Mahalanobis Distance

So, I was reading about Mahalanobis distance and it sounds as if it is designed for classifying data that have a definite center about which they are clustered. Has anyone tried using this with robocode?

I've thought about it, but it needs a covariance matrix and it is slow to build a covariance matrix of the entire tree. There might be faster approximate methods though...

Hmm, Mahalanobis distance looks interesting. I have considered using principal component analysis before, which I'd expect to give somewhat similar results (i.e. both normalize for covariance), but never got around to trying it.

Regarding performance issues building a covariance matrix for the entire tree, I also think that doing research into incremental methods of building/updating a covariance matrix may be key to making mahalanobis distance practical for robocode usage.

I also wonder if it may make the most sense to make smaller covariance matrices based on either the most recent X data points, or certain regions in the data, etc. They would be faster to compute, and may be able to take advantage of how the ideal weight of each axis can vary over the search space.