# Why is it called $\chi^2$ distance / kernel?

The $$\chi^2$$ distance function is defined as

$$\chi(u,v) = \sum_{i=1}^n \frac{(u_i-v_i)^2}{u_i+v_i}$$

and the $$\chi^2$$ kernel function, used in support vector machines, is $$K(u,v) = \exp(-c \chi(u,v) )$$ for some hyperparameter $$c$$.

This distance function and kernel are most commonly used to compare the similarities between two histogram samples, e.g. in bag-of-words or bag-of-feature applications.

The name suggests some connection with either the $$\chi^2$$ distribution, or the $$\chi^2$$ Pearson test. The closest I can get is that the $$\chi^2$$ distance is trying to approximate $$\sum_{i=1}^k \frac{(O_i-E_i)^2}{E_i}$$

where $$O_i$$ is the number of observed samples in bin $$i$$ and $$E_i$$ is the expected number of samples in bin $$i$$. But, to say that this quantity asymptotically approaches a $$\chi^2$$ distribution with degree $$k-1$$, it doesn't seem connected to the distance function or kernel application that much.

Question: What is the connection between the $$\chi^2$$ distance function, or kernel application, to the $$\chi^2$$ distribution, especially for degree higher than 1 (and the PDF is not an exponential decay)? Or is there none and it's just a naming idiosyncrasy? Any sources is also appreciated Thank you!

The distance metric is usually attributed to either LeCam or I. Vincze. The reason why people started calling it $$\chi^2$$ is that it can be seen as "symmetrized Pearson", see this excerpt from On Measures of Entropy and Information, Tech. Note 009 v0.7, http://threeplusone.com/info , Gavin E. Crooks,2018-09-22: • Interesting! But I still think it's odd because Pearson said this distance is $\chi^2$ for i.i.d. data. But this distance is not intrinsically a $\chi^2$ distance. Oh well... Jun 9, 2020 at 9:45
• chi square test statistics has been used as a metric to express difference between distributions long before either LeCam or Vincze Jun 9, 2020 at 11:18
• @Y.S. similarity is in the form to $\chi^2$ distribution, the form ended up to be useful outside its first intended purpose it seems Jun 9, 2020 at 12:58

I think it originated from , it seems inspired by the $$\chi^2$$ distance as you said, but it does not have any theoretical motivation.

The average between each feature is used as their expected value. Therefore,

$$D(x, y) = \sum_i \frac{(x_i - \mu_i)^2 }{\mu_i}$$

where $$\mu_i = \frac{x_i + y_i}{2}$$

such that $$D(x, y) = 2 \sum_i \frac{\left(x_i - \frac{x_i + y_i}{2}\right)^2}{x_i + y_i} \\ = \frac{2}{4} \sum_i \frac{(2 x_i - x_i - y_i)^2}{x_i + y_i} \\ = \frac{1}{2} \sum_i \frac{(x_i - y_i)^2}{x_i + y_i}$$

The use with the RBF kernel is seen in , but no explanation is given besides that D(x, y) is a metric.

 Puzicha, J., Hofmann, T., & Buhmann, J. M. (1997, June). Non-parametric similarity measures for unsupervised texture segmentation and image retrieval. In Proceedings of IEEE Computer Society Conference on Computer Vision and Pattern Recognition (pp. 267-272). IEEE.

 Vedaldi, A., & Zisserman, A. (2012). Efficient additive kernels via explicit feature maps. IEEE transactions on pattern analysis and machine intelligence, 34(3), 480-492.

• I think the papers cited in the previous post are older, but these calculations are very clarifying! It seems like, in summary, it's a bit of a historical idiosyncrasy but doesn't imply the distance metric intrinsically has much to do with the $\chi^2$ distribution Jun 9, 2020 at 9:46