Connecting Jensen-Shannon and Kullback-Leibler Divergences: ANew Bound for Representation Learning

Mutual Information (MI) is a fundamental measure of statistical dependence widely used in representation learning. While direct optimization of MI via its definition as a Kullback-Leibler divergence (KLD) is often intractable, many recent methods have instead maximized alternative dependence measures, most notably, the JensenShannon divergence (JSD) between joint and product of marginal distributions via discriminative losses. However, the connection between these surrogate objectives and MI remains poorly understood.