Monday 23 July 2018

Multi-Resolution Hashing for Fast Pairwise Summations. (arXiv:1807.07635v1 [cs.DS])

A basic computational primitive in the analysis of massive datasets is summing simple functions over a large number of objects. Modern applications pose an additional challenge in that such functions often depend on a parameter vector $y$ (query) that is unknown a priori. Given a set of points $X\subset \mathbb{R}^{d}$ and a pairwise function $w:\mathbb{R}^{d}\times \mathbb{R}^{d}\to [0,1]$, we study the problem of designing a data-structure that enables sublinear-time approximation of the summation $Z_{w}(y)=\frac{1}{|X|}\sum_{x\in X}w(x,y)$ for any query $y\in \mathbb{R}^{d}$. By combining ideas from Harmonic Analysis (partitions of unity and approximation theory) with Hashing-Based-Estimators~[Charikar, Siminelakis FOCS'17], we provide a general framework for designing such data-structures through hashing.

A key design principle is a collection of $T\geq 1$ hashing schemes with collision probabilities $p_{1},\ldots, p_{T}$ such that $\sup_{t\in [T]}\{p_{t}(x,y)\} = \Theta(\sqrt{w(x,y)})$. This leads to a data-structure that approximates $Z_{w}(y)$ using a sub-linear number of samples from each hash family. Using this new framework along with \emph{Distance Sensitive Hashing} [Aumuller, Christiani, Pagh, Silvestri PODS'18], we show that such a collection can be constructed and evaluated efficiently for any \emph{log-convex} function $w(x,y)=e^{\phi(\langle x,y\rangle)}$ of the inner product on the unit sphere $x,y\in \mathcal{S}^{d-1}$.

Our method leads to data-structures with sub-linear query time that significantly improve upon random sampling and can be used for Kernel Density or Partition Function Estimation. We provide extensions of our result from the sphere to $\mathbb{R}^{d}$, and from scalar functions to vector functions.



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