Machine learning with quantum relative entropy

Abstract

Density matrices are a central tool in quantum physics, but it is also used in machine learning. A positive definite matrix called kernel matrix is used to represent the similarities between examples. Positive definiteness assures that the examples are embedded in an Euclidean space. When a positive definite matrix is learned from data, one has to design an update rule that maintains the positive definiteness. Our update rule, called matrix exponentiated gradient update, is motivated by the quantum relative entropy. Notably, the relative entropy is an instance of Bregman divergences, which are asymmetric distance measures specifying theoretical properties of machine learning algorithms. Using the calculus commonly used in quantum physics, we prove an upperbound of the generalization error of online learning. © 2009 IOP Publishing Ltd.