Really nice presentation of divergences. I made a similar attempt (math + interactive JS visualizations) a long time ago for the Bregman divergences: https://mark.reid.name/blog/meet-the-bregman-divergences.htm...

These visualizations are much nicer than mine though.

Curious fact, the Bregman divergences are a different class of divergences to the f-divergences that intersect at the KL divergence. That is, KL is (essentially) the only divergence that is both an f-divergence and a Bregman divergence. This is basically because log turns a ratio into a difference.