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Faster Maximum Inner Product Search in High Dimensions

ICML 2024 · Learning theory and algorithms › Sample complexity · approach: Sample complexity of ranking and selection · 1 citations (OpenAlex)

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Proposes BanditMIPS, a randomized maximum inner product search algorithm that uses multi-armed bandit adaptive coordinate sampling to get sample complexity independent of dimension d, plus a non-uniform variant BanditMIPS-α.

Problem

Maximum inner product search (MIPS) costs at least O(sqrt(d)) per atom in high dimensions, which becomes prohibitive as d grows.

Approach

Treat each atom as a bandit arm whose mean is its normalized inner product; estimate inner products by subsampling coordinates and adaptively allocate more coordinate samples to promising atoms via confidence-interval elimination, yielding complexity independent of d under gap assumptions, with no preprocessing and no nonnegativity requirement.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use BanditMIPS instead of the closest baseline, NEQ-MIPSMIPS · Movie Lensspeedup: 20$\times$ fasterHelped
use BanditMIPS-α instead of NEQ-MIPSMIPS · Movie Lensspeedup: 27$\times$ fasterHelped
add non-uniform coordinate sampling (ablation)BanditMIPS · three of four datasetssample complexityHelped
add non-uniform coordinate sampling (ablation)BanditMIPS · Netflixsample complexityHurt
use BanditMIPS rather than prior MIPS algorithmsMIPS · four experimental datasetssample complexityHelped
add norm-binning preprocessing (Bucket_AE) (ablation)BanditMIPS · CORRELATED_NORMAL_CUSTOM and Netflixscaling with nHelped
apply BanditMIPS to the highly symmetric setting where the gap scales with dimensionBanditMIPS · SymmetricNormalsample complexity scaling with dHurt

Surprising findings

Limitations

Experimental setup

Datasets: NORMAL_CUSTOM CORRELATED_NORMAL_CUSTOM Netflix Prize MovieLens-1M Sift-1M CryptoPairs SimpleSong SymmetricNormal

Benchmarks: NORMAL_CUSTOM CORRELATED_NORMAL_CUSTOM Netflix Prize MovieLens-1M Sift-1M CryptoPairs

Metrics: sample complexity (coordinate-wise multiplications) speedup over naive precision@1 precision@k

Baselines: LSH-MIPS H2-ALSH-MIPS NEQ-MIPS PCA-MIPS BoundedME Greedy-MIPS HNSW-MIPS NAPG-MIPS

Builds on: successive elimination UCB BoundedME Hoeffding's inequality

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