Jensen-Shannon Divergence

The Jensen-Shannon divergence is a symmetric divergence of distributions $P$ and $Q$,

$$ \operatorname{D}_{\text{JS}} = \frac{1}{2} \left[ \operatorname{D}_{\text{KL}} \left(P \bigg\Vert \frac{P+Q}{2} \right) + \operatorname{D}_{\text{KL}} \left(Q \bigg\Vert \frac{P+Q}{2}\right) \right], $$

where $\operatorname{D}_{\text{KL}}$ is the [[KL Divergence]] KL Divergence Kullback–Leibler divergence indicates the differences between two distributions .