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Cosine distance and cosine similarity - library for MetaTrader 5

Lorentzos Roussos
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2535
Rating:
(9)
Published:
2024.01.01 11:16
\MQL5\Include\
cosineDistanceAndSimilarity.mqh (0.84 KB) view
\MQL5\Experts\
cosineDistanceAndSimilarityTest.mq5 (0.42 KB) view
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function to calculate the cosine distance and the cosine similarity.

The cosine distance between 2 vectors A and B is : 

So 1-CosineSimilarity

And the cosine similarity is :

In simple terms :

  • the cosine of the angle between the 2 vectors
  • or , the dot product of the vectors divided by their magnitudes multiplied

Here is the simplest explanation (although his cos(45) is wrong) : 




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