Efficient Learning of Mahalanobis Metrics for Ranking

We develop an efficient algorithm to learn a Mahalanobis distance metric by directly optimizing a ranking loss. Our approach focuses on optimizing the top of the induced rankings, which is desirable in tasks such as visualization and nearest-neighbor retrieval. We further develop and justify a simple technique to reduce training time significantly with minimal impact on performance. Our proposed method significantly outperforms alternative methods on several real-world tasks, and can scale to large and high-dimensional data.