Abstract
We investigate the use of Minimax distances to extract in a nonparametric way the features that capture the unknown underlying patterns and structures in the data. We develop a general-purpose and computationally efficient framework to employ Minimax distances with many machine learning methods that perform on numerical data. We study both computing the pairwise Minimax distances for all pairs of objects and as well as computing the Minimax distances of all the objects to/from a fixed (test) object. We first efficiently compute the pairwise Minimax distances between the objects, using the equivalence of Minimax distances over a graph and over a minimum spanning tree constructed on that. Then, we perform an embedding of the pairwise Minimax distances into a new vector space, such that their squared Euclidean distances in the new space equal to the pairwise Minimax distances in the original space. We also study the case of having multiple pairwise Minimax matrices, instead of a single on