Instance Specific Metric Subspace Learning: A Bayesian Approach

Instead of using a uniform metric, instance specific distance learning methods assign multiple metrics for different localities, which take data heterogeneity into consideration. Therefore, they may improve the performance of distance based classifiers, e.g., kNN. Existing methods obtain multiple metrics of test data by either transductively assigning metrics for unlabeled instances or designing distance functions manually, which are with limited generalization ability. In this paper, we propose isMets (Instance Specific METric Subspace) framework which can automatically span the whole metric space in a generative manner and is able to inductively learn a specific metric subspace for each instance via inferring the expectation over the metric bases in a Bayesian manner. The whole framework can be solved with Variational Bayes (VB). Experiment on synthetic data shows that the learned results are with good interpretability. Moreover, comprehensive results on real world datasets validate the effectiveness and robustness of isMets.