Bregman Voronoi Diagrams: Properties, Algorithms and Applications

The Voronoi diagram of a finite set of objects is a fundamental geometric structure that subdivides the embedding space into regions, each region consisting of the points that are closer to a given object than to the others. We may define many variants of Voronoi diagrams depending on the class of objects, the distance functions and the embedding space. In this paper, we investigate a framework for defining and building Voronoi diagrams for a broad class of distance functions called Bregman divergences. Bregman divergences include not only the traditional (squared) Euclidean distance but also various divergence measures based on entropic functions. Accordingly, Bregman Voronoi diagrams allow to define information-theoretic Voronoi diagrams in statistical parametric spaces based on the relative entropy of distributions. We define several types of Bregman diagrams, establish correspondences between those diagrams (using the Legendre transformation), and show how to compute them efficiently. We also introduce extensions of these diagrams, e.g. k-order and k-bag Bregman Voronoi diagrams, and introduce Bregman triangulations of a set of points and their connexion with Bregman Voronoi diagrams. We show that these triangulations capture many of the properties of the celebrated Delaunay triangulation. Finally, we give some applications of Bregman Voronoi diagrams which are of interest in the context of computational geometry and machine learning.Comment: Extend the proceedings abstract of SODA 2007 (46 pages, 15 figures

Guaranteed bounds on the Kullback-Leibler divergence of univariate mixtures using piecewise log-sum-exp inequalities

Information-theoretic measures such as the entropy, cross-entropy and the Kullback-Leibler divergence between two mixture models is a core primitive in many signal processing tasks. Since the Kullback-Leibler divergence of mixtures provably does not admit a closed-form formula, it is in practice either estimated using costly Monte-Carlo stochastic integration, approximated, or bounded using various techniques. We present a fast and generic method that builds algorithmically closed-form lower and upper bounds on the entropy, the cross-entropy and the Kullback-Leibler divergence of mixtures. We illustrate the versatile method by reporting on our experiments for approximating the Kullback-Leibler divergence between univariate exponential mixtures, Gaussian mixtures, Rayleigh mixtures, and Gamma mixtures.Comment: 20 pages, 3 figure

Bregman Voronoi diagrams

A preliminary version appeared in the 18th ACM-SIAM Symposium on Discrete Algorithms, pp. 746- 755, 2007International audienceThe Voronoi diagram of a finite set of objects is a fundamental geometric structure that subdivides the embedding space into regions, each region consisting of the points that are closer to a given object than to the others. We may define various variants of Voronoi diagrams depending on the class of objects, the distance function and the embedding space. In this paper, we investigate a framework for defining and building Voronoi diagrams for a broad class of distance functions called Bregman divergences. Bregman divergences include not only the traditional (squared) Euclidean distance but also various divergence measures based on entropic functions. Accordingly, Bregman Voronoi diagrams allow one to define information-theoretic Voronoi diagrams in sta- tistical parametric spaces based on the relative entropy of distributions. We define several types of Bregman diagrams, establish correspondences between those diagrams (using the Legendre transformation), and show how to compute them efficiently. We also introduce extensions of these diagrams, e.g. k-order and k-bag Bregman Voronoi diagrams, and introduce Bregman triangulations of a set of points and their connection with Bregman Voronoi diagrams. We show that these triangulations capture many of the properties of the celebrated Delaunay triangulation

kk-MLE: A fast algorithm for learning statistical mixture models

We describe $k$-MLE, a fast and efficient local search algorithm for learning finite statistical mixtures of exponential families such as Gaussian mixture models. Mixture models are traditionally learned using the expectation-maximization (EM) soft clustering technique that monotonically increases the incomplete (expected complete) likelihood. Given prescribed mixture weights, the hard clustering $k$-MLE algorithm iteratively assigns data to the most likely weighted component and update the component models using Maximum Likelihood Estimators (MLEs). Using the duality between exponential families and Bregman divergences, we prove that the local convergence of the complete likelihood of $k$-MLE follows directly from the convergence of a dual additively weighted Bregman hard clustering. The inner loop of $k$-MLE can be implemented using any $k$-means heuristic like the celebrated Lloyd's batched or Hartigan's greedy swap updates. We then show how to update the mixture weights by minimizing a cross-entropy criterion that implies to update weights by taking the relative proportion of cluster points, and reiterate the mixture parameter update and mixture weight update processes until convergence. Hard EM is interpreted as a special case of $k$-MLE when both the component update and the weight update are performed successively in the inner loop. To initialize $k$-MLE, we propose $k$-MLE++, a careful initialization of $k$-MLE guaranteeing probabilistically a global bound on the best possible complete likelihood.Comment: 31 pages, Extend preliminary paper presented at IEEE ICASSP 201