function KLdiv = KL_divergence2(bnetP, bnetQ) % KL_DIVERGENCE2 computes the Kullback-Leibler divergence between two BNET distributions % KLdiv = KL_divergence2(bnetP, bnetQ) % % Output : % div = sum_x P(x).log(P(x)/Q(x)) % % Rem : % This version is optimized for memory use, but quite slow !!! % ==> if you have no memory problem, use kl_divergence instead % % ONLY FOR TABULAR NODES % Make sure that you have done the params learning. % % V1.1 : 8 oct 2004 (Ph. Leray - philippe.leray@univ-nantes.fr) N = size(bnetP.dag,1); N2 = size(bnetQ.dag,1); ns= bnetP.node_sizes; ns2= bnetQ.node_sizes; if N~=N2, error('size of dags must be the same'), end if ns~=ns2, error('node sizes of dags must be the same'), end tiny = exp(-700); KLdiv=0; for i=1:prod(ns), inst = ind2subv(ns, i); % i'th instantiation Px=1; Qx=1; for i=1:N, ps = parents(bnetP.dag, i); e = bnetP.equiv_class(i); [tmp Pxi] = prob_node(bnetP.CPD{e}, inst(i), inst(ps)'); Px=Px*Pxi; ps = parents(bnetQ.dag, i); e = bnetQ.equiv_class(i); [tmp Qxi] = prob_node(bnetQ.CPD{e}, inst(i), inst(ps)'); Qx=Qx*Qxi; end Px = Px + (Px==0)*tiny; % replace 0s by tiny Qx = Qx + (Qx==0)*tiny; % replace 0s by tiny KLdiv = KLdiv + Px*log(Px/Qx); end