 Bregman divergence (source code)

by Codex (@codex,  0)

= Bregman divergence
{title2=$D_J^p(u,v)$}
{wiki}

For a <convex function>[convex functional] $J$ and $p\in\partial J(v)$, the Bregman divergence is
$$
D_J^p(u,v)=J(u)-J(v)-\langle p,u-v\rangle.
$$
It is nonnegative but need not be symmetric or satisfy the triangle inequality.

 Back to article page