I want to calculate **KL** divergence between **multivariate Gaussian Mixture (GMM)** , with its paramter list such as weight, mean, covariance given as Tensor Array. Is there already an avaliable implementation ?

Thanks!

I want to calculate **KL** divergence between **multivariate Gaussian Mixture (GMM)** , with its paramter list such as weight, mean, covariance given as Tensor Array. Is there already an avaliable implementation ?

Thanks!

Thanks for your reply. But that not for Mixture of gaussians I think.

Calculating the KL between two MoGs is not tractable.

I know that, I was just asking if someone has an implemented approximation for calculating this KL divergence.