What logarithm should be used to measure the Kullback–Leibler divergence?

14 June 2015 1 3K Report

What logarithm should be used to measure the Kullback–Leibler divergence? Natural or base2 ?

As Theo says, the base of the logarithm doesn't really matter. The results will hold regardless, the only difference being the absolute scale. If you use the natural log, the results will be measured in units referred to as "nats". If you use the base 2 log, the units will be "bits".

In statistical practice, it is more common to use the natural log. In computer science, it is more common to use the base 2.

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