Web: http://arxiv.org/abs/2112.13720

June 17, 2022, 1:12 a.m. | Tieliang Gong, Yuxin Dong, Shujian Yu, Bo Dong

stat.ML updates on arXiv.org arxiv.org

The recently developed matrix based Renyi's entropy enables measurement of
information in data simply using the eigenspectrum of symmetric positive semi
definite (PSD) matrices in reproducing kernel Hilbert space, without estimation
of the underlying data distribution. This intriguing property makes the new
information measurement widely adopted in multiple statistical inference and
learning tasks. However, the computation of such quantity involves the trace
operator on a PSD matrix $G$ to power $\alpha$(i.e., $tr(G^\alpha)$), with a
normal complexity of nearly $O(n^3)$, which …

arxiv entropy ml

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