Locality sensitive hashing: a comparison of hash function types and querying mechanisms

International audienceIt is well known that high-dimensional nearest-neighbor retrieval is very expensive. Dramatic performance gains are obtained using approximate search schemes, such as the popular Locality-Sensitive Hashing (LSH). Several extensions have been proposed to address the limitations of this algorithm, in particular, by choosing more appropriate hash functions to better partition the vector space. All the proposed extensions, however, rely on a structured quantizer for hashing, poorly fitting real data sets, limiting its performance in practice. In this paper, we compare several families of space hashing functions in a real setup, namely when searching for high-dimensional SIFT descriptors. The comparison of random projections, lattice quantizers, k-means and hierarchical k-means reveal that unstructured quantizer significantly improves the accuracy of LSH, as it closely fits the data in the feature space. We then compare two querying mechanisms introduced in the literature with the one originally proposed in LSH, and discuss their respective merits and limitations

Scalable Empirical Dynamic Modeling With Parallel Computing and Approximate k-NN Search

Empirical Dynamic Modeling (EDM) is a mathematical framework for modeling and predicting non-linear time series data. Although EDM is increasingly adopted in various research fields, its application to large-scale data has been limited due to its high computational cost. This article presents kEDM, a high-performance implementation of EDM for analyzing large-scale time series datasets. kEDM adopts the Kokkos performance-portable programming model to efficiently run on both CPU and GPU while sharing a single code base. We also conduct hardware-specific optimization of performance-critical kernels. kEDM achieved up to 6.58× speedup in pairwise causal inference of real-world biology datasets compared to an existing EDM implementation. Furthermore, we integrate multiple approximate k-NN search algorithms into EDM to enable the analysis of extremely large datasets that were intractable with conventional EDM based on exhaustive k-NN search. EDM-based time series forecast enhanced with approximate k-NN search demonstrated up to 790× speedup compared to conventional Simplex projection with less than 1% increase in MAPE.journal articl