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Log-Determinant Divergences Revisited: Alpha-Beta and Gamma Log-Det Divergences

机译:再次探讨对数决定因素的分歧:Alpha-Beta和Gamma对数偏差的分歧

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摘要

This work reviews and extends a family of log-determinant (log-det) divergencesfor symmetric positive definite (SPD) matrices and discusses their fundamental properties.We show how to use parameterized Alpha-Beta (AB) and Gamma log-det divergencesto generate many well-known divergences; in particular, we consider the Stein’s loss,the S-divergence, also called Jensen-Bregman LogDet (JBLD) divergence, Logdet Zero(Bhattacharyya) divergence, Affine Invariant Riemannian Metric (AIRM), and otherdivergences. Moreover, we establish links and correspondences between log-det divergencesand visualise them on an alpha-beta plane for various sets of parameters. We use thisunifying framework to interpret and extend existing similarity measures for semidefinitecovariance matrices in finite-dimensional Reproducing Kernel Hilbert Spaces (RKHS). Thispaper also shows how the Alpha-Beta family of log-det divergences relates to the divergencesof multivariate and multilinear normal distributions. Closed form formulas are derivedfor Gamma divergences of two multivariate Gaussian densities; the special cases of theKullback-Leibler, Bhattacharyya, Rényi, and Cauchy-Schwartz divergences are discussed.Symmetrized versions of log-det divergences are also considered and briefly reviewed.Finally, a class of divergences is extended to multiway divergences for separable covariance(or precision) matrices.
机译:这项工作回顾并扩展了对称正定(SPD)矩阵的对数行列式(log-det)散度的族,并讨论了它们的基本特性。我们展示了如何使用参数化的Alpha-Beta(AB)和Gamma对数散度来产生许多众所周知的分歧;特别是,我们考虑了Stein的损失,S散度,也称为Jensen-Bregman LogDet(JBLD)散度,Logdet零(Bhattacharyya)散度,仿射不变黎曼度量(AIRM)和其他散度。此外,我们建立了log-det散度之间的链接和对应关系,并在alpha-beta平面上可视化了各种参数集。我们使用这个统一框架来解释和扩展有限维再现内核希尔伯特空间(RKHS)中半确定协方差矩阵的现有相似性度量。本文还展示了log-det散度的Alpha-Beta系列与多元和线性正态分布散度的关系。对于两个多元高斯密度的伽玛散度,得出封闭式公式;讨论了Kullback-Leibler,Bhattacharyya,Rényi和Cauchy-Schwartz散度的特殊情况,并考虑并简要介绍了log-det散度的对称形式。精度)矩阵。

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