Jensen-Shannon Divergence

Jensen-Shannon Divergence is a type of statistical method for concept drift detection, using the KL divergence.

$JS(Q||P) = \frac{1}{2}(KL(Q||M) +KL(P||M))$

Where $M = \frac{Q+P}{2}$ the mean between P and Q

The main differences between JS divergence and KL divergence are that JS is symmetric and it always has a finite value

Learn more about these concepts in our articles:

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