Minimum Divergence Methods in Statistical Machine Learning: From an Information Geometric Viewpoint free ebook download.

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Minimum Divergence Methods in Statistical Machine Learning: From an Information Geometric Viewpoint free ebook download

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Mathematics

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Author(s):	Shinto Eguchi

Date:	2022	Format:	pdf	Language:	English	ISBN/ASIN:	4431569200
Pages:	231	OCR:		Quality:		ISBN13:
Uploader:	eternal	Upload Date:	10/12/2024 1:49:11 PM

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4431569200 pdf
This book explores minimum divergence methods of statistical machine learning for estimation, regression, prediction, and so forth, in which we engage in information geometry to elucidate their intrinsic properties of the corresponding loss functions, learning algorithms, and statistical models. One of the most elementary examples is Gauss's least squares estimator in a linear regression model, in which the estimator is given by minimization of the sum of squares between a response vector and a vector of the linear subspace hulled by explanatory vectors. This is extended to Fisher's maximum likelihood estimator (MLE) for an exponential model, in which the estimator is provided by minimization of the Kullback-Leibler (KL) divergence between a data distribution and a parametric distribution of the exponential model in an empirical analogue. Thus, we envisage a geometric interpretation of such minimization procedures such that a right triangle is kept with Pythagorean identity in the sense of the KL divergence. This understanding sublimates a dualistic interplay between a statistical estimation and model, which requires dual geodesic paths, called m-geodesic and e-geodesic paths, in a framework of information geometry.

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Tags: Divergence Geometric Information Learning Machine Methods Minimum Statistical Viewpoint

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