  Most metric learning algorithms, as well as Fisher's Discriminant Analysis
(FDA), optimize some cost function of different measures of within-and
between-class distances. On the other hand, Support Vector Machines(SVMs) and
several Multiple Kernel Learning (MKL) algorithms are based on the SVM large
margin theory. Recently, SVMs have been analyzed from SVM and metric learning,
and to develop new algorithms that build on the strengths of each. Inspired by
the metric learning interpretation of SVM, we develop here a new
metric-learning based SVM framework in which we incorporate metric learning
concepts within SVM. We extend the optimization problem of SVM to include some
measure of the within-class distance and along the way we develop a new
within-class distance measure which is appropriate for SVM. In addition, we
adopt the same approach for MKL and show that it can be also formulated as a
Mahalanobis metric learning problem. Our end result is a number of SVM/MKL
algorithms that incorporate metric learning concepts. We experiment with them
on a set of benchmark datasets and observe important predictive performance
improvements.
