In many books, Kullback-Leibler Divergence is equal to Relative Entropy. $$ D_{kl}(u,v) = \sum_{i=1}^n(u_ilog(u_i/v_i). $$ However, I find in the book, Convex Optimization (Stephen Boyd) page 90, the KL Divergence is defined as, $$ D_{kl}(u,v) = \sum_{i=1}^n(u_ilog(u_i/v_i)-u_i+v_i). $$ Why KL Divergence has these two different definition? Which one is correct?
2026-03-26 13:01:45.1774530105
Is Kullback-Leibler Divergennce not equal to Relative Entropy?
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They're equivalent because $\sum_i u_i=\sum_i v_i=1$.