An extended formula for divergence measures using invariance

Masato Uchida; Hiroyuki Shioya

doi:10.1002/ecjc.20128

An extended formula for divergence measures using invariance

Masato Uchida, Hiroyuki Shioya

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

Abstract

The f-divergence, which is defined by using a class of convex functions, is used as a generalized phenotype of discriminant measures between two probability distributions. In this paper, we derive a new class of discriminant measures defined on the set of all positive finite measures using the invariance of the f-divergence. This is a class of discriminant measures different from ones which have often been used. We mention some aspects of its effectiveness concerning the extension of discriminant measures by showing that the proposed class includes measures that facilitate statistical data processing and are suitable for the explicit formulation and analysis of the ensemble learning method.

Original language	English
Pages (from-to)	35-42
Number of pages	8
Journal	Electronics and Communications in Japan, Part III: Fundamental Electronic Science (English translation of Denshi Tsushin Gakkai Ronbunshi)
Volume	88
Issue number	4
DOIs	https://doi.org/10.1002/ecjc.20128
Publication status	Published - 2005 Apr 1
Externally published	Yes

Keywords

Ensemble learning
Invariance of f-divergence
Positive finite measure
α-divergence

ASJC Scopus subject areas

Electrical and Electronic Engineering

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10.1002/ecjc.20128

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KW - Invariance of f-divergence

KW - Positive finite measure

KW - α-divergence

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An extended formula for divergence measures using invariance

Abstract

Keywords

ASJC Scopus subject areas

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