Tradeoffs for nearest neighbors on the sphere

We consider tradeoffs between the query and update complexities for the (approximate) nearest neighbor problem on the sphere, extending the recent spherical filters to sparse regimes and generalizing the scheme and analysis to account for different tradeoffs. In a nutshell, for the sparse regime the tradeoff between the query complexity $n^{\rho_q}$ and update complexity $n^{\rho_u}$ for data sets of size $n$ is given by the following equation in terms of the approximation factor $c$ and the exponents $\rho_q$ and $\rho_u$: $$c^2\sqrt{\rho_q}+(c^2-1)\sqrt{\rho_u}=\sqrt{2c^2-1}.$$ For small $c=1+\epsilon$, minimizing the time for updates leads to a linear space complexity at the cost of a query time complexity $n^{1-4\epsilon^2}$. Balancing the query and update costs leads to optimal complexities $n^{1/(2c^2-1)}$, matching bounds from [Andoni-Razenshteyn, 2015] and [Dubiner, IEEE-TIT'10] and matching the asymptotic complexities of [Andoni-Razenshteyn, STOC'15] and [Andoni-Indyk-Laarhoven-Razenshteyn-Schmidt, NIPS'15]. A subpolynomial query time complexity $n^{o(1)}$ can be achieved at the cost of a space complexity of the order $n^{1/(4\epsilon^2)}$, matching the bound $n^{\Omega(1/\epsilon^2)}$ of [Andoni-Indyk-Patrascu, FOCS'06] and [Panigrahy-Talwar-Wieder, FOCS'10] and improving upon results of [Indyk-Motwani, STOC'98] and [Kushilevitz-Ostrovsky-Rabani, STOC'98]. For large $c$, minimizing the update complexity results in a query complexity of $n^{2/c^2+O(1/c^4)}$, improving upon the related exponent for large $c$ of [Kapralov, PODS'15] by a factor $2$, and matching the bound $n^{\Omega(1/c^2)}$ of [Panigrahy-Talwar-Wieder, FOCS'08]. Balancing the costs leads to optimal complexities $n^{1/(2c^2-1)}$, while a minimum query time complexity can be achieved with update complexity $n^{2/c^2+O(1/c^4)}$, improving upon the previous best exponents of Kapralov by a factor $2$.Comment: 16 pages, 1 table, 2 figures. Mostly subsumed by arXiv:1608.03580 [cs.DS] (along with arXiv:1605.02701 [cs.DS]

Evaluation of Hashing Methods Performance on Binary Feature Descriptors

In this paper we evaluate performance of data-dependent hashing methods on binary data. The goal is to find a hashing method that can effectively produce lower dimensional binary representation of 512-bit FREAK descriptors. A representative sample of recent unsupervised, semi-supervised and supervised hashing methods was experimentally evaluated on large datasets of labelled binary FREAK feature descriptors

Improved Asymmetric Locality Sensitive Hashing (ALSH) for Maximum Inner Product Search (MIPS)

Recently it was shown that the problem of Maximum Inner Product Search (MIPS) is efficient and it admits provably sub-linear hashing algorithms. Asymmetric transformations before hashing were the key in solving MIPS which was otherwise hard. In the prior work, the authors use asymmetric transformations which convert the problem of approximate MIPS into the problem of approximate near neighbor search which can be efficiently solved using hashing. In this work, we provide a different transformation which converts the problem of approximate MIPS into the problem of approximate cosine similarity search which can be efficiently solved using signed random projections. Theoretical analysis show that the new scheme is significantly better than the original scheme for MIPS. Experimental evaluations strongly support the theoretical findings.Comment: arXiv admin note: text overlap with arXiv:1405.586

Bolt: Accelerated Data Mining with Fast Vector Compression

Vectors of data are at the heart of machine learning and data mining. Recently, vector quantization methods have shown great promise in reducing both the time and space costs of operating on vectors. We introduce a vector quantization algorithm that can compress vectors over 12x faster than existing techniques while also accelerating approximate vector operations such as distance and dot product computations by up to 10x. Because it can encode over 2GB of vectors per second, it makes vector quantization cheap enough to employ in many more circumstances. For example, using our technique to compute approximate dot products in a nested loop can multiply matrices faster than a state-of-the-art BLAS implementation, even when our algorithm must first compress the matrices. In addition to showing the above speedups, we demonstrate that our approach can accelerate nearest neighbor search and maximum inner product search by over 100x compared to floating point operations and up to 10x compared to other vector quantization methods. Our approximate Euclidean distance and dot product computations are not only faster than those of related algorithms with slower encodings, but also faster than Hamming distance computations, which have direct hardware support on the tested platforms. We also assess the errors of our algorithm's approximate distances and dot products, and find that it is competitive with existing, slower vector quantization algorithms.Comment: Research track paper at KDD 201