KD-Trees and missing values (vector comparison) - database

I have a system that stores vectors and allows a user to find the n most similar vectors to the user's query vector. That is, a user submits a vector (I call it a query vector) and my system spits out "here are the n most similar vectors." I generate the similar vectors using a KD-Tree and everything works well, but I want to do more. I want to present a list of the n most similar vectors even if the user doesn't submit a complete vector (a vector with missing values). That is, if a user submits a vector with three dimensions, I still want to find the n nearest vectors (stored vectors are of 11 dimensions) I have stored.
I have a couple of obvious solutions, but I'm not sure either one seem very good:
Create multiple KD-Trees each built using the most popular subset of dimensions a user will search for. That is, if a user submits a query vector of thee dimensions, x, y, z, I match that query to my already built KD-Tree which only contains vectors of three dimensions, x, y, z.
Ignore KD-Trees when a user submits a query vector with missing values and compare the query vector to the vectors (stored in a table in a DB) one by one using something like a dot product.
This has to be a common problem, any suggestions? Thanks for the help.

Your first solution might be fastest for queries (since the tree-building doesn't consider splits in directions that you don't care about), but it would definitely use a lot of memory. And if you have to rebuild the trees repeatedly, it could get slow.
The second option looks very slow unless you only have a few points. And if that's the case, you probably didn't need a kd-tree in the first place :)
I think the best solution involves getting your hands dirty in the code that you're working with. Presumably the nearest-neighbor search computes the distance between the point in the tree leaf and the query vector; you should be able to modify this to handle the case where the point and the query vector are different sizes. E.g. if the points in the tree are given in 3D, but your query vector is only length 2, then the "distance" between the point (p0, p1, p2) and the query vector (x0, x1) would be
sqrt( (p0-x0)^2 + (p1-x1)^2 )
I didn't dig into the java code that you linked to, but I can try to find exactly where the change would need to go if you need help.
-Chris
PS - you might not need the sqrt in the equation above, since distance squared is usually equivalent.
EDIT
Sorry, didn't realize it would be so obvious in the source code. You should use this version of the neighbor function:
nearest(double [] key, int n, Checker<T> checker)
And implement your own Checker class; see their EuclideanDistance.java to see the Euclidean version. You may also need to comment out any KeySizeException that the query code throws, since you know that you can handle differently sized keys.

Your second option looks like a reasonable solution for what you want.
You could also populate the missing dimensions with the most important( or average or whatever you think it should be) values if there are any.

You could try using the existing KD tree -- by taking both branches when the split is for a dimension that is not supplied by the source vector. This should take less time than doing a brute force search, and might be less trouble than trying to maintain a bunch of specialized trees for dimension subsets.
You would need to adapt your N-closest algorithm (without more info I can't advise you on that...), and for distance you would use the sum of the squares of only those elements supplied by the source vector.

Here's what I ended up doing: When a user didn't specify a value (when their query vector lacked a dimension), I I simply adjusted my matching range (in the API) to something huge so that I match any value.

Related

Should I use Halfcomplex2Real or Complex2Complex

Good morning, I'm trying to perform a 2D FFT as 2 1-Dimensional FFT.
The problem setup is the following:
There's a matrix of complex numbers generated by an inverse FFT on an array of real numbers, lets call it arr[-nx..+nx][-nz..+nz].
Now, since the original array was made up of real numbers, I exploit the symmetry and reduce my array to be arr[0..nx][-nz..+nz].
My problem starts here, with arr[0..nx][-nz..nz] provided.
Now I should come back in the domain of real numbers.
The question is what kind of transformation I should use in the 2 directions?
In x I use the fftw_plan_r2r_1d( .., .., .., FFTW_HC2R, ..), called Half complex to Real transformation because in that direction I've exploited the symmetry, and that's ok I think.
But in z direction I can't figure out if I should use the same transformation or, the Complex to complex (C2C) transformation?
What is the correct once and why?
In case of needing here, at page 11, the HC2R transformation is briefly described
Thank you
"To easily retrieve a result comparable to that of fftw_plan_dft_r2c_2d(), you can chain a call to fftw_plan_dft_r2c_1d() and a call to the complex-to-complex dft fftw_plan_many_dft(). The arguments howmany and istride can easily be tuned to match the pattern of the output of fftw_plan_dft_r2c_1d(). Contrary to fftw_plan_dft_r2c_1d(), the r2r_1d(...FFTW_HR2C...) separates the real and complex component of each frequency. A second FFTW_HR2C can be applied and would be comparable to fftw_plan_dft_r2c_2d() but not exactly similar.
As quoted on the page 11 of the documentation that you judiciously linked,
'Half of these column transforms, however, are of imaginary parts, and should therefore be multiplied by I and combined with the r2hc transforms of the real columns to produce the 2d DFT amplitudes; ... Thus, ... we recommend using the ordinary r2c/c2r interface.'
Since you have an array of complex numbers, you can either use c2r transforms or unfold real/imaginary parts and try to use HC2R transforms. The former option seems the most practical.Which one might solve your issue?"
-#Francis

Need algorithm for fast storage and retrieval (search) of sets and subsets

I need a way of storing sets of arbitrary size for fast query later on.
I'll be needing to query the resulting data structure for subsets or sets that are already stored.
===
Later edit: To clarify, an accepted answer to this question would be a link to a study that proposes a solution to this problem. I'm not expecting for people to develop the algorithm themselves.
I've been looking over the tuple clustering algorithm found here, but it's not exactly what I want since from what I understand it 'clusters' the tuples into more simple, discrete/aproximate forms and loses the original tuples.
Now, an even simpler example:
[alpha, beta, gamma, delta] [alpha, epsilon, delta] [gamma, niu, omega] [omega, beta]
Query:
[alpha, delta]
Result:
[alpha, beta, gama, delta] [alpha, epsilon, delta]
So the set elements are just that, unique, unrelated elements. Forget about types and values. The elements can be tested among them for equality and that's it. I'm looking for an established algorithm (which probably has a name and a scientific paper on it) more than just creating one now, on the spot.
==
Original examples:
For example, say the database contains these sets
[A1, B1, C1, D1], [A2, B2, C1], [A3, D3], [A1, D3, C1]
If I use [A1, C1] as a query, these two sets should be returned as a result:
[A1, B1, C1, D1], [A1, D3, C1]
Example 2:
Database:
[Gasoline amount: 5L, Distance to Berlin: 240km, car paint: red]
[Distance to Berlin: 240km, car paint: blue, number of car seats: 2]
[number of car seats: 2, Gasoline amount: 2L]
Query:
[Distance to berlin: 240km]
Result
[Gasoline amount: 5L, Distance to Berlin: 240km, car paint: red]
[Distance to Berlin: 240km, car paint: blue, number of car seats: 2]
There can be an unlimited number of 'fields' such as Gasoline amount. A solution would probably involve the database grouping and linking sets having common states (such as Gasoline amount: 240) in such a way that the query is as efficient as possible.
What algorithms are there for such needs?
I am hoping there is already an established solution to this problem instead of just trying to find my own on the spot, which might not be as efficient as one tested and improved upon by other people over time.
Clarifications:
If it helps answer the question, I'm intending on using them for storing states:
Simple example:
[Has milk, Doesn't have eggs, Has Sugar]
I'm thinking such a requirement might require graphs or multidimensional arrays, but I'm not sure
Conclusion
I've implemented the two algorithms proposed in the answers, that is Set-Trie and Inverted Index and did some rudimentary profiling on them. Illustrated below is the duration of a query for a given set for each algorithm. Both algorithms worked on the same randomly generated data set consisting of sets of integers. The algorithms seem equivalent (or almost) performance wise:
I'm confident that I can now contribute to the solution. One possible quite efficient way is a:
Trie invented by Frankling Mark Liang
Such a special tree is used for example in spell checking or autocompletion and that actually comes close to your desired behavior, especially allowing to search for subsets quite conveniently.
The difference in your case is that you're not interested in the order of your attributes/features. For your case a Set-Trie was invented by Iztok Savnik.
What is a Set-Tree? A tree where each node except the root contains a single attribute value (number) and a marker (bool) if at this node there is a data entry. Each subtree contains only attributes whose values are larger than the attribute value of the parent node. The root of the Set-Tree is empty. The search key is the path from the root to a certain node of the tree. The search result is the set of paths from the root to all nodes containing a marker that you reach when you go down the tree and up the search key simultaneously (see below).
But first a drawing by me:
The attributes are {1,2,3,4,5} which can be anything really but we just enumerate them and therefore naturally obtain an order. The data is {{1,2,4}, {1,3}, {1,4}, {2,3,5}, {2,4}} which in the picture is the set of paths from the root to any circle. The circles are the markers for the data in the picture.
Please note that the right subtree from root does not contain attribute 1 at all. That's the clue.
Searching including subsets Say you want to search for attributes 4 and 1. First you order them, the search key is {1,4}. Now startin from root you go simultaneously up the search key and down the tree. This means you take the first attribute in the key (1) and go through all child nodes whose attribute is smaller or equal to 1. There is only one, namely 1. Inside you take the next attribute in the key (4) and visit all child nodes whose attribute value is smaller than 4, that are all. You continue until there is nothing left to do and collect all circles (data entries) that have the attribute value exactly 4 (or the last attribute in the key). These are {1,2,4} and {1,4} but not {1,3} (no 4) or {2,4} (no 1).
Insertion Is very easy. Go down the tree and store a data entry at the appropriate position. For example data entry {2.5} would be stored as child of {2}.
Add attributes dynamically Is naturally ready, you could immediately insert {1,4,6}. It would come below {1,4} of course.
I hope you understand what I want to say about Set-Tries. In the paper by Iztok Savnik it's explained in much more detail. They probably are very efficient.
I don't know if you still want to store the data in a database. I think this would complicate things further and I don't know what is the best to do then.
How about having an inverse index built of hashes?
Suppose you have your values int A, char B, bool C of different types. With std::hash (or any other hash function) you can create numeric hash values size_t Ah, Bh, Ch.
Then you define a map that maps an index to a vector of pointers to the tuples
std::map<size_t,std::vector<TupleStruct*> > mymap;
or, if you can use global indices, just
std::map<size_t,std::vector<size_t> > mymap;
For retrieval by queries X and Y, you need to
get hash value of the queries Xh and Yh
get the corresponding "sets" out of mymap
intersect the sets mymap[Xh] and mymap[Yh]
If I understand your needs correctly, you need a multi-state storing data structure, with retrievals on combinations of these states.
If the states are binary (as in your examples: Has milk/doesn't have milk, has sugar/doesn't have sugar) or could be converted to binary(by possibly adding more states) then you have a lightning speed algorithm for your purpose: Bitmap Indices
Bitmap indices can do such comparisons in memory and there literally is nothing in comparison on speed with these (ANDing bits is what computers can really do the fastest).
http://en.wikipedia.org/wiki/Bitmap_index
Here's the link to the original work on this simple but amazing data structure: http://www.sciencedirect.com/science/article/pii/0306457385901086
Almost all SQL databases supoort Bitmap Indexing and there are several possible optimizations for it as well(by compression etc.):
MS SQL: http://technet.microsoft.com/en-us/library/bb522541(v=sql.105).aspx
Oracle: http://www.orafaq.com/wiki/Bitmap_index
Edit:
Apparently the original research work on bitmap indices is no longer available for free public access.
Links to recent literature on this subject:
Bitmap Index Design Choices and Their Performance
Implications
Bitmap Index Design and Evaluation
Compressing Bitmap Indexes for Faster Search Operations
This problem is known in the literature as subset query. It is equivalent to the "partial match" problem (e.g.: find all words in a dictionary matching A??PL? where ? is a "don't care" character).
One of the earliest results in this area is from this paper by Ron Rivest from 19761. This2 is a more recent paper from 2002. Hopefully, this will be enough of a starting point to do a more in-depth literature search.
Rivest, Ronald L. "Partial-match retrieval algorithms." SIAM Journal on Computing 5.1 (1976): 19-50.
Charikar, Moses, Piotr Indyk, and Rina Panigrahy. "New algorithms for subset query, partial match, orthogonal range searching, and related problems." Automata, Languages and Programming. Springer Berlin Heidelberg, 2002. 451-462.
This seems like a custom made problem for a graph database. You make a node for each set or subset, and a node for each element of a set, and then you link the nodes with a relationship Contains. E.g.:
Now you put all the elements A,B,C,D,E in an index/hash table, so you can find a node in constant time in the graph. Typical performance for a query [A,B,C] will be the order of the smallest node, multiplied by the size of a typical set. E.g. to find {A,B,C] I find the order of A is one, so I look at all the sets A is in, S1, and then I check that it has all of BC, since the order of S1 is 4, I have to do a total of 4 comparisons.
A prebuilt graph database like Neo4j comes with a query language, and will give good performance. I would imagine, provided that the typical orders of your database is not large, that its performance is far superior to the algorithms based on set representations.
Hashing is usually an efficient technique for storage and retrieval of multidimensional data. Problem is here that the number of attributes is variable and potentially very large, right? I googled it a bit and found Feature Hashing on Wikipedia. The idea is basically the following:
Construct a hash of fixed length from each data entry (aka feature vector)
The length of the hash must be much smaller than the number of available features. The length is important for the performance.
On the wikipedia page there is an implementation in pseudocode (create hash for each feature contained in entry, then increase feature-vector-hash at this index position (modulo length) by one) and links to other implementations.
Also here on SO is a question about feature hashing and amongst others a reference to a scientific paper about Feature Hashing for Large Scale Multitask Learning.
I cannot give a complete solution but you didn't want one. I'm quite convinced this is a good approach. You'll have to play around with the length of the hash as well as with different hashing functions (bloom filter being another keyword) to optimize the speed for your special case. Also there might still be even more efficient approaches if for example retrieval speed is more important than storage (balanced trees maybe?).

Efficient comparison of 1 million vectors containing (float, integer) tuples

I am working in a chemistry/biology project. We are building a web-application for fast matching of the user's experimental data with predicted data in a reference database. The reference database will contain up to a million entries. The data for one entry is a list (vector) of tuples containing a float value between 0.0 and 20.0 and an integer value between 1 and 18. For instance (7.2394 , 2) , (7.4011, 1) , (9.9367, 3) , ... etc.
The user will enter a similar list of tuples and the web-app must then return the - let's say - top 50 best matching database entries.
One thing is crucial: the search algorithm must allow for discrepancies between the query data and the reference data because both can contain small errors in the float values (NOT in the integer values). (The query data can contain errors because it is derived from a real-life experiment and the reference data because it is the result of a prediction.)
Edit - Moved text to answer -
How can we get an efficient ranking of 1 query on 1 million records?
You should add a physicist to the project :-) This is a very common problem to compare functions e.g. look here:
http://en.wikipedia.org/wiki/Autocorrelation
http://en.wikipedia.org/wiki/Correlation_function
In the first link you can read: "The SEQUEST algorithm for analyzing mass spectra makes use of autocorrelation in conjunction with cross-correlation to score the similarity of an observed spectrum to an idealized spectrum representing a peptide."
An efficient linear scan of 1 million records of that type should take a fraction of a second on a modern machine; a compiled loop should be able to do it at about memory bandwidth, which would transfer that in a two or three milliseconds.
But, if you really need to optimise this, you could construct a hash table of the integer values, which would divide the job by the number of integer bins. And, if the data is stored sorted by the floats, that improves the locality of matching by those; you know you can stop once you're out of tolerance. Storing the offsets of each of a number of bins would give you a position to start.
I guess I don't see the need for a fancy algorithm yet... describe the problem a bit more, perhaps (you can assume a fairly high level of chemistry and physics knowledge if you like; I'm a physicist by training)?
Ok, given the extra info, I still see no need for anything better than a direct linear search, if there's only 1 million reference vectors and the algorithm is that simple. I just tried it, and even a pure Python implementation of linear scan took only around three seconds. It took several times longer to make up some random data to test with. This does somewhat depend on the rather lunatic level of optimisation in Python's sorting library, but that's the advantage of high level languages.
from cmath import *
import random
r = [(random.uniform(0,20), random.randint(1,18)) for i in range(1000000)]
# this is a decorate-sort-undecorate pattern
# look for matches to (7,9)
# obviously, you can use whatever distance expression you want
zz=[(abs((7-x)+(9-y)),x,y) for x,y in r]
zz.sort()
# return the 50 best matches
[(x,y) for a,x,y in zz[:50]]
Can't you sort the tuples and perform binary search on the sorted array ?
I assume your database is done once for all, and the positions of the entries is not important. You can sort this array so that the tuples are in a given order. When a tuple is entered by the user, you just look in the middle of the sorted array. If the query value is larger of the center value, you repeat the work on the upper half, otherwise on the lower one.
Worst case is log(n)
If you can "map" your reference data to x-y coordinates on a plane there is a nifty technique which allows you to select all points under a given distance/tolerance (using Hilbert curves).
Here is a detailed example.
One approach we are trying ourselves which allows for the discrepancies between query and reference is by binning the float values. We are testing and want to offer the user the choice of different bin sizes. Bin sizes will be 0.1 , 0.2 , 0.3 or 0.4. So binning leaves us with between 50 and 200 bins, each with a corresponding integer value between 0 and 18, where 0 means there was no value within that bin. The reference data can be pre-binned and stored in the database. We can then take the binned query data and compare it with the reference data. One approach could be for all bins, subtract the query integer value from the reference integer value. By summing up all differences we get the similarity score, with the the most similar reference entries resulting in the lowest scores.
Another (simpler) search option we want to offer is where the user only enters the float values. The integer values in both query as reference list can then be set to 1. We then use Hamming distance to compute the difference between the query and the reference binned values. I have previously asked about an efficient algorithm for that search.
This binning is only one way of achieving our goal. I am open to other suggestions. Perhaps we can use Principal Component Analysis (PCA), as described here

Efficient algorithm for searching 3D coordinate in an array

I have a large array (>10^5 entries) of 3D coordinates r=(x, y, z), where x, y and z are floats. Which is the most efficient way to search a given coordinate r' in the array and give the array index. Note that the r' may not given with the same accuracy as r; say, if the array has stored coordinate (1.5, 0.5, 0.0) and r' is given as (1.49999, 0.49999, 0.0), the algorithm should rightly pick the coordinate. I am developing the code in C.
How can one use O(1) search capability of hash table for this purpose? Converting the coordinate into string is out of question due to accuracy related issue. Is there any particular data structure that would help in O(1) algorithm?
Thanks
OnRoadCoder
check R-trees, already implemented on some RDBMS, like SQLite, and (i think) Postgres
In order to have "fuzzy" searching as you're describing (so you can support slight inaccuracies), you will have to sacrifice on O(1) algorithms.
That being said, there are some very good algorithms for this. Space partitioning (such as using an Octree or KD-Tree) is a common, popular option.
If the range of values is limited, pick the precision you want. Now, the key (1,2,3) will point to a linked list (or a fancier data structure) of all points that are within Manhattan Distance of 3 * d (d = 0.5? - depends on details) from (1,2,3). You know your application best, so you can do a better job of choosing d. Optimization approach would depend on how the data is distributed.
EDIT:
The weakness here is - if you have many points concentrated within a single cube, then there is little that can be done using a hash table about guaranteeing O(1) ... more like O(n) :)
Some sort of tree-based data structure can guaranteed O(log n).
What you are asking sounds like Nearest Neighbour Search. One approach might be to code a kd-tree (or any space partition based technique) and use that to find the nearest point to your query. But you can also go with a hash based approach, which basically does what Ipthnc's answer describes, but tries to avoid bad performance for degenerate cases.

Similarity between line strings

I have a number of tracks recorded by a GPS, which more formally can be described as a number of line strings.
Now, some of the recorded tracks might be recordings of the same route, but because of inaccurasies in the GPS system, the fact that the recordings were made on separate occasions and that they might have been recorded travelling at different speeds, they won't match up perfectly, but still look close enough when viewed on a map by a human to determine that it's actually the same route that has been recorded.
I want to find an algorithm that calculates the similarity between two line strings. I have come up with some home grown methods to do this, but would like to know if this is a problem that's already has good algorithms to solve it.
How would you calculate the similarity, given that similar means represents the same path on a map?
Edit: For those unsure of what I'm talking about, please look at this link for a definition of what a line string is: http://msdn.microsoft.com/en-us/library/bb895372.aspx - I'm not asking about character strings.
Compute the Fréchet distance on each pair of tracks. The distance can be used to gauge the similarity of your tracks.
Math alert: Fréchet was a pioneer in the field of metric space which is relevant to your problem.
I would add a buffer around the first line based on the estimated probable error, and then determine if the second line fits entirely within the buffer.
To determine "same route," create the minimal set of normalized path vectors, calculate the total power differences and compare the total to a quality measure.
Normalize the GPS waypoints on total path length,
walk the vectors of the paths together, creating a new set of path vectors for each path based upon the shortest vector at each waypoint,
calculate the total power differences between endpoints of each vector in the normalized paths weighting for vector length, and
compare against a quality measure.
Tune the power of the differences (start with, say, squared differences) and the quality measure (say as a percent of the total power differences) visually. This algorithm produces a continuous quality measure of the path match as well as a binary result (Are the paths the same?)
Paul Tomblin said: I would add a buffer
around the first line based on the
estimated probable error, and then
determine if the second line fits
entirely within the buffer.
You could modify the algorithm as the normalized vector endpoints are compared. You could determine if any endpoint difference was above a certain size (implementing Paul's buffer idea) or perhaps, if the endpoints were outside the "buffer," use that fact to ignore that endpoint difference, allowing a comparison ignoring side trips.
You could walk along each point (Pa) of LineString A and measure the distance from Pa to the nearest line-segment of LineString B, averaging each of these distances.
This is not a quick or perfect method, but should be able to give use a useful number and is pretty quick to implement.
Do the line strings start and finish at similar points, or are they of very different extents?
If you consider a single line string to be a sequence of [x,y] points (or [x,y,z] points), then you could compute the similarity between each pair of line strings using the Needleman-Wunsch algorithm. As described in the referenced Wikipedia article, the Needleman-Wunsch algorithm requires a "similarity matrix" which defines the distance between a pair of points. However, it would be easy to use a function instead of a matrix. In your case you could simply use the 2D Euclidean distance function (or a 3D Euclidean function if your points have elevation) to provide the distance between each pair of points.
I actually side with the person (Aaron F) who said that you might be interested in the Levenshtein distance problem (and cited this). His answer seems to me to be the best so far.
More specifically, Levenshtein distance (also called edit distance), does not measure strictly the character-by-character distance, but also allows you to perform insertions and deletions. The best algorithm for this distance measure can be computed in quadratic time (pretty slow if your strings are long), but the computational biologists have pretty good heuristics for this, that might be of interest to you on their own. Check out BLAST and FASTA.
In your problem, it seems that you are dealing with differences between strings of numbers, and you care about the numbers. If you give more information, I might be able to direct you to the right variant of BLAST/FASTA/etc for your purposes. In any case, you might consider adapting BLAST and FASTA for your needs. They're quite simple.
1: http://en.wikipedia.org/wiki/Levenshtein_distance, http://www.nist.gov/dads/HTML/Levenshtein.html

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