Metric distances derived from cosine similarity and Pearson and Spearman correlations

Stijn van Dongen; Anton J. Enright

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arXiv · 1208.3145

Metric distances derived from cosine similarity and Pearson and Spearman correlations

Stijn van Dongen·Anton J. Enright

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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.

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Stijn van Dongen, Anton J. Enright. 2012-08-14. Metric distances derived from cosine similarity and Pearson and Spearman correlations. https://arxiv.org/abs/1208.3145

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