arXiv · 2206.11042
f-divergences and their applications in lossy compression and bounding generalization error
Abstract
In this paper, we provide three applications for $f$-divergences: (i) we introduce Sanov's upper bound on the tail probability of the sum of independent random variables based on super-modular $f$-divergence and show that our generalized Sanov's bound strictly improves over ordinary one, (ii) we consider the lossy compression problem which studies the set of achievable rates for a given distortion and code length. We extend the rate-distortion function using mutual $f$-information and provide new and strictly better bounds on achievable rates in the finite blocklength regime using super-modular $f$-divergences, and (iii) we provide a connection between the generalization error of algorithms with bounded input/output mutual $f$-information and a generalized rate-distortion problem. This connection allows us to bound the generalization error of learning algorithms using lower bounds on the $f$-rate-distortion function. Our bound is based on a new lower bound on the rate-distortion function that (for some examples) strictly improves over previously best-known bounds.
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Saeed Masiha, Amin Gohari, Mohammad Hossein Yassaee. 2022-06-21. f-divergences and their applications in lossy compression and bounding generalization error. https://arxiv.org/abs/2206.11042
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