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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










0












$begingroup$


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.










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    0












    $begingroup$


    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.










    share|improve this question







    New contributor




    LemonPi is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
    Check out our Code of Conduct.







    $endgroup$














      0












      0








      0





      $begingroup$


      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.










      share|improve this question







      New contributor




      LemonPi is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.







      $endgroup$




      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






      share|improve this question







      New contributor




      LemonPi is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.











      share|improve this question







      New contributor




      LemonPi is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.









      share|improve this question




      share|improve this question






      New contributor




      LemonPi is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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      asked 16 mins ago









      LemonPiLemonPi

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      New contributor




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      Check out our Code of Conduct.





      New contributor





      LemonPi is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.






      LemonPi is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.




















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