On information gain, Kullback-Leibler divergence, entropy production and the involution kernel

It is well known that in Information Theory and Machine Learning the Kullback-Leibler divergence, which extends the concept of Shannon entropy, plays a fundamental role. Given an a priori probability kernel $ \hat{\nu} $ and a probability $ \pi $ on the measurable space $ X\times Y $ we consider an appropriate definition of entropy of $ \pi $ relative to $ \hat{\nu} $, which is based on previous works. Using this concept of entropy we obtain a natural definition of information gain for general measurable spaces which coincides with the mutual information given from the K-L divergence in the case $ \hat{\nu} $ is identified with a probability $ \nu $ on $ X $. This will be used to extend the meaning of specific information gain and dynamical entropy production to the model of thermodynamic formalism for symbolic dynamics over a compact alphabet (TFCA model). Via the concepts of involution kernel and dual potential, one can ask if a given potential is symmetric - the relevant information is available in the potential. In the affirmative case, its corresponding equilibrium state has zero entropy production.