Lower Bounds for Sparse Recovery

We consider the following k-sparse recovery problem: design an m x n matrix A, such that for any signal x, given Ax we can efficiently recover x' satisfying ||x-x'||_1 <= C min_{k-sparse} x"} ||x-x"||_1. It is known that there exist matrices A with this property that have only O(k log (n/k)) rows. In this paper we show that this bound is tight. Our bound holds even for the more general /randomized/ version of the problem, where A is a random variable and the recovery algorithm is required to work for any fixed x with constant probability (over A).Comment: 11 pages. Appeared at SODA 201

Compressive Mining: Fast and Optimal Data Mining in the Compressed Domain

Real-world data typically contain repeated and periodic patterns. This suggests that they can be effectively represented and compressed using only a few coefficients of an appropriate basis (e.g., Fourier, Wavelets, etc.). However, distance estimation when the data are represented using different sets of coefficients is still a largely unexplored area. This work studies the optimization problems related to obtaining the \emph{tightest} lower/upper bound on Euclidean distances when each data object is potentially compressed using a different set of orthonormal coefficients. Our technique leads to tighter distance estimates, which translates into more accurate search, learning and mining operations \textit{directly} in the compressed domain. We formulate the problem of estimating lower/upper distance bounds as an optimization problem. We establish the properties of optimal solutions, and leverage the theoretical analysis to develop a fast algorithm to obtain an \emph{exact} solution to the problem. The suggested solution provides the tightest estimation of the $L_2$-norm or the correlation. We show that typical data-analysis operations, such as k-NN search or k-Means clustering, can operate more accurately using the proposed compression and distance reconstruction technique. We compare it with many other prevalent compression and reconstruction techniques, including random projections and PCA-based techniques. We highlight a surprising result, namely that when the data are highly sparse in some basis, our technique may even outperform PCA-based compression. The contributions of this work are generic as our methodology is applicable to any sequential or high-dimensional data as well as to any orthogonal data transformation used for the underlying data compression scheme.Comment: 25 pages, 20 figures, accepted in VLD

Building Confidential and Efficient Query Services in the Cloud with RASP Data Perturbation

With the wide deployment of public cloud computing infrastructures, using clouds to host data query services has become an appealing solution for the advantages on scalability and cost-saving. However, some data might be sensitive that the data owner does not want to move to the cloud unless the data confidentiality and query privacy are guaranteed. On the other hand, a secured query service should still provide efficient query processing and significantly reduce the in-house workload to fully realize the benefits of cloud computing. We propose the RASP data perturbation method to provide secure and efficient range query and kNN query services for protected data in the cloud. The RASP data perturbation method combines order preserving encryption, dimensionality expansion, random noise injection, and random projection, to provide strong resilience to attacks on the perturbed data and queries. It also preserves multidimensional ranges, which allows existing indexing techniques to be applied to speedup range query processing. The kNN-R algorithm is designed to work with the RASP range query algorithm to process the kNN queries. We have carefully analyzed the attacks on data and queries under a precisely defined threat model and realistic security assumptions. Extensive experiments have been conducted to show the advantages of this approach on efficiency and security.Comment: 18 pages, to appear in IEEE TKDE, accepted in December 201

On the Manhattan-distance between points on space-filling mesh-indexings

Indexing schemes based on space filling curves like the Hilbert curve are a powerful tool for building efficient parallel algorithms on mesh-connected computers. The main reason is that they are locality-preserving, i.e., the Manhattan-distance between processors grows only slowly with increasing index differences. We present a simple and easy-to-verify proof that the Manhattan- distance of any indices i and j is bounded by 3*sqrt

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

An LSH Index for Computing Kendall's Tau over Top-k Lists

We consider the problem of similarity search within a set of top-k lists under the Kendall's Tau distance function. This distance describes how related two rankings are in terms of concordantly and discordantly ordered items. As top-k lists are usually very short compared to the global domain of possible items to be ranked, creating an inverted index to look up overlapping lists is possible but does not capture tight enough the similarity measure. In this work, we investigate locality sensitive hashing schemes for the Kendall's Tau distance and evaluate the proposed methods using two real-world datasets.Comment: 6 pages, 8 subfigures, presented in Seventeenth International Workshop on the Web and Databases (WebDB 2014) co-located with ACM SIGMOD201

Maximum Inner-Product Search using Tree Data-structures

The problem of {\em efficiently} finding the best match for a query in a given set with respect to the Euclidean distance or the cosine similarity has been extensively studied in literature. However, a closely related problem of efficiently finding the best match with respect to the inner product has never been explored in the general setting to the best of our knowledge. In this paper we consider this general problem and contrast it with the existing best-match algorithms. First, we propose a general branch-and-bound algorithm using a tree data structure. Subsequently, we present a dual-tree algorithm for the case where there are multiple queries. Finally we present a new data structure for increasing the efficiency of the dual-tree algorithm. These branch-and-bound algorithms involve novel bounds suited for the purpose of best-matching with inner products. We evaluate our proposed algorithms on a variety of data sets from various applications, and exhibit up to five orders of magnitude improvement in query time over the naive search technique.Comment: Under submission in KDD 201