Title: Quantized Minimum Error Entropy Criterion,
Abstract: Comparing with traditional learning criteria, such as mean square error
(MSE), the minimum error entropy (MEE) criterion is superior in nonlinear and
non-Gaussian signal processing and machine learning. The argument of the
logarithm in Renyis entropy estimator, called information potential (IP), is a
popular MEE cost in information theoretic learning (ITL). The computational
complexity of IP is however quadratic in terms of sample number due to double
summation. This creates computational bottlenecks especially for large-scale
datasets. To address this problem, in this work we propose an efficient
quantization approach to reduce the computational burden of IP, which decreases
the complexity from O(N*N) to O (MN) with M << N. The new learning criterion is
called the quantized MEE (QMEE). Some basic properties of QMEE are presented.
Illustrative examples are provided to verify the excellent performance of QMEE.