Metric distances derived from cosine similarity and Pearson and Spearman correlations
arXiv:1208.3145
Abstract
We investigate two classes of transformations of cosine similarity and Pearson and Spearman correlations into metric distances, utilising the simple tool of metric-preserving functions. The first class puts anti-correlated objects maximally far apart. Previously known transforms fall within this class. The second class collates correlated and anti-correlated objects. An example of such a transformation that yields a metric distance is the sine function when applied to centered data.
5 pages, 1 figure
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