English

Locality-sensitive hashing in function spaces

Machine Learning 2020-02-11 v1 Probability Machine Learning

Abstract

We discuss the problem of performing similarity search over function spaces. To perform search over such spaces in a reasonable amount of time, we use {\it locality-sensitive hashing} (LSH). We present two methods that allow LSH functions on RN\mathbb{R}^N to be extended to LpL^p spaces: one using function approximation in an orthonormal basis, and another using (quasi-)Monte Carlo-style techniques. We use the presented hashing schemes to construct an LSH family for Wasserstein distance over one-dimensional, continuous probability distributions.

Keywords

Cite

@article{arxiv.2002.03909,
  title  = {Locality-sensitive hashing in function spaces},
  author = {Will Shand and Stephen Becker},
  journal= {arXiv preprint arXiv:2002.03909},
  year   = {2020}
}