Generalized twin Gaussian processes using Sharma-Mittal divergence
From MaRDI portal
Abstract: There has been a growing interest in mutual information measures due to their wide range of applications in Machine Learning and Computer Vision. In this paper, we present a generalized structured regression framework based on Shama-Mittal divergence, a relative entropy measure, which is introduced to the Machine Learning community in this work. Sharma-Mittal (SM) divergence is a generalized mutual information measure for the widely used R'enyi, Tsallis, Bhattacharyya, and Kullback-Leibler (KL) relative entropies. Specifically, we study Sharma-Mittal divergence as a cost function in the context of the Twin Gaussian Processes (TGP)~citep{Bo:2010}, which generalizes over the KL-divergence without computational penalty. We show interesting properties of Sharma-Mittal TGP (SMTGP) through a theoretical analysis, which covers missing insights in the traditional TGP formulation. However, we generalize this theory based on SM-divergence instead of KL-divergence which is a special case. Experimentally, we evaluated the proposed SMTGP framework on several datasets. The results show that SMTGP reaches better predictions than KL-based TGP, since it offers a bigger class of models through its parameters that we learn from the data.
Recommendations
Cites work
- scientific article; zbMATH DE number 48436 (Why is no real title available?)
- scientific article; zbMATH DE number 1012640 (Why is no real title available?)
- scientific article; zbMATH DE number 1560711 (Why is no real title available?)
- scientific article; zbMATH DE number 3187999 (Why is no real title available?)
- 10.1162/jmlr.2003.4.7-8.1271
- A Generalized Divergence Measure for Nonnegative Matrix Factorization
- A closed-form expression for the Sharma-Mittal entropy of exponential families
- A new family of \(k\)-Fibonacci numbers
- A note on curvature of \(\alpha\)-connections of a statistical manifold
- A step beyond Tsallis and Rényi entropies
- Algorithmic Learning Theory
- An introduction to support vector machines and other kernel-based learning methods.
- Can Sobolev inequality be written for Sharma-Mittal entropy?
- Clustering with Bregman divergences.
- Constrained Subspace ICA Based on Mutual Information Optimization Directly
- Delay-dependent stabilization of stochastic interval delay systems with nonlinear disturbances
- Divergence Function, Duality, and Convex Analysis
- Escort mean values and the characterization of power-law-decaying probability densities
- Families of alpha-, beta- and gamma-divergences: flexible and robust measures of similarities
- Gaussian processes for machine learning.
- Information theoretic hierarchical clustering
- Information, divergence and risk for binary experiments
- Nonparametric information geometry: from divergence function to referential-representational biduality on statistical manifolds
- Possible generalization of Boltzmann-Gibbs statistics.
- Uncertainty, Information, and Sequential Experiments
This page was built for publication: Generalized twin Gaussian processes using Sharma-Mittal divergence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q747261)