Fast Scalable Approximate Nearest Neighbor Search for High-dimensional Data

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Abstract
K-Nearest Neighbor (k-NN) search is one of the most commonly used approaches for similarity search. It finds extensive applications in machine learning and data mining. This era of big data warrants efficiently scaling k-NN search algorithms for billion-scale datasets with high dimensionality. In this paper, we propose a solution towards this end where we use vantage point trees for partitioning the dataset across multiple processes and exploit an existing graph-based sequential approximate k-NN search algorithm called HNSW (Hierarchical Navigable Small World) for searching locally within a process. Our hybrid MPI-OpenMP solution employs techniques including exploiting MPI one-sided communication for reducing communication times and partition replication for better load balancing across processes. We demonstrate computation of k-NN for 10,000 queries in the order of seconds using our approach on ∼8000 cores on a dataset with billion points in an 128-dimensional space. We also show 10X speedup over a completely k-d tree-based solution for the same dataset, thus demonstrating better suitability of our solution for high dimensional datasets. Our solution shows almost linear strong scaling,