From kinetic theory to AI: A rediscovery of high-dimensional divergences and their properties

Selecting an appropriate divergence measure is a critical aspect of machine learning, as it directly impacts model performance. Among the most widely used, we find the Kullback–Leibler (KL) divergence, originally introduced in kinetic theory as a measure of relative entropy between probability distributions. Just as in machine learning, the ability to quantify the proximity of probability distributions plays a central role in kinetic theory. In this paper, we present a comparative review of dive