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Not all Jensen-Shannon Divergence Estimators are Equal

arXiv 2606.16411 ↗First posted 15 Jun 2026cs.LGcited by 0

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Abstract (arXiv)

The Jensen-Shannon divergence is widely reported as a scalar measure of fidelity for synthetic tabular data. Yet, in practice, it is estimated from finite samples using protocols that are often underspecified. This creates a measurement problem. Although the population divergence is well defined, the empirical value depends on the estimator family, sampling protocol, calibration, dimensionality, and class balance. We show that different protocols can yield non-comparable values: marginal-based estimators ignore dependencies in the joint distribution and can severely underestimate divergence, while classifier-based estimators capture joint structure but exhibit strong estimator dependence. We systematically study this behavior across controlled settings with reference divergences and real-world synthetic tabular benchmarks. Our analysis reveals dependence blindness in marginal estimators, prior-shift bias under class imbalance, and estimator sensitivity in high dimensions. To address prior shift, we derive a closed-form posterior correction for classifier-based Jensen-Shannon estimation. Our results show that empirical Jensen-Shannon divergence values are inherently protocol-dependent, making explicit specification of the estimation procedure necessary for meaningful comparison. We provide practical guidelines and an open-source tool for estimator-aware Jensen-Shannon evaluation.

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References · 21

  1. 2017On Calibration of Modern Neural Networkscited by 4,960
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  12. 2023When Do Neural Nets Outperform Boosted Trees on Tabular Data?cited by 223
9 more
  1. 2020DP-MERF: Differentially Private Mean Embeddings with Random Features for Practical Privacy-Preserving Data Generationcited by 78
  2. 2019On a generalization of the Jensen-Shannon divergence and the JS-symmetrization of distances relying on abstract meanscited by 61
  3. 2020Jensen-Shannon Information Based Characterization of the Generalization Error of Learning Algorithmscited by 19
  4. 2024Scaling While Privacy Preserving: A Comprehensive Synthetic Tabular Data Generation and Evaluation in Learning Analyticscited by 19
  5. 2022Assessing the ability of generative adversarial networks to learn canonical medical image statisticscited by 11
  6. 2025A Consensus Privacy Metrics Framework for Synthetic Datacited by 8
  7. 2024Synthetic Tabular Data Validation: A Divergence-Based Approachcited by 7
  8. 2025Connecting Jensen-Shannon and Kullback-Leibler Divergences: A New Bound for Representation Learningcited by 4
  9. 2024Artificial Inductive Bias for Synthetic Tabular Data Generation in Data-Scarce Scenarioscited by 1

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