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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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2585167741,032 · Jun 202019922001200920172026
48 results for General $f$-divergence

Study explores relationship between Hölder and FDPD divergences.

problem Understanding the relationship between Hölder and FDPD divergences.
method Intersection and generalization of divergence families, proving nonnegativity, deriving inequalities.
result Established ξξ-Hölder divergence and derived inequalities.

The paper explores how information geometry impacts classical CR inequalities.

problem Deriving and generalizing CR inequalities using information geometry.
method Examining Eguchi's theory and applying Amari-Nagoaka's theory to KL-divergence, and then extending to other divergences.
result Generalized CR inequalities derived from various divergences.

Optimal transport with ff-divergence regularization using generalized Sinkhorn algorithm.

problem Optimal transport with ff-divergence regularization.
method Generalized Sinkhorn algorithm for solving optimal transport problems with various ff-divergences.
result Strong duality holds, optimums are attained, and convergence to an optimal solution is guaranteed under certain conditions.

Develops a new divergence framework that combines ff-divergences and IPMs.

problem Comparing distributions that are not absolutely continuous.
method Introduces (f,Γ)(f,Γ)-divergences as a two-stage mass-redistribution/mass-transport process.
result Improves estimation, learning, and uncertainty quantification in GANs for heavy-tailed distributions.

This paper introduces ff-DPO, a generalized approach to Direct Preference Optimization using diverse divergence constraints.

problem Aligning large language models with human preferences while mitigating safety risks.
method Incorporates diverse divergence constraints to simplify the relationship between reward and optimal policy, eliminating the need for estimating the normalizing constant.
result Optimizes LLMs to align with human preferences more efficiently and under a broader set of divergence constraints.

The study explores generalized divergences and exponential families with a focus on sufficient conditions and laws of large numbers.

problem Generalization of Kullback-Leibler divergence and exponential families.
method Investigation of (h,τ)(h,τ)-divergence and (h,τ)(h,τ)-exponential families, definition of (h,τ)(h,τ)-dependence, proof of law of large numbers.
result Sufficient condition for (h,τ)(h,τ)-divergence to induce Hessian structure on (h,τ)(h,τ)-exponential family, proof of law of large numbers.

For distributions P\mathbb{P} and Q\mathbb{Q} with different supports or undefined densities, the divergence D(PQ)\textrm{D}(\mathbb{P}||\mathbb{Q}) may not exist. We define a Spread Divergence D~(PQ)\tilde{\textrm{D}}(\mathbb{P}||\mathbb{Q}) on modified P\mathbb{P} and Q\mathbb{Q} and describe sufficient conditions for t…

2018-11-21abs ↗pdf ↗

We introduce a new quasi-isometry invariant, called the divergence spectrum, to study finitely generated groups. We compare the concept of divergence spectrum with the other classical notions of divergence and we examine the divergence spectra of relatively hyperbolic groups. We show the existence of an infinite collec…

2016-11-15abs ↗pdf ↗

Introduces Cauchy-Schwarz divergence for domain adaptation.

problem Evaluating discrepancy between source and target domains in unsupervised domain adaptation.
method Introduces Cauchy-Schwarz divergence as a measure for evaluating discrepancy between marginal and conditional distributions.
result CS divergence offers a tighter generalization error bound than Kullback-Leibler divergence.

New framework using Jensen-Shannon divergence improves domain adaptation theory.

problem Incoherence between empirical domain adversarial training and theoretical H\mathcal{H}-divergence.
method Established new theoretical framework based on Jensen-Shannon divergence, derived bi-directional upper bounds.
result Framework exhibits flexibilities for various transfer learning problems.

This paper generalizes beta divergence beyond its classical form associated with power variance functions of Tweedie models. Generalized form is represented by a compact definite integral as a function of variance function of the exponential dispersion model. This compact integral form simplifies derivations of many pr…

2013-06-14abs ↗pdf ↗

We unify f-divergences, Bregman divergences, surrogate loss bounds (regret bounds), proper scoring rules, matching losses, cost curves, ROC-curves and information. We do this by systematically studying integral and variational representations of these objects and in so doing identify their primitives which all are rela…

2009-01-05abs ↗pdf ↗

Study on divergence and thickness for Coxeter groups, generalizing previous work.

problem Characterizing and bounding divergence and thickness for Coxeter groups.
method Characterization of linear divergence, introduction of hypergraph index, new construction of Coxeter systems.
result Upper bounds on divergence and thickness for Coxeter groups, conjectured to be equalities.

The paper explores statistical and topological properties of sliced probability divergences.

problem Understanding the topological, statistical, and computational consequences of slicing divergences.
method Deriving theoretical properties of sliced probability divergences, including metric axioms preservation and weak continuity.
result Sliced divergences share similar topological properties and have stable sample complexity.

This work develops a unified framework for RLHF with general ff-divergence regularization.

problem Theoretical understanding of general ff-divergence regularization in RLHF.
method Holistic approach across ff-divergence class, two algorithms based on distinct sampling principles.
result Provably efficient algorithms with O(logT)O(\log T) regret and O(1/T)O(1/T) sub-optimality gap.

New loss functions based on f-divergences improve language model performance.

problem Improving multiclass classification and language modeling performance.
method Constructing new convex loss functions using f-divergences and deriving an operator for computation.
result The αα-divergence loss function with α=1.5α=1.5 performs well across various tasks.

This paper introduces a new method to train normalizing flows using precision-recall divergences.

problem Training generative models with mode dropping and low-quality samples.
method Introduces PR-divergences and proposes a novel generative model to minimize precision-recall trade-offs.
result Normalizing flows can be trained to achieve specific precision-recall trade-offs using PR-divergences.

ff-divergences are a general class of divergences between probability measures which include as special cases many commonly used divergences in probability, mathematical statistics and information theory such as Kullback-Leibler divergence, chi-squared divergence, squared Hellinger distance, total variation distance e…

2013-02-02abs ↗pdf ↗

In the field of statistics, many kind of divergence functions have been studied as an amount which measures the discrepancy between two probability distributions. In the differential geometrical approach in statistics (information geometry), dually flat spaces play a key role. In a dually flat space, there exist dual a…

2018-08-16abs ↗pdf ↗

We describe the underlying probabilistic interpretation of alpha and beta divergences. We first show that beta divergences are inherently tied to Tweedie distributions, a particular type of exponential family, known as exponential dispersion models. Starting from the variance function of a Tweedie model, we outline how…

2012-09-19abs ↗pdf ↗

Study on geometric Jensen-Shannon divergence for Gaussian measures in Hilbert space.

problem Computing divergence between Gaussian measures in infinite-dimensional Hilbert space.
method Closed form expression and regularization for divergence calculation.
result Closed form expression and regularization for Geometric Jensen-Shannon divergence.

The paper analyzes the statistical properties of GANs using ff-divergence.

problem Understanding the statistical behavior of GANs and comparing different ff-divergences.
method Asymptotic analysis of ff-divergence GANs, including Kullback-Leibler divergence.
result Asymptotically equivalent GANs with the same discriminator classes for correctly specified models.

Rényi divergence is related to Rényi entropy much like Kullback-Leibler divergence is related to Shannon's entropy, and comes up in many settings. It was introduced by Rényi as a measure of information that satisfies almost the same axioms as Kullback-Leibler divergence, and depends on a parameter that is called its or…

2012-06-12abs ↗pdf ↗

To ensure stability of learning, state-of-the-art generalized policy iteration algorithms augment the policy improvement step with a trust region constraint bounding the information loss. The size of the trust region is commonly determined by the Kullback-Leibler (KL) divergence, which not only captures the notion of d…

2017-12-29abs ↗pdf ↗

There has been a growing interest in mutual information measures due to their wide range of applications in Machine Learning and Computer Vision. In this paper, we present a generalized structured regression framework based on Shama-Mittal divergence, a relative entropy measure, which is introduced to the Machine Learn…

2014-09-26abs ↗pdf ↗

CO2 algorithm creates coresets for generic smooth divergences efficiently.

problem Efficiently creating coresets for generic smooth divergences.
method CO2 algorithm using functional Taylor expansion and maximum mean discrepancy minimization.
result Poly-logarithmically many data points suffice for Sinkhorn divergence approximation.

Probabilistic models are often trained by maximum likelihood, which corresponds to minimizing a specific f-divergence between the model and data distribution. In light of recent successes in training Generative Adversarial Networks, alternative non-likelihood training criteria have been proposed. Whilst not necessarily…

2019-07-27abs ↗pdf ↗

New tools quantify deep generative models' performance.

problem Measuring the quality-diversity trade-off in deep generative models.
method Established non-asymptotic bounds on sample complexity and introduced frontier integrals.
result Smoothed estimators improve convergence rates of divergence frontiers.

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…

2019-05-28abs ↗pdf ↗

Rank-statistic method approximates ff-divergences without density-ratio estimation.

problem Approximating ff-divergences without explicit density-ratio estimation.
method Mapping distribution rank histograms to discrete ff-divergence and averaging over random projections.
result The rank-statistic estimator is a lower bound of the true ff-divergence and converges under mild conditions.

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…

2018-10-22abs ↗pdf ↗

New model learns better policies from expert demonstrations with higher efficiency.

problem Learning accurate policies from expert demonstrations with high efficiency.
method Generative adversarial imitation learning (GAIL) model that learns ff-divergence automatically.
result Learns better policies with higher data efficiency in physics-based control tasks.