I have been given coordinates of n fixed points and m query points. I have to find the k-nearest neighbors of each of the m query points from the n fixed points. Finding distances separately for each query point is very costly. Is there an efficient way of doing this?
There are fast indexing structures for such problems, like KD Tree or Ball Tree. In particular - scikit-learn (sklearn) implements them in their knn routines ( http://scikit-learn.org/stable/modules/neighbors.html )
A real answer to your question depends on numerous factors. For example, if you are not using the Euclidean distance - then you can't use KDTrees. There is also scaling issues (how many points enrolled? Dimension Size? "Clustered" ness) How long you can wait for training, if values need to be added to the set, and so on.
A number of less commonly available, bust still useful, algorithms for such are available in JSAT. This includes VP Trees, RBC, and LSH. (bias warning, I'm the author of JSAT)
If you are working out the square root of the sum of the squares to get the distances, try dropping the square root which is computationally intensive. Just find the ones with the nearest squared distances - they are the same points.
Related
Suppose there is a point cloud having 50 000 points in the x-y-z 3D space. For every point in this cloud, what algorithms or data strictures should be implemented to find k neighbours of a given point which are within a distance of [R,r]? Naive way is to go through each of the 49 999 points for each of the 50 000 points and do a metric testing. But this approach will take large time. Just like there is kd tree to find nearest neighbour in small time so is there some real-time DS/algo implementation out there to pre-process the point clouds to achieve the goal inn shortest time?
Your problem is part of the topic of Nearest Neighbor Search, or more precisely, k-Nearest Neighbor Search. The answer to your question depends on the data structure you are using to store the points. If you use R-trees or variants like R*-trees, and you are doing multiple searches on your database, you will likely find a substantial performance improvement in two or three-dimensional space compared with naive linear search. In higher dimensions, space partitioning schemes tend to underperform linear search.
As some answers already suggest for NN search you could use some tree algorithm like k-d-tree. There are implementations available for all programming languages.
If your description [R,r] suggests a hollow sphere you should compare one-time-testing (within interval) vs. two stages (test-for-outer and remove samples that pass test-for-inner).
You also did not mention performance requirements (timing or frame rate?) and your intended application (feasible approach?).
If you are using an ordinary Euclidean metric, you could go through the list three times and extract those points that within R in each dimension, essentially extracting the enclosing cube. Searching the resulting list would still be O(n^2), but on a much smaller n.
There are efficient algorithms (in average, for random data), see Nearest neighbor search.
Your approach is not efficient, yet simple.
Please read through, check you requirements and get back so we can help.
I have a floor on which various sensors are placed at different location on the floor. For every transmitting device, sensors may detect its readings. It is possible to have 6-7 sensors on a floor, and it is possible that a particular reading may not be detected by some sensors, but are detected by some other sensors.
For every reading I get, I would like to identify the location of that reading on the floor. We divide floor logically into TILEs (5x5 feet area) and find what ideally the reading at each TILE should be as detected by each sensor device (based on some transmission pathloss equation).
I am using the precomputed readings from 'N' sensor device at each TILE as a point in N-dimensional space. When I get a real life reading, I find the nearest neighbours of this reading, and assign this reading to that location.
I would like to know if there is a variant of K nearest neighbours, where a dimension could be REMOVED from consideration. This will especially be useful, when a particular sensor is not reporting any reading. I understand that putting weightage on a dimension will be impossible with algorithms like kd-tree or R trees. However, I would like to know if it would be possible to discard a dimension when computing nearest neighbours. Is there any such algorithm?
EDIT:
What I want to know is if the same R/kd tree could be used for k nearest search with different queries, where each query has different dimension weightage? I don't want to construct another kd-tree for every different weightage on dimensions.
EDIT 2:
Is there any library in python, which allows you to specify the custom distance function, and search for k nearest neighbours? Essentially, I would want to use different custom distance functions for different queries.
Both for R-trees and kd-trees, using weighted Minkowski norms is straightforward. Just put the weights into your distance equations!
Putting weights into Eulidean point-to-rectangle minimum distance is trivial, just look at the regular formula and plug in the weight as desired.
Distances are not used at tree construction time, so you can vary the weights as desired at query time.
After going through a lot of questions on stackoverflow, and finally going into details of scipy kd tree source code, I realised the answer by "celion" in following link is correct:
KD-Trees and missing values (vector comparison)
Excerpt:
"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."
I'm looking for effective algorithm to find a vertex nearest to point P(x, y, z). The set of vertices is fixed, each request comes with new point P. I tried kd-tree and others known methods and I've got same problem everywhere: if P is closer then all is fine, search is performed for few tree nodes only. However if P is far enough, then more and more nodes should be scanned and finally speed becomes unacceptable slow. In my task I've no ability to specify a small search radius. What are solutions for such case?
Thanks
Igor
One possible way to speed up your search would be to discretize space into a large number of rectangular prisms spaced apart at regular intervals. For example, you could split space up into lots of 1 × 1 × 1 unit cubes. You then distribute the points in space into these volumes. This gives you a sort of "hash function" for points that distributes points into the volume that contains them.
Once you have done this, do a quick precomputation step and find, for each of these volumes, the closest nonempty volumes. You could do this by checking all volumes one step away from the volume, then two steps away, etc.
Now, to do a nearest neighbor search, you can do the following. Start off by hashing your point in space to the volume that contains it. If that volume contains any points, iterate over all of them to find which one is closest. Then, for each of the volumes that you found in the first step of this process, iterate over those points to see if any of them are closer. The resulting closest point is the nearest neighbor to your test point.
If your volumes end up containing too many points, you can refine this approach by subdividing those volumes into even smaller volumes and repeating this same process. You could alternatively create a bunch of smaller k-d trees, one for each volume, to do the nearest-neighbor search. In this way, each k-d tree holds a much smaller number of points than your original k-d tree, and the points within each volume are all reasonable candidates for a nearest neighbor. Therefore, the search should be much, much faster.
This setup is similar in spirit to an octree, except that you divide space into a bunch of smaller regions rather than just eight.
Hope this helps!
Well, this is not an issue of the index structures used, but of your query:
the nearest neighbor becomes just much more fuzzy the further you are away from your data set.
So I doubt that any other index will help you much.
However, you may be able to plug in a threshold in your search. I.e. "find nearest neighbor, but only when within a maximum distance x".
For static, in-memory, 3-d point double vector data, with euclidean distance, the k-d-tree is hard to beat, actually. It just splits the data very very fast. An octree may sometimes be faster, but mostly for window queries I guess.
Now if you really have very few objects but millions of queries, you could try to do some hybrid approach. Roughly something like this: compute all points on the convex hull of your data set. Compute the center and radius. Whenever a query point is x times further away (you need to do the 3d math yourself to figure out the correct x), it's nearest neighbor must be one of the convex hull points. Then again use a k-d-tree, but one containing the hull points only.
Or even simpler. Find the min/max point in each dimension. Maybe add some additional extremes (in x+y, x-y, x+z, x-y, y+z, y-z etc.). So you get a small set of candidates. So lets for now assume that is 8 points. Precompute the center and the distances of these 6 points. Let m be the maximum distance from the center to these 8 points. For a query compute the distance to the center. If this is larger than m, compute the closest of these 6 candidates first. Then query the k-d-tree, but bound the search to this distance. This costs you 1 (for close) and 7 (for far neighbors) distance computations, and may significantly speed up your search by giving a good candidate early. For further speedups, organize these 6-26 candidates in a k-d-tree, too, to find the best bound quickly.
Problem Statement:
I have the following problem:
There are more than a billion points in 3D space. The goal is to find the top N points which has largest number of neighbors within given distance R. Another condition is that the distance between any two points of those top N points must be greater than R. The distribution of those points are not uniform. It is very common that certain regions of the space contain a lot of points.
Goal:
To find an algorithm that can scale well to many processors and has a small memory requirement.
Thoughts:
Normal spatial decomposition is not sufficient for this kind of problem due to the non-uniform distribution. irregular spatial decomposition that evenly divide the number of points may help us the problem. I will really appreciate that if someone can shed some lights on how to solve this problem.
Use an Octree. For 3D data with a limited value domain that scales very well to huge data sets.
Many of the aforementioned methods such as locality sensitive hashing are approximate versions designed for much higher dimensionality where you can't split sensibly anymore.
Splitting at each level into 8 bins (2^d for d=3) works very well. And since you can stop when there are too few points in a cell, and build a deeper tree where there are a lot of points that should fit your requirements quite well.
For more details, see Wikipedia:
https://en.wikipedia.org/wiki/Octree
Alternatively, you could try to build an R-tree. But the R-tree tries to balance, making it harder to find the most dense areas. For your particular task, this drawback of the Octree is actually helpful! The R-tree puts a lot of effort into keeping the tree depth equal everywhere, so that each point can be found at approximately the same time. However, you are only interested in the dense areas, which will be found on the longest paths in the Octree without even having to look at the actual points yet!
I don't have a definite answer for you, but I have a suggestion for an approach that might yield a solution.
I think it's worth investigating locality-sensitive hashing. I think dividing the points evenly and then applying this kind of LSH to each set should be readily parallelisable. If you design your hashing algorithm such that the bucket size is defined in terms of R, it seems likely that for a given set of points divided into buckets, the points satisfying your criteria are likely to exist in the fullest buckets.
Having performed this locally, perhaps you can apply some kind of map-reduce-style strategy to combine spatial buckets from different parallel runs of the LSH algorithm in a step-wise manner, making use of the fact that you can begin to exclude parts of your problem space by discounting entire buckets. Obviously you'll have to be careful about edge cases that span different buckets, but I suspect that at each stage of merging, you could apply different bucket sizes/offsets such that you remove this effect (e.g. perform merging spatially equivalent buckets, as well as adjacent buckets). I believe this method could be used to keep memory requirements small (i.e. you shouldn't need to store much more than the points themselves at any given moment, and you are always operating on small(ish) subsets).
If you're looking for some kind of heuristic then I think this result will immediately yield something resembling a "good" solution - i.e. it will give you a small number of probable points which you can check satisfy your criteria. If you are looking for an exact answer, then you are going to have to apply some other methods to trim the search space as you begin to merge parallel buckets.
Another thought I had was that this could relate to finding the metric k-center. It's definitely not the exact same problem, but perhaps some of the methods used in solving that are applicable in this case. The problem is that this assumes you have a metric space in which computing the distance metric is possible - in your case, however, the presence of a billion points makes it undesirable and difficult to perform any kind of global traversal (e.g. sorting of the distances between points). As I said, just a thought, and perhaps a source of further inspiration.
Here are some possible parts of a solution.
There are various choices at each stage,
which will depend on Ncluster, on how fast the data changes,
and on what you want to do with the means.
3 steps: quantize, box, K-means.
1) quantize: reduce the input XYZ coordinates to say 8 bits each,
by taking 2^8 percentiles of X,Y,Z separately.
This will speed up the whole flow without much loss of detail.
You could sort all 1G points, or just a random 1M,
to get 8-bit x0 < x1 < ... x256, y0 < y1 < ... y256, z0 < z1 < ... z256
with 2^(30-8) points in each range.
To map float X -> 8 bit x, unrolled binary search is fast —
see Bentley, Pearls p. 95.
Added: Kd trees
split any point cloud into different-sized boxes, each with ~ Leafsize points —
much better than splitting X Y Z as above.
But afaik you'd have to roll your own Kd tree code
to split only the first say 16M boxes, and keep counts only, not the points.
2) box: count the number of points in each 3d box,
[xj .. xj+1, yj .. yj+1, zj .. zj+1].
The average box will have 2^(30-3*8) points;
the distribution will depend on how clumpy the data is.
If some boxes are too big or get too many points, you could
a) split them into 8,
b) track the centre of the points in each box,
otherwide just take box midpoints.
3)
K-means clustering
on the 2^(3*8) box centres.
(Google parallel "k means" -> 121k hits.)
This depends strongly on K aka Ncluster, also on your radius R.
A rough approach would be to grow a
heap
of the say 27*Ncluster boxes with the most points,
then take the biggest ones subject to your Radius constraint.
(I like to start with a
Minimum spanning tree,
then remove the K-1 longest links to get K clusters.)
See also
Color quantization .
I'd make Nbit, here 8, a parameter from the beginning.
What is your Ncluster ?
Added: if your points are moving in time, see
collision-detection-of-huge-number-of-circles on SO.
I would also suggest to use an octree. The OctoMap framework is very good at dealing with huge 3D point clouds. It does not store all the points directly, but updates the occupancy density of every node (aka 3D box).
After the tree is built, you can use a simple iterator to find the node with the highest density. If you would like to model the point density or distribution inside the nodes, the OctoMap is very easy to adopt.
Here you can see how it was extended to model the point distribution using a planar model.
Just an idea. Create a graph with given points and edges between points when distance < R.
Creation of this kind of graph is similar to spatial decomposition. Your questions can be answered with local search in graph. First are vertices with max degree, second is finding of maximal unconnected set of max degree vertices.
I think creation of graph and search can be made parallel. This approach can have large memory requirement. Splitting domain and working with graphs for smaller volumes can reduce memory need.
I just finished implementing a kd-tree for doing fast nearest neighbor searches. I'm interested in playing around with different distance metrics other than the Euclidean distance. My understanding of the kd-tree is that the speedy kd-tree search is not guaranteed to give exact searches if the metric is non-Euclidean, which means that I might need to implement a new data structure and search algorithm if I want to try out new metrics for my search.
I have two questions:
Does using a kd-tree permanently tie me to the Euclidean distance?
If so, what other sorts of algorithms should I try that work for arbitrary metrics? I don't have a ton of time to implement lots of different data structures, but other structures I'm thinking about include cover trees and vp-trees.
The nearest-neighbour search procedure described on the Wikipedia page you linked to can certainly be generalised to other distance metrics, provided you replace "hypersphere" with the equivalent geometrical object for the given metric, and test each hyperplane for crossings with this object.
Example: if you are using the Manhattan distance instead (i.e. the sum of the absolute values of all differences in vector components), your hypersphere would become a (multidimensional) diamond. (This is easiest to visualise in 2D -- if your current nearest neighbour is at distance x from the query point p, then any closer neighbour behind a different hyperplane must intersect a diamond shape that has width and height 2x and is centred on p). This might make the hyperplane-crossing test more difficult to code or slower to run, however the general principle still applies.
I don't think you're tied to euclidean distance - as j_random_hacker says, you can probably use Manhattan distance - but I'm pretty sure you're tied to geometries that can be represented in cartesian coordinates. So you couldn't use a kd-tree to index a metric space, for example.