adding nan_euclidean metric

[PolarBean]

Summary

Sklearn has recently added support for the nan_euclidean as detailed in this issue scikit-learn/scikit-learn#25319

Is it possible this will be added to faiss in the future? thank you.

[mdouze]

We can make an enhancement of it.
For new metrics, the first stage is to support them for brute force search in

https://github.com/facebookresearch/faiss/blob/main/faiss/utils/extra_distances-inl.h

this will enable them for FlatCodes search and HNSW search.

[MarcYin]

Is this going to be implemented for the gpu case?

[asadoughi]

CPU implementation of NaNEuclidean is complete. GPU implementation of NaNEuclidean is not currently prioritized. If you would like NanEuclidean on GPU, please file another issue and provide details of your use case.