Boosted sparse nonlinear distance metric learning. (1st March 2016)

• Record Type: Journal Article
• Authors: Ma, Yuting; Zheng, Tian
• Is Part Of: Statistical analysis and data mining. Volume 9:Number 2(2016)
• Page Start: 117
• Page End: 134
• Publication Date: 2016-03-01
• Subjects: boosting -- sparsity -- supervised learning; Data mining -- Statistical methods -- Periodicals; 006.312
• DOI: 10.1002/sam.11307
• Languages: English
• ISSNs: 1932-1864

Abstract

Abstract : This paper proposes a boosting‐based solution addressing metric learning problems for high‐dimensional data. Distance measures have been used as natural measures of (dis)similarity and have served as the foundation of various learning methods. The efficiency of distance‐based learning methods heavily depends on the chosen distance metric. With increasing dimensionality and complexity of data, however, traditional metric learning methods suffer from poor scalability, and the limitation due to linearity as the true signals are usually embedded within a low‐dimensional nonlinear subspace. In this paper, we propose a nonlinear sparse metric learning algorithm via boosting. We restructure a global optimization problem into a forward stage‐wise learning of weak learners based on a rank‐one decomposition of the weight matrix in the Mahalanobis distance metric. A gradient‐boosting algorithm is devised to obtain a sparse rank‐one update of the weight matrix at each step. Nonlinear features are learned by a hierarchical expansion of interactions incorporated within the boosting algorithm. Meanwhile, an early stopping rule is imposed to control the overall complexity of the learned metric. As a result, our approach guarantees three desirable properties of the final metric: positive semi‐definiteness, low rank and element‐wise sparsity. Numerical experiments show that our learning model compares favorably with the state‐of‐the‐art methods in the current literature of metric learning.