paper
Low-rank geometric mean metric learning
Mukul Bhutani, Pratik Jawanpuria, Hiroyuki Kasai, Bamdev Mishra
Low-rank geometric mean metric learning
Mukul Bhutani, Pratik Jawanpuria, Hiroyuki Kasai, Bamdev Mishra
paper2018-06-14English
machine learning financearxiv
Description
We propose a low-rank approach to learning a Mahalanobis metric from data. Inspired by the recent geometric mean metric learning (GMML) algorithm, we propose a low-rank variant of the algorithm. This allows to jointly learn a low-dimensional subspace where the data reside and the Mahalanobis metric that appropriately fits the data. Our results show that we compete effectively with GMML at lower ranks.
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