Maximum-entropy regularization functional
ID: maximum-entropy-regularization-functional
This convex function penalizes positive densities using negative entropy, with and infinite value for negative inputs. Its scalar derivative is on . On a bounded domain, restricting to uniformly positive bounded functions gives a simple setting for a Fréchet derivative. Its Bregman distance is the generalized Kullback–Leibler divergence. With fixed total mass, minimizing this negative-entropy expression maximizes the corresponding entropy.
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