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