Learning Feature Aware Metric
Proceedings of The 8th Asian Conference on Machine Learning, PMLR 63:286-301, 2016.
Distance Metric Learning (DML) aims to find a distance metric, revealing feature relationship and satisfying restrictions between instances, for distance based classifiers, e.g., kNN. Most DML methods take all features into consideration while leaving the feature importance identification untouched. Feature selection methods, on the other hand, only focus on feature weights and are seldom directly designed for distance based classifiers. In this paper, we propose a Feature AwaRe Metric learning (FARM) method which not only learns the appropriate metric for distance constraints but also discovers significant features and their relationships. In FARM approach, we treat a distance metric as a combination of feature weighting and feature relationship discovering factors. Therefore, by decoupling the metric into two parts, it facilitates flexible regularizations for feature importance selection as well as feature relationship constructing. Simulations on artificial datasets clearly reveal the comprehensiveness of feature weighting for FARM. Experiments on real datasets validate the improvement of classification performance and the efficiency of our FARM approach.