A directed isoperimetric inequality with application to Bregman near neighbor lower bounds

Bregman divergences $D_\phi$ are a class of divergences parametrized by a convex function $\phi$ and include well known distance functions like $\ell_2^2$ and the Kullback-Leibler divergence. There has been extensive research on algorithms for problems like clustering and near neighbor search with respect to Bregman divergences, in all cases, the algorithms depend not just on the data size $n$ and dimensionality $d$, but also on a structure constant $\mu \ge 1$ that depends solely on $\phi$ and can grow without bound independently. In this paper, we provide the first evidence that this dependence on $\mu$ might be intrinsic. We focus on the problem of approximate near neighbor search for Bregman divergences. We show that under the cell probe model, any non-adaptive data structure (like locality-sensitive hashing) for $c$-approximate near-neighbor search that admits $r$ probes must use space $\Omega(n^{1 + \frac{\mu}{c r}})$. In contrast, for LSH under $\ell_1$ the best bound is $\Omega(n^{1+\frac{1}{cr}})$. Our new tool is a directed variant of the standard boolean noise operator. We show that a generalization of the Bonami-Beckner hypercontractivity inequality exists "in expectation" or upon restriction to certain subsets of the Hamming cube, and that this is sufficient to prove the desired isoperimetric inequality that we use in our data structure lower bound. We also present a structural result reducing the Hamming cube to a Bregman cube. This structure allows us to obtain lower bounds for problems under Bregman divergences from their $\ell_1$ analog. In particular, we get a (weaker) lower bound for approximate near neighbor search of the form $\Omega(n^{1 + \frac{1}{cr}})$ for an $r$-query non-adaptive data structure, and new cell probe lower bounds for a number of other near neighbor questions in Bregman space.Comment: 27 page

Approximate Bregman near neighbors in sublinear time: beyond the triangle inequality

pre-printBregman divergences are important distance measures that are used extensively in data-driven applications such as computer vision, text mining, and speech processing, and are a key focus of interest in machine learning. Answering nearest neighbor (NN) queries under these measures is very important in these applications and has been the subject of extensive study, but is problematic because these distance measures lack metric properties like symmetry and the triangle inequality. In this paper, we present the first provably approximate nearest-neighbor (ANN) algorithms. These process queries in O(logn) time for Bregman divergences in fixed dimensional spaces. We also obtain polylogn bounds for a more abstract class of distance measures (containing Bregman divergences) which satisfy certain structural properties . Both of these bounds apply to both the regular asymmetric Bregman divergences as well as their symmetrized versions. To do so, we develop two geometric properties vital to our analysis: a reverse triangle inequality (RTI) and a relaxed triangle inequality called m-defectiveness where m is a domain-dependent parameter. Bregman divergences satisfy the RTI but not m-defectiveness. However, we show that the square root of a Bregman divergence does satisfy m-defectiveness. This allows us to then utilize both properties in an efficient search data structure that follows the general two-stage paradigm of a ring-tree decomposition followed by a quad tree search used in previous near-neighbor algorithms for Euclidean space and spaces of bounded doubling dimension. Our first algorithm resolves a query for a d-dimensional (1+e)-ANN in O ( logne )O(d) time and O (nlogd-1 n) space and holds for generic m-defective distance measures satisfying a RTI. Our second algorithm is more specific in analysis to the Bregman divergences and uses a further structural constant, the maximum ratio of second derivatives over each dimension of our domain (c0). This allows us to locate a (1+e)-ANN in O(logn) time and O(n) space, where there is a further (c0)d factor in the big-Oh for the query time

Doctor of Philosophy in Computing

dissertationIn the last two decades, an increasingly large amount of data has become available. Massive collections of videos, astronomical observations, social networking posts, network routing information, mobile location history and so forth are examples of real world data requiring processing for applications ranging from classi?cation to predictions. Computational resources grow at a far more constrained rate, and hence the need for ef?cient algorithms that scale well. Over the past twenty years high quality theoretical algorithms have been developed for two central problems: nearest neighbor search and dimensionality reduction over Euclidean distances in worst case distributions. These two tasks are interesting in their own right. Nearest neighbor corresponds to a database query lookup, while dimensionality reduction is a form of compression on massive data. Moreover, these are also subroutines in algorithms ranging from clustering to classi?cation. However, many highly relevant settings and distance measures have not received similar attention to that of worst case point sets in Euclidean space. The Bregman divergences include the information theoretic distances, such as entropy, of most relevance in many machine learning applications and yet prior to this dissertation lacked ef?cient dimensionality reductions, nearest neighbor algorithms, or even lower bounds on what could be possible. Furthermore, even in the Euclidean setting, theoretical algorithms do not leverage that almost all real world datasets have signi?cant low-dimensional substructure. In this dissertation, we explore different models and techniques for similarity search and dimensionality reduction. What upper bounds can be obtained for nearest neighbors for Bregman divergences? What upper bounds can be achieved for dimensionality reduction for information theoretic measures? Are these problems indeed intrinsically of harder computational complexity than in the Euclidean setting? Can we improve the state of the art nearest neighbor algorithms for real world datasets in Euclidean space? These are the questions we investigate in this dissertation, and that we shed some new insight on. In the ?rst part of our dissertation, we focus on Bregman divergences. We exhibit nearest neighbor algorithms, contingent on a distributional constraint on the datasets. We next show lower bounds suggesting that is in some sense inherent to the problem complexity. After this we explore dimensionality reduction techniques for the Jensen-Shannon and Hellinger distances, two popular information theoretic measures. In the second part, we show that even for the more well-studied Euclidean case, worst case nearest neighbor algorithms can be improved upon sharply for real world datasets with spectral structure

Bregman proximity search

In this dissertation, we study efficient solutions to proximity search problems where the notion of proximity is defined by a bregman divergence. Proximity search tasks are at the core of many machine learning algorithms and are a fundamental research topic in computational geometry, databases, and theoretical computer science. Perhaps the most basic proximity search problem is nearest neighbor search: on any input query, retrieve the most similar items from a (potentially large and complex) database efficiently, i.e. without performing a full linear scan. There is a massive body of work on proximity problems when the notion of distance is a metric, largely relying on the triangle inequality. In contrast, the tasks of efficient proximity search for the family of bregman divergences is essentially unstudied. This family includes standard Euclidean distance (squared), the Mahalanobis distance, the KL-divergence (relative entropy), the Itakura-Saito divergence, and many others. Bregman divergences need not satisfy the triangle inequality, nor do they need to be symmetric. Because these basic properties cannot be relied on, metric-based data structures are not immediately applicable. The dissertation presents a data structure and accompanying search algorithms for nearest neighbor search and range search, the two most fundamental proximity tasks. The data structure is based on a hierarchical space decomposition based on simple convex bodies called bregman balls. The search algorithms work by repeatedly calling an extremely fast optimization procedure. These optimization procedures rely on geometric properties of bregman divergences and notions of duality. We demonstrate that these search algorithms often provide orders of magnitude speedup over standard brute force search. We also examine alternate approaches to bregman proximity problems. We show that two classical data structures can be adapted for bregman divergences, yielding some theoretical bounds on query time. In the final part of the dissertation, we examine a novel approach to building nearest neighbor data structures based on learning. This approach yields theoretical guarantees akin to those in learning theory, which provides an alternative way to rigorously assess search performance. We explore the potential of this framework through several data structures