Statistical divergence

Statistical divergence measures how different two probability distributions are from each other. Think of it as a way to quantify the "distance" or difference between two sets of data or models, showing how one prediction or pattern deviates from another. For example, it can help identify if one data set is significantly different from another, which is useful in areas like machine learning, data analysis, and hypothesis testing. The smaller the divergence, the more similar the distributions; the larger it is, the more they differ. It provides a mathematical way to compare and analyze probabilistic differences.