提出曲线型Bregman散度,用于更精确地度量概率分布间的差异。
Curved representational Bregman divergences and their applications
- 将Bregman散度限制在非线性子空间,定义曲线型散度新形式。
- 证明了曲线散度下质心等价于右Bregman投影,揭示几何本质。
- 适用于α散度、圆形复正态分布等场景,适合统计与信息论研究者。
受统计学中曲线指数族的启发,我们定义了受限于非仿射参数子空间的曲线Bregman散度,以及受限于仿射子空间的低维Bregman散度。一个典型例子是归一化向量间的余弦差异——一种曲线平方欧氏散度。我们证明:在曲线Bregman散度下,有限加权参数集的质心等价于全空间中相应质心对非仿射子空间的右Bregman投影;并解释了n个参数的加权Bregman中心可视为n重低维Bregman散度。通过多个实例展示其意义:(1) 对称Bregman散度,(2) 点对称对称Bregman散度,(3) 圆形复正态分布间的KL散度。我们还说明如何在单纯形子域上重参数化低维Bregman散度。进一步引入单调嵌入,定义表示型曲线Bregman散度,并证明α散度即为概率单纯形经α嵌入到正测度锥后的表示型曲线Bregman散度。作为应用,提出高效计算一组α散度球面交集的方法。
原文摘要 · Abstract (English)
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 restrictions are affine. A common example of curved Bregman divergence is the cosine dissimilarity between normalized vectors: a curved squared Euclidean divergence. We prove that the barycenter of a finite weighted set of parameters under a curved Bregman divergence amounts to the right Bregman projection onto the non-affine subspace of the barycenter with respect to the full Bregman divergence, and interpret a generalization of the weighted Bregman centroid of $n$ parameters as a $n$-fold sub-dimensional Bregman divergence. We demonstrate the significance of curved Bregman divergences with several examples: (1) symmetrized Bregman divergences, (2) pointwise symmetrized Bregman divergences, and (3) the Kullback-Leibler divergence between circular complex normal distributions. We explain how to reparameterize sub-dimensional Bregman divergences on simplicial sub-dimensional domains. We then consider monotonic embeddings to define representational curved Bregman divergences and show that the $α$-divergences are representational curved Bregman divergences with respect to $α$-embeddings of the probability simplex into the positive measure cone. As an application, we report an efficient method to calculate the intersection of a finite set of $α$-divergence spheres. As an application, we report an efficient method to calculate the intersection of a finite set of $α$-divergence spheres.
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