Curse of Dimensionality in Pivot-based Indexes

We offer a theoretical validation of the curse of dimensionality in the pivot-based indexing of datasets for similarity search, by proving, in the framework of statistical learning, that in high dimensions no pivot-based indexing scheme can essentially outperform the linear scan. A study of the asymptotic performance of pivot-based indexing schemes is performed on a sequence of datasets modeled as samples $X_d$ picked in i.i.d. fashion from metric spaces $\Omega_d$. We allow the size of the dataset $n=n_d$ to be such that $d$, the ``dimension'', is superlogarithmic but subpolynomial in $n$. The number of pivots is allowed to grow as $o(n/d)$. We pick the least restrictive cost model of similarity search where we count each distance calculation as a single computation and disregard the rest. We demonstrate that if the intrinsic dimension of the spaces $\Omega_d$ in the sense of concentration of measure phenomenon is $O(d)$, then the performance of similarity search pivot-based indexes is asymptotically linear in $n$.