Abstract : In this paper, we present a complete proof that the beta-divergence is a particular case of Bregman divergence. This little-known result makes it possible to straightforwardly apply theorems about Bregman divergences to beta-divergences. This is of interest for numerous applications since these divergences are widely used, for instance in non-negative matrix factorization (NMF).
https://hal.inria.fr/hal-00945202 Contributor : Roland BadeauConnect in order to contact the contributor Submitted on : Tuesday, March 25, 2014 - 9:28:36 AM Last modification on : Wednesday, October 14, 2020 - 1:11:49 PM Long-term archiving on: : Wednesday, June 25, 2014 - 10:42:27 AM
Romain Hennequin, Bertrand David, Roland Badeau. Beta-divergence as a subclass of Bregman divergence. IEEE Signal Processing Letters, Institute of Electrical and Electronics Engineers, 2011, 18 (2), pp.83--86. ⟨hal-00945202⟩