The problem to maximize the information divergence from an exponential family is generalized to the setting of Bregman divergences and suitably defined Bregman families.
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…
Generalizing Jensen and Bregman divergences with comparative convexity and the statistical Bhattacharyya distances with comparable means
École Polytechnique(巴黎综合理工学院);Sony Computer Science Laboratories Inc(索尼计算机科学研究所);Data61;Australian National University(澳大利亚国立大学);University of Sydney(悉尼大学)
Generalized Pinsker Inequality for Bregman Divergences of Negative Tsallis Entropies
Università Ca’ Foscari Venezia(威尼斯卡福斯卡里大学);Politecnico di Torino(都灵理工大学);University of Ottawa(渥太华大学);Politecnico di Milano(米兰理工大学);Università degli Studi di Milano(米兰大学)
A loss function measures the discrepancy between the true values and their estimated fits, for a given instance of data. In classification problems, a loss function is said to be proper if a minimizer of the expected loss is the true underlying probability. We show that for binary classification, the divergence associated with smooth, proper, and convex loss functions is upper bounded by the Kullback-Leibler (KL) divergence, to within a normalization constant. This implies that by minimizing the logarithmic loss associated with the KL divergence, we minimize an upper bound to any choice of los…
The Bregman divergence (Bregman distance, Bregman measure of distance) is a certain useful substitute for a distance, obtained from a well-chosen function (the "Bregman function"). Bregman functions and divergences have been extensively investigated during the last decades and have found applications in optimization, operations research, information theory, nonlinear analysis, machine learning and more. This paper re-examines various aspects related to the theory of Bregman functions and divergences. In particular, it presents many sufficient conditions which allow the construction of Bregman …
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…
Information divergences are commonly used to measure the dissimilarity of two elements on a statistical manifold. Differentiable manifolds endowed with different divergences may possess different geometric properties, which can result in totally different performances in many practical applications. In this paper, we propose a total Bregman divergence-based matrix information geometry (TBD-MIG) detector and apply it to detect targets emerged into nonhomogeneous clutter. In particular, each sample data is assumed to be modeled as a Hermitian positive-definite (HPD) matrix and the clutter covari…
A general class of Bayesian lower bounds when the underlying loss function is a Bregman divergence is demonstrated. This class can be considered as an extension of the Weinstein--Weiss family of bounds for the mean squared error and relies on finding a variational characterization of Bayesian risk. The approach allows for the derivation of a version of the Cramér--Rao bound that is specific to a given Bregman divergence. The new generalization of the Cramér--Rao bound reduces to the classical one when the loss function is taken to be the Euclidean norm. The effectiveness of the new bound is ev…
Sony Computer Science Laboratories, Inc(索尼计算机科学实验室公司)
We study the Voronoi diagrams of a finite set of Cauchy distributions and their dual complexes from the viewpoint of information geometry by considering the Fisher-Rao distance, the Kullback-Leibler divergence, the chi square divergence, and a flat divergence derived from Tsallis' quadratic entropy related to the conformal flattening of the Fisher-Rao curved geometry. We prove that the Voronoi diagrams of the Fisher-Rao distance, the chi square divergence, and the Kullback-Leibler divergences all coincide with a hyperbolic Voronoi diagram on the corresponding Cauchy location-scale parameters, …
School of Liberal Arts, Korea University of Technology and Education(韩国技术教育大学文理学院)
Exponential dispersion model is a useful framework in machine learning and statistics. Primarily, thanks to the additive structure of the model, it can be achieved without difficulty to estimate parameters including mean. However, tight conditions on cumulant function, such as analyticity, strict convexity, and steepness, reduce the class of exponential dispersion model. In this work, we present relaxed exponential dispersion model K-LED (Legendre exponential dispersion model with K cumulants). The cumulant function of the proposed model is a convex function of Legendre type having continuous …
Unbiased Estimating Equation on Inverse Divergence and Its Conditions
Media Center Toyohashi University of Technology Toyohashi, Aichi, Japan Email;Department of Computer Science;Engineering Toyohashi University of Technology Toyohashi, Aichi, Japan Email