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Medoids in Almost-Linear Time via Multi-Armed Bandits

机译:通过多臂土匪在几乎线性的时间内获得类固醇

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Computing the medoid of a large number of points in high-dimensional space is an increasingly common operation in many data science problems. We present an algorithm Med-dit to compute the medoid with high probability, which uses $O(nlog n)$ distance evaluations. Med-dit is based on a connection with the Multi-Armed Bandit problem. We evaluate the performance of Med-dit empirically on the Netflix-prize and single-cell RNA-seq datasets, containing hundreds of thousands of points living in tens of thousands of dimensions, and observe a $5$-$10$x improvement in performance over the current state of the art. We have released the code of Med-dit and our empirical results at https://github.com/bagavi/Meddit.
机译:在许多数据科学问题中,计算高维空间中大量点的medoid是越来越普遍的操作。我们提出一种算法Med-dit,以高概率计算类固醇,该算法使用$ O(n log n)$距离评估。 Med-dit基于与多武装强盗问题的联系。我们根据Netflix-prize和单细胞RNA-seq数据集凭经验评估了Med-dit的性能,该数据集包含成千上万个点,分布在成千上万个维度中,并观察到性能比以前提高了$ 5 $-$ 10 $ x当前的技术水平。我们已经在https://github.com/bagavi/Meddit上发布了Med-dit的代码和经验结果。

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