kernelized Locality-Sensitive Hashing

Locality Sensitive Hashing (LSH) is a form of dimension reduction that finds embedding of high dimensional data into a low dimensional hamming space while providing probabilistic collision guarantees. That is, similar data points will have the same low dimensional mapping with high probability. One immediate application of LSH is large scale nearest neighbour search/classification. A large database of objects (e.g. images) can be partitioned into disjoint buckets so that objects of a single bucket share the same low dimensional representation which is used as a key to that bucket. At query time, the low dimensional representation of the query object determines a single bucket of “the most probably similar objects” which can then be searched in the traditional way.

For each similarity measure, a locality sensitive hashing method has to be designed carefully to ensure practically acceptable probabilistic collision guarantees. It was also noticed that most of the previous work done on LSH assumes that data points come from multidimensional vector space and the underlying embedding is explicitly known. However, that is not always the case. For example the RBF kernel maps the data to an infinite dimensional space which is intractable to explicitly work with. This paper generalizes locality sensitive hashing by proposing a fully kernelized method that provides the desirable collision guarantees.

Preliminaries

Central Limit Theorem

Suppose [math]\displaystyle{ \mathcal{D} }[/math] is a multivariate distribution with mean [math]\displaystyle{ \mu }[/math] and covariance [math]\displaystyle{ \Sigma }[/math]. Let [math]\displaystyle{ x_1, x_2, ..., x_t }[/math] be [math]\displaystyle{ t }[/math] random vectors sampled i.i.d from [math]\displaystyle{ \mathcal{D} }[/math]. The central limit theorem tells us that for sufficiently large [math]\displaystyle{ t }[/math], the random vector

[math]\displaystyle{ z_t = \sqrt{t}(\bar{x}_t - \mu) }[/math]

approximately follows a multivariate Gaussian distribution [math]\displaystyle{ \mathcal{N}(0,\Sigma) }[/math], where [math]\displaystyle{ \bar{x}_t = \frac{1}{t} \sum_i x_i }[/math]

Whitening Transform

If [math]\displaystyle{ x }[/math] is a random vector sampled from some multivariate distribution [math]\displaystyle{ \mathcal{D} }[/math] of a zero mean and covariance [math]\displaystyle{ \Sigma }[/math] then, the random vector [math]\displaystyle{ \Sigma^{-1/2}x }[/math] is of an identity covariance matrix.

[math]\displaystyle{ \Sigma }[/math] is defined as [math]\displaystyle{ \Sigma = E[xx^T] }[/math].

If [math]\displaystyle{ \Sigma }[/math] is positive definite, It will have an eigen decomposition in the form [math]\displaystyle{ \Sigma = V \Lambda V^T }[/math] with all eigenvalues [math]\displaystyle{ \gt 0 }[/math] (note that [math]\displaystyle{ \Sigma }[/math] is always symmetric positive semidefinite). Consequently, [math]\displaystyle{ \Sigma^{-1/2} = V \Lambda ^{-1/2} V^T }[/math]. The covariance of the random vector [math]\displaystyle{ \Sigma^{-1/2}x }[/math] is then,

[math]\displaystyle{ \tilde{\Sigma} = E[V \Lambda ^{-1/2} V^T x x^T V \Lambda ^{-1/2} V^T] = V \Lambda ^{-1/2} V^T E[xx^T] V \Lambda ^{-1/2} V^T = V \Lambda ^{-1/2} V^T \Sigma V \Lambda ^{-1/2} V^T = I }[/math]

Note that the positive definiteness assumption of [math]\displaystyle{ \Sigma }[/math] does not always hold making it impossible to do such a transformation in that case.

References

1. B. Kulis, K. Grauman, "Kernelized Locality-Sensitive Hashing," In IEEE Transactions on Pattern Analysis and Machine Intelligence, June 2012.