A scalable dual approach to semidefinite metric learning

  • Authors:
  • Chunhua Shen; Junae Kim; Lei Wang

  • Affiliations:
  • -;-;-

  • Venue:
  • CVPR '11 Proceedings of the 2011 IEEE Conference on Computer Vision and Pattern Recognition
  • Year:
  • 2011

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Abstract

Distance metric learning plays an important role in many vision problems. Previous work of quadratic Mahalanobis metric learning usually needs to solve a semidefinite programming (SDP) problem. A standard interior-point SDP solver has a complexity of O(D$^6.5$) (with D the dimension of input data), and can only solve problems up to a few thousand variables. Since the number of variables is D(D + l)/2, this corresponds to a limit around D $/lt$ 100. This high complexity hampers the application of metric learning to high-dimensional problems. In this work, we propose a very efficient approach to this metric learning problem. We formulate a Lagrange dual approach which is much simpler to optimize, and we can solve much larger Mahalanobis metric learning problems. Roughly, the proposed approach has a time complexity of O(t · D^3) with t ˜ 20 ~ 30 for most problems in our experiments. The proposed algorithm is scalable and easy to implement. Experiments on various datasets show its similar accuracy compared with state-of-the-art. We also demonstrate that this idea may also be able to be applied to other SDP problems such as maximum variance unfolding.