We derive a generalized notion of f-divergences, called (f,l)-divergences. We show that this generalization enjoys many of the nice properties of f-divergences, although it is a richer family. It also provides alternative definitions of standard divergences in terms of surrogate risks. As a first practical application of this theory, we derive a new estimator for the Kulback-Leibler divergence that we use for clustering sets of vectors.
| Author(s): | García-García, D. and von Luxburg, U. and Santos-Rodríguez, R. |
| Pages: | 417-424 |
| Year: | 2011 |
| Month: | July |
| Day: | 0 |
| Editors: | Getoor, L. , T. Scheffer |
| Publisher: | International Machine Learning Society |
| Bibtex Type: | Conference Paper (inproceedings) |
| Address: | Madison, WI, USA |
| Event Name: | 28th International Conference on Machine Learning (ICML 2011) |
| Event Place: | Bellevue, WA, USA |
| Digital: | 0 |
| Electronic Archiving: | grant_archive |
| ISBN: | 978-1-450-30619-5 |
| Links: | |
BibTex
@inproceedings{GarciaGarciavS2011,
title = {Risk-Based Generalizations of f-divergences},
abstract = {We derive a generalized notion of f-divergences, called (f,l)-divergences. We show that this generalization enjoys many of the nice properties of f-divergences, although it is a richer family. It also provides alternative definitions of standard divergences in terms of surrogate risks. As a first practical application of this theory, we derive a new estimator for the Kulback-Leibler divergence that we use for clustering sets of vectors. },
pages = {417-424},
editors = {Getoor, L. , T. Scheffer},
publisher = {International Machine Learning Society},
address = {Madison, WI, USA},
month = jul,
year = {2011},
slug = {garciagarciavs2011},
author = {García-García, D. and von Luxburg, U. and Santos-Rodríguez, R.},
month_numeric = {7}
}