1k views

### Convert Pearson correlation matrix into dissimilarity matrix [duplicate]

I would like to execute multidimensional scaling (MDS) based on a matrix of Pearson correlation coefficients. The sklearn.manifold.MDS function takes a dissimilarity matrix as an input and I therefore ...
181 views

### how a cosine similarity measure can be made a distance measure [duplicate]

I want to make cosine similarity a distance measure for undersampling of fraud data , but the problem is if I get the zero values it will give 0/0, what can I do for this what can be the ...
14k views

### Is there an intuitive interpretation of $A^TA$ for a data matrix $A$?

For a given data matrix $A$ (with variables in columns and data points in rows), it seems like $A^TA$ plays an important role in statistics. For example, it is an important part of the analytical ...
94k views

### Why does k-means clustering algorithm use only Euclidean distance metric?

Is there a specific purpose in terms of efficiency or functionality why the k-means algorithm does not use for example cosine (dis)similarity as a distance metric, but can only use the Euclidean norm? ...
40k views

### Why does correlation matrix need to be positive semi-definite and what does it mean to be or not to be positive semi-definite?

I have been researching the meaning of positive semi-definite property of correlation or covariance matrices. I am looking for any information on Definition of positive semi-definiteness; Its ...
9k views

### Pairwise Mahalanobis distances

I need to calculate the sample Mahalanobis distance in R between every pair of observations in a $n \times p$ matrix of covariates. I need a solution that is efficient, i.e. only $n(n-1)/2$ distances ...
25k views

### Is cosine similarity identical to l2-normalized euclidean distance?

Identical meaning, that it will produce identical results for a similarity ranking between a vector u and a set of vectors V. I have a vector space model which has distance measure (euclidean ...
18k views

### Prove the equivalence of the following two formulas for Spearman correlation

From wikipedia, Spearman's rank correlation is calculated by converting variables $X_i$ and $Y_i$ into ranked variables $x_i$ and $y_i$, and then calculating Pearson's correlation between the ranked ...
31k views

### Which distance to use? e.g., manhattan, euclidean, Bray-Curtis, etc

I am not a community ecologist, but these days I am working on community ecology data. What I couldn't understand, apart from the mathematics of these distances, is the criteria for each distance to ...
15k views

### What is the proper association measure of a variable with a PCA component (on a biplot / loading plot)?

I am using FactoMineR to reduce my data set of measurements to the latent variables. The variable map above is clear for me to interpret, but I am confused when ...
28k views

### Euclidean distance score and similarity

I'm just working with the book Collective Intelligence (by Toby Segaran) and came across the Euclidean distance score. In the book the author shows how to calculate the similarity between two ...
8k views

### Understanding distance correlation computations

As far as I understood, distance correlation is a robust and universal way to check if there is a relation between two numeric variables. For example, if we have a set of pairs of numbers: ...
26k views

### Using correlation as distance metric (for hierarchical clustering)

I would like to hierarchically cluster my data, but rather than using Euclidean distance, I'd like to use correlation. Also, since the correlation coefficient ranges from -1 to 1, with both -1 and 1 ...
For hierarchical clustering I often see the following two "metrics" (they aren't exactly speaking) for measuring the distance between two random variables $X$ and $Y$: $\newcommand{\Cor}{\mathrm{Cor}}$...