: 3px; padding: 6px 13px; cursor: pointer; transition: border-color .15s, color .15s; }
  .btn:hover { border-color: var(--accent); color: var(--accent); }
  .btn.primary { border-color: var(--accent); color: var(--accent); }
  .readout-row { display: flex; gap: 28px; flex-wrap: wrap; align-items: flex-end; margin: 14px 0 0; }
  .readout .big { display: block; font-size: 34px; font-weight: 600; color: var(--accent); line-height: 1.1; min-width: 5ch; }
  .readout.accent .big { color: var(--accent2); }
  .readout.dim .big { color: var(--text-dim); font-size: 26px; }
  .readout small { color: var(--text-dim); font-size: 12.5px; }
  @media (max-width: 560px) { .readout .big { font-size: 27px; } }
</style>
</head>
<body>
  <div class="widget">
    <div class="legend">
      <span><span class="sw p"></span>reality P</span>
      <span><span class="sw q"></span>your model Q &middot; drag to edit</span>
    </div>
    <canvas id="bars" class="plot" title="drag to shape Q"></canvas>
    <div class="control-row">
      <button class="btn" id="p-skew">english&#8209;ish P</button>
      <button class="btn" id="p-uniform">uniform P</button>
      <button class="btn" id="p-random">random P</button>
      <span class="sep"></span>
      <button class="btn primary" id="q-copy">set Q = P</button>
      <button class="btn" id="q-uniform">uniform Q</button>
      <button class="btn" id="swap">swap P &harr; Q</button>
    </div>
    <div class="readout-row">
      <div class="readout">
        <span class="big mono" id="hp">0.00</span>
        <small>H(P) &middot; the floor</small>
      </div>
      <div class="readout">
        <span class="big mono" id="ce">0.00</span>
        <small>what you pay &middot; avg bits/symbol</small>
      </div>
      <div class="readout accent">
        <span class="big mono" id="d">0.00</span>
        <small>D(P&#8741;Q) &middot; the overpay</small>
      </div>
      <div class="readout dim">
        <span class="big mono" id="drev">0.00</span>
        <small>D(Q&#8741;P) &middot; roles swapped</small>
      </div>
    </div>
  </div>
  <script src="/w/_sdk/host.js?v=1"></script>
  <script src="/w/_lib/info.js?v=1"></script>
  <script src="widget.js?v=1"></script>
</body>
</html>

widget.js

/* KL divergence: code reality P with a model Q and read the overpay D(P‖Q) = Σ p log₂(p/q). */
(() => {
  'use strict';
  const $ = (id) => document.getElementById(id);
  const { clamp, entropy, normProbs, crossEntropy, readTheme, drawPairedBars, attachColumnDrag, onResize } = window.Info;
  const EPS = 0.005;
  const LABELS = 'ABCDEFGHIJKL'.split('');
  let n = 8;
  let pw = skew(n);
  let qw = new Array(n).fill(1);
  let host = null;

  function skew(k) {
    const out = [30, 22, 15, 11, 8, 6, 5, 3];
    while (out.length < k) out.push(out[out.length - 1] * 0.72);
    return out.slice(0, k);
  }

  function stats() {
    const p = normProbs(pw, EPS);
    const q = normProbs(qw, EPS);
    const hp = entropy(p);
    const ce = crossEntropy(p, q);
    const drev = crossEntropy(q, p) - entropy(q);
    return { p, q, hp, ce, d: Math.max(0, ce - hp), drev: Math.max(0, drev) };
  }

  function render() {
    const { p, q, hp, ce, d, drev } = stats();
    drawPairedBars($('bars'), LABELS.slice(0, n), p, q, false);
    $('hp').textContent = hp.toFixed(2);
    $('ce').textContent = ce.toFixed(2);
    $('d').textContent = d.toFixed(2);
    $('drev').textContent = drev.toFixed(2);
  }

  function setN(k) {
    n = clamp(Math.round(k), 2, 12);
    pw = skew(n);
    qw = new Array(n).fill(1);
    render();
  }

  const ping = (data) => { if (host && host.signal) host.signal('interaction', data); };

  attachColumnDrag($('bars'), () => n, (i, frac) => { qw[i] = frac; render(); });
  $('bars').addEventListener('pointerup', () => ping({ d: stats().d }));
  $('p-skew').addEventListener('click', () => { pw = skew(n); render(); ping({ P: 'skew' }); });
  $('p-uniform').addEventListener('click', () => { pw = new Array(n).fill(1); render(); ping({ P: 'uniform' }); });
  $('p-random').addEventListener('click', () => { pw = pw.map(() => 0.04 + Math.random()); render(); ping({ P: 'random' }); });
  $('q-copy').addEventListener('click', () => { qw = normProbs(pw); render(); ping({ Q: 'copy' }); });
  $('q-uniform').addEventListener('click', () => { qw = new Array(n).fill(1); render(); ping({ Q: 'uniform' }); });
  $('swap').addEventListener('click', () => {
    const { p, q } = stats();
    pw = q; qw = p;
    render();
    ping({ swap: true });
  });
  onResize(render);

  readTheme();
  render();

  LearnWidget.connect().then((h) => {
    host = h;
    readTheme();
    if (Number.isInteger(h.params.outcomes)) setN(h.params.outcomes);
    else render();
    h.on('theme.changed', () => { readTheme(); render(); });
    h.on('params.changed', (np) => { if (Number.isInteger(np.outcomes)) setN(np.outcomes); });
  });
})();