We updated a reference, corrected constants c_p and C_p, and made small editorial changes. The paper will appear in the Bulletin of the Polish Academy of Sciences. Mathematics
This paper builds upon the work of Pfau (2013), which generalized the bias variance tradeoff to any Bregman divergence loss function. Pfau (2013) showed that for Bregman divergences, the bias and variances are defined with respect to a central label, defined as the mean of the label variable, and a central prediction, of a more complex form. We show that, similarly to the label, the central prediction can be interpreted as the mean of a random variable, where the mean operates in a dual space defined by the loss function itself. Viewing the bias-variance tradeoff through operations taken in du…
The paper introduces scaled Bregman distances of probability distributions which admit non-uniform contributions of observed events. They are introduced in a general form covering not only the distances of discrete and continuous stochastic observations, but also the distances of random processes and signals. It is shown that the scaled Bregman distances extend not only the classical ones studied in the previous literature, but also the information divergence and the related wider class of convex divergences of probability measures. An information processing theorem is established too, but onl…
We study the logarithmic $L^{(α)}$-divergence which extrapolates the Bregman divergence and corresponds to solutions to novel optimal transport problems. We show that this logarithmic divergence is equivalent to a conformal transformation of the Bregman divergence, and, via an explicit affine immersion, is equivalent to Kurose's geometric divergence. In particular, the $L^{(α)}$-divergence is a canonical divergence of a statistical manifold with constant sectional curvature $-α$. For such a manifold, we give a geometric interpretation of its sectional curvature in terms of how the divergence b…