Xiangyu Wang

Ruoxuan Li, Xiaoyao Zhong, Jiabao Jin et al.

Sparse vector Maximum Inner Product Search (MIPS) is crucial in multi-path retrieval for Retrieval-Augmented Generation (RAG). Recent inverted index-based and graph-based algorithms have achieved high search accuracy with practical efficiency. However, their performance in production environments is often limited by redundant distance computations and frequent random memory accesses. Furthermore, the compressed storage format of sparse vectors hinders the use of SIMD acceleration. In this paper, we propose the sparse inverted non-redundant distance index (SINDI), which incorporates three key optimizations: (i) Efficient Inner Product Computation: SINDI leverages SIMD acceleration and eliminates redundant identifier lookups, enabling batched inner product computation; (ii) Memory-Friendly Design: SINDI replaces random memory accesses to original vectors with sequential accesses to inverted lists, substantially reducing memory-bound latency. (iii) Vector Pruning: SINDI retains only the high-magnitude non-zero entries of vectors, improving query throughput while maintaining accuracy. We evaluate SINDI on multiple real-world datasets. Experimental results show that SINDI achieves state-of-the-art performance across datasets of varying scales, languages, and models. On the MsMarco dataset, when Recall@50 exceeds 99%, SINDI delivers single-thread query-per-second (QPS) improvements ranging from 4.2$\times$ to 26.4$\times$ compared with SEISMIC and PyANNs. Notably, SINDI has been integrated into Ant Group's open-source vector search library, VSAG.

Xiangyu Wang, David Dunson, Chenlei Leng

Fitting statistical models is computationally challenging when the sample size or the dimension of the dataset is huge. An attractive approach for down-scaling the problem size is to first partition the dataset into subsets and then fit using distributed algorithms. The dataset can be partitioned either horizontally (in the sample space) or vertically (in the feature space). While the majority of the literature focuses on sample space partitioning, feature space partitioning is more effective when $p\gg n$. Existing methods for partitioning features, however, are either vulnerable to high correlations or inefficient in reducing the model dimension. In this paper, we solve these problems through a new embarrassingly parallel framework named DECO for distributed variable selection and parameter estimation. In DECO, variables are first partitioned and allocated to $m$ distributed workers. The decorrelated subset data within each worker are then fitted via any algorithm designed for high-dimensional problems. We show that by incorporating the decorrelation step, DECO can achieve consistent variable selection and parameter estimation on each subset with (almost) no assumptions. In addition, the convergence rate is nearly minimax optimal for both sparse and weakly sparse models and does NOT depend on the partition number $m$. Extensive numerical experiments are provided to illustrate the performance of the new framework.

Binyan Jiang, Xiangyu Wang, Chenlei Leng

Quadratic discriminant analysis (QDA) is a standard tool for classification due to its simplicity and flexibility. Because the number of its parameters scales quadratically with the number of the variables, QDA is not practical, however, when the dimensionality is relatively large. To address this, we propose a novel procedure named DA-QDA for QDA in analyzing high-dimensional data. Formulated in a simple and coherent framework, DA-QDA aims to directly estimate the key quantities in the Bayes discriminant function including quadratic interactions and a linear index of the variables for classification. Under appropriate sparsity assumptions, we establish consistency results for estimating the interactions and the linear index, and further demonstrate that the misclassification rate of our procedure converges to the optimal Bayes risk, even when the dimensionality is exponentially high with respect to the sample size. An efficient algorithm based on the alternating direction method of multipliers (ADMM) is developed for finding interactions, which is much faster than its competitor in the literature. The promising performance of DA-QDA is illustrated via extensive simulation studies and the analysis of four real datasets.

Xiangyu Wang, David Dunson, Chenlei Leng

Ordinary least squares (OLS) is the default method for fitting linear models, but is not applicable for problems with dimensionality larger than the sample size. For these problems, we advocate the use of a generalized version of OLS motivated by ridge regression, and propose two novel three-step algorithms involving least squares fitting and hard thresholding. The algorithms are methodologically simple to understand intuitively, computationally easy to implement efficiently, and theoretically appealing for choosing models consistently. Numerical exercises comparing our methods with penalization-based approaches in simulations and data analyses illustrate the great potential of the proposed algorithms.