In music similarity and in the related task of genre classification, a distance measure between Gaussian mixture models is frequently needed. We present a comparison of the Kullback-Leibler distance, the earth movers distance and the normalized L2 distance for this application. Although the normalized L2 distance was slightly inferior to the Kullback-Leibler distance with respect to classification performance, it has the advantage of obeying the triangle inequality, which allows for efficient searching.
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Jensen et al. (2007) studied this question.
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