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Information-theoretic Metric Learning
In this paper, we present an information-theoretic approach to learning a Mahalanobis distance function. We formulate the problem as that of minimizing the differential relative entropy between two multivariate Gaussians under constraints on the distance function. We express this problem as a particular Bregman optimization problem---that of minimizing the LogDet divergence subject to linear constraints. Our resulting algorithm has several advantages over existing methods. First, our method can handle a wide variety of constraints and can optionally incorporate a prior on the distance function. Second, it is fast and scalable. Unlike most existing methods, no eigenvalue computations or semi-definite programming are required. We also present an online version and derive regret bounds for the resulting algorithm. Finally, we evaluate our method on a recent error reporting system for software called Clarify, in the context of metric learning for nearest neighbor classification, as well as on standard data sets.
@inproceedings{5127, title = {Information-theoretic Metric Learning}, journal = {Proceedings of the 24th Annual International Conference on Machine Learning (ICML 2007)}, booktitle = {ICML 2007}, abstract = {In this paper, we present an information-theoretic approach to learning a Mahalanobis distance function. We formulate the problem as that of minimizing the differential relative entropy between two multivariate Gaussians under constraints on the distance function. We express this problem as a particular Bregman optimization problem---that of minimizing the LogDet divergence subject to linear constraints. Our resulting algorithm has several advantages over existing methods. First, our method can handle a wide variety of constraints and can optionally incorporate a prior on the distance function. Second, it is fast and scalable. Unlike most existing methods, no eigenvalue computations or semi-definite programming are required. We also present an online version and derive regret bounds for the resulting algorithm. Finally, we evaluate our method on a recent error reporting system for software called Clarify, in the context of metric learning for nearest neighbor classification, as well as on standard data sets.}, pages = {209-216}, editors = {Ghahramani, Z. }, publisher = {ACM Press}, organization = {Max-Planck-Gesellschaft}, school = {Biologische Kybernetik}, address = {New York, NY, USA}, month = jun, year = {2007}, slug = {5127}, author = {Davis, JV. and Kulis, B. and Jain, P. and Sra, S. and Dhillon, IS.}, month_numeric = {6} }
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