spotify / annoy

Approximate Nearest Neighbors in C++/Python optimized for memory usage and loading/saving to disk
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approximate-nearest-neighbor-search c-plus-plus golang locality-sensitive-hashing lua nearest-neighbor-search python

Annoy

.. figure:: https://raw.github.com/spotify/annoy/master/ann.png :alt: Annoy example :align: center

.. image:: https://github.com/spotify/annoy/actions/workflows/ci.yml/badge.svg :target: https://github.com/spotify/annoy/actions

Annoy (Approximate Nearest Neighbors <http://en.wikipedia.org/wiki/Nearest_neighbor_search#Approximate_nearest_neighbor> Oh Yeah) is a C++ library with Python bindings to search for points in space that are close to a given query point. It also creates large read-only file-based data structures that are mmapped <https://en.wikipedia.org/wiki/Mmap> into memory so that many processes may share the same data.

Install

To install, simply do pip install --user annoy to pull down the latest version from PyPI <https://pypi.python.org/pypi/annoy>_.

For the C++ version, just clone the repo and #include "annoylib.h".

Background

There are some other libraries to do nearest neighbor search. Annoy is almost as fast as the fastest libraries, (see below), but there is actually another feature that really sets Annoy apart: it has the ability to use static files as indexes. In particular, this means you can share index across processes. Annoy also decouples creating indexes from loading them, so you can pass around indexes as files and map them into memory quickly. Another nice thing of Annoy is that it tries to minimize memory footprint so the indexes are quite small.

Why is this useful? If you want to find nearest neighbors and you have many CPU's, you only need to build the index once. You can also pass around and distribute static files to use in production environment, in Hadoop jobs, etc. Any process will be able to load (mmap) the index into memory and will be able to do lookups immediately.

We use it at Spotify <http://www.spotify.com/>__ for music recommendations. After running matrix factorization algorithms, every user/item can be represented as a vector in f-dimensional space. This library helps us search for similar users/items. We have many millions of tracks in a high-dimensional space, so memory usage is a prime concern.

Annoy was built by Erik Bernhardsson <http://www.erikbern.com> in a couple of afternoons during Hack Week <http://labs.spotify.com/2013/02/15/organizing-a-hack-week/>.

Summary of features

Python code example

.. code-block:: python

from annoy import AnnoyIndex import random

f = 40 # Length of item vector that will be indexed

t = AnnoyIndex(f, 'angular') for i in range(1000): v = [random.gauss(0, 1) for z in range(f)] t.add_item(i, v)

t.build(10) # 10 trees t.save('test.ann')

...

u = AnnoyIndex(f, 'angular') u.load('test.ann') # super fast, will just mmap the file print(u.get_nns_by_item(0, 1000)) # will find the 1000 nearest neighbors

Right now it only accepts integers as identifiers for items. Note that it will allocate memory for max(id)+1 items because it assumes your items are numbered 0 … n-1. If you need other id's, you will have to keep track of a map yourself.

Full Python API

Notes:

The C++ API is very similar: just #include "annoylib.h" to get access to it.

Tradeoffs

There are just two main parameters needed to tune Annoy: the number of trees n_trees and the number of nodes to inspect during searching search_k.

If search_k is not provided, it will default to n * n_trees where n is the number of approximate nearest neighbors. Otherwise, search_k and n_trees are roughly independent, i.e. the value of n_trees will not affect search time if search_k is held constant and vice versa. Basically it's recommended to set n_trees as large as possible given the amount of memory you can afford, and it's recommended to set search_k as large as possible given the time constraints you have for the queries.

You can also accept slower search times in favour of reduced loading times, memory usage, and disk IO. On supported platforms the index is prefaulted during load and save, causing the file to be pre-emptively read from disk into memory. If you set prefault to False, pages of the mmapped index are instead read from disk and cached in memory on-demand, as necessary for a search to complete. This can significantly increase early search times but may be better suited for systems with low memory compared to index size, when few queries are executed against a loaded index, and/or when large areas of the index are unlikely to be relevant to search queries.

How does it work

Using random projections <http://en.wikipedia.org/wiki/Locality-sensitive_hashing#Random_projection>__ and by building up a tree. At every intermediate node in the tree, a random hyperplane is chosen, which divides the space into two subspaces. This hyperplane is chosen by sampling two points from the subset and taking the hyperplane equidistant from them.

We do this k times so that we get a forest of trees. k has to be tuned to your need, by looking at what tradeoff you have between precision and performance.

Hamming distance (contributed by Martin Aumüller <https://github.com/maumueller>__) packs the data into 64-bit integers under the hood and uses built-in bit count primitives so it could be quite fast. All splits are axis-aligned.

Dot Product distance (contributed by Peter Sobot <https://github.com/psobot> and Pavel Korobov <https://github.com/pkorobov>) reduces the provided vectors from dot (or "inner-product") space to a more query-friendly cosine space using a method by Bachrach et al., at Microsoft Research, published in 2014 <https://www.microsoft.com/en-us/research/wp-content/uploads/2016/02/XboxInnerProduct.pdf>__.

More info

.. figure:: https://github.com/erikbern/ann-benchmarks/raw/master/results/glove-100-angular.png :alt: ANN benchmarks :align: center :target: https://github.com/erikbern/ann-benchmarks

Source code

It's all written in C++ with a handful of ugly optimizations for performance and memory usage. You have been warned :)

The code should support Windows, thanks to Qiang Kou <https://github.com/thirdwing> and Timothy Riley <https://github.com/tjrileywisc>.

To run the tests, execute python setup.py nosetests. The test suite includes a big real world dataset that is downloaded from the internet, so it will take a few minutes to execute.

Discuss

Feel free to post any questions or comments to the annoy-user <https://groups.google.com/group/annoy-user> group. I'm @fulhack <https://twitter.com/fulhack> on Twitter.