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Bregman Centroid Asymmetry

Find different centroids by reversing the arguments of a convex divergence.

Free theory article

Find different centroids by reversing the arguments of a convex divergence.

Concept & interpretation

Bregman divergences are generalized distance-like measures generated by convex functions. Unlike standard metrics, they are generally not symmetric. This means that the left and right centroids of a dataset can be different.

Experiment

Explore how different divergences affect the left centroid.

  1. Open the module at Bregman Centroid Asymmetry.
  2. Set Data to "Spread".
  3. Set Divergence to "Generalized KL". Observe the Left dual centroid is 2.0.
  4. Change Divergence to "Squared". Observe that the Left dual centroid is now equal to the right arithmetic centroid, 2.3333333333333335, since squared distance is symmetric.
  5. Change Divergence to "Itakura Saito". Observe the Left dual centroid becomes 1.7142857142857142, which is the harmonic mean.
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