English

Logarithmic divergences: geometry and interpretation of curvature

Differential Geometry 2019-06-24 v1 Probability Statistics Theory Statistics Theory

Abstract

We study the logarithmic L(α)L^{(\alpha)}-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)L^{(\alpha)}-divergence is a canonical divergence of a statistical manifold with constant sectional curvature α-\alpha. For such a manifold, we give a geometric interpretation of its sectional curvature in terms of how the divergence between a pair of primal and dual geodesics differ from the dually flat case. Further results can be found in our follow-up paper [27] which uncovers a novel relation between optimal transport and information geometry.

Keywords

Cite

@article{arxiv.1906.09103,
  title  = {Logarithmic divergences: geometry and interpretation of curvature},
  author = {Ting-Kam Leonard Wong and Jiaowen Yang},
  journal= {arXiv preprint arXiv:1906.09103},
  year   = {2019}
}

Comments

10 pages, International Conference on Geometric Science of Information. Springer, 2019. arXiv admin note: text overlap with arXiv:1906.00030