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Minimization of suitable statistical distances~(between the data and model densities) has proved to be a very useful technique in the field of robust inference. Apart from the class of $\phi$-divergences of \cite{a} and \cite{b}, the…

Statistics Theory · Mathematics 2021-01-25 Sancharee Basak , Ayanendranath Basu

Deep metric learning techniques have been used for visual representation in various supervised and unsupervised learning tasks through learning embeddings of samples with deep networks. However, classic approaches, which employ a fixed…

Computer Vision and Pattern Recognition · Computer Science 2023-08-30 Zhiyuan Li , Ziru Liu , Anna Zou , Anca L. Ralescu

We describe the underlying probabilistic interpretation of alpha and beta divergences. We first show that beta divergences are inherently tied to Tweedie distributions, a particular type of exponential family, known as exponential…

Machine Learning · Statistics 2012-09-20 Y. Kenan Yilmaz , A. Taylan Cemgil

Distances are fundamental primitives whose choice significantly impacts the performances of algorithms in machine learning and signal processing. However selecting the most appropriate distance for a given task is an endeavor. Instead of…

Machine Learning · Computer Science 2020-10-01 Frank Nielsen , Richard Nock

Bregman divergences play a central role in the design and analysis of a range of machine learning algorithms. This paper explores the use of Bregman divergences to establish reductions between such algorithms and their analyses. We present…

Machine Learning · Computer Science 2016-07-04 Richard Nock , Aditya Krishna Menon , Cheng Soon Ong

A class of distortions termed functional Bregman divergences is defined, which includes squared error and relative entropy. A functional Bregman divergence acts on functions or distributions, and generalizes the standard Bregman divergence…

Information Theory · Computer Science 2007-07-13 B. A. Frigyik , S. Srivastava , M. R. Gupta

Bregman proximal point algorithm (BPPA) has witnessed emerging machine learning applications, yet its theoretical understanding has been largely unexplored. We study the computational properties of BPPA through learning linear classifiers…

Machine Learning · Computer Science 2023-08-28 Yan Li , Caleb Ju , Ethan X. Fang , Tuo Zhao

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…

Optimization and Control · Mathematics 2019-04-10 Daniel Reem , Simeon Reich , Alvaro De Pierro

Information divergence that measures the difference between two nonnegative matrices or tensors has found its use in a variety of machine learning problems. Examples are Nonnegative Matrix/Tensor Factorization, Stochastic Neighbor…

Machine Learning · Computer Science 2014-06-06 Onur Dikmen , Zhirong Yang , Erkki Oja

Bregman divergences are a class of distance-like comparison functions which play fundamental roles in optimization, statistics, and information theory. One important property of Bregman divergences is that they cause two useful formulations…

Information Theory · Computer Science 2025-01-07 Philip S. Chodrow

Bregman divergences play a pivotal role in statistics, machine learning and computational information geometry. Particularly in the context of machine learning, they are central to clustering, exponential families, parameter estimation and…

Machine Learning · Computer Science 2026-04-28 Russell Tsuchida , Frank Nielsen

The aim of this paper is to provide an overview of recent development related to Bregman distances outside its native areas of optimization and statistics. We discuss approaches in inverse problems and image processing based on Bregman…

Optimization and Control · Mathematics 2015-05-21 Martin Burger

Classical linear metric learning methods have recently been extended along two distinct lines: deep metric learning methods for learning embeddings of the data using neural networks, and Bregman divergence learning approaches for extending…

Machine Learning · Computer Science 2020-05-07 Kubra Cilingir , Rachel Manzelli , Brian Kulis

We show that the Bregman divergence provides a rich framework to estimate unnormalized statistical models for continuous or discrete random variables, that is, models which do not integrate or sum to one, respectively. We prove that recent…

Machine Learning · Computer Science 2012-02-20 Michael Gutmann , Jun-ichiro Hirayama

Bregman divergences generalize measures such as the squared Euclidean distance and the KL divergence, and arise throughout many areas of machine learning. In this paper, we focus on the problem of approximating an arbitrary Bregman…

Machine Learning · Statistics 2020-11-04 Ali Siahkamari , Xide Xia , Venkatesh Saligrama , David Castanon , Brian Kulis

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…

Information Theory · Computer Science 2021-05-12 Wolfgang Stummer , Igor Vajda

This paper describes algorithms for nonnegative matrix factorization (NMF) with the beta-divergence (beta-NMF). The beta-divergence is a family of cost functions parametrized by a single shape parameter beta that takes the Euclidean…

Machine Learning · Computer Science 2011-03-09 Cédric Févotte , Jérôme Idier

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…

Information Theory · Computer Science 2019-10-08 Frank Nielsen , Gaëtan Hadjeres

In this paper a new family of minimum divergence estimators based on the Bregman divergence is proposed, where the defining convex function has an exponential nature. These estimators avoid the necessity of using an intermediate kernel…

Methodology · Statistics 2019-11-25 Taranga Mukherjee , Abhijit Mandal , Ayanendranath Basu

By analogy to the terminology of curved exponential families in statistics, we define curved Bregman divergences as Bregman divergences restricted to non-affine parameter subspaces and sub-dimensional Bregman divergences when the…

Information Theory · Computer Science 2026-03-30 Frank Nielsen
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