It&#x27;s a course assuming some background in ML.<p>For _probability_ vectors, there is a distance measure called cross-entropy. It&#x27;s a standard error measure in classification problems. It has some important properties different from the Euclidean distance (especially for low probabilities) and there is information-theoretic interpretation.<p>More on it:<p>- <a href="http:&#x2F;&#x2F;stats.stackexchange.com&#x2F;questions&#x2F;80967&#x2F;qualitively-what-is-cross-entropy" rel="nofollow">http:&#x2F;&#x2F;stats.stackexchange.com&#x2F;questions&#x2F;80967&#x2F;qualitively-w...</a>