MEAug 14, 2012
Metric distances derived from cosine similarity and Pearson and Spearman correlationsStijn van Dongen, Anton J. Enright
We investigate two classes of transformations of cosine similarity and Pearson and Spearman correlations into metric distances, utilising the simple tool of metric-preserving functions. The first class puts anti-correlated objects maximally far apart. Previously known transforms fall within this class. The second class collates correlated and anti-correlated objects. An example of such a transformation that yields a metric distance is the sine function when applied to centered data.