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Main Authors: Pham, Tuyen, Wagner, Hubert
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2502.13425
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author Pham, Tuyen
Wagner, Hubert
author_facet Pham, Tuyen
Wagner, Hubert
contents The contributions of the paper span theoretical and implementational results. First, we prove that Kd-trees can be extended to spaces in which the distance is measured with an arbitrary Bregman divergence. Perhaps surprisingly, this shows that the triangle inequality is not necessary for correct pruning in Kd-trees. Second, we offer an efficient algorithm and C++ implementation for nearest neighbour search for decomposable Bregman divergences. The implementation supports the Kullback--Leibler divergence (relative entropy) which is a popular distance between probability vectors and is commonly used in statistics and machine learning. This is a step toward broadening the usage of computational geometry algorithms. Our benchmarks show that our implementation efficiently handles both exact and approximate nearest neighbour queries. Compared to a naive approach, we achieve two orders of magnitude speedup for practical scenarios in dimension up to 100. Our solution is simpler and more efficient than competing methods.
format Preprint
id arxiv_https___arxiv_org_abs_2502_13425
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Fast Kd-trees for the Kullback--Leibler Divergence and other Decomposable Bregman Divergences
Pham, Tuyen
Wagner, Hubert
Computational Geometry
The contributions of the paper span theoretical and implementational results. First, we prove that Kd-trees can be extended to spaces in which the distance is measured with an arbitrary Bregman divergence. Perhaps surprisingly, this shows that the triangle inequality is not necessary for correct pruning in Kd-trees. Second, we offer an efficient algorithm and C++ implementation for nearest neighbour search for decomposable Bregman divergences. The implementation supports the Kullback--Leibler divergence (relative entropy) which is a popular distance between probability vectors and is commonly used in statistics and machine learning. This is a step toward broadening the usage of computational geometry algorithms. Our benchmarks show that our implementation efficiently handles both exact and approximate nearest neighbour queries. Compared to a naive approach, we achieve two orders of magnitude speedup for practical scenarios in dimension up to 100. Our solution is simpler and more efficient than competing methods.
title Fast Kd-trees for the Kullback--Leibler Divergence and other Decomposable Bregman Divergences
topic Computational Geometry
url https://arxiv.org/abs/2502.13425