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LSH: LOCALITY SENSITIVE HASHING Shingling Docu- ment The set of strings of length k that appear in the doc- ument Min-hash- ing Signatures: short integer vectors that represent the sets, and reflect their similarity Locality- sensitive hashing Candidate pairs: those pairs of signatures that we need to test for similarity
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LSH: LOCALITY SENSITIVE HASHING - uniroma1.ittwiki.di.uniroma1.it/pub/BDC/Schedule/lecture13-localitySensitive.pdfCandidates from min-hash signatures ! Pick a similarity threshold

Mar 09, 2020

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Page 1: LSH: LOCALITY SENSITIVE HASHING - uniroma1.ittwiki.di.uniroma1.it/pub/BDC/Schedule/lecture13-localitySensitive.pdfCandidates from min-hash signatures ! Pick a similarity threshold

LSH: LOCALITY SENSITIVE HASHING

Shingling Docu- ment

The set of strings of length k that appear in the doc- ument

Min-hash- ing

Signatures: short integer vectors that represent the sets, and reflect their similarity

Locality- sensitive hashing

Candidate pairs: those pairs of signatures that we need to test for similarity

Page 2: LSH: LOCALITY SENSITIVE HASHING - uniroma1.ittwiki.di.uniroma1.it/pub/BDC/Schedule/lecture13-localitySensitive.pdfCandidates from min-hash signatures ! Pick a similarity threshold

LSH: first cut

¨  Goal: find documents with Jaccard similarity at least s (for some similarity threshold, e.g., s=0.8)

¨  General idea: use a function f(x,y) that tells whether x and y is a candidate pair, i.e., a pair of elements whose similarity must be evaluated

¨  For min-hash matrices: ¤ Hash columns of signature matrix M to many buckets ¤ Each pair of documents that hashes into the

same bucket is a candidate pair

Page 3: LSH: LOCALITY SENSITIVE HASHING - uniroma1.ittwiki.di.uniroma1.it/pub/BDC/Schedule/lecture13-localitySensitive.pdfCandidates from min-hash signatures ! Pick a similarity threshold

Candidates from min-hash signatures

¨  Pick a similarity threshold s (0 < s < 1)

¨  Columns x and y of M are a candidate pair if their signatures agree on at least fraction s of their rows: M (i, x) = M (i, y) for at least fraction s values of i

¤ Jaccard similarity of documents x and y ¤ Column similarity in the Boolean matrix ¤ Expected signature similarity in matrix M

1 2 1 2

1 4 1 2

2 1 2 1

equivalent

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Hashing columns to buckets

¨  Candidate pairs are those that hash to the same bucket

¨  Arrange that (only) similar columns are likely to hash to the same bucket, with high probability ¤  If we hash entire columns, only identical columns will end

up in the same bucket ¤  Idea: divide columns into parts and hash each column

several times

1 2 1 2

1 4 1 2

2 1 2 1 Hash columns of signature matrix M to buckets

Page 5: LSH: LOCALITY SENSITIVE HASHING - uniroma1.ittwiki.di.uniroma1.it/pub/BDC/Schedule/lecture13-localitySensitive.pdfCandidates from min-hash signatures ! Pick a similarity threshold

Partition M into b bands

Signature matrix M

r rows per band

b bands

One signature

1 2 1 2

1 4 1 2

2 1 2 1

Page 6: LSH: LOCALITY SENSITIVE HASHING - uniroma1.ittwiki.di.uniroma1.it/pub/BDC/Schedule/lecture13-localitySensitive.pdfCandidates from min-hash signatures ! Pick a similarity threshold

Partition M into b bands of r rows each

¨  b×r = number of min-hash functions ¨  For each band, hash its portion of each column to a hash

table with k buckets ¤ Make k as large as possible!

¨  Candidate column pairs = paits that hash to the same bucket for ≥ 1 band ¤  If two columns quite similar, it is likely that there exists at least

one band where they are identical (i.e., same hash)

¨  Tune b and r to catch most similar pairs, but few non-similar pairs ¤  Extreme cases: r=1 or b=1. What’s wrong with these choices?

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Signature matrix M

r rows b bands

Columns 2 and 6 are probably identical in this band (candidate pair)

Columns 6 and 7 are surely different

Hashing bands

Buckets

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Simplifying assumption: k large enough

¨  There are enough buckets that columns are unlikely to hash to the same bucket unless they are identical in a particular band

¨  Hereafter “same bucket” = “identical in that band”

¨  Assumption needed only to simplify analysis, not for correctness of algorithm

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Why does it work? An example first

Assume the following case: ¨  100,000 columns in M (100k docs) ¨  Signatures of 100 integers (100 rows) ¨  Therefore, signatures take 40Mb ¨  Choose b = 20 bands of r = 5

integers/band

¨  Goal: Find pairs of documents that are at least s = 80% similar

1 2 1 2

1 4 1 2

2 1 2 1

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C1 and C2 are 80% similar

¨  Find pairs of ≥ s=0.8 similarity, b=20, r=5 ¨  If sim(C1, C2) = 0.8≥ s, we want C1, C2 to be a

candidate pair: we want them to hash to at least 1 common bucket (at least one band is identical)

¨  Pr{C1, C2 identical in one particular band} = (0.8)5 = 0.328 ¨  Pr{C1, C2 not identical in all of the 20 bands} = (1-0.328)20 = 0.00035

¤ About 1/3000th of the 80%-similar column pairs are false negatives (we miss them)

¤ We would find 99.965% pairs of truly similar documents

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C1 and C2 are 30% similar

¨  Find pairs of ≥ s=0.8 similarity, b=20, r=5 ¨  If sim(C1, C2) = 0.3< s, we want C1, C2 to hash to NO

common bucket (all bands should be different) ¨  Pr{C1, C2 identical in one particular band} = (0.3)5 = 0.00243 ¨  Pr{C1, C2 identical in at least one of the 20 bands} = 1 - (1-0.00243)20 = 0.0474

¤ Approximately 4.74% pairs of docs with similarity 0.3% end up becoming candidate pairs (false positives)

¤ We’ll have to examine them (they are candidate pairs), but it will turn out their similarity is below threshold s

Page 12: LSH: LOCALITY SENSITIVE HASHING - uniroma1.ittwiki.di.uniroma1.it/pub/BDC/Schedule/lecture13-localitySensitive.pdfCandidates from min-hash signatures ! Pick a similarity threshold

LSH involves a tradeoff

¨  Pick: ¤ The number of min-hashes (rows of M) ¤ The number of bands b ¤ The number of rows r per band

to balance false positives/negatives

¨  Example: if we had only 15 bands of 5 rows, the number of false positives would go down, but the number of false negatives would go up

1 2 1 2

1 4 1 2

2 1 2 1

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Analysis of LSH – What we want

Similarity t =sim(C1, C2) of two sets

Probability of sharing a bucket

Sim

ilarit

y th

resh

old

s

No chance if t < s

Probability = 1 if t > s

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What 1 band of 1 row gives us

Remember: Probability of equal hash-values = similarity

Similarity t =sim(C1, C2) of two sets

Probability of sharing a bucket

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b bands, r rows/band

¨  Columns C1 and C2 have similarity t ¨  Pick any band (r rows)

¤ Prob. that all rows in band equal = tr ¤ Prob. that some row in band unequal = 1 - tr

¨  Prob. that no band identical = (1 - tr)b

¨  Prob. that at least 1 band identical = 1 - (1 - tr)b

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What b bands of r rows give us

t r

All rows of a band are equal

1 -

Some row of a band unequal

( )b

No bands identical

1 -

At least one band identical

s ~ (1/b)1/r

Similarity t=sim(C1, C2) of two sets

Probability of sharing a bucket

Page 17: LSH: LOCALITY SENSITIVE HASHING - uniroma1.ittwiki.di.uniroma1.it/pub/BDC/Schedule/lecture13-localitySensitive.pdfCandidates from min-hash signatures ! Pick a similarity threshold

Example: b=20, r=5

¨  Similarity threshold s ¨  Probability that at least 1 band is identical:

s 1-(1-sr)b

.2 .006

.3 .047

.4 .186

.5 .470

.6 .802

.7 .975

.8 .9996

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Picking r and b: the S-curve

¨  Picking r and b to get the best S-curve ¤ 50 hash-functions (r=5, b=10)

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 10

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

Blue area: False Negative rate Green area: False Positive rate

Similarity

Prob

. sha

ring

a bu

cket

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LSH Summary

¨  Tune M, b, r to get almost all pairs with similar signatures, but eliminate most pairs that do not have similar signatures

¨  Check in main memory that candidate pairs really do have similar signatures

¨  Optional: In another pass through data, check that the remaining candidate pairs really represent similar documents

Page 20: LSH: LOCALITY SENSITIVE HASHING - uniroma1.ittwiki.di.uniroma1.it/pub/BDC/Schedule/lecture13-localitySensitive.pdfCandidates from min-hash signatures ! Pick a similarity threshold

Summary: 3 steps

¨  Shingling: Convert documents to sets ¨  Min-Hashing: Convert large sets to short signatures,

while preserving similarity ¤ We used similarity preserving hashing to generate

signatures with property Pr[hπ(C1) = hπ(C2)] = sim(C1, C2) ¤ We used hashing to get around generating random

permutations

¨  Locality-Sensitive Hashing: Focus on pairs of signatures likely to be from similar documents ¤ We used hashing to find candidate pairs of similarity ≥ s

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Acknowledgments

Slides based on material from the “Data Mining” Stanford course CS345A by Rajaraman &Ullman and from the book “Mining of Massive Data Sets” by Leskovec, Rajaraman & Ullman:

http://www.mmds.org