Optimal Bounds between $f$-Divergences and Integral Probability Metrics.

Rohit Agrawal Thibaut Horel

Published in: CoRR (2020)

Keyphrases

worst case
expected loss
arbitrarily close
tight bounds
upper bound
optimal solution
closed form
active learning
squared euclidean distance
dynamic programming
lower bound
decision trees
probability distribution
posterior probability
evaluation metrics
multi armed bandit
neural network