Analysis of the Relative Entropy Asymmetry in the Regularization of Empirical Risk Minimization
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Abstract (arXiv)
The effect of the relative entropy asymmetry is analyzed in the empirical risk minimization with relative entropy regularization (ERM-RER) problem. A novel regularization is introduced, coined Type-II regularization, that allows for solutions to the ERM-RER problem with a support that extends outside the support of the reference measure. The solution to the new ERM-RER Type-II problem is analytically characterized in terms of the Radon-Nikodym derivative of the reference measure with respect to the solution. The analysis of the solution unveils the following properties of relative entropy when it acts as a regularizer in the ERM-RER problem: i) relative entropy forces the support of the Type-II solution to collapse into the support of the reference measure, which introduces a strong inductive bias that dominates the evidence provided by the training data; ii) Type-II regularization is equivalent to classical relative entropy regularization with an appropriate transformation of the empirical risk function. Closed-form expressions of the expected empirical risk as a function of the regularization parameters are provided.
Key facts. Cited by 5 papers in the map (data through 14 Oct 2026). Builds on 7 of its 40 references that are in the map. First posted on arXiv 12 Jun 2023.
Builds on
7 of 40 references.
References · 7
- 2016Optimization Methods for Large-Scale Machine Learningcited by 1,150
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- 2015How much does your data exploration overfit? Controlling bias via information usagecited by 95
- 2019A Tunable Loss Function for Binary Classificationcited by 11
- 2021Realizing GANs via a Tunable Loss Functioncited by 10
- 2022Empirical Risk Minimization with Relative Entropy Regularization: Optimality and Sensitivity Analysiscited by 8
- 2014An Accelerated Proximal Coordinate Gradient Method and its Application to Regularized Empirical Risk Minimizationcited by 2
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Citing papers per year: 2023: 1; 2024: 3; 2025: 0; 2026: 1.
5 papers.
- 2023On the Validation of Gibbs Algorithms: Training Datasets, Test Datasets and their Aggregationcited by 10
- 2024Equivalence of the Empirical Risk Minimization to Regularization on the Family of f-Divergencescited by 6
- 2024Asymmetry of the Relative Entropy in the Regularization of Empirical Risk Minimizationcited by 6
- 2024The Method of Gaps: Exact Expressions for the Generalization Error of Supervised Learning Algorithmscited by 5
- 2026Empirical Risk Minimization with f-Divergence Regularizationcited by 0
- 2026Empirical Risk Minimization with f-Divergence Regularization19 Jan 2026
- 2024The Method of Gaps: Exact Expressions for the Generalization Error of Supervised Learning Algorithms18 Nov 2024
- 2024Asymmetry of the Relative Entropy in the Regularization of Empirical Risk Minimization2 Oct 2024
- 2024Equivalence of the Empirical Risk Minimization to Regularization on the Family of f-Divergences1 Feb 2024
- 2023On the Validation of Gibbs Algorithms: Training Datasets, Test Datasets and their Aggregation21 Jun 2023