Derive KL Divergence from First Principles

Author: @dejavucoder | Date: 2026-05-02

Challenge/reminder that anyone working in RL should be able to derive KL divergence from first principles. KL divergence is fundamental to RLHF, PPO constraints, and policy optimization — understanding it deeply matters.

Key Claims

  • KL divergence derivation from first principles is essential knowledge for RL practitioners
  • Underpins RLHF penalty terms, PPO clipping motivation, and policy trust regions
  • Many practitioners use KL without understanding its information-theoretic origins
  • Foundation: measures information lost when approximating one distribution with another

Takeaways

  • Theoretical foundations matter for RL engineering decisions
  • KL asymmetry (forward vs reverse) has practical implications for mode-seeking vs mode-covering behavior
  • Understanding the derivation helps debug reward hacking and collapse issues in RLHF

Linked Concepts