nearest_neighbors/slides.html

<!DOCTYPE html>
<html>
  <head>
    <title>NN</title>
    <meta charset="utf-8">
    <link rel="stylesheet" href="https://unpkg.com/purecss@1.0.1/build/pure-min.css" integrity="sha384-oAOxQR6DkCoMliIh8yFnu25d7Eq/PHS21PClpwjOTeU2jRSq11vu66rf90/cZr47" crossorigin="anonymous">    <style>
      @import url(https://fonts.googleapis.com/css?family=Yanone+Kaffeesatz);
      @import url(https://fonts.googleapis.com/css?family=Droid+Serif:400,700,400italic);
      @import url(https://fonts.googleapis.com/css?family=Ubuntu+Mono:400,700,400italic);

      body { font-family: 'Droid Serif'; }
      h1, h2, h3 {
        font-family: 'Yanone Kaffeesatz';
        font-weight: normal;
      }
      .remark-code, .remark-inline-code { font-family: 'Ubuntu Mono'; }
      .reference{
      	font-size: 10px;
      }
      .smaller-font { font-size:14px } 
      @page {
        size: 908px 681px;
        margin: 0;
      }

      @media print {
        .remark-slide-scaler {
          width: 100% !important;
          height: 100% !important;
          transform: scale(1) !important;
          top: 0 !important;
          left: 0 !important;
        }
      }

      .green {
        color: #45ADA8;
      }

      .figure img{
        height: 550px;
      }

      .figure-200 img{
        height: 200px;
      }

      .figure-250 img{
        height: 250px;
      }

      .figure-300 img{
        height: 300px;
      }

      .figure-350 img{
        height: 350px;
      }

      .figure-w500 img{
        width: 500px;
      }

      .figure-w600 img{
        width: 600px;
      }
    </style>
  </head>
  <body>
    <textarea id="source">

class: center, middle

# Nearest Neighbor

CS534 - Machine Learning

Yubin Park, PhD

---

class: center, middle

Consider

$$ y_1 = f(\mathbf{x}_1) $$

and 

$$ y_2 = f(\mathbf{x}_2) $$

---

class: center, middle

If

$$ \mathbf{x}_1 = \mathbf{x}_2 $$

then 

$$ y_1 = y_2 $$

---

class: center, middle

What if

$$ \mathbf{x}_1 \approx \mathbf{x}_2 $$

then 

$$ y_1 \approx y_2 \text{?}$$

---

## Distance Metric

We need to "measure" how similar `\(\mathbf{x}_1\)` and `\(\mathbf{x}_2\)` are using a distance function.

A distance function satisfies:

1. `\(d(\mathbf{x}_1, \mathbf{x}_2) \ge 0\)`, and `\(d(\mathbf{x}_1, \mathbf{x}_2) = 0\)` if and only if `\(\mathbf{x}_1=\mathbf{x}_2\)`
1. `\(d(\mathbf{x}_1, \mathbf{x}_2) = d(\mathbf{x}_2, \mathbf{x}_1)\)` (symmetric)
1. `\(d(\mathbf{x}_1, \mathbf{x}_2) \le d(\mathbf{x}_1, \mathbf{x}_3) + d(\mathbf{x}_3, \mathbf{x}_2)\)` (triangle inequality)

Questions:
- Is `\( (\mathbf{x}_1 - \mathbf{x}_2 )^T(\mathbf{x}_1 - \mathbf{x}_2 ) \)` a distance function?
- How about `\(\frac{\mathbf{x}_1^T \mathbf{x}_2}{\|\mathbf{x}_1\| \|\mathbf{x}_2\|}\)` ([cosine similarity](https://en.wikipedia.org/wiki/Cosine_similarity))?
- How about `\(1 - \frac{\mathbf{x}_1^T \mathbf{x}_2}{\|\mathbf{x}_1\| \| \mathbf{x}_2\|}\)` (1 - cosine similarity)?

---

## k-Nearest Neighbors (kNN)

No training is needed for kNN.

For a new data point `\(\mathbf{x}_{\text{new}}\)`,

1. For `\(i=0\)` to `\(n\)`,
  1. Measure the distance between `\(\mathbf{x}_{\text{new}}\)` and `\(\mathbf{x}_{i}\)`
1. Select Top-k nearest neighbors  
1. `\(\hat{y} = \frac{\sum \mathbf{x}_{nn}}{k}\)`

kNN is an [instance-based learning](https://en.wikipedia.org/wiki/Instance-based_learning) (or memory-based learning).

Question:
- What is the effect of `\(k\)` on the bias and variance of the model?


---

class: center, middle

.figure-w500[![nn1](img/nn1.png)]

.reference[Chapter 13 of [ESLII](https://web.stanford.edu/~hastie/ElemStatLearn/)]

---

class: center, middle

.figure-w500[![nn1](img/nn1b.png)]

.reference[Chapter 13 of [ESLII](https://web.stanford.edu/~hastie/ElemStatLearn/)]


---

class: center, middle

.figure-w500[![nn1](img/nn2b.png)]

.reference[Chapter 13 of [ESLII](https://web.stanford.edu/~hastie/ElemStatLearn/)]


---

class: center, middle

.figure-w500[![nn1](img/nn2.png)]

.reference[Chapter 13 of [ESLII](https://web.stanford.edu/~hastie/ElemStatLearn/)]

---

## Practical Considerations

- Slow Preciction Speed
  - You need to scan all data points in the training set, `\(O(n)\)`
  - => [Approximate Nearest Neighbors](https://en.wikipedia.org/wiki/Nearest_neighbor_search#Approximate_nearest_neighbor)
- Ambiguity of Metric
  - Which distance function should I choose?
  - => [Metric Learning](https://en.wikipedia.org/wiki/Similarity_learning)
- Curse of dimensionality
  - Distances between sample pairs are about the same in high dimensional spaces
  - => [Dimensionality Reduction](https://en.wikipedia.org/wiki/Dimensionality_reduction)

---

## Approximate Nearest Neighbor

We can make kNN a lot faster if we allow some mistakes.

i.e. we will find `\(k\)` **near** neighbors, not the exact Top-k nearest neighbors.

Hence, this algorithm is called Approximate Nereast Neighbors (ANN).

The main technique is [Locality-sensitive Hashing](https://en.wikipedia.org/wiki/Locality-sensitive_hashing) (LSH). 

Simply speaking, 
1. We want to have a function (LSH) that puts similar items to the same bucket with a high probability
1. For a new data point, we apply the function and finds the bucket that have similar data points to the data point
1. Find Top-k within the bucket

Of course, there will be some False Positives and False Negatives...

---

## LSH Basic (1)

Let's start with the cosine disimilarity:

$$ d(\mathbf{x}_1, \mathbf{x}_2) = 1 - \frac{\mathbf{x}_1^T \mathbf{x}_2}{\lVert\mathbf{x}_1\rVert \lVert \mathbf{x}_2\rVert} $$

With a random vector `\(\mathbf{u}\)`, we will make a hash function as follows:

$$ h_{\mathbf{u}}(\mathbf{x}) = \text{sign}(\mathbf{x}^T\mathbf{u})$$

In other words, the hash function returns either 1 or -1 (or 0) depending on the angle between `\(\mathbf{x}\)` and `\(\mathbf{u}\)`. Then, we have:

$$ \text{Pr}(h\_{\mathbf{u}}(\mathbf{x}\_1)=h\_{\mathbf{u}}(\mathbf{x}\_2)) = 1 - \frac{\theta(\mathbf{x}_1, \mathbf{x}_2)}{\pi} \approx \cos(\theta(\mathbf{x}_1, \mathbf{x}_2)) $$

The probability of having the same hash value approximates their cosine similariity. This [random projection](https://en.wikipedia.org/wiki/Random_projection) hash is called [SimHash](https://en.wikipedia.org/wiki/SimHash).

---

## LSH Basic (2)

Under SimHash, two items will be put in the same bucket if they are similar. 

More precisely, the more simialar those two are, the more likely they will be put in the same bucket.

We have made 2 buckets using 1 SimHash. Are 2 buckets enough?

To make `\(2^R\)` buckets, we use `\(R\)` random vectors: `\(\mathbf{u}_1, \mathbf{u}_2, \ldots, \mathbf{u}_R\)`.

$$ h\_{\mathbf{U}} = (h\_{\mathbf{u}\_1}, h\_{\mathbf{u}\_2}, \ldots, h\_{\mathbf{u}\_R}) $$

```python
def simhash(x, U):
    """Returns an R length binary hash value."""
    # x: a vector (m x 1)
    # U: a matrix (m x R)
    return "".join([str(int(h>0)) for h in np.dot(x, U)])

```

---

## LSH Basic (3)

Then, the probability of two data points ending up in the same bucket is:

$$ \text{Pr}(h\_{\mathbf{U}}(\mathbf{x}\_1)=h\_{\mathbf{U}}(\mathbf{x}\_2)) =  s(\mathbf{x}_1, \mathbf{x}_2)^R $$

where `\(s(\mathbf{x}_1, \mathbf{x}_2)\)` represents the similarity between two points.

And the probability that two data points will be put in different buckets:

$$ \text{Pr}(h\_{\mathbf{U}}(\mathbf{x}\_1) \neq h\_{\mathbf{U}}(\mathbf{x}\_2)) = 1 - s(\mathbf{x}_1, \mathbf{x}_2)^R$$

Now, we have enough buckets to separate disimilar points. 

However, we have a new challenge. 

For a new data point, what if its corresponding bucket is empty? 

Or, even if it is not empty, but full of irrelevant data points?

---

## LSH Basic (4)

Let's make multiple hash functions, `\(h_{\mathbf{U}_1}, h_{\mathbf{U}_2}, \ldots, h_{\mathbf{U}_B}\)`, and hope that at least one matched bucket is not empty.

Since 

$$ \text{Pr}(h\_{\mathbf{U}}(\mathbf{x}\_1) \neq h\_{\mathbf{U}}(\mathbf{x}\_2)) = 1 - s(\mathbf{x}_1, \mathbf{x}_2)^R $$

we have:

$$ \text{Pr}(h\_{\mathbf{U}\_b}(\mathbf{x}\_1) \neq h\_{\mathbf{U}\_b}(\mathbf{x}\_2), \forall b \in 1, \dots, B) = (1 - s(\mathbf{x}_1, \mathbf{x}_2)^R)^B $$

In other words, the probability of finding at least one bucket that has a neighbor candidate `\( \mathbf{x}_{\text{neighbor}}\)` with `\(s(\mathbf{x}_{\text{new}}, \mathbf{x}_{\text{neighbor}})\)`:

$$ \text{Pr}(\text{hit}) = 1 - (1 - s(\mathbf{x}\_{\text{new}}, \mathbf{x}\_{\text{neighbor}})^R)^B $$

---

## LSH Basic (5)

Why are we doing this?

So that we can find neighbors that are `\(s(\mathbf{x}_{\text{new}}, \mathbf{x}_{\text{neighbor}}) > t\)` with a very high probability.

.center[.figure-350[![amplifier](img/lshamp.png)]]

---

## LSH Toy Example (1)

```python
R = 20
B = 5
def simhash(x, U):
    return "".join([str(int(h>0)) for h in np.dot(x, U)])
```

```python
def fit(X, y, U_lst):
    n, m = X.shape
    B = len(U_lst)
    htab = [defaultdict(list) for b in range(B)]
    for i in range(n):
        x_i = X[i,:]
        y_i = y[i]
        for b in range(B):
            key = simhash(x_i, U_lst[b])
            htab[b][key].append((x_i, y_i))
    return htab
```

---

## LSH Toy Example (2)

```python
def predict(X, U_lst, htab):
    y_hat = []
    n, m = X.shape
    B = len(U_lst)
    for i in range(n):
        x_i = X[i,:]
        y_hat_i = 0.0
        for b in range(B):
            key = simhash(x_i, U_lst[b])
            if key not in htab[b]:
                continue
            pairs = htab[b][key]
            X_nn = np.array([p[0] for p in pairs])
            idx = np.argsort(np.dot(X_nn, x_i))[-1]
            y_hat_i = [p[1] for p in pairs][idx]
            break
        y_hat.append(y_hat_i)
    return y_hat
```

---

## LSH Toy Example (3)

```python
data = load_iris()
scaler = StandardScaler()
X = data.data
y = (data.target == 1).astype(int)
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2)
scaler.fit(X_train)
X_train = scaler.transform(X_train)
X_test = scaler.transform(X_test)

n, m = X.shape
U_lst = [np.random.randn(m, R) for b in range(B)]

htab = fit(X_train, y_train, U_lst)
y_hat = predict(X_test, U_lst, htab)
acc = np.mean(y_hat == y_test)
print(acc)
```

```bash
$ python lsh.py
0.9
```

---

class: center, middle

## Questions?

</textarea>
    <script src="https://remarkjs.com/downloads/remark-latest.min.js">
    </script>
    <script src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js?config=TeX-AMS_HTML&delayStartupUntil=configured" type="text/javascript">
    </script>
    <script type="text/javascript">
      var hljs = remark.highlighter.engine;
      /*
        Language: terminal console
        Author: Josh Bode <joshbode@gmail.com>
      */
      hljs.registerLanguage('terminal', function() {
        return {
          contains: [
            {
              className: 'string',
              begin: '^([\\w.]+)@([\\w.]+)'
            },
            {
              className: 'constant',
              begin: ' (.*) \\$ '
            },
            {
              className: 'ansi',
              begin: '<span style\\="([^"]+)">',
              end: '<\\/span>'
            }
          ]
        }
      });
      var slideshow = remark.create({
        highlightStyle: 'monokai'
      });

      // extract the embedded styling from ansi spans
      var highlighted = document.querySelectorAll("code.terminal span.hljs-ansi");
      Array.prototype.forEach.call(highlighted, function(next) {
        next.insertAdjacentHTML("beforebegin", next.textContent);
        next.parentNode.removeChild(next);
      });

      // Setup MathJax
      MathJax.Hub.Config({
          tex2jax: {
          skipTags: ['script', 'noscript', 'style', 'textarea', 'pre']
          }
      });

      MathJax.Hub.Configured();
    </script>
  </body>
</html>