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

When Hashing Met Matching: Efficient Spatio-Temporal Search for Ridesharing

Carpooling, or sharing a ride with other passengers, holds immense potential for urban transportation. Ridesharing platforms enable such sharing of rides using real-time data. Finding ride matches in real-time at urban scale is a difficult combinatorial optimization task and mostly heuristic approaches are applied. In this work, we mathematically model the problem as that of finding near-neighbors and devise a novel efficient spatio-temporal search algorithm based on the theory of locality sensitive hashing for Maximum Inner Product Search (MIPS). The proposed algorithm can find $k$ near-optimal potential matches for every ride from a pool of $n$ rides in time $O(n^{1 + \rho} (k + \log n) \log k)$ and space $O(n^{1 + \rho} \log k)$ for a small $\rho < 1$. Our algorithm can be extended in several useful and interesting ways increasing its practical appeal. Experiments with large NY yellow taxi trip datasets show that our algorithm consistently outperforms state-of-the-art heuristic methods thereby proving its practical applicability

On Symmetric and Asymmetric LSHs for Inner Product Search

We consider the problem of designing locality sensitive hashes (LSH) for inner product similarity, and of the power of asymmetric hashes in this context. Shrivastava and Li argue that there is no symmetric LSH for the problem and propose an asymmetric LSH based on different mappings for query and database points. However, we show there does exist a simple symmetric LSH that enjoys stronger guarantees and better empirical performance than the asymmetric LSH they suggest. We also show a variant of the settings where asymmetry is in-fact needed, but there a different asymmetric LSH is required.Comment: 11 pages, 3 figures, In Proceedings of The 32nd International Conference on Machine Learning (ICML

SAH: Shifting-aware Asymmetric Hashing for Reverse kk-Maximum Inner Product Search

This paper investigates a new yet challenging problem called Reverse $k$-Maximum Inner Product Search (R$k$MIPS). Given a query (item) vector, a set of item vectors, and a set of user vectors, the problem of R$k$MIPS aims to find a set of user vectors whose inner products with the query vector are one of the $k$ largest among the query and item vectors. We propose the first subquadratic-time algorithm, i.e., Shifting-aware Asymmetric Hashing (SAH), to tackle the R$k$MIPS problem. To speed up the Maximum Inner Product Search (MIPS) on item vectors, we design a shifting-invariant asymmetric transformation and develop a novel sublinear-time Shifting-Aware Asymmetric Locality Sensitive Hashing (SA-ALSH) scheme. Furthermore, we devise a new blocking strategy based on the Cone-Tree to effectively prune user vectors (in a batch). We prove that SAH achieves a theoretical guarantee for solving the RMIPS problem. Experimental results on five real-world datasets show that SAH runs 4$\sim$8$\times$ faster than the state-of-the-art methods for R$k$MIPS while achieving F1-scores of over 90\%. The code is available at \url{https://github.com/HuangQiang/SAH}.Comment: Accepted by AAAI 202