All you need is log
- URL: http://arxiv.org/abs/2606.27349v2
- Date: Fri, 26 Jun 2026 20:24:59 GMT
- Title: All you need is log
- Abstract summary: We show that the Rényi divergences of order $in[0,infty]$ are the unique family monotone under data processing and additive on independent products.<n>Many problems compare more than two distributions at once -- multi-population fairness, multi-prior PAC-Bayes bounds, multi-hypothesis testing.<n>The right multi-distribution generalization of the Rényi family has been an open question.
- Score: 0.42671348654734564
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Comparing two probability distributions is a basic building block of statistics and machine learning, and the right family is well understood: the Rényi divergences of order $α\in[0,\infty]$ are the unique family monotone under data processing and additive on independent products. Many problems instead compare more than two distributions at once -- multi-population fairness, multi-prior PAC-Bayes bounds, multi-hypothesis testing -- and the right multi-distribution generalization of the Rényi family has been an open question. We characterize it. Every functional of $W$-tuples of distributions that is monotone under data processing and additive on independent products is a positive integral of multi-way coincidence divergences $C_α(π_1,\dots,π_W) := -\log\int π_1^{α_1}\cdotsπ_W^{α_W}$ (with $\sum_k α_k = 1$) over a parameter space with four strata: the simplex interior; mixed-sign exponent cones (the analogue of Rényi orders $>1$); a tropical boundary at infinity carrying max-divergences; and pairwise Kullback-Leibler edges at the simplex vertices. Each stratum is necessary -- the destination of an explicit data-processing-monotone, product-additive divergence the others cannot reproduce -- and each is a clean limit of simplex-interior atoms. The same family arises from several independent routes -- the structural axioms, Kolmogorov-Nagumo means with Rényi's entropy axiomatics, classical entropy characterizations, multi-hypothesis testing error exponents, and a multi-lottery betting interpretation -- structural evidence that this is the canonical multi-distribution Rényi calculus rather than an artefact of any one axiomatic input. The two-prior case recovers the standard Rényi result; a worked $W=3$ instance, numerical verification, and a conditional extension round out the treatment.
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