Two tales for a geometric Jensen--Shannon divergence
- URL: http://arxiv.org/abs/2508.05066v1
- Date: Thu, 07 Aug 2025 06:34:39 GMT
- Title: Two tales for a geometric Jensen--Shannon divergence
- Authors: Frank Nielsen,
- Abstract summary: The geometric Jensen--Shannon divergence (G-JSD) gained popularity in machine learning and information sciences.<n>We introduce an alternative definition of the geometric Jensen--Shannon divergence tailored to positive densities.<n>This novel divergence is termed the extended G-JSD as it extends to more general positive measures.
- Score: 7.070726553564701
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: The geometric Jensen--Shannon divergence (G-JSD) gained popularity in machine learning and information sciences thanks to its closed-form expression between Gaussian distributions. In this work, we introduce an alternative definition of the geometric Jensen--Shannon divergence tailored to positive densities which does not normalize geometric mixtures. This novel divergence is termed the extended G-JSD as it extends to more general positive measures. We give explicitly the gap between the extended G-JSD and G-JSD when considering probability densities, and report both lower and upper bounds in terms of other statistical divergences. We derive corresponding closed-form expressions when considering the case of multivariate Gaussian distributions often met in applications. Finally, we show that these two types of geometric JSDs, the G-JSD and the extended G-JSD, can be interpreted as regularizations of the ordinary JSD by additive terms.
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