python distance_to_python - How to use mahalanobis distance in sklearn DistanceMetrics?

answer 1

MahalanobisDistance is expecting a parameter V which is the covariance matrix, and optionally another parameter VI which is the inverse of the covariance matrix. Furthermore, both of these parameters are named and not positional.

Also check the docstring for the class MahalanobisDistance in the file scikit-learn/sklearn/neighbors/dist_metrics.pyx in the sklearn repo.

Example:

In [18]: import numpy as np

In [19]: from sklearn.datasets import make_classification

In [20]: from sklearn.neighbors import DistanceMetric

In [21]: X, y = make_classification()

In [22]: DistanceMetric.get_metric('mahalanobis', V=np.cov(X))

Out[22]:

Edit:

For some reasons (bug?), you can't pass the distance object to the NearestNeighbor constructor, but need to use the name of the distance metric. Also, setting algorithm='auto' (which defaults to 'ball_tree') doesn't seem to work; so given X from the code above you can do:

In [23]: nn = NearestNeighbors(algorithm='brute',

metric='mahalanobis',

metric_params={'V': np.cov(X)})

# returns the 5 nearest neighbors of that sample

In [24]: nn.fit(X).kneighbors(X[0, :])

Out[24]: (array([[ 0., 3.21120892, 3.81840748, 4.18195987, 4.21977517]]),

array([[ 0, 36, 46, 5, 17]]))