The sklearn.metrics.pairwise
submodule implements utilities to evaluate pairwise distances or affinity of sets of samples.
This module contains both distance metrics and kernels. A brief summary is given on the two here.
Distance metrics are functions d(a, b)
such that d(a, b) < d(a, c)
if objects a
and b
are considered “more similar” than objects a
and c
. Two objects exactly alike would have a distance of zero. One of the most popular examples is Euclidean distance. To be a ‘true’ metric, it must obey the following four conditions:
1. d(a, b) >= 0, for all a and b 2. d(a, b) == 0, if and only if a = b, positive definiteness 3. d(a, b) == d(b, a), symmetry 4. d(a, c) <= d(a, b) + d(b, c), the triangle inequality
Kernels are measures of similarity, i.e. s(a, b) > s(a, c)
if objects a
and b
are considered “more similar” than objects a
and c
. A kernel must also be positive semi-definite.
There are a number of ways to convert between a distance metric and a similarity measure, such as a kernel. Let D
be the distance, and S
be the kernel:
S = np.exp(-D * gamma)
, where one heuristic for choosing gamma
is 1 / num_features
S = 1. / (D / np.max(D))
cosine_similarity
computes the L2-normalized dot product of vectors. That is, if and are row vectors, their cosine similarity is defined as:
This is called cosine similarity, because Euclidean (L2) normalization projects the vectors onto the unit sphere, and their dot product is then the cosine of the angle between the points denoted by the vectors.
This kernel is a popular choice for computing the similarity of documents represented as tf-idf vectors. cosine_similarity
accepts scipy.sparse
matrices. (Note that the tf-idf functionality in sklearn.feature_extraction.text
can produce normalized vectors, in which case cosine_similarity
is equivalent to linear_kernel
, only slower.)
References:
The function linear_kernel
computes the linear kernel, that is, a special case of polynomial_kernel
with degree=1
and coef0=0
(homogeneous). If x
and y
are column vectors, their linear kernel is:
The function polynomial_kernel
computes the degree-d polynomial kernel between two vectors. The polynomial kernel represents the similarity between two vectors. Conceptually, the polynomial kernels considers not only the similarity between vectors under the same dimension, but also across dimensions. When used in machine learning algorithms, this allows to account for feature interaction.
The polynomial kernel is defined as:
where:
x
, y
are the input vectorsd
is the kernel degreeIf the kernel is said to be homogeneous.
The function sigmoid_kernel
computes the sigmoid kernel between two vectors. The sigmoid kernel is also known as hyperbolic tangent, or Multilayer Perceptron (because, in the neural network field, it is often used as neuron activation function). It is defined as:
where:
x
, y
are the input vectorsThe function rbf_kernel
computes the radial basis function (RBF) kernel between two vectors. This kernel is defined as:
where x
and y
are the input vectors. If the kernel is known as the Gaussian kernel of variance .
The function laplacian_kernel
is a variant on the radial basis function kernel defined as:
where x
and y
are the input vectors and is the Manhattan distance between the input vectors.
It has proven useful in ML applied to noiseless data. See e.g. Machine learning for quantum mechanics in a nutshell.
The chi-squared kernel is a very popular choice for training non-linear SVMs in computer vision applications. It can be computed using chi2_kernel
and then passed to an sklearn.svm.SVC
with kernel="precomputed"
:
>>> from sklearn.svm import SVC >>> from sklearn.metrics.pairwise import chi2_kernel >>> X = [[0, 1], [1, 0], [.2, .8], [.7, .3]] >>> y = [0, 1, 0, 1] >>> K = chi2_kernel(X, gamma=.5) >>> K array([[ 1. , 0.36..., 0.89..., 0.58...], [ 0.36..., 1. , 0.51..., 0.83...], [ 0.89..., 0.51..., 1. , 0.77... ], [ 0.58..., 0.83..., 0.77... , 1. ]]) >>> svm = SVC(kernel='precomputed').fit(K, y) >>> svm.predict(K) array([0, 1, 0, 1])
It can also be directly used as the kernel
argument:
>>> svm = SVC(kernel=chi2_kernel).fit(X, y) >>> svm.predict(X) array([0, 1, 0, 1])
The chi squared kernel is given by
The data is assumed to be non-negative, and is often normalized to have an L1-norm of one. The normalization is rationalized with the connection to the chi squared distance, which is a distance between discrete probability distributions.
The chi squared kernel is most commonly used on histograms (bags) of visual words.
References:
© 2007–2016 The scikit-learn developers
Licensed under the 3-clause BSD License.
http://scikit-learn.org/stable/modules/metrics.html