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Hashing with Graphs
Anchor Graph Hashing
                2011 6   24       10
                                                 2
                              (                      )
                       http://blog.beam2d.net @beam2d
‣

‣



‣
Hashing with Graphs.
Liu, W., Wang, J., Kumar, S. and Chang, S.-F. ICML ’11, 2011.

                                                                2
‣
‣




‣
‣

    3
‣
‣




‣
‣

    4
Near Neighbor Search

xi ∈ R (i ∈ {1, …, n}) :
      d


D: R × R → R :
     d    d




                      x ∈ Rd
     x1, …, xn         x




                                    5
k-




     6
‣       : x

    -   O(dn)
    -   O(dn) (   )

‣
    -
    -


                      7
hashing

‣          d
         x∈R                     y
    -y   r                   (       2   )
    -
‣
    (                    ”       ”       )

‣
    -
               (             )

                                             8
(   ,2   )




             9
‣
    -
‣
    -




        10
‣
    -
            (
        )
    -

‣


                11
(AGH   )
‣



‣
‣

‣


           12
‣
‣




‣
‣

    13
xi ∈ R (i ∈ {1, …, n}) :
         d


D: R × R → R :
     d    d


h: Rd × Rd → R :
                                               
                                    1 2
                    h(x, x ) = exp − D (x, x  ) .
                          
                                    t
                                                  (t  0 :   )
A = (h(xi, xj)) ij ∈ R          n×n
                                      :
Yi ∈ {1, -1} : xi
            r


Y∈R   n×r
             : Yi
                T
                            i
yk : Y          k      (k                 )
                                                             14
3                         Y
‣
‣
‣
                 n
                 
               1             2
        min        Yi − Yj  Aij
         Y     2
                 i,j=1
                             n×r             
        s.t.   Y ∈ {1, −1}         , 1 Y = 0, Y Y = nIr×r .

                                      (1 :          1          )
                    Y
                                                              15
r=1            NP-hard

xi (i ∈ {1, …, n})                 Aij
                      G
‣r = 1



            Yi = -1


                          Yi = 1

                                         16
Y

                Y
                 n
                 
               1             2
        min        Yi − Yj  Aij
         Y     2
                i,j=1
                                     
        s.t.   Y∈R   n×r
                           , 1 Y = 0, Y Y = nIr×r .


    Y                   1, -1

                                                      17
G       A              D = diag(A1)
             L=D-A         G



  n
                    n
                                  n
                                   
1             2             2         
    Yi − Yj  Aij =   Yi  Dii −   Yi Yj Aij
2
 i,j=1               i=1           i,j=1
                                   
                  = tr(Y DY) − tr(Y AY)
                           
                  = tr(Y LY).
                                                 18
L


                 Y
                 
        min tr(Y LY)
         Y
        s.t. Y ∈ Rn×r , 1 Y = 0, Y  Y = nIr×r .


‣                    Y     k    yk      L
             0                                 k
    -    0                     1
‣
                                                    19
L

‣                n   n×n       L
        O(n )3

    -
    -        L


                           A
         L




                                   20
‣
‣




‣
‣

    21
‣
‣ m (≪ n)        u1, …, um ∈ R  d




                                    :




‣
‣            s                              (
    s = 2)                 (2           )       22
Truncated similarity

‣                                                               :
                                               n×m
                                        Z∈R
                            h(xi ,uj )
                        
                                  h(xi ,uj  ) ,   ∀j ∈ i
            Zij =        j  ∈i

                     0,                            otherwise.
        (       i   xi            s ( ≪ m)                      )


‣Z          i           xi
    s                               0
                                                                23
Anchor Graph

Λ = diag(1 Z) ∈ R
          T       m×m
                          :Z



                        ^ = ZΛ−1 Z .
                        A                        ≤m

      G                        A        ^
                                        A
              G

‣    2                  Zij
                    ^
                    A                   G(   )
                                                  24
‣                               G

‣
                          L
‣A
 ^          (       )                   L
                                 ^     ^       ^
                        L = diag(A1) − A = I − A
                ^
                A
    -           L       ^
                        A                          (1
        )
                                                        25
‣ M = Λ Z ZΛ ∈ R
        -1/2 T    -1/2    m×m


‣A^ = ZΛ-1/2Λ-1/2ZT
‣ ZΛ = UΣ V :
    -1/2     1/2 T


    (    U∈R     n×m
                         Σ∈Rm×m
                                  V∈R    m×m
                                            )
‣
           ^ = UΣ1/2 V  VΣ1/2 U = UΣU ,
           A
          M = VΣ1/2 U UΣ1/2 V  = VΣV  .


‣                          U = ZΛ -1/2
                                     VΣ  -1/2

‣U           r               Y                  26
‣Σ                             1, σ1, …, σr, …
  σ1, …, σr            V         v1, …, vr ∈ R m

‣ Σr = diag(σ1, …, σr) Vr = [v1, …, vr]
‣           W
                  √ −1/2       −1/2
             W = nΛ        Vr Σr     ∈R m×r


‣                   Y


                        Y = ZW.
                                                   27
‣
‣




‣
‣

    28
Out-of-sample

‣

    -
‣           x

    -
‣

    -
                29
‣                 x∈R     n


               [δ1 (x)h(x, u1 ), . . . , δm (x)h(x, um )]
        z(x) =          m                                 .
                           j=1 δj (x)h(x, uj )

          δj(x)      x               s
 j            1                  j       0
‣A
 ^
                  ^              −1  
                  A(x, x ) = z (x)Λ z(x ).

    -                    (Λ                      )
                                                               30
‣
‣ A
  ^   n→∞                          K

‣              p(x)              p(x)
                            G
                     
              Gf =       K(·, x)f(x)dp(x).

‣         ^
          A                                  G

‣     G
                                                 31
Nyström method


‣                                        ^
                                         A   k
                                                 K
    k
‣                             n
         k
                      n
                      
                    1   ^
        φn,k (x) =      A(x, xi )Yik .
                   σk
                      i=1



                                                     32
AGH         Nyström

                    n
                    
                  1   ^
      φn,k (x) =      A(x, xi )Yik .
                 σk
                    i=1

‣
‣
                         
           φn,k (x) =   wk z(x).

-
-       O(dm)
-
                                       33
‣
‣




‣
‣

    34
d:
n:
m:
T:
s:
r:   (   )




             35
AGH

1.                               u1, …, um
2.                             Z        Λ
           -1/2 T   -1/2
3.   M = Λ Z ZΛ
4.   M                Σr, Vr
         √ −1/2     −1/2
5.   W = nΛ     Vr Σr
6.   Y = ZW

‣               O(dmnT + dmn + m2n)
     -T:
‣               O((d + s + r)n)        O((s + r)n)
                                                     36
     -
AGH

                        T
1.       x             W z(x)


‣        O(dm + sr)
‣        O((d + r)m)
     -




                                37
‣
‣
‣
    ‣
    ‣
    ‣
    ‣
‣
‣
        38
‣             :         *(            )
‣ 28 × 28 = 784
‣                (784      )
‣               n = 69,000
‣                 1,000




* http://yann.lecun.com/exdb/mnist/       39
(                    )




    m = 300, s = 2       40
‣
‣
‣
    ‣
    ‣
    ‣
    ‣
‣
‣
        41
‣

‣




‣
    42
‣


‣

    -A



‣
         43
A. Andoni and P. Indyk. Near-optimal hashing algorithms for
approximate nearest neighbor in high dimensions. Proceedings of
FOCS, 2006.
Y. Bengio, O. Delalleau, N. Le Roux, and J.-F. Paiement. Learning
eigenfunctions links spectral embedding and kernel pca. Neural
Computation, 2004.
A. Gionis, P. Indyk, and R. Motwani. Similarity search in high
dimensions via hashing. Proceedings of VLDB, 1999.
P. Indyk and R. Motwani. Approximate nearest neighbor: Towards
removing the curse of dimensionality. Proceedings of STOC, 1998.
B. Kulis and T. Darrell. Learning to hash with binary reconstructive
embeddings. NIPS 22, 2010.
B. Kulis and K. Grauman. Kernelized locality-sensitive hashing for
scalable image search. Proceedings of ICCV, 2009.                      44
W. Liu, J. He, and S.-F. Chang. Large graph construction for scalable
semi-supervised learning. Proceedings of ICML, 2010.
W. Liu, J. Wang, S. Kumar, and S.-F. Chang. Hashing with graphs.
ICML, 2011.
M. Raginsky and S. Lazebnik. Locality-sensitive binary codes from
shift-invariant kernels. NIPS 22, 2010.
J. Wang, S. Kumar, and S.-F. Chang. Sequential projection learning for
hashing with compact codes. Proceedings of ICML, 2010.
Y. Weiss, A. Torralba, and R. Fergus. Spectral hashing. NIPS 21, 2009.
C. Williams and M. Seeger. The effect of the input density distribution
on kernel-based classifiers. Proceedings of ICML, 2000.


                                                                          45

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rinko2011-agh

  • 1. Hashing with Graphs Anchor Graph Hashing 2011 6 24 10 2 ( ) http://blog.beam2d.net @beam2d
  • 2. ‣ ‣ ‣ Hashing with Graphs. Liu, W., Wang, J., Kumar, S. and Chang, S.-F. ICML ’11, 2011. 2
  • 5. Near Neighbor Search xi ∈ R (i ∈ {1, …, n}) : d D: R × R → R : d d x ∈ Rd x1, …, xn x 5
  • 6. k- 6
  • 7. : x - O(dn) - O(dn) ( ) ‣ - - 7
  • 8. hashing ‣ d x∈R y -y r ( 2 ) - ‣ ( ” ” ) ‣ - ( ) 8
  • 9. ( ,2 ) 9
  • 10. - ‣ - 10
  • 11. - ( ) - ‣ 11
  • 12. (AGH ) ‣ ‣ ‣ ‣ 12
  • 14. xi ∈ R (i ∈ {1, …, n}) : d D: R × R → R : d d h: Rd × Rd → R : 1 2 h(x, x ) = exp − D (x, x ) . t (t 0 : ) A = (h(xi, xj)) ij ∈ R n×n : Yi ∈ {1, -1} : xi r Y∈R n×r : Yi T i yk : Y k (k ) 14
  • 15. 3 Y ‣ ‣ ‣ n 1 2 min Yi − Yj Aij Y 2 i,j=1 n×r s.t. Y ∈ {1, −1} , 1 Y = 0, Y Y = nIr×r . (1 : 1 ) Y 15
  • 16. r=1 NP-hard xi (i ∈ {1, …, n}) Aij G ‣r = 1 Yi = -1 Yi = 1 16
  • 17. Y Y n 1 2 min Yi − Yj Aij Y 2 i,j=1 s.t. Y∈R n×r , 1 Y = 0, Y Y = nIr×r . Y 1, -1 17
  • 18. G A D = diag(A1) L=D-A G n n n 1 2 2 Yi − Yj Aij = Yi Dii − Yi Yj Aij 2 i,j=1 i=1 i,j=1 = tr(Y DY) − tr(Y AY) = tr(Y LY). 18
  • 19. L Y min tr(Y LY) Y s.t. Y ∈ Rn×r , 1 Y = 0, Y Y = nIr×r . ‣ Y k yk L 0 k - 0 1 ‣ 19
  • 20. L ‣ n n×n L O(n )3 - - L A L 20
  • 22. ‣ ‣ m (≪ n) u1, …, um ∈ R d : ‣ ‣ s ( s = 2) (2 ) 22
  • 23. Truncated similarity ‣ : n×m Z∈R h(xi ,uj ) h(xi ,uj ) , ∀j ∈ i Zij = j ∈i 0, otherwise. ( i xi s ( ≪ m) ) ‣Z i xi s 0 23
  • 24. Anchor Graph Λ = diag(1 Z) ∈ R T m×m :Z ^ = ZΛ−1 Z . A ≤m G A ^ A G ‣ 2 Zij ^ A G( ) 24
  • 25. G ‣ L ‣A ^ ( ) L ^ ^ ^ L = diag(A1) − A = I − A ^ A - L ^ A (1 ) 25
  • 26. ‣ M = Λ Z ZΛ ∈ R -1/2 T -1/2 m×m ‣A^ = ZΛ-1/2Λ-1/2ZT ‣ ZΛ = UΣ V : -1/2 1/2 T ( U∈R n×m Σ∈Rm×m V∈R m×m ) ‣ ^ = UΣ1/2 V VΣ1/2 U = UΣU , A M = VΣ1/2 U UΣ1/2 V = VΣV . ‣ U = ZΛ -1/2 VΣ -1/2 ‣U r Y 26
  • 27. ‣Σ 1, σ1, …, σr, … σ1, …, σr V v1, …, vr ∈ R m ‣ Σr = diag(σ1, …, σr) Vr = [v1, …, vr] ‣ W √ −1/2 −1/2 W = nΛ Vr Σr ∈R m×r ‣ Y Y = ZW. 27
  • 29. Out-of-sample ‣ - ‣ x - ‣ - 29
  • 30. x∈R n [δ1 (x)h(x, u1 ), . . . , δm (x)h(x, um )] z(x) = m . j=1 δj (x)h(x, uj ) δj(x) x s j 1 j 0 ‣A ^ ^ −1 A(x, x ) = z (x)Λ z(x ). - (Λ ) 30
  • 31. ‣ ‣ A ^ n→∞ K ‣ p(x) p(x) G Gf = K(·, x)f(x)dp(x). ‣ ^ A G ‣ G 31
  • 32. Nyström method ‣ ^ A k K k ‣ n k n 1 ^ φn,k (x) = A(x, xi )Yik . σk i=1 32
  • 33. AGH Nyström n 1 ^ φn,k (x) = A(x, xi )Yik . σk i=1 ‣ ‣ φn,k (x) = wk z(x). - - O(dm) - 33
  • 36. AGH 1. u1, …, um 2. Z Λ -1/2 T -1/2 3. M = Λ Z ZΛ 4. M Σr, Vr √ −1/2 −1/2 5. W = nΛ Vr Σr 6. Y = ZW ‣ O(dmnT + dmn + m2n) -T: ‣ O((d + s + r)n) O((s + r)n) 36 -
  • 37. AGH T 1. x W z(x) ‣ O(dm + sr) ‣ O((d + r)m) - 37
  • 38. ‣ ‣ ‣ ‣ ‣ ‣ ‣ ‣ ‣ 38
  • 39. : *( ) ‣ 28 × 28 = 784 ‣ (784 ) ‣ n = 69,000 ‣ 1,000 * http://yann.lecun.com/exdb/mnist/ 39
  • 40. ( ) m = 300, s = 2 40
  • 41. ‣ ‣ ‣ ‣ ‣ ‣ ‣ ‣ ‣ 41
  • 43. ‣ ‣ -A ‣ 43
  • 44. A. Andoni and P. Indyk. Near-optimal hashing algorithms for approximate nearest neighbor in high dimensions. Proceedings of FOCS, 2006. Y. Bengio, O. Delalleau, N. Le Roux, and J.-F. Paiement. Learning eigenfunctions links spectral embedding and kernel pca. Neural Computation, 2004. A. Gionis, P. Indyk, and R. Motwani. Similarity search in high dimensions via hashing. Proceedings of VLDB, 1999. P. Indyk and R. Motwani. Approximate nearest neighbor: Towards removing the curse of dimensionality. Proceedings of STOC, 1998. B. Kulis and T. Darrell. Learning to hash with binary reconstructive embeddings. NIPS 22, 2010. B. Kulis and K. Grauman. Kernelized locality-sensitive hashing for scalable image search. Proceedings of ICCV, 2009. 44
  • 45. W. Liu, J. He, and S.-F. Chang. Large graph construction for scalable semi-supervised learning. Proceedings of ICML, 2010. W. Liu, J. Wang, S. Kumar, and S.-F. Chang. Hashing with graphs. ICML, 2011. M. Raginsky and S. Lazebnik. Locality-sensitive binary codes from shift-invariant kernels. NIPS 22, 2010. J. Wang, S. Kumar, and S.-F. Chang. Sequential projection learning for hashing with compact codes. Proceedings of ICML, 2010. Y. Weiss, A. Torralba, and R. Fergus. Spectral hashing. NIPS 21, 2009. C. Williams and M. Seeger. The effect of the input density distribution on kernel-based classifiers. Proceedings of ICML, 2000. 45