Learning the Information Divergence

Information divergence that measures the difference between two nonnegative matrices or tensors has found its use in a variety of machine learning problems. Examples are Nonnegative Matrix/Tensor Factorization, Stochastic Neighbor Embedding, topic models, and Bayesian network optimization. The success of such a learning task depends heavily on a suitable divergence. A large variety of divergences have been suggested and analyzed, but very few results are available for an objective choice of the optimal divergence for a given task. Here we present a framework that facilitates automatic selection of the best divergence among a given family, based on standard maximum likelihood estimation. We first propose an approximated Tweedie distribution for the β-divergence family. Selecting the best β then becomes a machine learning problem solved by maximum likelihood. Next, we reformulate α-divergence in terms of β-divergence, which enables automatic selection of α by maximum likelihood with reuse of the learning principle for β-divergence. Furthermore, we show the connections between γ- and β-divergences as well as Renyi- and α-divergences, such that our automatic selection framework is extended to non-separable divergences. Experiments on both synthetic and real-world data demonstrate that our method can quite accurately select information divergence across different learning problems and various divergence families.

Medienart:

E-Artikel

Erscheinungsjahr:

2015

Erschienen:

2015

Enthalten in:

Zur Gesamtaufnahme - volume:37

Enthalten in:

IEEE transactions on pattern analysis and machine intelligence - 37(2015), 7 vom: 14. Juli, Seite 1442-54

Sprache:

Englisch

Beteiligte Personen:

Dikmen, Onur [VerfasserIn]
Yang, Zhirong [VerfasserIn]
Oja, Erkki [VerfasserIn]

Links:

Volltext

Themen:

Journal Article
Research Support, Non-U.S. Gov't

Anmerkungen:

Date Completed 24.11.2015

Date Revised 10.09.2015

published: Print

Citation Status PubMed-not-MEDLINE

doi:

10.1109/TPAMI.2014.2366144

funding:

Förderinstitution / Projekttitel:

PPN (Katalog-ID):

NLM252583493