Paper ID: 2311.18663

Choosing the parameter of the Fermat distance: navigating geometry and noise

Frédéric Chazal, Laure Ferraris, Pablo Groisman, Matthieu Jonckheere, Frédéric Pascal, Facundo Sapienza

The Fermat distance has been recently established as a useful tool for machine learning tasks when a natural distance is not directly available to the practitioner or to improve the results given by Euclidean distances by exploding the geometrical and statistical properties of the dataset. This distance depends on a parameter $\alpha$ that greatly impacts the performance of subsequent tasks. Ideally, the value of $\alpha$ should be large enough to navigate the geometric intricacies inherent to the problem. At the same, it should remain restrained enough to sidestep any deleterious ramifications stemming from noise during the process of distance estimation. We study both theoretically and through simulations how to select this parameter.

Submitted: Nov 30, 2023