Hi Joel, To extend your analysis: - when n_samples*n_indices is large enough, the bottleneck is the use of the index, as you say. - when n_dimensions*n_candidates is large enough, the bottleneck is computation of true distances between DB points and the query.
To serve well both kinds of use cases is perfectly possible, but requires use of the index that is both: A) Fast B) Uses the index optimally to reduce the number of candidates for which we compare distances. Here is a variant of your proposal (better keep track of context) that also requires a little Cython but improves both aspects A and B and reduces code complexity. Observation I: Only a single binary search per index is necessary, the first. After we find the correct location for the query binary code, we can restrict ourselves to the n_candidates (or even fewer) before and after that location. So no further binary searches are necessary at all, and the restriction to a small linear part of the array should be much more cache friendly. This makes full use of our array implementation of orderedcollection, instead of acting as if we were still on a binary tree implementation as in the original LSH-Forest paper. There is a price to pay for this simplification: we are now looking at (computing full distance from query for) 2*n_candidates*n_indices points, which can be expensive (we improved A at a cost to B). But here is where some Cython can be really useful. Observation II: The best information we can extract from the binary representation is not the distances in the tree structure, but hamming distances to the query. So after the restriction of I, compute the *hamming distances* of the 2*n_candidate*n_indices points each from the binary representation of the query (corresponding to the appropriate index). Then compute full metric only for the n_candidates with the lowest hamming distances. This should achieve a pretty good sweet spot of performance, with just a bit of Cython. Daniel On 04/16/2015 12:18 AM, Joel Nothman wrote: > Once we're dealing with large enough index and n_candidates, most time > is spent in searchsorted in the "synchronous ascending phase", while any > overhead around it is marginal. Currently we are searching over the > whole array in each searchsorted, while it could be rewritten to keep > better track of context to cut down the overall array when searching. > While possible, I suspect this will look confusing in Python/Numpy, and > Cython will be a clearer and faster way to present this logic. > > On the other hand, time spent in _compute_distances is substantial, and > yet most of its consumption is /outside/ of pairwise_distances. This > commit > <https://github.com/scikit-learn/scikit-learn/commit/c1f335f70aa0f766a930f8ac54eeaa601245725a> > cuts a basic benchmark from 85 to 70 seconds. Vote here for merge > <https://github.com/scikit-learn/scikit-learn/pull/4603>! > > On 16 April 2015 at 12:32, Maheshakya Wijewardena > <pmaheshak...@gmail.com <mailto:pmaheshak...@gmail.com>> wrote: > > Moreover, this drawback occurs because LSHForest does not vectorize > multiple queries as in 'ball_tree' or any other method. This slows > the exact neighbor distance calculation down significantly after > approximation. This will not be a problem if queries are for > individual points. Unfortunately, former is the more useful usage of > LSHForest. > Are you trying individual queries or multiple queries (for n_samples)? > > On Thu, Apr 16, 2015 at 6:14 AM, Daniel Vainsencher > <daniel.vainsenc...@gmail.com <mailto:daniel.vainsenc...@gmail.com>> > wrote: > > LHSForest is not intended for dimensions at which exact methods > work well, nor for tiny datasets. Try d>500, n_points>100000, I > don't remember the switchover point. > > The documentation should make this clear, but unfortunately I > don't see that it does. > > On Apr 15, 2015 7:08 PM, "Joel Nothman" <joel.noth...@gmail.com > <mailto:joel.noth...@gmail.com>> wrote: > > I agree this is disappointing, and we need to work on making > LSHForest faster. Portions should probably be coded in > Cython, for instance, as the current implementation is a bit > circuitous in order to work in numpy. PRs are welcome. > > LSHForest could use parallelism to be faster, but so can > (and will) the exact neighbors methods. In theory in > LSHForest, each "tree" could be stored on entirely different > machines, providing memory benefits, but scikit-learn can't > really take advantage of this. > > Having said that, I would also try with higher n_features > and n_queries. We have to limit the scale of our examples in > order to limit the overall document compilation time. > > On 16 April 2015 at 01:12, Miroslav Batchkarov > <mbatchka...@gmail.com <mailto:mbatchka...@gmail.com>> wrote: > > Hi everyone, > > was really impressed by the speedups provided by > LSHForest compared to brute-force search. Out of > curiosity, I compared LSRForest to the existing ball > tree implementation. The approximate algorithm is > consistently slower (see below). Is this normal and > should it be mentioned in the documentation? Does > approximate search offer any benefits in terms of memory > usage? > > > I ran the same example > > <http://scikit-learn.org/stable/auto_examples/neighbors/plot_approximate_nearest_neighbors_scalability.html#example-neighbors-plot-approximate-nearest-neighbors-scalability-py> > with > a algorithm=ball_tree. I also had to set > metric=‘euclidean’ (this may affect results). The output is: > > Index size: 1000, exact: 0.000s, LSHF: 0.007s, speedup: > 0.0, accuracy: 1.00 +/-0.00 > Index size: 2511, exact: 0.001s, LSHF: 0.007s, speedup: > 0.1, accuracy: 0.94 +/-0.05 > Index size: 6309, exact: 0.001s, LSHF: 0.008s, speedup: > 0.2, accuracy: 0.92 +/-0.07 > Index size: 15848, exact: 0.002s, LSHF: 0.008s, speedup: > 0.3, accuracy: 0.92 +/-0.07 > Index size: 39810, exact: 0.005s, LSHF: 0.010s, speedup: > 0.5, accuracy: 0.84 +/-0.10 > Index size: 100000, exact: 0.008s, LSHF: 0.016s, > speedup: 0.5, accuracy: 0.80 +/-0.06 > > With n_candidates=100, the output is > > Index size: 1000, exact: 0.000s, LSHF: 0.006s, speedup: > 0.0, accuracy: 1.00 +/-0.00 > Index size: 2511, exact: 0.001s, LSHF: 0.006s, speedup: > 0.1, accuracy: 0.94 +/-0.05 > Index size: 6309, exact: 0.001s, LSHF: 0.005s, speedup: > 0.2, accuracy: 0.92 +/-0.07 > Index size: 15848, exact: 0.002s, LSHF: 0.007s, speedup: > 0.4, accuracy: 0.90 +/-0.11 > Index size: 39810, exact: 0.005s, LSHF: 0.008s, speedup: > 0.7, accuracy: 0.82 +/-0.13 > Index size: 100000, exact: 0.007s, LSHF: 0.013s, > speedup: 0.6, accuracy: 0.78 +/-0.04 > > > > --- > Miroslav Batchkarov > PhD Student, > Text Analysis Group, > Department of Informatics, > University of Sussex > > > > > > ------------------------------------------------------------------------------ > BPM Camp - 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