Bregman Divergence Based Em Algorithm and its Application to Classical and Quantum Rate Distortion Theory
Masahito Hayashi
Abstract
We formulate em algorithm in the framework of Bregman divergence, which is a general problem setting of information geometry. That is, we address the minimization problem of the Bregman divergence between an exponential subfamily and a mixture subfamily in a Bregman divergence system. Then, we show the convergence and its speed under several conditions. We apply this algorithm to rate distortion and its variants including the quantum setting, and show the usefulness of our general algorithm. In fact, existing applications of Arimoto-Blahut algorithm to rate distortion theory make the optimization of the weighted sum of the mutual information and the cost function by using the Lagrange multiplier. However, in rate distortion theory, it is needed to minimize the mutual information under the constant constraint for the cost function. Our algorithm directly solves this minimization. In addition, we have numerically checked the convergence speed of our algorithm in the classical case of rate distortion problem.