DOI: 10.68381/jca26053 ISSN: 0944-6532

A Note on the Approximate Symmetry of Bregman Distances

Stefan Kindermann

The Bregman distance

B_{\xi_x}(y,x) B ξ x ( y , x )
,
\xi_x \in \partial J(y), ξ x ∈ ∂ J ( y ) ,
associated to a convex sub-differentiable functional
J J
is known to be in general non-symmetric in its arguments
x x
,
y y
. In this note we address the question when Bregman distances can be bounded against each other when the arguments are switched, i.e., if some constant
C>0 C > 0
exists such that for all
x,y x , y
on a convex set
M M
it holds that
\frac{1}{C} B_{\xi_x}(y,x) \leq B_{\xi_y}(x,y) \leq C B_{\xi_x}(y,x). 1 C B ξ x ( y , x ) ≤ B ξ y ( x , y ) ≤ C B ξ x ( y , x ) .
We state sufficient conditions for such an inequality and prove in particular that it holds for the
p p
-powers of the
\ell_p ℓ p
and
L^p L p
-norms when
1 < p <\infty 1 < p < ∞
.