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difficulty 3/5

Entropy

Definition

The average surprise in a distribution, measured in bits. It is the floor on how short a code can be, and every loss on this site that says “log” is paying it.

Formula
H(X)=−∑ipilog⁡pi,DKL(P∥Q)=∑ipilog⁡piqiH(X) = -\sum_i p_i \log p_i, \qquad D_{\mathrm{KL}}(P \parallel Q) = \sum_i p_i \log \frac{p_i}{q_i}

Intuition

Entropy answers one question: how surprised should you expect to be?

d2l gets there through a deck of cards. "I see a card" tells you nothing — you knew that. "I see a heart" narrows 52 possibilities to 13. "This is the 3 of spades" names one of 52. And reading off the order of the whole shuffled deck picks one of 52! arrangements [1, §22.11.1]. Each statement is more surprising than the last, and the measure of information has to agree.

The quantity that makes this precise is −log p. d2l calls it exactly what it is: "we can interpret the self-information (−log(p)) as the amount of surprise we have at seeing a particular outcome. Indeed, as the probability approaches zero, the surprise becomes infinite. Similarly, we can interpret the entropy as the average amount of surprise from observing X" [1, §22.11.2.3].

That is the whole idea, and everything else on this page is a consequence. It is worth learning because it is not one topic among many: it is what cross-entropy is made of, what a decision tree's split criterion is, what perplexity exponentiates, and what a compressor is bounded by.

Formal definition

How it works

Where it's used

Why & when

Worked example

Pitfalls

Check yourself

3 questions

The questions on this page come with access. They are graded on the server, so the answers stay there until you have given yours.

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Sources

  1. Zhang, Lipton, Li, Smola. Dive into Deep Learning — Information Theorybook · retrieved 2026-09-18https://d2l.ai/chapter_appendix-mathematics-for-deep-learning/information-theory.html
  2. scikit-learn — Decision Treesdocs · retrieved 2026-09-18https://scikit-learn.org/stable/modules/tree.html

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