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KGraph: A Library for Approximate Nearest Neighbor Search

Introduction

KGraph is a library for k-nearest neighbor (k-NN) graph construction and online k-NN search using a k-NN Graph as index. KGraph implements heuristic algorithms that are extremely generic and fast:

KGraph works on abstract objects. The only assumption it makes is that a similarity score can be computed on any pair of objects, with a user-provided function.
KGraph is among the fastest of libraries for k-NN search according to recent benchmark.

For best generality, the C++ API should be used. A python wrapper is provided under the module name kgraph, which supports Euclidean and Angular distances on rows of NumPy matrices.

!!!pykgraph has been renamed to kgraph.

Building and Installation

KGraph depends on a recent version of GCC with C++11 support, cmake and the Boost library. The package can be built and installed with

cmake -DCMAKE_BUILD_TYPE=release .
make
sudo make install

A Makefile.plain is also provided in case cmake is not available.

The Python API can be installed with

python setup.py install

Python Quick Start

from numpy import random
import kgraph

dataset = random.rand(1000000, 16)
query = random.rand(1000, 16)

index = kgraph.KGraph(dataset, 'euclidean')  # another option is 'angular'
index.build(reverse=-1)                        #
index.save("index_file");
# load with index.load("index_file");

knn = index.search(query, K=10)                       # this uses all CPU threads
knn = index.search(query, K=10, threads=1)            # one thread, slower
knn = index.search(query, K=1000, P=100)              # search for 1000-nn, no need to recompute index.

Both index.build and index.search supports a number of optional keywords arguments to fine tune the performance. The default values should work reasonably well for many datasets. One exception is that reverse=-1 should be added if the purpose of building index is to speedup search, which is the typical case, rather than to obtain the k-NN graph itself.

Two precautions should be taken:

Although matrices of both float32 and float64 are supported, the latter is not optimized. It is recommened that matrices be converted to float32 before being passed into kgraph.
The dimension (columns of matrices) should be a multiple of 4. If not, zeros must be padded.

For performance considerations, the Python API does not support user-defined similarity function, as the callback function is invoked in such a high frequency that, if written in Python, speedup will inevitably be brought down. For the full generality, the C++ API should be used.

C++ Quick Start

The KGraph C++ API is based on two central concepts: the index oracle and the search oracle. (Oracle is a fancy way of calling a user-defined callback function that behaves like a black box.) KGraph works solely with object IDs from 0 to N-1, and relies on the oracles to map the IDs to actual data objects and to compute the similarity. To use KGraph, the user has to extend the following two abstract classes

    class IndexOracle {
    public:
        // returns size N of dataset
        virtual unsigned size () const = 0;
        // computes similarity of object 0 <= i and j < N
        virtual float operator () (unsigned i, unsigned j) const = 0;
    };

    class SearchOracle {
    public:
        /// Returns the size N of the dataset.
        virtual unsigned size () const = 0;
	/// Computes similarity of query and object 0 <= i < N.
        virtual float operator () (unsigned i) const = 0;
    };

The similarity values computed by the oracles must satisfy the following two conditions:

The more similar the objects are, the smaller the similarity value (0.1 < 10, -10 < 1).
Similarity must be symmetric, i.e. f(a, b) = f(b, a).

KGraph's heuristic algorithm does not make assumption about properties such as triangle-inequality. If the similarity is ill-defined, the worst it can do is to lower the accuracy and to slow down computation.

With the oracle classes defined, index construction and online search become straightfoward:

#include <kgraph.h>

KGraph *index = KGraph::create();

if (need_to_create_new_index) {
    MyIndexOracle oracle(...);	// subclass of kgraph::IndexOracle
    KGraph::IndexParams params;  
    params.reverse = -1;
    index->build(oracle, params);
    index->save("some_path");
}
else {
    index->load("some_path");
}

MySearchOracle oracle(...);	// subclass of kgraph::SearchOracle

KGraph::SearchParams params;
params.K = K;
vector<unsigned> knn(K);    	// to save K-NN ids.
index->search(oracle, params, &knn[0]);
// knn now contains the IDs of k-NNs, highest similarity in the front

delete index;

Note that the search API does not directly imply nearest neighbor search. Rather it is a generic API for minimizing a function on top of a graph, and finds the K nodes where the function assumes minimal values.

Awesome

KGraph: A Library for Approximate Nearest Neighbor Search

Introduction

Building and Installation

Python Quick Start

C++ Quick Start

More Documentation

Oracles for Common Tasks

Parameter Tuning

Doxygen Documentation