Most metric learning algorithms, as well as Fisher's Discriminant Analysis (FDA), optimize some cost function of different measures of within-and between-class distances. On the other hand, Support Vector Machines(SVMs) and several Multiple Kernel Learning (MKL) algorithms are based on the SVM large margin theory. Recently, SVMs have been analyzed from SVM and metric learning, and to develop new algorithms that build on the strengths of each. Inspired by the metric learning interpretation of SVM, we develop here a new metric-learning based SVM framework in which we incorporate metric learning concepts within SVM. We extend the optimization problem of SVM to include some measure of the within-class distance and along the way we develop a new within-class distance measure which is appropriate for SVM. In addition, we adopt the same approach for MKL and show that it can be also formulated as a Mahalanobis metric learning problem. Our end result is a number of SVM MKL algorithms that incorporate metric learning concepts. We experiment with them on a set of benchmark datasets and observe important predictive performance improvements.
@cite_8 proposed a measure of the within-class distance for . This measure is inspired by the relation, developed in that paper, between and ---Large Margin Nearest Neighbor @cite_19 ---a popular metric learning algorithm. It is defined as the sum of the distances of the instances from the margin hyperplane and for the class @math , it is given by: @math . The authors then proposed an variant, called , which optimizes the margin and the above within-class distance measure, essentially combining both the and the learning biases. As we will see below turns out to be a special case of the which we will describe in section . The optimization problem of is: which is equivalent to: where @math is the distance of the @math th instance from its margin hyperplane, and @math are the slack variables which allow for the soft margin. This problem is convex and can be kernelized directly as a standard .
@cite_19 @cite_8
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We present an algorithm for learning a quadratic Gaussian metric (Mahalanobis distance) for use in classification tasks. Our method relies on the simple geometric intuition that a good metric is one under which points in the same class are simultaneously near each other and far from points in the other classes. We construct a convex optimization problem whose solution generates such a metric by trying to collapse all examples in the same class to a single point and push examples in other classes infinitely far away. We show that when the metric we learn is used in simple classifiers, it yields substantial improvements over standard alternatives on a variety of problems. We also discuss how the learned metric may be used to obtain a compact low dimensional feature representation of the original input space, allowing more efficient classification with very little reduction in performance. We define a natural notion of efficiency for approximate nearest-neighbor (ANN) search in general n-point metric spaces, namely the existence of a randomized algorithm which answers (1 + e)-ANN queries in polylog(n) time using only polynomial space. We then study which families of metric spaces admit efficient ANN schemes in the black-box model, where only oracle access to the distance function is given, and any query consistent with the triangle inequality may be asked.For e < 2 5, we offer a complete answer to this problem. Using the notion of metric dimension defined in [A. Gupta, et al, Bounded geometries, fractals, and low-distortion embeddings, in: 44th Annu. IEEE Symp. on Foundations of Computer Science, 2003, pp. 534-543] (a la [P. Assouad, Plongements lipschitziens dans Rn, Bull. Soc. Math. France 111 (4) (1983) 429-448]), we show that a metric space X admits an efficient (1+e)-ANN scheme for any e < 2 5 if and only if dim(X) = O(log log n). For coarser approximations, clearly the upper bound continues to hold, but there is a threshold at which our lower bound breaks down--this is precisely when points in the "ambient space" may begin to affect the complexity of "hard" subspaces S ⊆ X. Indeed, we give examples which show that dim(X) does not characterize the black-box complexity of ANN above the threshold.Our scheme for ANN in low-dimensional metric spaces is the first to yield efficient algorithms without relying on any additional assumptions on the input. In previous approaches (e.g., [K.L. Clarkson, Nearest neighbor queries in metric spaces, Discrete Comput. Geom. 22(1) (1999) 63-93; D. Karger, M. Ruhl, Finding nearest neighbors in growth-restricted metrics, in: 34th Annu. ACM Symp. on the Theory of Computing, 2002, pp. 63-66; R. Krauthgamer, J.R. Lee, Navigating nets: simple algorithms for proximity search, in: 15th Annu. ACM-SIAM Symp. on Discrete Algorithms, 2004, pp. 791-801; K. Hildrum, et al, A note on finding nearest neighbors in growth-restricted metrics, in: Proc. of the 15th Annu. ACM-SIAM Symp. on Discrete Algorithms, 2004, pp. 560-561]), even spaces with dim(X) = O(1) sometimes required Ω(n) query times. We address the problem of learning distance metrics using side-information in the form of groups of "similar" points. We propose to use the RCA algorithm, which is a simple and efficient algorithm for learning a full ranked Mahalanobis metric (, 2002). We first show that RCA obtains the solution to an interesting optimization problem, founded on an information theoretic basis. If the Mahalanobis matrix is allowed to be singular, we show that Fisher's linear discriminant followed by RCA is the optimal dimensionality reduction algorithm under the same criterion. We then show how this optimization problem is related to the criterion optimized by another recent algorithm for metric learning (, 2002), which uses the same kind of side information. We empirically demonstrate that learning a distance metric using the RCA algorithm significantly improves clustering performance, similarly to the alternative algorithm. Since the RCA algorithm is much more efficient and cost effective than the alternative, as it only uses closed form expressions of the data, it seems like a preferable choice for the learning of full rank Mahalanobis distances. Metric learning has been shown to be highly effective to improve the performance of nearest neighbor classification. In this paper, we address the problem of metric learning for Symmetric Positive Definite (SPD) matrices such as covariance matrices, which arise in many real-world applications. Naively using standard Mahalanobis metric learning methods under the Euclidean geometry for SPD matrices is not appropriate, because the difference of SPD matrices can be a non-SPD matrix and thus the obtained solution can be uninterpretable. To cope with this problem, we propose to use a properly parameterized LogEuclidean distance and optimize the metric with respect to kernel-target alignment, which is a supervised criterion for kernel learning. Then the resulting non-trivial optimization problem is solved by utilizing the Riemannian geometry. Finally, we experimentally demonstrate the usefulness of our LogEuclidean metric learning algorithm on real-world classification tasks for EEG signals and texture patches.