What is "f-divergence"

In probability theory, an ƒ-divergence is a function D (P  || Q) that measures the difference between two probability distributions P and Q. It helps the intuition to think of the divergence as an average, weighted by the function f, of the odds ratio given by P and Q.

These divergences were introduced and studied independently by , and and are sometimes known as Csiszár ƒ-divergences, Csiszár-Morimoto divergences or Ali-Silvey distances.