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Keywords = symplectic subdifferential

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11 pages, 441 KiB  
Article
Symplectic Bregman Divergences
by Frank Nielsen
Entropy 2024, 26(12), 1101; https://doi.org/10.3390/e26121101 - 16 Dec 2024
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Abstract
We present a generalization of Bregman divergences in finite-dimensional symplectic vector spaces that we term symplectic Bregman divergences. Symplectic Bregman divergences are derived from a symplectic generalization of the Fenchel–Young inequality which relies on the notion of symplectic subdifferentials. The symplectic Fenchel–Young inequality [...] Read more.
We present a generalization of Bregman divergences in finite-dimensional symplectic vector spaces that we term symplectic Bregman divergences. Symplectic Bregman divergences are derived from a symplectic generalization of the Fenchel–Young inequality which relies on the notion of symplectic subdifferentials. The symplectic Fenchel–Young inequality is obtained using the symplectic Fenchel transform which is defined with respect to the symplectic form. Since symplectic forms can be built generically from pairings of dual systems, we obtain a generalization of Bregman divergences in dual systems obtained by equivalent symplectic Bregman divergences. In particular, when the symplectic form is derived from an inner product, we show that the corresponding symplectic Bregman divergences amount to ordinary Bregman divergences with respect to composite inner products. Some potential applications of symplectic divergences in geometric mechanics, information geometry, and learning dynamics in machine learning are touched upon. Full article
(This article belongs to the Special Issue Information Geometry for Data Analysis)
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