As promised in the previous post, I will explain how an algorithm designed for the approximate near neighbor problem, the LSH algorithm, leads to a solution for the *exact* near neighbor problem (henceforth NNS). While, the algorithm for the exact problem will not have full guarantees, we will be able to give some partial guarantees.

Usually we want two guarantees from our algorithms:

1) the algorithm is correct, i.e., returns what we want. It will be OK for this to happen with 90% success probability (randomized algorithms).

2) the algorithm has good performance: time, space, etc (again, in expectation, or with 90% probability). Here we focus on bounded query time. E.g., LSH achieves ~ query time for approximate NNS, where is the approximation factor (again, think ).

The approximation algorithm has both guarantees. Our exact algorithm will have only (1) but no hard guarantees on (2), the query time.

Let us first expand a bit on the algorithm for the approximate NNS. The LSH algorithm can be seen as a filtering algorithm: it will return a list of points, which are potential solutions, a subset of the entire set of solutions, points . List will likely include the actual near neighbor(s), and not many of the far points. Specifically, we can classify solutions (points) by three types:

– “good solution”: a near neighbor which is a point at distance at most from . Each such solution appears in with probability at least 90%;

– “bad solution”: a far point which is a point at distance more than . Each appears in with probability at most ;

– “grey solution”: a point in the “grey area”, at distance between and . Each may appear in , with probability between and 90%.

While I’m not explaining how LSH generates , there are two aspects to mention. One is that the list can be generated on the fly. Two is that we can essentially consider to be a set (although, strictly speaking, it is not — dataset points may sometimes appear multiple times during the on-the-fly generation of ). (Please see this wiki page for the skipped details.)

Now, to obtain the approximate NNS algorithm, we just iterate through the set , and stop whenever we encounter either a “good” or a “grey” solution, i.e., an approximate near neighbor. It’s easy to see that both guarantees are satisfied. For (1), if there is a near neighbor , with probability at least 90%, the algorithm reports or an approximate near neighbor (in case it appears before in ). The guarantee (2) is satisfied since the (expected) runtime is bounded by the number of bad solutions in , namely .

How do we obtain an exact NNS algorithm from this? Simply by requiring the algorithm to stop only when it finds a good solution, i.e., an actual near neighbor. Note that we immediately inherit the correctness guarantee (1): we output exactly what we want (with 90% success probability). But guarantee (2) may not hold anymore: while the set contains few “bad solutions” (far points) in expectation, there may be potentially “grey solutions”, which are not acceptable for the exact NNS anymore.

**Discussion. **So now we have an exact algorithm that is at least correct — but can we say more about the runtime? I mean, a linear scan algorithm would also be correct but not much progress.

As a start, we note the (expected) runtime is bounded by the number of bad and grey solutions in , a total of where is the total number of grey solutions in . In the case of the LSH algorithm, we can even say more: not all grey solutions are included with with same probability. Naturally, points at distance just above will perhaps be present in with probability close to 90%, but those at distance nearly should have probability closer to . Hence, the expected size of may be substantially less than .

Have we made progress? For an adversarial dataset, the runtime can indeed degrade to , if most points are grey solutions, specifically points at distance just above (and indeed so look the “hard instances” for NNS). But are the datasets really so adversarial? Perhaps if the dataset is not so adversarial the size of , and hence the runtime, is much smaller.

Indeed, the “real datasets” do not seem to be too adversarial. Here are some actual numbers for the MNIST dataset. It consists of 28×28 pixel images of handwritten images, represented as 784-dimensional Euclidean vectors, which we normalize to have norm one. (The actual LSH algorithm meant here is one for the Euclidean space, based on this paper.) Queries are 10 random points from the dataset itself, for which we would run LSH algorithm parametrized with and threshold (the threshold is chosen so that all points have a few -near neighbors).

I computed several quantities: the number of near neighbors (good solutions), 2-approximate near neighbor (grey solutions), and the expected size of list . The number of near neighbors is between and . The number of grey solutions is between to (i.e., over 70% of the entire dataset are 2-approximate near neighbors!). The expected size of is (the range is ). This is substantially less than the size of the dataset, or even the number of “grey solutions”.

In conclusion, we have obtained an algorithm for the exact NNS from an algorithm for the approximate NNS. The algorithm is always correct. It may have bad runtime in the worst case, but, for reasonable datasets it may likely run considerably faster.

I will warp-up with a couple of questions. 1) Do you know of other algorithms with similar principles, especially algorithms for non-data structure problem (regular approximation algorithms)? For example, I can imagine a gradient-descent-like algorithm that: i) is correct, ii) is designed to achieve some approximation guarantee, and iii) if forced to give an exact solution, is reasonably fast on “good datasets”. 2) Is there a good “criteria for algorithm design” to extract? For example, one route may be defining a parametrization of the dataset as a function of the quality/structure of the grey&good solutions for the instance at hand; and then measuring the runtime of algorithms as a function of this quantity. That said, I do not have answers to these questions 🙂