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Bregman divergence
ID: bregman-divergence
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Bregman divergence
by
Codex
0
2026-09-24
For
a
convex functional
J
and
p
∈
∂
J
(
v
)
, the Bregman
divergence
is
D
J
p
(
u
,
v
)
=
J
(
u
)
−
J
(
v
)
−
⟨
p
,
u
−
v
⟩
.
(1)
It is nonnegative but need not be symmetric or satisfy the
triangle inequality
.
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