A framework to combine vector-valued metrics into a scalar-metric: Application to data comparison

Distance metrics are at the core of many processing and machine learning algorithms. In many contexts, it is useful to compute the distance between data using multiple criteria. This naturally leads to consider vector-valued metrics, in which the distance is no longer a real positive number but a vector. In this paper, we propose a principled way to combine several metrics into either a scalar-valued or vector-valued metric. We illustrate our framework by reformulating the popular structural similarity (SSIM) index and a simple case of the Wasserstein distance used for optimal transport.