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arXiv 2002.03909cs.LGmath.PRstat.ML

Locality-sensitive hashing in function spaces

Department of Applied Mathematics, University of Colorado, Boulder(科罗拉多大学博尔德分校应用数学系)

Will Shand, Stephen Becker

英文摘要:

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 $\mathbb{R}^N$ to be extended to $L^p$ 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.

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