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Conference Paper

Information-theoretic Metric Learning

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http://pubman.mpdl.mpg.de/cone/persons/resource/persons76142

Kulis B, Jain P, Sra,  S
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

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Citation

Davis, J., Kulis B, Jain P, Sra, S., & Dhillon, I. (2007). Information-theoretic Metric Learning. Proceedings of the 24th Annual International Conference on Machine Learning (ICML 2007), 209-216.


Cite as: http://hdl.handle.net/11858/00-001M-0000-0013-CD5F-7
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.