Minimum Gamma-Divergence for Regression and Classification Problems (eBook, PDF)
Shinto Eguchi
eBook, PDF

Minimum Gamma-Divergence for Regression and Classification Problems (eBook, PDF)

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This book introduces the gamma-divergence, a measure of distance between probability distributions that was proposed by Fujisawa and Eguchi in 2008. The gamma-divergence has been extensively explored to provide robust estimation when the power index ¿ is positive. The gamma-divergence can be defined even when the power index ¿ is negative, as long as the condition of integrability is satisfied. Thus, the authors consider the gamma-divergence defined on a set of discrete distributions. The arithmetic, geometric, and harmonic means for the distribution ratios are closely connected with the gam...

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