High-dimensional approximate nearest neighbor: k-d Generalized Randomized Forests

We propose a new data-structure, the generalized randomized kd forest, or kgeraf, for approximate nearest neighbor searching in high dimensions. In particular, we introduce new randomization techniques to specify a set of independently constructed trees where search is performed simultaneously, hence increasing accuracy. We omit backtracking, and we optimize distance computations, thus accelerating queries. We release public domain software geraf and we compare it to existing implementations of state-of-the-art methods including BBD-trees, Locality Sensitive Hashing, randomized kd forests, and product quantization. Experimental results indicate that our method would be the method of choice in dimensions around 1,000, and probably up to 10,000, and pointsets of cardinality up to a few hundred thousands or even one million; this range of inputs is encountered in many critical applications today. For instance, we handle a real dataset of $10^6$ images represented in 960 dimensions with a query time of less than $1$sec on average and 90\% responses being true nearest neighbors

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

HD-Index: Pushing the Scalability-Accuracy Boundary for Approximate kNN Search in High-Dimensional Spaces

Nearest neighbor searching of large databases in high-dimensional spaces is inherently difficult due to the curse of dimensionality. A flavor of approximation is, therefore, necessary to practically solve the problem of nearest neighbor search. In this paper, we propose a novel yet simple indexing scheme, HD-Index, to solve the problem of approximate k-nearest neighbor queries in massive high-dimensional databases. HD-Index consists of a set of novel hierarchical structures called RDB-trees built on Hilbert keys of database objects. The leaves of the RDB-trees store distances of database objects to reference objects, thereby allowing efficient pruning using distance filters. In addition to triangular inequality, we also use Ptolemaic inequality to produce better lower bounds. Experiments on massive (up to billion scale) high-dimensional (up to 1000+) datasets show that HD-Index is effective, efficient, and scalable.Comment: PVLDB 11(8):906-919, 201