Online and batch learning of pseudo-metrics

  • Authors:
  • Shai Shalev-Shwartz;Yoram Singer;Andrew Y. Ng

  • Affiliations:
  • The Hebrew University;The Hebrew University;Stanford University

  • Venue:
  • ICML '04 Proceedings of the twenty-first international conference on Machine learning
  • Year:
  • 2004

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Abstract

We describe and analyze an online algorithm for supervised learning of pseudo-metrics. The algorithm receives pairs of instances and predicts their similarity according to a pseudo-metric. The pseudo-metrics we use are quadratic forms parameterized by positive semi-definite matrices. The core of the algorithm is an update rule that is based on successive projections onto the positive semi-definite cone and onto half-space constraints imposed by the examples. We describe an efficient procedure for performing these projections, derive a worst case mistake bound on the similarity predictions, and discuss a dual version of the algorithm in which it is simple to incorporate kernel operators. The online algorithm also serves as a building block for deriving a large-margin batch algorithm. We demonstrate the merits of the proposed approach by conducting experiments on MNIST dataset and on document filtering.