K Nearest Neighbour with different distance matrix to each datapoint Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 23, 2019 at 23:30 UTC (7:30pm US/Eastern) 2019 Moderator Election Q&A - Questionnaire 2019 Community Moderator Election ResultsWeighted k nearest neighbor searchName of this algorithm for supervised cluster assignmentAgglomerative Hierarchial Clustering in python using DTW distancek-Nearest Neighbours with time series data - how to obtain whole-time-period estimatorsHow to get nearest 5 points mean with Nearest Neighbours?How can I apply PCA to KNN?1 - Nearest Neighbor , dealing with same distanceIs there any way of ordering/sorting vectors?How can I implement tangent distance for k-nearest neighbor in python/scikit-learn?Fast way of computing covariance matrix of nonstationary kernel in Python
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K Nearest Neighbour with different distance matrix to each datapoint
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 23, 2019 at 23:30 UTC (7:30pm US/Eastern)
2019 Moderator Election Q&A - Questionnaire
2019 Community Moderator Election ResultsWeighted k nearest neighbor searchName of this algorithm for supervised cluster assignmentAgglomerative Hierarchial Clustering in python using DTW distancek-Nearest Neighbours with time series data - how to obtain whole-time-period estimatorsHow to get nearest 5 points mean with Nearest Neighbours?How can I apply PCA to KNN?1 - Nearest Neighbor , dealing with same distanceIs there any way of ordering/sorting vectors?How can I implement tangent distance for k-nearest neighbor in python/scikit-learn?Fast way of computing covariance matrix of nonstationary kernel in Python
$begingroup$
I'm wondering if there is library support in python (such as sklearn) for doing KNN on a data set that has a custom distance matrix (positive definite) for each data point (x is a query point, $x_i$ is a data set point):
$$
d(x,x_i) = (x-x_i)^TQ_i(x-x_i)
$$
I know that for a fixed positive definite matrix for all data points, this is a metric that I can transform into
$$
Q = A^TA
d(x,x_i) = (Ax - Ax_i)^T(Ax - Ax_i)
$$
Which I can compute via normal KNN by first transforming the input space via multiplying $A$.
My problem of having a separate matrix for each data point came up because I have a covariance around the neighbourhood of each point. KNN can then be interpreted as what are the most likely neighbourhoods this query point lies in. If a neighbourhood doesn't vary along a dimension then we should penalize difference along that dimension highly in terms of increasing distance.
machine-learning scikit-learn distance k-nn
New contributor
$endgroup$
add a comment |
$begingroup$
I'm wondering if there is library support in python (such as sklearn) for doing KNN on a data set that has a custom distance matrix (positive definite) for each data point (x is a query point, $x_i$ is a data set point):
$$
d(x,x_i) = (x-x_i)^TQ_i(x-x_i)
$$
I know that for a fixed positive definite matrix for all data points, this is a metric that I can transform into
$$
Q = A^TA
d(x,x_i) = (Ax - Ax_i)^T(Ax - Ax_i)
$$
Which I can compute via normal KNN by first transforming the input space via multiplying $A$.
My problem of having a separate matrix for each data point came up because I have a covariance around the neighbourhood of each point. KNN can then be interpreted as what are the most likely neighbourhoods this query point lies in. If a neighbourhood doesn't vary along a dimension then we should penalize difference along that dimension highly in terms of increasing distance.
machine-learning scikit-learn distance k-nn
New contributor
$endgroup$
add a comment |
$begingroup$
I'm wondering if there is library support in python (such as sklearn) for doing KNN on a data set that has a custom distance matrix (positive definite) for each data point (x is a query point, $x_i$ is a data set point):
$$
d(x,x_i) = (x-x_i)^TQ_i(x-x_i)
$$
I know that for a fixed positive definite matrix for all data points, this is a metric that I can transform into
$$
Q = A^TA
d(x,x_i) = (Ax - Ax_i)^T(Ax - Ax_i)
$$
Which I can compute via normal KNN by first transforming the input space via multiplying $A$.
My problem of having a separate matrix for each data point came up because I have a covariance around the neighbourhood of each point. KNN can then be interpreted as what are the most likely neighbourhoods this query point lies in. If a neighbourhood doesn't vary along a dimension then we should penalize difference along that dimension highly in terms of increasing distance.
machine-learning scikit-learn distance k-nn
New contributor
$endgroup$
I'm wondering if there is library support in python (such as sklearn) for doing KNN on a data set that has a custom distance matrix (positive definite) for each data point (x is a query point, $x_i$ is a data set point):
$$
d(x,x_i) = (x-x_i)^TQ_i(x-x_i)
$$
I know that for a fixed positive definite matrix for all data points, this is a metric that I can transform into
$$
Q = A^TA
d(x,x_i) = (Ax - Ax_i)^T(Ax - Ax_i)
$$
Which I can compute via normal KNN by first transforming the input space via multiplying $A$.
My problem of having a separate matrix for each data point came up because I have a covariance around the neighbourhood of each point. KNN can then be interpreted as what are the most likely neighbourhoods this query point lies in. If a neighbourhood doesn't vary along a dimension then we should penalize difference along that dimension highly in terms of increasing distance.
machine-learning scikit-learn distance k-nn
machine-learning scikit-learn distance k-nn
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New contributor
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LemonPiLemonPi
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