Sum decomposition of divergence into three divergences

Tomohiro Nishiyama

No dvcbt, OSF Preprints from Center for Open Science

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.

Date: 2018-10-10
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:osf:osfxxx:dvcbt

DOI: 10.31219/osf.io/dvcbt

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