Graph-Based Time-Space Trade-Offs for Approximate Near Neighbors

We take a first step towards a rigorous asymptotic analysis of graph-based methods for finding (approximate) nearest neighbors in high-dimensional spaces, by analyzing the complexity of randomized greedy walks on the approximate nearest neighbor graph. For random data sets of size n = 2^{o(d)} on the d-dimensional Euclidean unit sphere, using near neighbor graphs we can provably solve the approximate nearest neighbor problem with approximation factor c > 1 in query time n^{rho_{q} + o(1)} and space n^{1 + rho_{s} + o(1)}, for arbitrary rho_{q}, rho_{s} >= 0 satisfying (2c^2 - 1) rho_{q} + 2 c^2 (c^2 - 1) sqrt{rho_{s} (1 - rho_{s})} >= c^4. Graph-based near neighbor searching is especially competitive with hash-based methods for small c and near-linear memory, and in this regime the asymptotic scaling of a greedy graph-based search matches optimal hash-based trade-offs of Andoni-Laarhoven-Razenshteyn-Waingarten [Andoni et al., 2017]. We further study how the trade-offs scale when the data set is of size n = 2^{Theta(d)}, and analyze asymptotic complexities when applying these results to lattice sieving

Optimal Hashing-based Time-Space Trade-offs for Approximate Near Neighbors

[See the paper for the full abstract.] We show tight upper and lower bounds for time-space trade-offs for the $c$-Approximate Near Neighbor Search problem. For the $d$-dimensional Euclidean space and $n$-point datasets, we develop a data structure with space $n^{1 + \rho_u + o(1)} + O(dn)$ and query time $n^{\rho_q + o(1)} + d n^{o(1)}$ for every $\rho_u, \rho_q \geq 0$ such that: \begin{equation} c^2 \sqrt{\rho_q} + (c^2 - 1) \sqrt{\rho_u} = \sqrt{2c^2 - 1}. \end{equation} This is the first data structure that achieves sublinear query time and near-linear space for every approximation factor $c > 1$, improving upon [Kapralov, PODS 2015]. The data structure is a culmination of a long line of work on the problem for all space regimes; it builds on Spherical Locality-Sensitive Filtering [Becker, Ducas, Gama, Laarhoven, SODA 2016] and data-dependent hashing [Andoni, Indyk, Nguyen, Razenshteyn, SODA 2014] [Andoni, Razenshteyn, STOC 2015]. Our matching lower bounds are of two types: conditional and unconditional. First, we prove tightness of the whole above trade-off in a restricted model of computation, which captures all known hashing-based approaches. We then show unconditional cell-probe lower bounds for one and two probes that match the above trade-off for $\rho_q = 0$, improving upon the best known lower bounds from [Panigrahy, Talwar, Wieder, FOCS 2010]. In particular, this is the first space lower bound (for any static data structure) for two probes which is not polynomially smaller than the one-probe bound. To show the result for two probes, we establish and exploit a connection to locally-decodable codes.Comment: 62 pages, 5 figures; a merger of arXiv:1511.07527 [cs.DS] and arXiv:1605.02701 [cs.DS], which subsumes both of the preprints. New version contains more elaborated proofs and fixed some typo

Lower Bounds on Time-Space Trade-Offs for Approximate Near Neighbors

We show tight lower bounds for the entire trade-off between space and query time for the Approximate Near Neighbor search problem. Our lower bounds hold in a restricted model of computation, which captures all hashing-based approaches. In articular, our lower bound matches the upper bound recently shown in [Laarhoven 2015] for the random instance on a Euclidean sphere (which we show in fact extends to the entire space $\mathbb{R}^d$ using the techniques from [Andoni, Razenshteyn 2015]). We also show tight, unconditional cell-probe lower bounds for one and two probes, improving upon the best known bounds from [Panigrahy, Talwar, Wieder 2010]. In particular, this is the first space lower bound (for any static data structure) for two probes which is not polynomially smaller than for one probe. To show the result for two probes, we establish and exploit a connection to locally-decodable codes.Comment: 47 pages, 2 figures; v2: substantially revised introduction, lots of small corrections; subsumed by arXiv:1608.03580 [cs.DS] (along with arXiv:1511.07527 [cs.DS]

An Efficient Approximate kNN Graph Method for Diffusion on Image Retrieval

The application of the diffusion in many computer vision and artificial intelligence projects has been shown to give excellent improvements in performance. One of the main bottlenecks of this technique is the quadratic growth of the kNN graph size due to the high-quantity of new connections between nodes in the graph, resulting in long computation times. Several strategies have been proposed to address this, but none are effective and efficient. Our novel technique, based on LSH projections, obtains the same performance as the exact kNN graph after diffusion, but in less time (approximately 18 times faster on a dataset of a hundred thousand images). The proposed method was validated and compared with other state-of-the-art on several public image datasets, including Oxford5k, Paris6k, and Oxford105k

FLASH: Randomized Algorithms Accelerated over CPU-GPU for Ultra-High Dimensional Similarity Search

We present FLASH (\textbf{F}ast \textbf{L}SH \textbf{A}lgorithm for \textbf{S}imilarity search accelerated with \textbf{H}PC), a similarity search system for ultra-high dimensional datasets on a single machine, that does not require similarity computations and is tailored for high-performance computing platforms. By leveraging a LSH style randomized indexing procedure and combining it with several principled techniques, such as reservoir sampling, recent advances in one-pass minwise hashing, and count based estimations, we reduce the computational and parallelization costs of similarity search, while retaining sound theoretical guarantees. We evaluate FLASH on several real, high-dimensional datasets from different domains, including text, malicious URL, click-through prediction, social networks, etc. Our experiments shed new light on the difficulties associated with datasets having several million dimensions. Current state-of-the-art implementations either fail on the presented scale or are orders of magnitude slower than FLASH. FLASH is capable of computing an approximate k-NN graph, from scratch, over the full webspam dataset (1.3 billion nonzeros) in less than 10 seconds. Computing a full k-NN graph in less than 10 seconds on the webspam dataset, using brute-force ($n^2D$), will require at least 20 teraflops. We provide CPU and GPU implementations of FLASH for replicability of our results

Distributed data association for multi-target tracking in sensor networks

Associating sensor measurements with target tracks is a fundamental and challenging problem in multi-target tracking. The problem is even more challenging in the context of sensor networks, since association is coupled across the network, yet centralized data processing is in general infeasible due to power and bandwidth limitations. Hence efficient, distributed solutions are needed. We propose techniques based on graphical models to efficiently solve such data association problems in sensor networks. Our approach scales well with the number of sensor nodes in the network, and it is well--suited for distributed implementation. Distributed inference is realized by a message--passing algorithm which requires iterative, parallel exchange of information among neighboring nodes on the graph. So as to address trade--offs between inference performance and communication costs, we also propose a communication--sensitive form of message--passing that is capable of achieving near--optimal performance using far less communication. We demonstrate the effectiveness of our approach with experiments on simulated data