Fast Low-rank Metric Learning for Large-scale and High-dimensional Data

Low-rank metric learning aims to learn better discrimination of data subject to low-rank constraints. It keeps the intrinsic low-rank structure of datasets and reduces the time cost and memory usage in metric learning. However, it is still a challenge for current methods to handle datasets with both high dimensions and large numbers of samples. To address this issue, we present a novel fast low-rank metric learning (FLRML) method. FLRML casts the low-rank metric learning problem into an unconstrained optimization on the Stiefel manifold, which can be efficiently solved by searching along the descent curves of the manifold.