577 research outputs found
Hashing-Based-Estimators for Kernel Density in High Dimensions
Given a set of points and a kernel , the Kernel
Density Estimate at a point is defined as
. We study the problem
of designing a data structure that given a data set and a kernel function,
returns *approximations to the kernel density* of a query point in *sublinear
time*. We introduce a class of unbiased estimators for kernel density
implemented through locality-sensitive hashing, and give general theorems
bounding the variance of such estimators. These estimators give rise to
efficient data structures for estimating the kernel density in high dimensions
for a variety of commonly used kernels. Our work is the first to provide
data-structures with theoretical guarantees that improve upon simple random
sampling in high dimensions.Comment: A preliminary version of this paper appeared in FOCS 201
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 (), will require at least 20 teraflops. We
provide CPU and GPU implementations of FLASH for replicability of our results
Coding for Random Projections
The method of random projections has become very popular for large-scale
applications in statistical learning, information retrieval, bio-informatics
and other applications. Using a well-designed coding scheme for the projected
data, which determines the number of bits needed for each projected value and
how to allocate these bits, can significantly improve the effectiveness of the
algorithm, in storage cost as well as computational speed. In this paper, we
study a number of simple coding schemes, focusing on the task of similarity
estimation and on an application to training linear classifiers. We demonstrate
that uniform quantization outperforms the standard existing influential method
(Datar et. al. 2004). Indeed, we argue that in many cases coding with just a
small number of bits suffices. Furthermore, we also develop a non-uniform 2-bit
coding scheme that generally performs well in practice, as confirmed by our
experiments on training linear support vector machines (SVM)
Multi-Resolution Hashing for Fast Pairwise Summations
A basic computational primitive in the analysis of massive datasets is
summing simple functions over a large number of objects. Modern applications
pose an additional challenge in that such functions often depend on a parameter
vector (query) that is unknown a priori. Given a set of points and a pairwise function , we study the problem of designing a data-structure
that enables sublinear-time approximation of the summation
for any query . By combining ideas from Harmonic Analysis (partitions of unity
and approximation theory) with Hashing-Based-Estimators [Charikar, Siminelakis
FOCS'17], we provide a general framework for designing such data structures
through hashing that reaches far beyond what previous techniques allowed.
A key design principle is a collection of hashing schemes with
collision probabilities such that . This leads to a data-structure
that approximates using a sub-linear number of samples from each
hash family. Using this new framework along with Distance Sensitive Hashing
[Aumuller, Christiani, Pagh, Silvestri PODS'18], we show that such a collection
can be constructed and evaluated efficiently for any log-convex function
of the inner product on the unit sphere
.
Our method leads to data structures with sub-linear query time that
significantly improve upon random sampling and can be used for Kernel Density
or Partition Function Estimation. We provide extensions of our result from the
sphere to and from scalar functions to vector functions.Comment: 39 pages, 3 figure
DEANN: Speeding up Kernel-Density Estimation using Approximate Nearest Neighbor Search
Kernel Density Estimation (KDE) is a nonparametric method for estimating the
shape of a density function, given a set of samples from the distribution.
Recently, locality-sensitive hashing, originally proposed as a tool for nearest
neighbor search, has been shown to enable fast KDE data structures. However,
these approaches do not take advantage of the many other advances that have
been made in algorithms for nearest neighbor algorithms. We present an
algorithm called Density Estimation from Approximate Nearest Neighbors (DEANN)
where we apply Approximate Nearest Neighbor (ANN) algorithms as a black box
subroutine to compute an unbiased KDE. The idea is to find points that have a
large contribution to the KDE using ANN, compute their contribution exactly,
and approximate the remainder with Random Sampling (RS). We present a
theoretical argument that supports the idea that an ANN subroutine can speed up
the evaluation. Furthermore, we provide a C++ implementation with a Python
interface that can make use of an arbitrary ANN implementation as a subroutine
for KDE evaluation. We show empirically that our implementation outperforms
state of the art implementations in all high dimensional datasets we
considered, and matches the performance of RS in cases where the ANN yield no
gains in performance.Comment: 24 pages, 1 figure. Submitted for revie
- …