The divergence minimization problem plays an important role in various fields. In this note, we focus on differentiable and strictly convex divergences. For some minimization problems, we show the minimizer conditions and the uniqueness of the minimizer without assuming a specific form of divergences. Furthermore, we show geometric properties related to the minimization problems.
We develop and analyze $M$-estimation methods for divergence functionals and the likelihood ratios of two probability distributions. Our method is based on a non-asymptotic variational characterization of $f$-divergences, which allows the problem of estimating divergences to be tackled via convex empirical risk optimization. The resulting estimators are simple to implement, requiring only the solution of standard convex programs. We present an analysis of consistency and convergence for these estimators. Given conditions only on the ratios of densities, we show that our estimators can achieve …
We generalize the family of $α$-divergences using a pair of strictly comparable weighted means. In particular, we obtain the $1$-divergence in the limit case $α\rightarrow 1$ (a generalization of the Kullback-Leibler divergence) and the $0$-divergence in the limit case $α\rightarrow 0$ (a generalization of the reverse Kullback-Leibler divergence). We state the condition for a pair of quasi-arithmetic means to be strictly comparable, and report the formula for the quasi-arithmetic $α$-divergences and its subfamily of bipower homogeneous $α$-divergences which belong to the Csisár's $f$-divergenc…
The generalized Kullback-Leibler divergence (K-Ld) in Tsallis statistics [constrained by the additive duality of generalized statistics (dual generalized K-Ld)] is here reconciled with the theory of Bregman divergences for expectations defined by normal averages, within a measure-theoretic framework. Specifically, it is demonstrated that the dual generalized K-Ld is a scaled Bregman divergence. The Pythagorean theorem is derived from the minimum discrimination information-principle using the dual generalized K-Ld as the measure of uncertainty, with constraints defined by normal averages. The m…
The importance of power-law distributions is attributed to the fact that most of the naturally occurring phenomenon exhibit this distribution. While exponential distributions can be derived by minimizing KL-divergence w.r.t some moment constraints, some power law distributions can be derived by minimizing some generalizations of KL-divergence (more specifically some special cases of Csiszár f-divergences). Divergence minimization is very well studied in information theoretical approaches to statistics. In this work we study properties of minimization of Tsallis divergence, which is a special c…
Sony Computer Science Laboratories Inc.(索尼计算机科学实验室公司);Sony Computer Science Laboratories(索尼计算机科学实验室)
We first introduce the class of strictly quasiconvex and strictly quasiconcave Jensen divergences which are oriented (asymmetric) distances, and study some of their properties. We then define the strictly quasiconvex Bregman divergences as the limit case of scaled and skewed quasiconvex Jensen divergences, and report a simple closed-form formula which shows that these divergences are only pseudo-divergences at countably many inflection points of the generators. To remedy this problem, we propose the $δ$-averaged quasiconvex Bregman divergences which integrate the pseudo-divergences over a smal…
University of Washington(华盛顿大学);Carnegie Mellon University(卡内基梅隆大学)
We address the problem of imitation learning with multi-modal demonstrations. Instead of attempting to learn all modes, we argue that in many tasks it is sufficient to imitate any one of them. We show that the state-of-the-art methods such as GAIL and behavior cloning, due to their choice of loss function, often incorrectly interpolate between such modes. Our key insight is to minimize the right divergence between the learner and the expert state-action distributions, namely the reverse KL divergence or I-projection. We propose a general imitation learning framework for estimating and minimizi…
Alternating Minimization Schemes for Computing Rate-Distortion-Perception Functions with $f$-Divergence Perception Constraints
Communication Systems Department at EURECOM(EURECOM通信系统部门);Andalusian Research Institute in Data Science and Computational Intelligence (DaSCI)(数据科学与计算智能安达卢西亚研究机构);University of Granada(Granada大学)
In this paper, we provide three applications for $f$-divergences: (i) we introduce Sanov's upper bound on the tail probability of the sum of independent random variables based on super-modular $f$-divergence and show that our generalized Sanov's bound strictly improves over ordinary one, (ii) we consider the lossy compression problem which studies the set of achievable rates for a given distortion and code length. We extend the rate-distortion function using mutual $f$-information and provide new and strictly better bounds on achievable rates in the finite blocklength regime using super-modula…
Colorado School of Mines(科罗拉多矿业学院);Johns Hopkins University(约翰斯·霍普金斯大学)
The (global) Lipschitz smoothness condition is crucial in establishing the convergence theory for most optimization methods. Unfortunately, most machine learning and signal processing problems are not Lipschitz smooth. This motivates us to generalize the concept of Lipschitz smoothness condition to the relative smoothness condition, which is satisfied by any finite-order polynomial objective function. Further, this work develops new Bregman-divergence based algorithms that are guaranteed to converge to a second-order stationary point for any relatively smooth problem. In addition, the proposed…
Google Brain(谷歌大脑);DeepMind(深度思维);University of Toronto(多伦多大学);University College London(伦敦大学学院)
To learn directed behaviors in complex environments, intelligent agents need to optimize objective functions. Various objectives are known for designing artificial agents, including task rewards and intrinsic motivation. However, it is unclear how the known objectives relate to each other, which objectives remain yet to be discovered, and which objectives better describe the behavior of humans. We introduce the Action Perception Divergence (APD), an approach for categorizing the space of possible objective functions for embodied agents. We show a spectrum that reaches from narrow to general ob…
Minimization problems with respect to a one-parameter family of generalized relative entropies are studied. These relative entropies, which we term relative $α$-entropies (denoted $\mathscr{I}_α$), arise as redundancies under mismatched compression when cumulants of compressed lengths are considered instead of expected compressed lengths. These parametric relative entropies are a generalization of the usual relative entropy (Kullback-Leibler divergence). Just like relative entropy, these relative $α$-entropies behave like squared Euclidean distance and satisfy the Pythagorean property. Minimiz…
Differentially Private Distribution Release of Gaussian Mixture Models via KL-Divergence Minimization
State Key Laboratory of Internet of Things for Smart City and the Department of Electrical and Computer Engineering, University of Macau(物联网智能城市国家重点实验室和澳门大学电子与计算机工程系);Department of Electrical and Computer Engineering, Cornell Tech, Cornell University(电气与计算机工程系,康奈尔科技,康奈尔大学);Computing Sciences Research, Lawrence Berkeley National Laboratory(计算科学研究所,劳伦斯伯克利国家实验室)
In information theory -- as well as in the adjacent fields of statistics, machine learning, artificial intelligence, signal processing and pattern recognition -- many flexibilizations of the omnipresent Kullback-Leibler information distance (relative entropy) and of the closely related Shannon entropy have become frequently used tools. To tackle corresponding constrained minimization (respectively maximization) problems by a newly developed dimension-free bare (pure) simulation method, is the main goal of this paper. Almost no assumptions (like convexity) on the set of constraints are needed, …
We prove a two-way correspondence between the min-max optimization of general CPE loss function GANs and the minimization of associated $f$-divergences. We then focus on $α$-GAN, defined via the $α$-loss, which interpolates several GANs (Hellinger, vanilla, Total Variation) and corresponds to the minimization of the Arimoto divergence. We show that the Arimoto divergences induced by $α$-GAN equivalently converge, for all $α\in \mathbb{R}_{>0}\cup\{\infty\}$. However, under restricted learning models and finite samples, we provide estimation bounds which indicate diverse GAN behavior as a funct…
Information divergences allow one to assess how close two distributions are from each other. Among the large panel of available measures, a special attention has been paid to convex $φ$-divergences, such as Kullback-Leibler, Jeffreys-Kullback, Hellinger, Chi-Square, Renyi, and I$_α$ divergences. While $φ$-divergences have been extensively studied in convex analysis, their use in optimization problems often remains challenging. In this regard, one of the main shortcomings of existing methods is that the minimization of $φ$-divergences is usually performed with respect to one of their arguments,…