I was reading about different distribution distances, and came across Kullback-Leibler divergence Jensen-Shannon divergence Wasserstein distance Maximum mean discrepancy (MMD) The book was too abstract for me to absorb. What are the differences between them, actually?

What is the difference between KL-divergence, JS-divergence, Wasserstein distance and MMD?

Data Science Asked on August 15, 2021

I was reading about different distribution distances, and came across

The book was too abstract for me to absorb. What are the differences between them, actually?

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