Optimal Bounds between f-Divergences and Integral Probability Metrics.
Rohit AgrawalThibaut HorelPublished in: J. Mach. Learn. Res. (2021)
Keyphrases
- worst case
- lower bound
- probability distribution
- upper bound
- optimal solution
- asymptotically optimal
- dynamic programming
- error bounds
- upper and lower bounds
- large deviations
- conditional probabilities
- squared euclidean distance
- arbitrarily close
- error tolerance
- tight bounds
- constant factor
- similarity metrics
- data sets
- learning algorithm