I'm using vlfeat's kdtree which implements the kd-tree from FLANN, which supposedly handles high dimension data. However, right now I have a kdtree built from a 128x15000 set of data and kd tree queries for anything has slowed down to 8 seconds a query. Is this the limit of kd-trees? FLANN was supposed to be a faster optimized kdtree too...
what other options do I have now?
Try using David M. Mount and Sunil Arya ANN (Approximate Nearest Neighbor Searching)
http://www.cs.umd.edu/~mount/ANN/
Is it really that slow? What parameters/settings do you use?
Besides that I can recommend FLANN.
VLFeat implements both FLANN suggested algorithms (The multiple randomized trees and hierarchical k-mean trees). Maybe for your case the algorithm choice or the parameters set (or both) are incorrect. Try the original FLANN or OpenCV's FLANN implementation (Well, or implement your own based on VLFeat) to get the right algorithm and parameters.
My guess is that you were querying one data point at a time. Maybe you want to send all the queries as a matrix at once, like this function call from the documentation:
[index, distance] = vl_kdtreequery(kdtree, X, Q, 'NumNeighbors', 10, 'MaxComparisons', 15);
Note that it limits the number of MaxComparisons to be 15, which is the key part to achieve fast performance.
Related
I was wondering if there was a direct way of computing the iteration matrix for nth Linear Block Gauss Seidel iteration within OpenMDAO?
thank you
If I understand you correctly, you are referring to the matrix-form of the Gauss Seidel algorithm where you take Ax=b, and break A up into the Diagonal (D), Lower (L) and Upper (U) parts, then use those parts to compute the next iterate.
Specifically you compute [D-L]^-1. This, I believe is what you are referring to as the "iteration matrix" (I am not familiar with this terminology, but based on the algorithm I'm comfortable making an educated guess).
This formulation of the algorithm is useful to think about and a simple way to implement it, but OpenMDAO takes a different approach. The LBGS algorithm implemented in OpenMDAO is set up to work in a matrix-free manner. That means it only interacts with the linear operator methods solve_linear and apply_linear and never explicitly assembles the A matrix at all. Hence there isn't an opportunity to split A up into D, L, U.
Depending on the way you constructed the model, the A matrix you would need might or might not be there at all because OpenMDAO is capable of working in a completely matrix free context. However, if all of your components use the compute_partials or linearize methods to provide partial derivatives then the data you would need for the A matrix does exist in memory.
You'll have to dig for it a bit, and ironically the best place to see how to do that is in the direct solver which does actually require the matrix be formed to compute a factorization.
Also, in that code you'll see a function can iteratively call the linear operator to construct a dense matrix even if the underlying components don't provide their partials directly. Please note that this approach for assembling the matrix is extremely slow and is not recommended for normal operations.
I'm trying to come up with a good design for a nearest neighbor search application. This would be somewhat similar to this question:
Saving and incrementally updating nearest-neighbor model in R
In my case this would be in Python but the main point being the part that when new data comes, the model / index must be updated. I'm currently playing around with scikit-learn neighbors module but I'm not convinced it's a good fit.
The goal of the application:
User comes in with a query and then the n (probably will be fixed to 5) nearest neighbors in the existing data set will be shown. For this step such a search structure from sklearn would help but that would have to be regenerated when adding new records.Also this is a first ste that happens 1 per query and hence could be somewhat "slow" as in 2-3 seconds compared to "instantly".
Then the user can click on one of the records and see that records nearest neighbors and so forth. This means we are now within the exiting dataset and the NNs could be precomputed and stored in redis (for now 200k records but can be expanded to 10th or 100th of millions). This should be very fast to browse around.
But here I would face the same problem of how to update the precomputed data without having to do a full recomputation of the distance matrix especially since there will be very few new records (like 100 per week).
Does such a tool, method or algorithm exist for updatable NN searching?
EDIT April, 3rd:
As is indicated in many places KDTree or BallTree isn't really suited for high-dimensional data. I've realized that for a Proof-of-concept with a small data set of 200k records and 512 dimensions, brute force isn't much slower at all, roughly 550ms vs 750ms.
However for large data set in millions+, the question remains unsolved. I've looked at datasketch LSH Forest but it seems in my case this simply is not accurate enough or I'm using it wrong. Will ask a separate question regarding this.
You should look into FAISS and its IVFPQ method
What you can do there is create multiple indexes for every update and merge them with the old one
You could try out Milvus that supports adding and near real-time search of vectors.
Here are the benchmarks of Milvus.
nmslib supports adding new vectors. It's used by OpenSearch as part their Similarity Search Engine, and it's very fast.
One caveat:
While the HNSW algorithm allows incremental addition of points, it forbids deletion and modification of indexed points.
You can also look into solutions like Milvus or Vearch.
i want to quantile-discretize RDD[Float] to 10 pieces without Spark.ML, so i need to calculate 10th-Percentile, 20th-Percentile...80th-Percentile,90th-Percentile
data-set is very big, can't collect to local!
have any efficient algorithm to solve this problem?
There is already provided this capability is your are using Spark version > 2.0. You have to convert your RDD[Float] to a dataframe. Use approxQuantile(String col, double[] probabilities, double relativeError) from DataFrameStatFunctions.
From the documentation is says:
This method implements a variation of the Greenwald-Khanna algorithm
(with some speed optimizations). The algorithm was first present in
Space-efficient Online Computation of Quantile Summaries by Greenwald
and Khanna
I hava 2000 points with 5000 dimensions , and I want to get the nearest neighbour.
Now I have some problems , could anybody give a answer.
People say , it works good with high dimensions. What's the time complexity ?
#param max_nn_chks search is cut off after examining this many tree entries
After I read the algorithm, I wonder if I would get the wrong answer when I set the max_nn_chks too low. If yes, then just tell me how to set this parameter, else give a reason, thanks.
Is the kdtree the best Data Structures for my data to get nearest neighbour?
The time complexity is basically the same as in restricted KD-Tree search plus some little time to maintain the priority queue. The restricted KD-Tree search algorithm needs to traverse the tree in its full depth (log2 of the point count) times the limit (maximum number of leaf nodes/points allowed to be visited).
Yes, you will get a wrong answer if the limit is too low. You can only measure fraction of true NN found versus number of leaf nodes searched. From this, you can determine your optimal value.
Usually a randomized kd-tree forest and hierarchical k-means tree perform best. FLANN provides a method to determine which algorithm to use (k-means vs randomized kd-tree forest) and sets the optimal parameters for you.
The structure of data also has a big impact. If you know there are clusters of points being close together, for example, you can group them in a single node of a tree (represent them by their centroid, for example) and speed up the search.
Another techniques such as visual words, PCA or random projections can be employed on the data. It's a quite active field of research.
I have n points in R^3 that I want to cover with k ellipsoids or cylinders (I don't really care; whichever is easier). I want to approximately minimize the union of the volumes. Let's say n is tens of thousands and k is a handful. Development time (i.e. simplicity) is more important than runtime.
Obviously I can run k-means and use perfect balls for my ellipsoids. Or I can run k-means, then use minimum enclosing ellipsoids per cluster rather than covering with balls, though in the worst case that's no better. I've seen talk of handling anisotropy with k-means but the links I saw seemed to think I had a tensor in hand; I don't, I just know the data will be a union of ellipsoids. Any suggestions?
[Edit: There's a couple votes for fitting a mixture of multivariate Gaussians, which seems like a viable thing to try. Firing up an EM code to do that won't minimize the volume of the union, but of course k-means doesn't minimize volume either.]
So you likely know k-means is NP-hard, and this problem is even more general (harder). Because you want to do ellipsoids it might make a lot of sense to fit a mixture of k multivariate gaussian distributions. You would probably want to try and find a maximum likelihood solution, which is a non-convex optimization, but at least it's easy to formulate and there is likely code available.
Other than that you're likely to have to write your own heuristic search algorithm from scratch, this is just a huge undertaking.
I did something similar with multi-variate gaussians using this method. The authors use kurtosis as the split measure, and I found it to be a satisfactory method for my application, clustering points obtained from a laser range finder (i.e. computer vision).
If the ellipsoids can overlap a lot,
then methods like k-means that try to assign points to single clusters
won't work very well.
Part of each ellipsoid has to fit the surface of your object,
but the rest may be inside it, don't-cares.
That is, covering algorithms
seem to me quite different from clustering / splitting algorithms;
unions are not splits.
Gaussian mixtures with lots of overlaps ?
No idea, but see the picture and code on Numerical Recipes p. 845.
Coverings are hard even in 2d, see
find-near-minimal-covering-set-of-discs-on-a-2-d-plane.