evaluate
Evaluate estimated CStrees.
- cslearn.evaluate.KL_divergence(df_distr1, df_distr2)[source]
Calculate the KL divergence between two distributions using scipy rel_entr. df_distr2 is typically the true distribution and df_distr1 is the estimated distribution.
- cslearn.evaluate.kl_divergence(estimated: CStree, true: CStree) float[source]
KL divergence D(estimated || true) between two CStree distributions.
- Parameters:
estimated – The estimated CStree. Its labels must be a permutation of
true.labels.true – The true CStree. Its labels must be sorted (
true.labels == sorted(true.labels)); outcomes are enumerated in that order.
- Returns:
KL divergence (non-negative; 0 iff distributions are identical).
- Return type:
float