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

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

Faster tuple lattice sieving using spherical locality-sensitive filters

To overcome the large memory requirement of classical lattice sieving algorithms for solving hard lattice problems, Bai-Laarhoven-Stehl\'{e} [ANTS 2016] studied tuple lattice sieving, where tuples instead of pairs of lattice vectors are combined to form shorter vectors. Herold-Kirshanova [PKC 2017] recently improved upon their results for arbitrary tuple sizes, for example showing that a triple sieve can solve the shortest vector problem (SVP) in dimension $d$ in time $2^{0.3717d + o(d)}$, using a technique similar to locality-sensitive hashing for finding nearest neighbors. In this work, we generalize the spherical locality-sensitive filters of Becker-Ducas-Gama-Laarhoven [SODA 2016] to obtain space-time tradeoffs for near neighbor searching on dense data sets, and we apply these techniques to tuple lattice sieving to obtain even better time complexities. For instance, our triple sieve heuristically solves SVP in time $2^{0.3588d + o(d)}$. For practical sieves based on Micciancio-Voulgaris' GaussSieve [SODA 2010], this shows that a triple sieve uses less space and less time than the current best near-linear space double sieve.Comment: 12 pages + references, 2 figures. Subsumed/merged into Cryptology ePrint Archive 2017/228, available at https://ia.cr/2017/122

Accelerating Nearest Neighbor Search on Manycore Systems

We develop methods for accelerating metric similarity search that are effective on modern hardware. Our algorithms factor into easily parallelizable components, making them simple to deploy and efficient on multicore CPUs and GPUs. Despite the simple structure of our algorithms, their search performance is provably sublinear in the size of the database, with a factor dependent only on its intrinsic dimensionality. We demonstrate that our methods provide substantial speedups on a range of datasets and hardware platforms. In particular, we present results on a 48-core server machine, on graphics hardware, and on a multicore desktop

Geometry-Oblivious FMM for Compressing Dense SPD Matrices

We present GOFMM (geometry-oblivious FMM), a novel method that creates a hierarchical low-rank approximation, "compression," of an arbitrary dense symmetric positive definite (SPD) matrix. For many applications, GOFMM enables an approximate matrix-vector multiplication in $N \log N$ or even $N$ time, where $N$ is the matrix size. Compression requires $N \log N$ storage and work. In general, our scheme belongs to the family of hierarchical matrix approximation methods. In particular, it generalizes the fast multipole method (FMM) to a purely algebraic setting by only requiring the ability to sample matrix entries. Neither geometric information (i.e., point coordinates) nor knowledge of how the matrix entries have been generated is required, thus the term "geometry-oblivious." Also, we introduce a shared-memory parallel scheme for hierarchical matrix computations that reduces synchronization barriers. We present results on the Intel Knights Landing and Haswell architectures, and on the NVIDIA Pascal architecture for a variety of matrices.Comment: 13 pages, accepted by SC'1