MCML: Maximally Collapsing Metric Learning (MCML).

Description Usage Arguments Value References

Description

A distance metric learning algorithm that learns minimizing the KL divergence to the maximally collapsing distribution.

Usage

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MCML(num_dims = NULL, learning_rate = "adaptive", eta0 = 0.01,
  initial_metric = NULL, max_iter = 20, prec = 0.01, tol = 0.01,
  descent_method = "SDP", eta_thres = 1e-14, learn_inc = 1.01,
  learn_dec = 0.5)

Arguments

num_dims

Number of dimensions for dimensionality reduction. Not supported yet.

learning_rate

Type of learning rate update for gradient descent. Possible values are: - 'adaptive' : the learning rate will increase if the gradient step is succesful, else it will decrease. - 'constant' : the learning rate will be constant during all the gradient steps.

eta0

The initial value for learning rate. Float.

initial_metric

If array or matrix, it must be a positive semidefinite matrix with the starting metric for gradient descent, where d is the number of features. If None, euclidean distance will be used. If a string, the following values are allowed: - 'euclidean' : the euclidean distance. - 'scale' : a diagonal matrix that normalizes each attribute according to its range will be used.

max_iter

Maximum number of iterations of gradient descent. Integer.

prec

Precision stop criterion (gradient norm). Float.

tol

Tolerance stop criterion (difference between two iterations). Float.

descent_method

The descent method to use. Allowed values are: - 'SDP' : semidefinite programming, consisting of gradient descent with projections onto the PSD cone.

eta_thres

A learning rate threshold stop criterion.

learn_inc

Increase factor for learning rate. Ignored if learning_rate is not 'adaptive'.

learn_dec

Decrease factor for learning rate. Ignored if learning_rate is not 'adaptive'.

Value

The MCML transformer, structured as a named list.

References

Amir Globerson and Sam T Roweis. “Metric learning by collapsing classes”. In: Advances in neural information processing systems. 2006, pages 451-458.


jlsuarezdiaz/rDML documentation built on May 24, 2019, 12:35 a.m.