Wishart KL is not zero when distributions are identical

google-deepmind / torch-distributions

Probability distributions, wrapped for Torch.

BSD 3-Clause "New" or "Revised" License

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Wishart KL is not zero when distributions are identical #33

Closed dpfau closed 9 years ago

dpfau commented 9 years ago

Found a bug in the KL divergence for Wishart and Normal-Wishart distributions where it is not identically zero when p and q are identical. Will fix this and add tests for all KL divergences that they return zero when both distributions are the same.