Weighted Minwise Hashing Beats Linear Sketching for Inner Product Estimation

Fuente: arXiv
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Main Authors: Bessa, Aline, Daliri, Majid, Freire, Juliana, Musco, Cameron, Musco, Christopher, Santos, Aécio, Zhang, Haoxiang
Format: Preprint
Published: 2023
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author Bessa, Aline
Daliri, Majid
Freire, Juliana
Musco, Cameron
Musco, Christopher
Santos, Aécio
Zhang, Haoxiang
author_facet Bessa, Aline
Daliri, Majid
Freire, Juliana
Musco, Cameron
Musco, Christopher
Santos, Aécio
Zhang, Haoxiang
contents We present a new approach for computing compact sketches that can be used to approximate the inner product between pairs of high-dimensional vectors. Based on the Weighted MinHash algorithm, our approach admits strong accuracy guarantees that improve on the guarantees of popular linear sketching approaches for inner product estimation, such as CountSketch and Johnson-Lindenstrauss projection. Specifically, while our method admits guarantees that exactly match linear sketching for dense vectors, it yields significantly lower error for sparse vectors with limited overlap between non-zero entries. Such vectors arise in many applications involving sparse data. They are also important in increasingly popular dataset search applications, where inner product sketches are used to estimate data covariance, conditional means, and other quantities involving columns in unjoined tables. We complement our theoretical results by showing that our approach empirically outperforms existing linear sketches and unweighted hashing-based sketches for sparse vectors.
format Preprint
id arxiv_https___arxiv_org_abs_2301_05811
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Weighted Minwise Hashing Beats Linear Sketching for Inner Product Estimation
Bessa, Aline
Daliri, Majid
Freire, Juliana
Musco, Cameron
Musco, Christopher
Santos, Aécio
Zhang, Haoxiang
Databases
Data Structures and Algorithms
We present a new approach for computing compact sketches that can be used to approximate the inner product between pairs of high-dimensional vectors. Based on the Weighted MinHash algorithm, our approach admits strong accuracy guarantees that improve on the guarantees of popular linear sketching approaches for inner product estimation, such as CountSketch and Johnson-Lindenstrauss projection. Specifically, while our method admits guarantees that exactly match linear sketching for dense vectors, it yields significantly lower error for sparse vectors with limited overlap between non-zero entries. Such vectors arise in many applications involving sparse data. They are also important in increasingly popular dataset search applications, where inner product sketches are used to estimate data covariance, conditional means, and other quantities involving columns in unjoined tables. We complement our theoretical results by showing that our approach empirically outperforms existing linear sketches and unweighted hashing-based sketches for sparse vectors.
title Weighted Minwise Hashing Beats Linear Sketching for Inner Product Estimation
topic Databases
Data Structures and Algorithms
url https://arxiv.org/abs/2301.05811