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Given two pmfs and on the same alphabet , the Cross-Entropy between and , denoted as is
Cross-Entropy is a quantity intimately connected to divergence: # Intuition Where divergence essentially tells us the difference in entropy between using to encode and using to encode . Cross-Entropy tells us the total number of expected bits (or entropy) needed to when symbols are generated from but is used to encode them.
Since , then by the above remark we have which implies