Deep Metric Learning with Chance Constraints
This work addresses generalization issues in deep metric learning, which is incremental as it builds on existing proxy-based methods.
The paper tackles the problem of improving generalization in deep metric learning by relating it to chance constraints and proposing an iterative projection algorithm that uses multiple proxies per class, achieving competitive results on four benchmarks.
Deep metric learning (DML) aims to minimize empirical expected loss of the pairwise intra-/inter- class proximity violations in the embedding space. We relate DML to feasibility problem of finite chance constraints. We show that minimizer of proxy-based DML satisfies certain chance constraints, and that the worst case generalization performance of the proxy-based methods can be characterized by the radius of the smallest ball around a class proxy to cover the entire domain of the corresponding class samples, suggesting multiple proxies per class helps performance. To provide a scalable algorithm as well as exploiting more proxies, we consider the chance constraints implied by the minimizers of proxy-based DML instances and reformulate DML as finding a feasible point in intersection of such constraints, resulting in a problem to be approximately solved by iterative projections. Simply put, we repeatedly train a regularized proxy-based loss and re-initialize the proxies with the embeddings of the deliberately selected new samples. We applied our method with 4 well-accepted DML losses and show the effectiveness with extensive evaluations on 4 popular DML benchmarks. Code is available at: https://github.com/yetigurbuz/ccp-dml