A Tutorial on Distance Metric Learning: Mathematical Foundations, Algorithms, Experimental Analysis, Prospects and Challenges (with Appendices on Mathematical Background and Detailed Algorithms Explanation)

Abstract: Distance metric learning is a branch of machine learning that aims to learn distances from the data, which enhances the performance of similarity-based algorithms. This tutorial provides a theoretical background and foundations on this topic and a comprehensive experimental analysis of the most-known algorithms. We start by describing the distance metric learning problem and its main mathematical foundations, divided into three main blocks: convex analysis, matrix analysis and information theory. Then, we will describe a representative set of the most popular distance metric learning methods used in classification. All the algorithms studied in this paper will be evaluated with exhaustive testing in order to analyze their capabilities in standard classification problems, particularly considering dimensionality reduction and kernelization. The results, verified by Bayesian statistical tests, highlight a set of outstanding algorithms. Finally, we will discuss several potential future prospects and challenges in this field. This tutorial will serve as a starting point in the domain of distance metric learning from both a theoretical and practical perspective.