TH3.R4.2

Computing Augustin Information via Hybrid Geodesically Convex Optimization

Guan-Ren Wang, Chung-En Tsai, Hao-Chung Cheng, Yen-Huan Li, National Taiwan University, Taiwan

Session:
Information Measures II

Track:
9: Shannon Theory

Location:
Omikron II

Presentation Time:
Thu, 11 Jul, 14:55 - 15:15

Session Chair:
Marco Dalai, University of Brescia
Abstract
We propose a Riemannian gradient descent with the Poincaré metric to compute the order-$\alpha$ Augustin information, a widely used quantity for characterizing exponential error behaviors in information theory. We prove that the algorithm converges to the optimum at a rate of $\mathcal{O}(1 / T)$. As far as we know, this is the first algorithm with a non-asymptotic optimization error guarantee for all positive orders. Numerical experimental results demonstrate the empirical efficiency of the algorithm. Our result is based on a novel hybrid analysis of Riemannian gradient descent for functions that are geodesically convex in a Riemannian metric and geodesically smooth in another.
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