Alpha Divergence

On several occasions you want to classify an observation x into one of two categories Depending on which ever probability is higher we classify x as either being in However, there is a non-zero probability that x might belong to Bayes Error Larger the area under this region there is a greater chance for misclassification. The area under this error region is given by Since minimum function is quite difficult to deal with it is replaced by a smooth power function as Hence the u