#earth_mover's_distance

Earth mover's distance

Distance between probability distributions

In computer science, the earth mover's distance (EMD) is a measure of dissimilarity between two frequency distributions, densities, or measures, over a metric space D. Informally, if the distributions are interpreted as two different ways of piling up earth (dirt) over D, the EMD captures the minimum cost of building the smaller pile using dirt taken from the larger, where cost is defined as the amount of dirt moved multiplied by the distance over which it is moved.

Fri 9th

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