TY - GEN
T1 - Risk-based generalizations of f-divergences
AU - García-García, Darío
AU - Von Luxburg, Ulrike
AU - Santos-Rodríguez, Raúl
PY - 2011
Y1 - 2011
N2 - We derive a generalized notion of f-divergences, called (f,l)-divergences. We show that this generalization enjoys many of the nice properties of/-divergences, although it is a richer family. It also provides alternative definitions of standard divergences in terms of surrogate risks. As a first practical application of this theory, we derive a new estimator for the Kulback-Leibler divergence that we use for clustering sets of vectors.
AB - We derive a generalized notion of f-divergences, called (f,l)-divergences. We show that this generalization enjoys many of the nice properties of/-divergences, although it is a richer family. It also provides alternative definitions of standard divergences in terms of surrogate risks. As a first practical application of this theory, we derive a new estimator for the Kulback-Leibler divergence that we use for clustering sets of vectors.
UR - http://www.scopus.com/inward/record.url?scp=80053460732&partnerID=8YFLogxK
M3 - Conference contribution
SN - 9781450306195
T3 - Proceedings of the 28th International Conference on Machine Learning, ICML 2011
SP - 417
EP - 424
BT - Proceedings of the 28th International Conference on Machine Learning, ICML 2011
T2 - 28th International Conference on Machine Learning, ICML 2011
Y2 - 28 June 2011 through 2 July 2011
ER -