I am rather new to this and can't say I have a complete understanding of the theoretical concepts behind this. I am trying to calculate the KL Divergence between several lists of points in Python. I am using http://scikit-learn.org/stable/modules/generated/sklearn.metrics.mutual_info_score.html to try and do this. The problem that I'm running into is that the value returned is the same for any 2 lists of numbers (its 1.3862943611198906). I have a feeling that I'm making some sort of theoretical mistake here but can't spot it.
values1 = [1.346112,1.337432,1.246655] values2 = [1.033836,1.082015,1.117323] metrics.mutual_info_score(values1,values2)
That is an example of what I'm running - just that I'm getting the same output for any 2 input. Any advice/help would be appreciated!