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Minimum Gamma-Divergence for Regression and Classification Problems

Posted By: hill0
Date: 22 Mar 2025 13:08:53
Minimum Gamma-Divergence for Regression and Classification Problems

Minimum Gamma-Divergence for Regression and Classification Problems
English | 2025 | ISBN: 981978879X | 126 Pages | PDF EPUB (True) | 16 MB

This book introduces the gamma-divergence, a measure of distance between probability distributions that was proposed by Fujisawa and Eguchi in 2008. The gamma-divergence has been extensively explored to provide robust estimation when the power index γ is positive. The gamma-divergence can be defined even when the power index γ is negative, as long as the condition of integrability is satisfied. Thus, the authors consider the gamma-divergence defined on a set of discrete distributions. The arithmetic, geometric, and harmonic means for the distribution ratios are closely connected with the gamma-divergence with a negative γ. In particular, the authors call the geometric-mean (GM) divergence the gamma-divergence when γ is equal to -1.
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