Fix nan in KL Divergence

[SkafteNicki]

What does this PR do?

Fixes #1029

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• Did you write any new necessary tests?

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[codecov]

Codecov Report

Merging #1030 (89a114a) into master (2b382d0) will not change coverage.
The diff coverage is 100%.

@@          Coverage Diff           @@
##           master   #1030   +/-   ##
======================================
  Coverage      95%     95%           
======================================
  Files         180     180           
  Lines        7828    7828           
======================================
  Hits         7435    7435           
  Misses        393     393