A scalable version of MADD for big-data classification

Annesha Ghosh, Adrija Saha, Soham Sarkar

Distance-based classifiers are very popular, and the Euclidean distance is one of the most commonly used metrics in distance-based classifiers. However, classifiers based on the Euclidean distance often suffer in high-dimensional setups due to issues such as distance concentration, violation of neighborhood structures, and the presence of hubs. In high-dimension, low-sample-size (HDLSS) situations, a data-driven semi-metric called the Mean Absolute Difference of Distances (MADD) is known to circumvent these issues. But one major problem with MADD is that its computational complexity increases quadratically with the training sample size. As a result, the application of MADD becomes computationally challenging for big datasets that have both a high dimension as well as a large number of observations. In this paper, we propose a scalable version of MADD that significantly reduces its computational complexity while retaining its advantages. This speed-up is achieved by selecting a representative set during the computation of MADD. Further speed-ups are achieved by using the idea of Random Fourier Features, particularly when the sample size is very large. We establish that our proposed methods achieve performances similar to MADD but only at a fraction of its computing time, both theoretically as well as numerically. Our approach broadens the scope of MADD, allowing its use to big-data with a very large number of observations.