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Posted to user@mahout.apache.org by Lance Norskog <go...@gmail.com> on 2010/12/13 02:46:12 UTC
Claim: Distance metrics are dubious in high-dimensional space
Is this interesting for Mahout?
On the Surprising Behavior of Distance Metrics in High Dimensional Space
http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.23.7409&rep=rep1&type=pdf
Aggarwal, Hinneburg, Klein
Short story: defines fractional 'L' for l1/l2 etc. norms, claims that
norms 0.0 < L < 1.0 are needed for super-high-dimensional distances.
--
Lance Norskog
goksron@gmail.com
Re: Claim: Distance metrics are dubious in high-dimensional space
Posted by Ted Dunning <te...@gmail.com>.
It certainly isn't news that distance metrics mess up in high dimensions.
The fact that lots of data seems to embed in a lower dimensional manifold
helps.
Fractional norms are occasionally useful (even L_0) but for use with
clustering and as a prior for classification models you have have serious
problems with non-convex optimization problems. Variable selection is
equivalent to using an L_0 prior and is a classically difficult problem.
Mahout's SGD typically uses L_1 to avoid these problems.
On Sun, Dec 12, 2010 at 5:46 PM, Lance Norskog <go...@gmail.com> wrote:
> Is this interesting for Mahout?
>
> On the Surprising Behavior of Distance Metrics in High Dimensional Space
>
> http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.23.7409&rep=rep1&type=pdf
> Aggarwal, Hinneburg, Klein
>
> Short story: defines fractional 'L' for l1/l2 etc. norms, claims that
> norms 0.0 < L < 1.0 are needed for super-high-dimensional distances.
>
> --
> Lance Norskog
> goksron@gmail.com
>