Locality Sensitive Hashing

Locality Sensitive Hashing

1. Overview

1.1. Applications of set-similarity

• Many data mining problems can be expressed as finding similar sets:
  • Pages with similar words, e.g., for classification by topic.
  • Netflix users with similar tastes in movies, for recommendation systems.
  • Dual: movies with similar sets of fans.
  • Entity resolution.
• Example application: Given a body of documents, e.g., the Web, find pairs of documents with a lot of text in common, such as:
  • Mirror sites, or approximate mirrors.
    • Application: Don’t want to show both in a search.
  • Plagiarism, including large quotations.
  • Similar news articles at many news sites.
    • Application: Cluster articles by same story: topic modeling, trend identification.

1.2. Problem statement

• Given: High dimensional data points $x_1, x_2, …$
  • For example: Image is a long vector of pixel colors
  \[\begin{bmatrix} 1 & 2 & 3 \\ 4 & 5 & 6 \\ 7 & 8 & 9 \end{bmatrix} \rightarrow [1\ 2\ 1\ 0\ 2\ 1\ 0\ 1\ 0]\]
• And some distance function $d(x_1,x_2)$
  • Which quantifies the distance between $x_1$ and $x_2$
• Goal: Find all pairs of data points $x_i, x_j$ that are within some distance threshold $d(x_i,x_j) \leq s$
• Naïve solution would take $O(N^2)$ where N is the number of data points
• This can be done in $O(N)$!!!

1.3. Motivation from frequent itemsets

• A-Priori:
  • First pass: Find frequent singletons. For a pair to be a frequent pair candidate, its singletons have to be frequent!
  • Second pass: Count only candidate pairs!
• PCY
  • First pass: Count exact frequency of each item:
    • Take pairs of items {i,j}, hash them into B buckets and count of the number of pairs that hashed to each bucket
  • Second pass:
    • For a pair {i,j} to be a candidate for a frequent pair, its singletons {i}, {j} have to be frequent and the pair has to hash to a frequent bucket!
• What can we learn from PCY:
  • First pass: Take documents and hash them to buckets such that documents that are similar hash to the same bucket
  • Second pass: Only compare documents that are candidates (i.e., they hashed to a same bucket)
  • Benefits: Instead of $O(N^2)$ comparisons, we need $O(N)$ comparisons to find similar documents

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2. Finding Similar Items

2.1. Distance measures

• Goal: Find near-neighbors in high-dimensional space
  • We formally define near neighbors as points that are a small distance apart
• For each application, we first need to define what distance means
• Jaccard distance/similarity
  • The Jaccard similarity of two sets is the size of their intersection divided by the size of their union:

    • $sim(C_1, C_2) =

      C_1 \cap C_2

      /

      C_1 \cup C_2

      $

  • Jaccard distance:

    • $d(C_1, C_2) = 1 -

      C_1 \cap C_2

      /

      C_1 \cup C_2

      $

• The Jaccard similiarity of two sets is the size of their intersection divided by the size of their union.

2.2. Three essential techniques for similar documents

• Shingling : convert documents, emails, etc., to sets.
• Minhashing : convert large sets to short signatures, while preserving similarity.
• Locality sensitive hashing : focus on pairs of signatures likely to be similar.

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3. Shingling

3.1. Shingles

• Documents as high-dimensional data
• Simple approaches
  • Document = set of words appearing in document
  • Document = set of important words
  • Don’t work well for this application: Need to account for ordering of words!
• Shingles
  • A k-shingle (or k-gram) for a document is a sequence of k characters that appears in the document.
  • Example:
    • k = 2;
    • Document:abcab;
    • Set of 2-shingles: {ab, bc, ca}.

3.2. Compressing shingles

• To compress long shingles, we can hash them to (say) 4 bytes
• Represent a document by the set of hash values of its k-shingles
  • Idea: Two documents could (rarely) appear to have shingles in common, when in fact only the hash-values were shared
• Example:
  • k=2; document D1= abcab
  • Set of 2-shingles: S(D1) = {ab, bc, ca}
  • Select a random hash function $h$ such that
  \[\begin{align} \begin{aligned} h(ab) = 1\\ h(bc) = 5\\ h(ca) = 7 \end{aligned} \end{align}\]
  • Therefore, the hash of the shingles: h(D1) = {1, 5, 7}

3.3. Similarity metrics for shingles

• Document $D_i$ is a set of its k-shingles $C_i=S(D_i)$
• If we collect all unique k-shingles from all documents, each document can be represent as a 0/1 vector in the space of the k-shingles
  • Each unique shingle is a dimension
  • Vectors represent documents will be sparse, as no document should contain the majority of all k-shingles

???example “Example” - Given the following documents: - D1: practice makes perfect - D2: perfect practice prevents poor performance - D3: persistent practice produces progress - The 1-shingle set for each documents are: - D1: {practice,makes,perfect} - D2: {perfect,practice,prevents,poor,performance} - D3: {persistent,practice,produces,progress} - The 1-shingle space: - {makes, perfect, performance, persistent, poor, practice, prevents, produces, progress} - The corresponding 0/1 vectors for each documents are:

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$$
\left[
\begin{array}{cccc}
            & D1 & D2 & D3\\
makes       & 1  & 0  & 0 \\
perfect     & 1  & 1  & 0 \\
performance & 0  & 1  & 0 \\
persistent  & 0  & 0  & 1 \\
poor        & 0  & 1  & 0 \\
practice    & 1  & 1  & 1 \\
prevents    & 0  & 1  & 0 \\
produces    & 0  & 0  & 1 \\
progress    & 0  & 0  & 1 \\
\end{array}
\right]
$$
 

• A natural similarity measure is the Jaccard similarity

3.4. Motivation for Minhash/LSH

• Documents that are intuitively similar will have many shingles in common.
  • k = 5 is ok for short documents
  • k = 10 is better for long documents
• Problem: find near-duplicate documents among $N=10^6$ documents
• Naïvely, we would have to compute pairwise Jaccard similarities for every pair of docs
  • $\frac{N(N-1)}{2} \approx 5 \times 10^{11}$ comparisons
  • At $10^5\ secs/day$ and $10^6\ comparisons/sec$, it would take 5 days
• For $N=10^7$, it takes more than a year…

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4. Minhashing: Jaccard Similarity

4.1. Encoding sets as bit vectors

• Many similarity problems can be formalized as finding subsets that have significant intersection
• Encode sets using 0/1 (bit, boolean) vectors
  • One dimension per element in the universal set
• Interpret set intersection as bitwise AND, and set union as bitwise OR
• Example: C1 = 10111; C2 = 10011
  • Size of intersection = 3; size of union = 4,
  • Jaccard similarity (not distance) = 3/4
  • Distance: $d(C_1,C_2)$ = 1 – (Jaccard similarity) = 1/4

4.2. Convert from sets to boolean matrices

• Rows: elements of the universal set. In other words, all elements in the union.
• Columns: individual sets.
• A cell value of 1 in row e and column S if and only if e is a member of S.
• A cell value of 0 otherwise.
• Column similarity is the Jaccard similarity of the sets of their rows that have the value of 1.
• Typically sparse.
• This gives you another way to calculate similarity: column similarity = Jaccard similarity.

4.3. Finding similar columns

• Naïve approach:
  • Signatures of columns: small summaries of columns
  • Examine pairs of signatures to find similar columns
    • Essential: Similarities of signatures and columns are related
  • Optional: Check that columns with similar signatures are really similar

4.4. Hashing columns: Signatures

• Key idea: “hash” each column C to a small signature h(C), such that:
  • (1) h(C) is small enough that the signature fits in RAM
  • (2) $sim(C_1, C_2)$ is the same as the “similarity” of signatures $h(C_1)$ and $h(C_2)$
• Solution: min-hashing

4.5. Minhashing

• Imagine the rows permuted randomly.
• Define minhash function h(C) = the number of the first (in the permuted order) row in which column C has 1.
• Use several (e.g., 100) independent hash functions to create a signature for each column.
• The signatures can be displayed in another matrix called the signature matrix
• The signature matrix has
  • its columns represent the sets and
  • the rows represent the minhash values, in order for that column.
• Example: Assuming the following matrix for 4 documents, C1, C2, C3, and C4:
  • 0/1 vector matrix:
  \[\left[ \begin{array}{ccccc} & C1 & C2 & C3 & C4 \\ 1 & 1 & 0 & 1 & 0 \\ 2 & 1 & 0 & 0 & 1 \\ 3 & 0 & 1 & 0 & 1 \\ 4 & 0 & 1 & 0 & 1 \\ 5 & 0 & 1 & 0 & 1 \\ 6 & 1 & 0 & 1 & 0 \\ 7 & 1 & 0 & 0 & 0 \\ \end{array} \right]\]
  • We permute the index of the row, then start going through the rows using the values in the Permutation column as indices.

  ???example “Permutation 1”

  
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    $$
    \left[
    \begin{array}{ccccc}
    Permutation & C1 & C2 & C3 & C4 \\
    3 & 1  & 0  & 1  & 0 \\
    4 & 1  & 0  & 0  & 1 \\
    7 & 0  & 1  & 0  & 1 \\
    6 & 0  & 1  & 0  & 1 \\
    1 & 0  & 1  & 0  & 1 \\
    2 & 1  & 0  & 1  & 0 \\
    5 & 1  & 0  & 0  & 0 \\
    \end{array}
    \right]
    $$
      
    - For column C1:
        - row with value 1 in permutation column has a 0
        - row with value 2 in permutation column has a 1 (first 1)
            - Resulting signature is 2
    - For column C2:
        - row with value 1 in permutation column has a 1 (first 1)
            - Resulting signature is 1
    - For column C3:
        - row with value 1 in permutation column has a 0
        - row with value 2 in permutation column has a 1 (first 1)
            - Resulting signature is 2
    - For column C4:
        - row with value 1 in permutation column has a 1 (first 1)
            - Resulting signature is 1
    - Resulting signature set for this permutation is {2,1,2,1}
   

  ???example “Permutation 2”

  
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    $$
    \left[
    \begin{array}{ccccc}
    Permutation & C1 & C2 & C3 & C4 \\
    4 & 1  & 0  & 1  & 0 \\
    2 & 1  & 0  & 0  & 1 \\
    1 & 0  & 1  & 0  & 1 \\
    3 & 0  & 1  & 0  & 1 \\
    6 & 0  & 1  & 0  & 1 \\
    7 & 1  & 0  & 1  & 0 \\
    5 & 1  & 0  & 0  & 0 \\
    \end{array}
    \right]
    $$
      
    - For column C1:
        - row with value 1 in permutation column has a 0
        - row with value 2 in permutation column has a 1 (first 1)
            - Resulting signature is 2
    - For column C2:
        - row with value 1 in permutation column has a 1 (first 1)
            - Resulting signature is 1
    - For column C3:
        - row with value 1 in permutation column has a 0
        - row with value 2 in permutation column has a 0
        - row with value 3 in permutation column has a 0
        - row with value 4 in permutation column has a 1 (first 1)
            - Resulting signature is 4
    - For column C4:
        - row with value 1 in permutation column has a 1 (first 1)
            - Resulting signature is 1
    - Resulting signature set for this permutation is {2,1,4,1}
   

  ???example “Permutation 3”

  
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    $$
    \left[
    \begin{array}{ccccc}
    Permutation & C1 & C2 & C3 & C4 \\
    1 & 1  & 0  & 1  & 0 \\
    3 & 1  & 0  & 0  & 1 \\
    7 & 0  & 1  & 0  & 1 \\
    6 & 0  & 1  & 0  & 1 \\
    2 & 0  & 1  & 0  & 1 \\
    5 & 1  & 0  & 1  & 0 \\
    4 & 1  & 0  & 0  & 0 \\
    \end{array}
    \right]
    $$
      
    - For column C1:
        - row with value 1 in permutation column has a 1 (first 1)
            - Resulting signature is 1
    - For column C2:
        - row with value 1 in permutation column has a 0
        - row with value 2 in permutation column has a 1 (first 1)
            - Resulting signature is 2
    - For column C3:
        - row with value 1 in permutation column has a 1 (first 1)
            - Resulting signature is 1
    - For column C4:
        - row with value 1 in permutation column has a 0
        - row with value 2 in permutation column has a 1 (first 1)
            - Resulting signature is 2
    - Resulting signature set for this permutation is {1,2,1,2}
   

  • The resulting signature matrix is:
  \[\left[ \begin{array}{ccccc} & C1 & C2 & C3 & C4 \\ 1 & 2 & 1 & 2 & 1 \\ 2 & 2 & 1 & 4 & 1 \\ 3 & 1 & 2 & 1 & 2 \\ \end{array} \right]\]

4.6. Minhashing: surprising property

• The probability (over all permutations of the rows) that $h(C_1) = h(C_2)$ is the same as $Sim(C_1, C_2)$.
• The similarity of signatures is the fraction of the minhash functions in which they agree.
• The expected similarity of two signatures equals the Jaccard similarity of the columns.
• The longer the signatures, the smaller the expected error will be.
• Example:
  • Given the following document matrix
  \[\left[ \begin{array}{ccccc} & C1 & C2 & C3 & C4 \\ 1 & 1 & 0 & 1 & 0 \\ 2 & 1 & 0 & 0 & 1 \\ 3 & 0 & 1 & 0 & 1 \\ 4 & 0 & 1 & 0 & 1 \\ 5 & 0 & 1 & 0 & 1 \\ 6 & 1 & 0 & 1 & 0 \\ 7 & 1 & 0 & 0 & 0 \\ \end{array} \right]\]
  • and its corresponding signature matrix
  \[\left[ \begin{array}{ccccc} & C1 & C2 & C3 & C4 \\ 1 & 2 & 1 & 2 & 1 \\ 2 & 2 & 1 & 4 & 1 \\ 3 & 1 & 2 & 1 & 2 \\ \end{array} \right]\]
  • The Jaccard similarity calculation for the two matrices are:
  \[\left[ \begin{array}{cccc} Similarity & C1\ and\ C3 & C2\ and\ C4 & C1\ and\ C2 \\ Column & \frac{2}{4} & 1 & 0 \\ Signature & \frac{2}{3} & 1 & 0 \\ \end{array} \right]\]

4.7. Minhashing: implementation

• Can’t realistically permute billion of rows:
  • Too many permutation entries to store.
  • Random access on big data (big no no).
• How to calculate hashes in sequential order?
  • Pick approximately 100 hash functions (100 permutations).
  • Go through the data set row by row.
  • For each row r, for each hash function i,
    • Maintain a variable M(i,c) which will maintain the smallest value value of $h_i(r)$ for which column c has 1 in row r.

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5. Locality-sensitive-hashing (LSH)

5.1. Overview

• Generate from the collection of signatures a list of candidate pairs: pairs of elements where similarity must be evaluated.
  • For signature matrices: hash columns to many buckets and make elements of the same bucket candidate pairs.
• Pick a similarity threshold t, a fraction < 1.
  • We want a pair of columns c and d of the signature matrix M to be a candidate pair if and only if their signatures agree in at least fraction t of the rows.

5.2. LSH

• Big idea: hash columns of signature matrix M several times and arrange that only similar columns are likely to hash to the same bucket.
• Reality: we don’t need to study the entire column.

• Divide matrix M into b bands of r rows each.
• For each band, hash its portion of each column to a hash table with k buckets, with k as large as possible.
• Candidate column pairs are those that hash to the same bucket for at least one band.
• Fine tune b and r.
• We will not go into the math here …

5.3. Hands on LSH

• Download the set of inaugural speeches from https://www.cs.wcupa.edu/lngo/data/inaugural_speeches.zip.