Advanced · Evaluation
Earth mover's distance (EMD)
Visual diagram · (in preparation) · Math · (in preparation) · Worked example · 3 difficulty levels.
TL;DR. A metric measuring the minimum cost to transform one probability distribution into another.
Technical Definition
A metric measuring the minimum cost to transform one probability distribution into another.
How it works
Earth Mover's Distance (EMD) quantifies the dissimilarity between two probability distributions. It represents the minimum amount of 'work' needed to change one distribution into the other, where 'work' is defined as the amount of distribution moved multiplied by the distance it is moved. EMD is valuable when comparing distributions that may not have overlapping support.
Related Concepts
- Distribution — The pattern or frequency of different values within a dataset or for a specific feature.