2016/07/18 by Pourya Habib Zadeh, Zadeh, Pourya Habib, Reshad Hosseini +3 · 2 citations
Computer Science · Mathematics · #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #cs.LG #stat.ML
paper · pdf · doi:10.48550/arxiv.1607.05002
7 pages, 4 figures
arxiv created 2016/07/18 · arxiv updated 2016/07/19
We revisit the task of learning a Euclidean metric from data. We approach this problem from first principles and formulate it as a surprisingly simple optimization problem. Indeed, our formulation even admits a closed form solution. This solution possesses several very attractive properties: (i) an innate geometric appeal through the Riemannian geometry of positive definite matrices; (ii) ease of interpretability; and (iii) computational speed several orders of magnitude faster than the widely used LMNN and ITML methods. Furthermore, on standard benchmark datasets, our closed-form solution consistently attains higher classification accuracy.