The Asymmetric Divergence

KL divergence DKL(P∥Q)D_{KL}(P|Q) is often used to compare two probability distributions, but it is not a true distance metric. Which core metric axiom does it fail to satisfy in general?

A

It has no failing axiom; KL divergence is a valid metric

B

Non-negativity: the value can be negative for some distributions

C

Symmetry: DKL(P∥Q)D_{KL}(P|Q) does not generally equal DKL(Q∥P)D_{KL}(Q|P)

D

Identity: DKL(P∥P)D_{KL}(P|P) is not zero