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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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135271406541 · Jun 202019922001200920172026
48 results for approximate near neighbor search

New method speeds up k-means clustering for large k by improving nearest-neighbor search.

problem Efficiently clustering large datasets with high-dimensional points.
method Seeded Approximate Nearest-Neighbor Search methods to improve Lloyd's algorithm.
result Significantly faster k-means clustering for large k values.

Fast approximate nearest neighbor (NN) search in large databases is becoming popular. Several powerful learning-based formulations have been proposed recently. However, not much attention has been paid to a more fundamental question: how difficult is (approximate) nearest neighbor search in a given data set? And which …

2012-06-27abs ↗pdf ↗

C-MinHash reduces the number of permutations needed for MinHash from thousands to just two.

problem Approximating Jaccard similarity in large binary datasets using many permutations.
method Initial permutation followed by circulant shifting of a second permutation to generate hashes.
result C-MinHash achieves unbiased Jaccard similarity estimation with uniformly smaller variance.

In this paper, we consider the problem of classification of MM high dimensional queries y1,,yMBSy^1,\cdots,y^M\in B^S to NN high dimensional classes x1,,xNASx^1,\cdots,x^N\in A^S where AA and BB are discrete alphabets and the probabilistic model that relates data to the classes P(x,y)P(x,y) is known. This problem has applications …

2019-05-11abs ↗pdf ↗

The paper explains how nearest neighbor methods succeed in prediction.

problem Explaining the success of nearest neighbor methods in prediction.
method The paper covers both theoretical and practical aspects of nearest neighbor methods, including statistical guarantees and practical algorithms.
result The paper provides nonasymptotic statistical guarantees and practical algorithms for nearest neighbor methods.

We present the first sublinear memory sketch that can be queried to find the nearest neighbors in a dataset. Our online sketching algorithm compresses an N element dataset to a sketch of size O(Nblog3N)O(N^b \log^3 N) in O(N(b+1)log3N)O(N^{(b+1)} \log^3 N) time, where b<1b < 1. This sketch can correctly report the nearest neighbors of any …

2019-02-18abs ↗pdf ↗

The paper investigates learning conditional distributions on multi-dimensional spaces using clustering and neural networks.

problem Learning conditional distributions on multi-dimensional spaces with varying dimensions.
method The approach involves clustering data near varying query points in the feature space to create empirical measures in the target space using two clustering schemes: fixed-radius ball and nearest neighbors. The convergence rates of both methods are analyzed, and the nearest neighbors method is incorporated into neural network training.
result The empirical analysis shows that the nearest neighbors method has better performance in practice and can adapt to a suitable level of Lipschitz continuity locally.

This paper surveys various methods for dimensionality reduction and nearest neighbor search.

problem Efficiently reducing high-dimensional data to lower dimensions while preserving essential information.
method Linear and nonlinear random projections, including sparse random projections, random Fourier Features, and Random Kitchen Sinks.
result Various methods for dimensionality reduction and nearest neighbor search are explained and compared.

We consider the problem where an agent wants to find a hidden object that is randomly located in some vertex of a directed acyclic graph (DAG) according to a fixed but possibly unknown distribution. The agent can only examine vertices whose in-neighbors have already been examined. In this paper, we address a learning s…

2018-06-06abs ↗pdf ↗

\newcommand{\ball}{\mathbb{B}}\newcommand{\dsQ}{\mathcal{Q}}\newcommand{\dsS}{\mathcal{S}}In this work we study a fair variant of the near neighbor problem. Namely, given a set of nn points PP and a parameter rr, the goal is to preprocess the points, such that given a query point qq, any point in the rr-neighbor…

2019-06-06abs ↗pdf ↗

ProbMinHash improves Jaccard similarity hashing for big data applications.

problem Efficiently estimating set similarities in big data with weighted elements.
method Locality-sensitive hash algorithms that calculate signatures collectively.
result Significantly faster than the original approach, with improved estimation error.

New methods use vector search and nearest-neighbor matching for policy learning in causal inference.

problem Learning optimal policies in causal inference with limited data.
method RAG-based policy learning with vector search and nearest-neighbor matching.
result The methods bound the within-candidate choice regret and evaluate the one-step method directly as a policy.

New sublinear sketches improve ANN and KDE for massive data streams.

problem Efficiently approximate nearest neighbors and kernel density estimation in large datasets.
method Developed sublinear space and query time algorithms for ANN and A-KDE in streaming and sliding-window models.
result Achieved near-optimal trade-offs between memory size and approximation error for ANN.

Approximate models help RL by reducing policy search space.

problem How much does an approximate model help in learning near-optimal policies in RL?
method Study sample complexity in RL with an approximate model, providing an algorithm and a lower bound.
result An approximate model can reduce sample complexity by eliminating sub-optimal actions.

The nearest neighbor problem is defined as follows: Given a set PP of nn points in some metric space (X,D)(X,D), build a data structure that, given any point qq, returns a point in PP that is closest to qq (its "nearest neighbor" in PP). The data structure stores additional information about the set PP, which is th…

2018-06-26abs ↗pdf ↗

We propose an approximation algorithm for efficient correlation search in time series data. In our method, we use Fourier transform and neural network to embed time series into a low-dimensional Euclidean space. The given space is learned such that time series correlation can be effectively approximated from Euclidean …

2018-02-10abs ↗pdf ↗

The Earth Mover's Distance (EMD) is a state-of-the art metric for comparing discrete probability distributions, but its high distinguishability comes at a high cost in computational complexity. Even though linear-complexity approximation algorithms have been proposed to improve its scalability, these algorithms are eit…

2018-12-05abs ↗pdf ↗

Algorithm finds adversarial examples for k-NN classifiers using Voronoi diagrams.

problem Ensuring robustness of k-NN classifiers against adversarial attacks.
method Geometric approach expanding outwards from input points to find minimum-norm adversarial examples.
result Our method outperforms existing approaches on various datasets.

Following the very recent line of work on the ``generalized min-max'' (GMM) kernel, this study proposes the ``generalized intersection'' (GInt) kernel and the related ``normalized generalized min-max'' (NGMM) kernel. In computer vision, the (histogram) intersection kernel has been popular, and the GInt kernel generaliz…

2016-12-29abs ↗pdf ↗

Hashing has been widely used for large-scale approximate nearest neighbor search because of its storage and search efficiency. Recent work has found that deep supervised hashing can significantly outperform non-deep supervised hashing in many applications. However, most existing deep supervised hashing methods adopt a …

2017-07-26abs ↗pdf ↗

Efficiently selects nearest neighbors for labeling to speed up active learning.

problem Intractable active learning and search for large-scale unlabeled data.
method Restricts candidate pool to nearest neighbors of labeled set.
result Achieved similar performance to global approach but reduced computational cost by up to 3 orders of magnitude.

This paper addresses the nearest neighbor search problem under inner product similarity and introduces a compact code-based approach. The idea is to approximate a vector using the composition of several elements selected from a source dictionary and to represent this vector by a short code composed of the indices of th…

2014-06-19abs ↗pdf ↗

CwA optimizes search performance by jointly learning a balanced database partition and a neural probing function.

problem Suboptimal search performance due to mismatched database and query distributions.
method CwA jointly learns a balanced database partition and a neural probing function to optimize search performance directly for the query distribution.
result CwA achieves up to 4.7x throughput over state-of-the-art methods at equal recall.

SOLAR improves search efficiency and accuracy with sparse, orthogonal embeddings.

problem Bottleneck of indexing large dense vectors and NNS for query efficiency and accuracy.
method Proposes SOLAR embeddings: sparse, orthogonal, learned, and random vectors across multiple GPUs.
result Successfully trains 500K dimensional SOLAR embeddings for 1.6M books and multi-label classification.

The paper analyzes how much data points can be altered to change their rank in nearest neighbor searches.

problem Vulnerability of nearest neighbor search in high-dimensional data.
method Statistical analysis of perturbation needed to change neighbor rank.
result Derived statistical distribution of perturbation needed to modify neighbor rank.

We study the use of "sign αα-stable random projections" (where 0<α20<α\leq 2) for building basic data processing tools in the context of large-scale machine learning applications (e.g., classification, regression, clustering, and near-neighbor search). After the processing by sign stable random projections, the inner pr…

2015-04-27abs ↗pdf ↗

New algorithm improves similarity graph construction for nearest neighbor search.

problem Improving nearest neighbor search performance with more effective similarity graphs.
method Probabilistic model of a similarity graph learned through reinforcement learning.
result Higher recall rates achieved for the same number of distance computations.

The kk-Nearest Neighbor Search (kk-NNS) is the backbone of several cloud-based services such as recommender systems, face recognition, and database search on text and images. In these services, the client sends the query to the cloud server and receives the response in which case the query and response are revealed t…

2019-04-03abs ↗pdf ↗

In this work, we consider the popular tree-based search strategy within the framework of reinforcement learning, the Monte Carlo Tree Search (MCTS), in the context of infinite-horizon discounted cost Markov Decision Process (MDP). While MCTS is believed to provide an approximate value function for a given state with en…

2019-02-14abs ↗pdf ↗

This paper provides fast estimates for complex option types.

problem Estimating prices for constrained multiple exercise American options.
method Lookahead search for lower estimates and nearest-neighbor martingale for upper estimates.
result Probabilistic convergence guarantees for the algorithms.

New method constructs graphs from data efficiently, suitable for large datasets.

problem Memory and runtime limitations of traditional TMFG for large datasets.
method Uses k-Nearest Neighbors Graphs and memory management for scalable graph construction.
result Provides a parsimonious way to construct graphs for learning tasks.

Develops LSH schemes for f-divergences and mutual information loss.

problem Approximating nearest neighbors in high-dimensional probability distributions.
method General framework and specific LSH schemes for f-divergences and mutual information loss.
result Generalized Jensen-Shannon divergence can be approximated by Hellinger distance.

Efficient ANN search for sparse embeddings in ads targeting.

problem Efficiently searching near neighbors in sparse data for applications like ads targeting.
method Graph-based ANN algorithms (HNSW, chi-square two-tower model, Sign Cauchy Projections).
result Sparse embeddings and ANN algorithms improve efficiency in EBR applications.