Sum decomposition of divergence into three divergences
Methodology
2018-10-09 v2 Statistics Theory
Machine Learning
Statistics Theory
Abstract
Divergence functions play a key role as to measure the discrepancy between two points in the field of machine learning, statistics and signal processing. Well-known divergences are the Bregman divergences, the Jensen divergences and the f-divergences. In this paper, we show that the symmetric Bregman divergence can be decomposed into the sum of two types of Jensen divergences and the Bregman divergence. Furthermore, applying this result, we show another sum decomposition of divergence is possible which includes f-divergences explicitly.
Cite
@article{arxiv.1810.01720,
title = {Sum decomposition of divergence into three divergences},
author = {Tomohiro Nishiyama},
journal= {arXiv preprint arXiv:1810.01720},
year = {2018}
}
Comments
9pages