The Wasserstein distance (also known as Earth Mover Distance) is best explained by an example. The article shows how to compute the Wasserstein distance and explains why it is often preferable to alternative distance functions. Some of the most commonly used distance functions are Kullback-Leibler divergence, symmetric Kullback-Leibler distance, Jensen-Shannon distance, and Hellinger distance. There are many different ways to measure the distance between two probability distributions. I wrote an article titled “Wasserstein Distance Using C# and Python” in the August 2021 edition of Microsoft Visual Studio Magazine.
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