Learning distance measures from labeled data — An overview
Canonical distance measure Fit generative models to the classes. The distance measure is the probability that two individuals were sampled from different generative models. Model are often fit separately for each dimension, corresponding to a naive Bayes assumption. There are many papers on this. See (Blanzieri & Ricci, 1999) and references therein. Similar to, but more general than, relevance weighting approaches below.