Technical Report Number
This paper introduces a supervised metric learning algorithm, called kernel density metric learning (KDML), which is easy to use and provides nonlinear, probability-based distance measures. KDML constructs a direct nonlinear mapping from the original input space into a feature space based on kernel density estimation. The nonlinear mapping in KDML embodies established distance measures between probability density functions, and leads to correct classification on datasets for which linear metric learning methods would fail. Existing metric learning algorithms, such as large margin nearest neighbors (LMNN), can then be applied to the KDML features to learn a Mahalanobis distance. We also propose an integrated optimization algorithm that learns not only the Mahalanobis matrix but also kernel bandwidths, the only hyper-parameters in the nonlinear mapping. KDML can naturally handle not only numerical features, but also categorical ones, which is rarely found in previous metric learning algorithms. Extensive experimental results on various benchmark datasets show that KDML significantly improves existing metric learning algorithms in terms of kNN classification accuracy.
He, Yujie; Chen, Wenlin; and Chen, Yixin, "Kernel Density Metric Learning" Report Number: WUCSE-2013-28 (2013). All Computer Science and Engineering Research.
Permanent URL: http://dx.doi.org/10.7936/K7B56GZP