These visualizations are much nicer than mine though.
Curious fact, the Bregman divergences are a different class of divergences to the f-divergences that intersect at the KL divergence. That is, KL is (essentially) the only divergence that is both an f-divergence and a Bregman divergence. This is basically because log turns a ratio into a difference.
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Curious fact, the Bregman divergences are a different class of divergences to the f-divergences that intersect at the KL divergence. That is, KL is (essentially) the only divergence that is both an f-divergence and a Bregman divergence. This is basically because log turns a ratio into a difference.