This manuscript develops the theory of agglomerative clustering with Bregman divergences. Geometric smoothing techniques are developed to deal with degenerate clusters. To allow for cluster models based on exponential families with overcomplete representations, Bregman divergences are developed for nondifferentiable co…
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Develops clustering methods based on likelihood and convergence proved.
Separable Bregman divergences induce Riemannian metric spaces that are isometric to the Euclidean space after monotone embeddings. We investigate fixed rate quantization and its codebook Voronoi diagrams, and report on experimental performances of partition-based, hierarchical, and soft clustering algorithms with respe…
New clustering method for exponential family data.
Bregman divergences play a central role in the design and analysis of a range of machine learning algorithms. This paper explores the use of Bregman divergences to establish reductions between such algorithms and their analyses. We present a new scaled isodistortion theorem involving Bregman divergences (scaled Bregman…
Coresets are efficient representations of data sets such that models trained on the coreset are provably competitive with models trained on the original data set. As such, they have been successfully used to scale up clustering models such as K-Means and Gaussian mixture models to massive data sets. However, until now,…
Using a trimming approach, we investigate a k-means type method based on Bregman divergences for clustering data possibly corrupted with clutter noise. The main interest of Bregman divergences is that the standard Lloyd algorithm adapts to these distortion measures, and they are well-suited for clustering data sampled …
Although many convex relaxations of clustering have been proposed in the past decade, current formulations remain restricted to spherical Gaussian or discriminative models and are susceptible to imbalanced clusters. To address these shortcomings, we propose a new class of convex relaxations that can be flexibly applied…
Unified deep metric learning approach using neural networks.
Gradient-based clustering method for various cost functions.
Bregman divergences generalize measures such as the squared Euclidean distance and the KL divergence, and arise throughout many areas of machine learning. In this paper, we focus on the problem of approximating an arbitrary Bregman divergence from supervision, and we provide a well-principled approach to analyzing such…
A new framework for clustering with uncertainty quantification.
Paper establishes universal lower bounds and optimal rates for clustering sub-exponential mixture models.
This work tackles community detection in networks with node attributes, achieving exact recovery.
We extend the recently introduced theory of Lovasz-Bregman (LB) divergences (Iyer & Bilmes 2012) in several ways. We show that they represent a distortion between a "score" and an "ordering", thus providing a new view of rank aggregation and order based clustering with interesting connections to web ranking. We show ho…
We extend the recently introduced theory of Lovasz-Bregman (LB) divergences (Iyer & Bilmes, 2012) in several ways. We show that they represent a distortion between a 'score' and an 'ordering', thus providing a new view of rank aggregation and order based clustering with interesting connections to web ranking. We show h…
New algorithm solves saddle point problems in Banach spaces.
Exponential families and mixture families are parametric probability models that can be geometrically studied as smooth statistical manifolds with respect to any statistical divergence like the Kullback-Leibler (KL) divergence or the Hellinger divergence. When equipping a statistical manifold with the KL divergence, th…
Modified K-means ensures local optimality with same complexity.
We solve the mean parametrization of von Mises-Fisher distribution.
We describe -MLE, a fast and efficient local search algorithm for learning finite statistical mixtures of exponential families such as Gaussian mixture models. Mixture models are traditionally learned using the expectation-maximization (EM) soft clustering technique that monotonically increases the incomplete (expec…
New geometry for optimal transport cost based on Bregman divergences.
This work proposes the Bregman-Tweedie classification model and analyzes the domain structure of the extended exponential function, an extension of the classic generalized exponential function with additional scaling parameter, and related high-level mathematical structures, such as the Bregman-Tweedie loss function an…
DMAE uses neural networks to cluster data with flexible dissimilarity functions.
The Bregman divergence (Bregman distance, Bregman measure of distance) is a certain useful substitute for a distance, obtained from a well-chosen function (the "Bregman function"). Bregman functions and divergences have been extensively investigated during the last decades and have found applications in optimization, o…
New Langevin Monte Carlo algorithms for sampling from nonsmooth distributions.
Coresets are compact representations of data sets such that models trained on a coreset are provably competitive with models trained on the full data set. As such, they have been successfully used to scale up clustering models to massive data sets. While existing approaches generally only allow for multiplicative appro…
In this work, we extend some quantities introduced in "Optimization of conditional value-at-risk" of R.T Rockafellar and S. Uryasev to the case where the proximity between real numbers is measured by using a Bregman divergence. This leads to the definition of the Bregman superquantile. Axioms of a coherent measure of r…
Distances are fundamental primitives whose choice significantly impacts the performances of algorithms in machine learning and signal processing. However selecting the most appropriate distance for a given task is an endeavor. Instead of testing one by one the entries of an ever-expanding dictionary of {\em ad hoc} dis…
Paper introduces a new method for learning Bregman divergence from data.
New findings show Bregman proximal algorithms can get stuck near non-stationary points.
New algorithm solves maximal monotone inclusion problems.
In this paper, we introduce new classes of divergences by extending the definitions of the Bregman divergence and the skew Jensen divergence. These new divergence classes (g-Bregman divergence and skew g-Jensen divergence) satisfy some properties similar to the Bregman or skew Jensen divergence. We show these g-diverge…
New method improves structure learning on sparse graphs.
In a variety of research areas, the weighted bag of vectors and the histogram are widely used descriptors for complex objects. Both can be expressed as discrete distributions. D2-clustering pursues the minimum total within-cluster variation for a set of discrete distributions subject to the Kantorovich-Wasserstein metr…
Proposes BMME for optimizing nonsmooth nonconvex problems with block structure.
Generalizes bias-variance decomposition for Bregman divergences.
Bregman perspective on CART provides a unified framework for impurity measures.
The mirror descent algorithm (MDA) generalizes gradient descent by using a Bregman divergence to replace squared Euclidean distance. In this paper, we similarly generalize the alternating direction method of multipliers (ADMM) to Bregman ADMM (BADMM), which allows the choice of different Bregman divergences to exploit …
Divergence functions play a key role as to measure the discrepancy between two points in the field of machine learning, statistics and signal processing. Well-known divergences are the Bregman divergences, the Jensen divergences and the f-divergences. In this paper, we show that the symmetric Bregman divergence can be …
Optimal payoff choice constrained by Bregman-Wasserstein divergence.
New analysis of annealing paths in sampling and estimation.
The paper analyzes the bias-variance tradeoff for Bregman divergences.
We consider the problem of metric learning subject to a set of constraints on relative-distance comparisons between the data items. Such constraints are meant to reflect side-information that is not expressed directly in the feature vectors of the data items. The relative-distance constraints used in this work are part…
This work broadens calibeating to various proper losses using Bregman divergence.
Solves large-scale metric constrained problems using Project and Forget algorithm.
This work generalizes calibeating for a broader range of proper losses using Bregman divergence.
The paper introduces a new divergence for portfolio management to outperform a benchmark.