Optimal Bounds between f-Divergences and Integral Probability Metrics.
Rohit AgrawalThibaut HorelPublished in: ICML (2020)
Keyphrases
- worst case
- optimal solution
- lower bound
- asymptotically optimal
- closed form
- error bounds
- large deviations
- tight bounds
- dynamic programming
- probability distribution
- markov chain
- constant factor
- expected loss
- data sets
- optimal cost
- similarity metrics
- upper and lower bounds
- lower and upper bounds
- evaluation metrics
- objective function
- similarity measure
- decision trees