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

Practical and Optimal LSH for Angular Distance

We show the existence of a Locality-Sensitive Hashing (LSH) family for the angular distance that yields an approximate Near Neighbor Search algorithm with the asymptotically optimal running time exponent. Unlike earlier algorithms with this property (e.g., Spherical LSH [Andoni, Indyk, Nguyen, Razenshteyn 2014], [Andoni, Razenshteyn 2015]), our algorithm is also practical, improving upon the well-studied hyperplane LSH [Charikar, 2002] in practice. We also introduce a multiprobe version of this algorithm, and conduct experimental evaluation on real and synthetic data sets. We complement the above positive results with a fine-grained lower bound for the quality of any LSH family for angular distance. Our lower bound implies that the above LSH family exhibits a trade-off between evaluation time and quality that is close to optimal for a natural class of LSH functions.Comment: 22 pages, an extended abstract is to appear in the proceedings of the 29th Annual Conference on Neural Information Processing Systems (NIPS 2015

Hybrid LSH: Faster Near Neighbors Reporting in High-dimensional Space

We study the $r$-near neighbors reporting problem ($r$-NN), i.e., reporting \emph{all} points in a high-dimensional point set $S$ that lie within a radius $r$ of a given query point $q$. Our approach builds upon on the locality-sensitive hashing (LSH) framework due to its appealing asymptotic sublinear query time for near neighbor search problems in high-dimensional space. A bottleneck of the traditional LSH scheme for solving $r$-NN is that its performance is sensitive to data and query-dependent parameters. On datasets whose data distributions have diverse local density patterns, LSH with inappropriate tuning parameters can sometimes be outperformed by a simple linear search. In this paper, we introduce a hybrid search strategy between LSH-based search and linear search for $r$-NN in high-dimensional space. By integrating an auxiliary data structure into LSH hash tables, we can efficiently estimate the computational cost of LSH-based search for a given query regardless of the data distribution. This means that we are able to choose the appropriate search strategy between LSH-based search and linear search to achieve better performance. Moreover, the integrated data structure is time efficient and fits well with many recent state-of-the-art LSH-based approaches. Our experiments on real-world datasets show that the hybrid search approach outperforms (or is comparable to) both LSH-based search and linear search for a wide range of search radii and data distributions in high-dimensional space.Comment: Accepted as a short paper in EDBT 201

Dissipative Linear Stochastic Hamiltonian Systems

This paper is concerned with stochastic Hamiltonian systems which model a class of open dynamical systems subject to random external forces. Their dynamics are governed by Ito stochastic differential equations whose structure is specified by a Hamiltonian, viscous damping parameters and system-environment coupling functions. We consider energy balance relations for such systems with an emphasis on linear stochastic Hamiltonian (LSH) systems with quadratic Hamiltonians and linear coupling. For LSH systems, we also discuss stability conditions, the structure of the invariant measure and its relation with stochastic versions of the virial theorem. Using Lyapunov functions, organised as deformed Hamiltonians, dissipation relations are also considered for LSH systems driven by statistically uncertain external forces. An application of these results to feedback connections of LSH systems is outlined.Comment: 10 pages, 1 figure, submitted to ANZCC 201