English

Metric distances derived from cosine similarity and Pearson and Spearman correlations

Methodology 2012-08-16 v1 Machine Learning

Abstract

We investigate two classes of transformations of cosine similarity and Pearson and Spearman correlations into metric distances, utilising the simple tool of metric-preserving functions. The first class puts anti-correlated objects maximally far apart. Previously known transforms fall within this class. The second class collates correlated and anti-correlated objects. An example of such a transformation that yields a metric distance is the sine function when applied to centered data.

Keywords

Cite

@article{arxiv.1208.3145,
  title  = {Metric distances derived from cosine similarity and Pearson and Spearman correlations},
  author = {Stijn van Dongen and Anton J. Enright},
  journal= {arXiv preprint arXiv:1208.3145},
  year   = {2012}
}

Comments

5 pages, 1 figure