Alexandr Andoni

Alexandr Andoni
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Alexandr Andoni

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Pub Categories

Computer Science - Data Structures and Algorithms (19)
Computer Science - Computational Geometry (7)
Computer Science - Computational Complexity (4)
Mathematics - Functional Analysis (2)
Statistics - Theory (2)
Mathematics - Statistics (2)
Mathematics - Information Theory (2)
Computer Science - Learning (2)
Computer Science - Information Theory (2)
Mathematics - Metric Geometry (2)
Computer Science - Information Retrieval (2)
Quantitative Biology - Quantitative Methods (1)
Quantitative Biology - Populations and Evolution (1)
Mathematics - Probability (1)
Mathematics - Combinatorics (1)
Computer Science - Distributed; Parallel; and Cluster Computing (1)

Publications Authored By Alexandr Andoni

We show that every symmetric normed space admits an efficient nearest neighbor search data structure with doubly-logarithmic approximation. Specifically, for every $n$, $d = 2^{o\left(\frac{\log n}{\log \log n}\right)}$, and every $d$-dimensional symmetric norm $\|\cdot\|$, there exists a data structure for $\mathrm{poly}(\log \log n)$-approximate nearest neighbor search over $\|\cdot\|$ for $n$-point datasets achieving $n^{o(1)}$ query time and $n^{1+o(1)}$ space. The main technical ingredient of the algorithm is a low-distortion embedding of a symmetric norm into a low-dimensional iterated product of top-$k$ norms. Read More

[See the paper for the full abstract.] We show tight upper and lower bounds for time-space trade-offs for the $c$-Approximate Near Neighbor Search problem. For the $d$-dimensional Euclidean space and $n$-point datasets, we develop a data structure with space $n^{1 + \rho_u + o(1)} + O(dn)$ and query time $n^{\rho_q + o(1)} + d n^{o(1)}$ for every $\rho_u, \rho_q \geq 0$ such that: \begin{equation} c^2 \sqrt{\rho_q} + (c^2 - 1) \sqrt{\rho_u} = \sqrt{2c^2 - 1}. Read More

We show tight lower bounds for the entire trade-off between space and query time for the Approximate Near Neighbor search problem. Our lower bounds hold in a restricted model of computation, which captures all hashing-based approaches. In articular, our lower bound matches the upper bound recently shown in [Laarhoven 2015] for the random instance on a Euclidean sphere (which we show in fact extends to the entire space $\mathbb{R}^d$ using the techniques from [Andoni, Razenshteyn 2015]). Read More

We undertake a systematic study of sketching a quadratic form: given an $n \times n$ matrix $A$, create a succinct sketch $\textbf{sk}(A)$ which can produce (without further access to $A$) a multiplicative $(1+\epsilon)$-approximation to $x^T A x$ for any desired query $x \in \mathbb{R}^n$. While a general matrix does not admit non-trivial sketches, positive semi-definite (PSD) matrices admit sketches of size $\Theta(\epsilon^{-2} n)$, via the Johnson-Lindenstrauss lemma, achieving the "for each" guarantee, namely, for each query $x$, with a constant probability the sketch succeeds. (For the stronger "for all" guarantee, where the sketch succeeds for all $x$'s simultaneously, again there are no non-trivial sketches. Read More

For $p\in (1,\infty)$ let $\mathscr{P}_p(\mathbb{R}^3)$ denote the metric space of all $p$-integrable Borel probability measures on $\mathbb{R}^3$, equipped with the Wasserstein $p$ metric $\mathsf{W}_p$. We prove that for every $\varepsilon>0$, every $\theta\in (0,1/p]$ and every finite metric space $(X,d_X)$, the metric space $(X,d_{X}^{\theta})$ embeds into $\mathscr{P}_p(\mathbb{R}^3)$ with distortion at most $1+\varepsilon$. We show that this is sharp when $p\in (1,2]$ in the sense that the exponent $1/p$ cannot be replaced by any larger number. Read More

We show the existence of a Locality-Sensitive Hashing (LSH) family for the angular distance that yields an approximate Near Neighbor Search algorithm with the asymptotically optimal running time exponent. Unlike earlier algorithms with this property (e.g. Read More

We prove a tight lower bound for the exponent $\rho$ for data-dependent Locality-Sensitive Hashing schemes, recently used to design efficient solutions for the $c$-approximate nearest neighbor search. In particular, our lower bound matches the bound of $\rho\le \frac{1}{2c-1}+o(1)$ for the $\ell_1$ space, obtained via the recent algorithm from [Andoni-Razenshteyn, STOC'15]. In recent years it emerged that data-dependent hashing is strictly superior to the classical Locality-Sensitive Hashing, when the hash function is data-independent. Read More

We show an optimal data-dependent hashing scheme for the approximate near neighbor problem. For an $n$-point data set in a $d$-dimensional space our data structure achieves query time $O(d n^{\rho+o(1)})$ and space $O(n^{1+\rho+o(1)} + dn)$, where $\rho=\tfrac{1}{2c^2-1}$ for the Euclidean space and approximation $c>1$. For the Hamming space, we obtain an exponent of $\rho=\tfrac{1}{2c-1}$. Read More

An outstanding open question posed by Guha and Indyk in 2006 asks to characterize metric spaces in which distances can be estimated using efficient sketches. Specifically, we say that a sketching algorithm is efficient if it achieves constant approximation using constant sketch size. A well-known result of Indyk (J. Read More

We study spectral algorithms for the high-dimensional Nearest Neighbor Search problem (NNS). In particular, we consider a semi-random setting where a dataset $P$ in $\mathbb{R}^d$ is chosen arbitrarily from an unknown subspace of low dimension $k\ll d$, and then perturbed by fully $d$-dimensional Gaussian noise. We design spectral NNS algorithms whose query time depends polynomially on $d$ and $\log n$ (where $n=|P|$) for large ranges of $k$, $d$ and $n$. Read More

We study the problem of sketching an input graph, so that given the sketch, one can estimate the weight of any cut in the graph within factor $1+\epsilon$. We present lower and upper bounds on the size of a randomized sketch, focusing on the dependence on the accuracy parameter $\epsilon>0$. First, we prove that for every $\epsilon > 1/\sqrt n$, every sketch that succeeds (with constant probability) in estimating the weight of all cuts $(S,\bar S)$ in an $n$-vertex graph (simultaneously), must be of size $\Omega(n/\epsilon^2)$ bits. Read More

We give algorithms for geometric graph problems in the modern parallel models inspired by MapReduce. For example, for the Minimum Spanning Tree (MST) problem over a set of points in the two-dimensional space, our algorithm computes a $(1+\epsilon)$-approximate MST. Our algorithms work in a constant number of rounds of communication, while using total space and communication proportional to the size of the data (linear space and near linear time algorithms). Read More

A useful approach to "compress" a large network $G$ is to represent it with a {\em flow-sparsifier}, i.e., a small network $H$ that supports the same flows as $G$, up to a factor $q \geq 1$ called the quality of sparsifier. Read More

The problem of estimating frequency moments of a data stream has attracted a lot of attention since the onset of streaming algorithms [AMS99]. While the space complexity for approximately computing the $p^{\rm th}$ moment, for $p\in(0,2]$ has been settled [KNW10], for $p>2$ the exact complexity remains open. For $p>2$ the current best algorithm uses $O(n^{1-2/p}\log n)$ words of space [AKO11,BO10], whereas the lower bound is of $\Omega(n^{1-2/p})$ [BJKS04]. Read More

We present a new data structure for the c-approximate near neighbor problem (ANN) in the Euclidean space. For n points in R^d, our algorithm achieves O(n^{\rho} + d log n) query time and O(n^{1 + \rho} + d log n) space, where \rho <= 7/(8c^2) + O(1 / c^3) + o(1). This is the first improvement over the result by Andoni and Indyk (FOCS 2006) and the first data structure that bypasses a locality-sensitive hashing lower bound proved by O'Donnell, Wu and Zhou (ICS 2011). Read More

We consider the classical question of predicting binary sequences and study the {\em optimal} algorithms for obtaining the best possible regret and payoff functions for this problem. The question turns out to be also equivalent to the problem of optimal trade-offs between the regrets of two experts in an "experts problem", studied before by \cite{kearns-regret}. While, say, a regret of $\Theta(\sqrt{T})$ is known, we argue that it important to ask what is the provably optimal algorithm for this problem --- both because it leads to natural algorithms, as well as because regret is in fact often comparable in magnitude to the final payoffs and hence is a non-negligible term. Read More

We show how to compute the edit distance between two strings of length n up to a factor of 2^{\~O(sqrt(log n))} in n^(1+o(1)) time. This is the first sub-polynomial approximation algorithm for this problem that runs in near-linear time, improving on the state-of-the-art n^(1/3+o(1)) approximation. Previously, approximation of 2^{\~O(sqrt(log n))} was known only for embedding edit distance into l_1, and it is not known if that embedding can be computed in less than quadratic time. Read More

A technique introduced by Indyk and Woodruff [STOC 2005] has inspired several recent advances in data-stream algorithms. We show that a number of these results follow easily from the application of a single probabilistic method called Precision Sampling. Using this method, we obtain simple data-stream algorithms that maintain a randomized sketch of an input vector $x=(x_1,. Read More

We present a near-linear time algorithm that approximates the edit distance between two strings within a polylogarithmic factor; specifically, for strings of length n and every fixed epsilon>0, it can compute a (log n)^O(1/epsilon) approximation in n^(1+epsilon) time. This is an exponential improvement over the previously known factor, 2^(O (sqrt(log n))), with a comparable running time (Ostrovsky and Rabani J.ACM 2007; Andoni and Onak STOC 2009). Read More

Molecular phylogenetic techniques do not generally account for such common evolutionary events as site insertions and deletions (known as indels). Instead tree building algorithms and ancestral state inference procedures typically rely on substitution-only models of sequence evolution. In practice these methods are extended beyond this simplified setting with the use of heuristics that produce global alignments of the input sequences--an important problem which has no rigorous model-based solution. Read More

Estimating frequency moments of data streams is a very well studied problem and tight bounds are known on the amount of space that is necessary and sufficient when the stream is adversarially ordered. Recently, motivated by various practical considerations and applications in learning and statistics, there has been growing interest into studying streams that are randomly ordered. In the paper we improve the previous lower bounds on the space required to estimate the frequency moments of a randomly ordered streams. Read More