Fast kk-NNG construction with GPU-based quick multi-select

In this paper we describe a new brute force algorithm for building the $k$-Nearest Neighbor Graph ($k$-NNG). The $k$-NNG algorithm has many applications in areas such as machine learning, bio-informatics, and clustering analysis. While there are very efficient algorithms for data of low dimensions, for high dimensional data the brute force search is the best algorithm. There are two main parts to the algorithm: the first part is finding the distances between the input vectors which may be formulated as a matrix multiplication problem. The second is the selection of the $k$-NNs for each of the query vectors. For the second part, we describe a novel graphics processing unit (GPU) -based multi-select algorithm based on quick sort. Our optimization makes clever use of warp voting functions available on the latest GPUs along with use-controlled cache. Benchmarks show significant improvement over state-of-the-art implementations of the $k$-NN search on GPUs

K-nearest Neighbor Search by Random Projection Forests

K-nearest neighbor (kNN) search has wide applications in many areas, including data mining, machine learning, statistics and many applied domains. Inspired by the success of ensemble methods and the flexibility of tree-based methodology, we propose random projection forests (rpForests), for kNN search. rpForests finds kNNs by aggregating results from an ensemble of random projection trees with each constructed recursively through a series of carefully chosen random projections. rpForests achieves a remarkable accuracy in terms of fast decay in the missing rate of kNNs and that of discrepancy in the kNN distances. rpForests has a very low computational complexity. The ensemble nature of rpForests makes it easily run in parallel on multicore or clustered computers; the running time is expected to be nearly inversely proportional to the number of cores or machines. We give theoretical insights by showing the exponential decay of the probability that neighboring points would be separated by ensemble random projection trees when the ensemble size increases. Our theory can be used to refine the choice of random projections in the growth of trees, and experiments show that the effect is remarkable.Comment: 15 pages, 4 figures, 2018 IEEE Big Data Conferenc