Evolving Metric Learning for Incremental and Decremental Features

Online metric learning has been widely exploited for large-scale data classification due to the low computational cost. However, amongst online practical scenarios where the features are evolving (e.g., some features are vanished and some new features are augmented), most metric learning models cannot be successfully applied into these scenarios although they can tackle the evolving instances efficiently. To address the challenge, we propose a new online Evolving Metric Learning (EML) model for incremental and decremental features, which can handle the instance and feature evolutions simultaneously by incorporating with a smoothed Wasserstein metric distance. Specifically, our model contains two essential stages: the Transforming stage (T-stage) and the Inheriting stage (I-stage). For the T-stage, we propose to extract important information from vanished features while neglecting non-informative knowledge, and forward it into survived features by transforming them into a low-rank discriminative metric space. It further explores the intrinsic low-rank structure of heterogeneous samples to reduce the computation and memory burden especially for highly-dimensional large-scale data. For the I-stage, we inherit the metric performance of survived features from the T-stage and then expand to include the augmented new features. Moreover, the smoothed Wasserstein distance is utilized to characterize the similarity relations among the complex and heterogeneous data, since the evolving features in the different stages are not strictly aligned. In addition to tackling the challenges in one-shot case, we also extend our model into multi-shot scenario. After deriving an efficient optimization method for both T-stage and I-stage, extensive experiments on several benchmark datasets verify the superiority of our model.