Distance Metrics

Description

Different metrics of distance are convenient for different types of analysis. Flink ML provides built-in implementations for many standard distance metrics. You can create custom distance metrics by implementing the DistanceMetric trait.

Built-in Implementations

Currently, FlinkML supports the following metrics:

Metric Description
Euclidean Distance $$d(\x, \y) = \sqrt{\sum_{i=1}^n \left(x_i - y_i \right)^2}$$
Squared Euclidean Distance $$d(\x, \y) = \sum_{i=1}^n \left(x_i - y_i \right)^2$$
Cosine Similarity $$d(\x, \y) = 1 - \frac{\x^T \y}{\Vert \x \Vert \Vert \y \Vert}$$
Chebyshev Distance $$d(\x, \y) = \max_{i}\left(\left \vert x_i - y_i \right\vert \right)$$
Manhattan Distance $$d(\x, \y) = \sum_{i=1}^n \left\vert x_i - y_i \right\vert$$
Minkowski Distance $$d(\x, \y) = \left( \sum_{i=1}^{n} \left( x_i - y_i \right)^p \right)^{\rfrac{1}{p}}$$
Tanimoto Distance $$d(\x, \y) = 1 - \frac{\x^T\y}{\Vert \x \Vert^2 + \Vert \y \Vert^2 - \x^T\y}$$ with $\x$ and $\y$ being bit-vectors

Custom Implementation

You can create your own distance metric by implementing the DistanceMetric trait.

class MyDistance extends DistanceMetric {
  override def distance(a: Vector, b: Vector) = ... // your implementation for distance metric
}

object MyDistance {
  def apply() = new MyDistance()
}

val myMetric = MyDistance()

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