# Similarity measures and distances: Basic reference and examples for data science practitioners

Last updated:WIP Alert This is a work in progress. Current information is correct but more content may be added in the future.

## Euclidean distance

$$ \text{dist}(\vec{x},\vec{y})=\sqrt{\sum^n_{i=1} (x_i - y_i)^2} $$

**When to use**- When you have normalized vectors.

## Manhattan distance

Also called "city-block" distance

$$ \text{dist}(\vec{x},\vec{y})=\sum^n_{i=1} |x_i - y_i| $$

## Mahalanobis distance

$$ \text{dist}(\vec{x},\vec{y})= \sqrt{(\vec{x} - \vec{y})' {\rm \bf C}^{-1} (\vec{x} - \vec{y}) } $$

where \(\vec{x}\) and \(\vec{y}\) are two points from the same distribution which has covariance matrix \({\rm \bf C}\).

The Mahalanobis distance takes into account how spread apart points are in the dataset (i.e. the variance of the dataset) to weigh the absolute distance from one point to another.

```
TODO add a picture here showing two datasets (one compact, one not) and showing the euclidean and the mahalanobis distance of two points in each.
```

**Intuitively:** an absolute distance of 2 in a dataset that's very compact (i.e. low-variance) is more significant than an absolute distance of 2 in a dataset where points are normally very much apart from each other (i.e. high variance).

**When to use**- When your points are correlated
- When the covariance of the points is very far from spherical.

**Notes**- The Mahalanobis distance corresponds to the Euclidean distance when the points are uncorrelated (i.e. when the covariance matrix is the identity matrix)

## Cosine distance

$$ \text{dist}(\vec{x},\vec{y})=\frac{\vec{x} \bullet \vec{y}}{ \sqrt{\vec{x} \bullet \vec{x}} \sqrt{\vec{y} \bullet \vec{y}}} $$

where \(\bullet\) is the dot product between \(\vec{x}\) and \(\vec{y}\).

Cosine similarity measures the **angle** between two vectors in the vector space.

**When to use**- When you do
**not**want to take vector magnitudes into account, only their directions (for example, when using word frequencies to represent a document).

- When you do
**Notes**- Cosine distance is the same for normalized and unnormalized vectors.