Method for constructing covariance matrices from data features

摘要

A method constructs descriptors for a set of data samples and determines a distance score between pairs of subsets selected from the set of data samples. A d-dimensional feature vector is extracted for each sample in each subset of samples. The feature vector includes indices to the corresponding sample and properties of the sample. The feature vectors of each subset of samples are combined into a d×d dimensional covariance matrix. The covariance matrix is a descriptor of the corresponding subset of samples. Then, a distance score is determined between the two subsets of samples using the descriptors to measure a similarity between the descriptors.