Fast Kd-Trees for the Kullback-Leibler Divergence and Other Decomposable Bregman Divergences

The contributions of the paper span theoretical and implementational results. First, we prove that Kd-trees can be extended to ℝ^d with the distance measured by an arbitrary Bregman divergence. Perhaps surprisingly, this shows that the triangle inequality is not necessary for correct pruning in Kd-trees. Second, we offer an efficient algorithm and C++ implementation for nearest neighbour search for decomposable Bregman divergences. The implementation supports the Kullback-Leibler divergence (relative entropy) which is a popular distance between probability vectors and is commonly used in statistics and machine learning. This is a step toward broadening the usage of computational geometry algorithms. Our…