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https://github.com/Dicklesworthstone/fast_vector_similarity

The Fast Vector Similarity Library is designed to provide efficient computation of various similarity measures between vectors.
https://github.com/Dicklesworthstone/fast_vector_similarity

embedding-vectors llm similarity vector vectorsearch

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The Fast Vector Similarity Library is designed to provide efficient computation of various similarity measures between vectors.

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# Fast Vector Similarity Library



## Introduction



The Fast Vector Similarity Library is a high-performance Rust-based tool for efficiently computing similarity measures between vectors. It is ideal for data analysis, machine learning, and statistical tasks where comparing vectors is essential. The library now includes several advanced measures, performance optimizations, and Python bindings, allowing seamless integration with Python workflows.



## Features



### Similarity Measures



The library implements a range of classical and modern similarity measures, including:



1. **Spearman's Rank-Order Correlation (`spearman_rho`)**

2. **Kendall's Tau Rank Correlation (`kendall_tau`)** (optimized for faster computation with large datasets)

3. **Approximate Distance Correlation (`approximate_distance_correlation`)** (vectorized for speed and accuracy)

4. **Jensen-Shannon Dependency Measure (`jensen_shannon_dependency_measure`)** (revised for improved utility in dependency measurement)

5. **Hoeffding's D Measure (`hoeffding_d`)**

6. **Normalized Mutual Information (`normalized_mutual_information`)** (newly introduced for analyzing variable dependence)



### Bootstrapping Technique



The library includes robust bootstrapping functionality to estimate the distribution of similarity measures. Bootstrapping offers improved confidence in the results by randomly resampling the dataset multiple times.



### Performance Optimizations



Several enhancements have been introduced for optimal efficiency:



- **Parallel Processing**: Utilizing the `rayon` crate for parallel computation, ensuring that operations scale with the number of CPU cores.

- **Efficient Algorithms**: Algorithms like merge sort are used for inversion counting, which improves the speed of measures like Kendall's Tau.

- **Vectorized Operations**: Many functions leverage vectorized operations using the `ndarray` crate to maximize performance in Rust.



### Benchmarking and Verification



The library now includes a benchmarking suite that verifies the correctness of the numerical results while measuring performance gains from recent improvements. This ensures that any changes in computational speed do not affect accuracy (except in intended changes like the Jensen-Shannon measure).



## Python Bindings



Seamless integration with Python is possible via bindings that expose core functionality. The library provides two key functions for Python users:



- `py_compute_vector_similarity_stats`: For computing various vector similarity measures.

- `py_compute_bootstrapped_similarity_stats`: For bootstrapping-based similarity calculations.



Both functions return results in JSON format, making them easy to work with in Python environments.



## Installation



### Rust



Add the library to your Rust project by including it in your `Cargo.toml` file.



### Python



The Python bindings can be installed directly from PyPI:



```bash

pip install fast_vector_similarity

```



## Use with Text Embedding Vectors from LLMs



This library is highly compatible with modern language models like Llama2, enabling easy analysis of text embeddings. It integrates with the output of services like [Llama2 Embeddings FastAPI Service](https://github.com/Dicklesworthstone/llama_embeddings_fastapi_service) and can handle high-dimensional embeddings (e.g., 4096-dimensional vectors).



### Example Workflow



1. **Load Embeddings into a DataFrame**: Convert text embeddings from a JSON format into a Pandas DataFrame.

2. **Compute Similarities**: Use the Fast Vector Similarity Library to compute similarity measures between embeddings, leveraging the optimized functions.

3. **Analyze Results**: Generate a ranked list of most similar vectors based on measures like Hoeffding's D.



### Example Python Code



Here’s a Python snippet demonstrating the use of the library with large embedding vectors:



```python

import time

import numpy as np

import json

import pandas as pd

import fast_vector_similarity as fvs

from random import choice



def convert_embedding_json_to_pandas_df(file_path):

    # Read the JSON file

    with open(file_path, 'r') as file:

        data = json.load(file)

    # Extract the text and embeddings

    texts = [item['text'] for item in data]

    embeddings = [item['embedding'] for item in data]

    # Determine the total number of vectors and the dimensions of each vector

    total_vectors = len(embeddings)

    vector_dimensions = len(embeddings[0]) if total_vectors > 0 else 0

    # Print the total number of vectors and dimensions

    print(f"Total number of vectors: {total_vectors}")

    print(f"Dimensions of each vector: {vector_dimensions}")

    # Convert the embeddings into a DataFrame

    df = pd.DataFrame(embeddings, index=texts)

    return df



def apply_fvs_to_vector(row_embedding, query_embedding):

    params = {

        "vector_1": query_embedding.tolist(),

        "vector_2": row_embedding.tolist(),

        "similarity_measure": "all"

    }

    similarity_stats_str = fvs.py_compute_vector_similarity_stats(json.dumps(params))

    return json.loads(similarity_stats_str)



def main():

    length_of_test_vectors = 15000

    print(f"Generating 2 test vectors of length {length_of_test_vectors}...")

    vector_1 = np.linspace(0., length_of_test_vectors - 1, length_of_test_vectors)

    vector_2 = vector_1 ** 0.2 + np.random.rand(length_of_test_vectors)

    print("Generated vector_1 using linear spacing and vector_2 using vector_1 with a power of 0.2 and some random noise.\n")



    similarity_measure = "all" # Or specify a particular measure

    params = {

        "vector_1": vector_1.tolist(),

        "vector_2": vector_2.tolist(),

        "similarity_measure": similarity_measure

    }

    

    # Time the exact similarity calculation

    print("Computing Exact Similarity Measures...")

    start_time_exact = time.time()

    similarity_stats_str = fvs.py_compute_vector_similarity_stats(json.dumps(params))

    similarity_stats_json = json.loads(similarity_stats_str)

    elapsed_time_exact = time.time() - start_time_exact

    print(f"Time taken for exact calculation: {elapsed_time_exact:.5f} seconds")



    # Print results

    print("_______________________________________________________________________________________________________________________________________________\n")

    print("Spearman's rho:", similarity_stats_json["spearman_rho"])

    print("Kendall's tau:", similarity_stats_json["kendall_tau"])

    print("Distance Correlation:", similarity_stats_json["approximate_distance_correlation"])

    print("Jensen-Shannon Dependency Measure:", similarity_stats_json["jensen_shannon_dependency_measure"])

    print("Normalized Mutual Information:", similarity_stats_json["normalized_mutual_information"])

    print("Hoeffding's D:", similarity_stats_json["hoeffding_d"])

    print("_______________________________________________________________________________________________________________________________________________\n")



    # Bootstrapped calculations

    number_of_bootstraps = 2000

    n = 15

    sample_size = int(length_of_test_vectors / n)



    print(f"Computing Bootstrapped Similarity Measures with {number_of_bootstraps} bootstraps and a sample size of {sample_size}...")

    start_time_bootstrapped = time.time()

    params_bootstrapped = {

        "x": vector_1.tolist(),

        "y": vector_2.tolist(),

        "sample_size": sample_size,

        "number_of_bootstraps": number_of_bootstraps,

        "similarity_measure": similarity_measure

    }

    bootstrapped_similarity_stats_str = fvs.py_compute_bootstrapped_similarity_stats(json.dumps(params_bootstrapped))

    bootstrapped_similarity_stats_json = json.loads(bootstrapped_similarity_stats_str)

    elapsed_time_bootstrapped = time.time() - start_time_bootstrapped

    print(f"Time taken for bootstrapped calculation: {elapsed_time_bootstrapped:.5f} seconds")



    time_difference = abs(elapsed_time_exact - elapsed_time_bootstrapped)

    print(f"Time difference between exact and robust bootstrapped calculations: {time_difference:.5f} seconds")

    

    # Print bootstrapped results

    print("_______________________________________________________________________________________________________________________________________________\n")

    print("Number of Bootstrap Iterations:", bootstrapped_similarity_stats_json["number_of_bootstraps"])

    print("Bootstrap Sample Size:", bootstrapped_similarity_stats_json["sample_size"])

    print("\nRobust Spearman's rho:", bootstrapped_similarity_stats_json["spearman_rho"])

    print("Robust Kendall's tau:", bootstrapped_similarity_stats_json["kendall_tau"])

    print("Robust Distance Correlation:", bootstrapped_similarity_stats_json["approximate_distance_correlation"])

    print("Robust Jensen-Shannon  Dependency Measure:", bootstrapped_similarity_stats_json["jensen_shannon_dependency_measure"])

    print("Robust Normalized Mutual Information:", bootstrapped_similarity_stats_json["normalized_mutual_information"])

    print("Robust Hoeffding's D:", bootstrapped_similarity_stats_json["hoeffding_d"])

    print("_______________________________________________________________________________________________________________________________________________\n")



    # Compute the differences between exact and bootstrapped results

    measures = ["spearman_rho", "kendall_tau", "approximate_distance_correlation", "jensen_shannon_dependency_measure", "normalized_mutual_information", "hoeffding_d"]

    for measure in measures:

        exact_value = similarity_stats_json[measure]

        bootstrapped_value = bootstrapped_similarity_stats_json[measure]

        absolute_difference = abs(exact_value - bootstrapped_value)

        percentage_difference = (absolute_difference / exact_value) * 100



        print(f"\nDifference between exact and bootstrapped {measure}: {absolute_difference}")

        print(f"Difference as % of the exact value: {percentage_difference:.2f}%")



    print("Now testing with a larger dataset, using sentence embedddings from Llama2 (4096-dimensional vectors) on some Shakespeare Sonnets...")

    # Load the embeddings into a DataFrame

    input_file_path = "sample_input_files/Shakespeare_Sonnets_small.json"

    embeddings_df = convert_embedding_json_to_pandas_df(input_file_path)

    

    # Select a random row for the query embedding

    query_embedding_index = choice(embeddings_df.index)

    query_embedding = embeddings_df.loc[query_embedding_index]

    print(f"Selected query embedding for sentence: `{query_embedding_index}`")



    # Remove the selected row from the DataFrame

    embeddings_df = embeddings_df.drop(index=query_embedding_index)



    # Apply the function to each row of embeddings_df

    json_outputs = embeddings_df.apply(lambda row: apply_fvs_to_vector(row, query_embedding), axis=1)



    # Create a DataFrame from the list of JSON outputs

    vector_similarity_results_df = pd.DataFrame.from_records(json_outputs)

    vector_similarity_results_df.index = embeddings_df.index



    # Add the required columns to the DataFrame

    columns = ["spearman_rho", "kendall_tau", "approximate_distance_correlation", "jensen_shannon_dependency_measure", "normalized_mutual_information", "hoeffding_d"]

    vector_similarity_results_df = vector_similarity_results_df[columns]

    

    # Sort the DataFrame by the hoeffding_d column in descending order

    vector_similarity_results_df = vector_similarity_results_df.sort_values(by="hoeffding_d", ascending=False)

    

    print("\nTop 10 most similar embedding results by Hoeffding's D:")

    print(vector_similarity_results_df.head(10))



if __name__ == "__main__":

    main()



```



## Usage



### In Rust



The core functions can be used directly within Rust projects. For example, use `compute_vector_similarity_stats` or `compute_bootstrapped_similarity_stats` with appropriate parameters for efficient computations.



### In Python



Install the Python package and use the exposed functions to compute vector similarity or perform bootstrapped analysis, as demonstrated in the example above.



---



## Detailed Overview of Similarity Measures



### 1. **Spearman's Rank-Order Correlation (`spearman_rho`)**



Spearman’s Rank-Order Correlation is a non-parametric measure of the strength and direction of the monotonic relationship between two variables. Unlike Pearson's correlation, which measures linear relationships, Spearman's correlation can capture non-linear monotonic relationships. This makes it useful in many real-world applications where variables have complex relationships but still follow a consistent directional trend.



**How It Works**:

- First, both input vectors are converted into ranks, where the lowest value is assigned rank 1, the second-lowest rank 2, and so on. If ties are present, the average rank for the tied values is computed.

- Once the ranks are assigned, the measure reduces to computing the Pearson correlation on these ranks. However, the key difference lies in its robustness to non-linearity.

  

**Optimizations in Our Implementation**:

- **Parallel Sorting**: The library uses parallel sorting with the `rayon` crate to assign ranks, ensuring that this operation scales efficiently even for large datasets.

- **Efficient Rank Calculation**: The average rank computation in the presence of ties is optimized with a direct look-up mechanism, minimizing redundant operations when processing multiple tied values in sequence.



**Why It Stands Out**:

- **Robust Against Outliers**: Since it uses ranks rather than raw data values, Spearman's correlation is less sensitive to outliers.

- **Monotonic Relationships**: It captures monotonic trends, making it suitable for many practical scenarios where linear correlation fails but directional trends exist.



### 2. **Kendall's Tau Rank Correlation (`kendall_tau`)**



Kendall’s Tau is a rank-based measure that evaluates the strength of ordinal association between two variables by comparing the relative ordering of data points. It is interpreted as the probability that the association between two variables is concordant versus discordant.



**How It Works**:

- Kendall’s Tau compares all possible pairs of observations. For each pair, if the ranks of both variables agree (i.e., are concordant), the count of concordant pairs is increased. If the ranks disagree (i.e., are discordant), the discordant count is incremented.

- The final measure is computed based on the difference between the number of concordant and discordant pairs, normalized by the total number of pairs.



**Optimizations in Our Implementation**:

- **Inversion Counting Using Merge Sort**: One of the key computational bottlenecks in Kendall’s Tau is counting the number of discordant pairs. Our implementation uses an optimized merge sort algorithm to efficiently count inversions (discordant pairs), reducing the time complexity from O(n^2) to O(n log n).

- **Parallel Sorting**: The `rayon` crate is used to parallelize the sorting process, allowing the calculation to scale effectively on multi-core systems.



**Why It Stands Out**:

- **Tie Handling**: Kendall’s Tau inherently handles ties (when two elements have the same rank), making it more robust for datasets with tied values compared to other rank-based measures.

- **Probability Interpretation**: Unlike Spearman’s rho, Kendall’s Tau is directly interpretable as a probability, which can provide more intuitive insights in ordinal datasets.

- **Fast with Inversion Counting**: Our use of merge sort for counting inversions dramatically improves the performance, making it feasible for large datasets where traditional implementations would be too slow.



### 3. **Approximate Distance Correlation (`approximate_distance_correlation`)**



Distance Correlation is a powerful measure that can detect both linear and non-linear dependencies between two variables. The fundamental property of distance correlation is that it is zero if and only if the variables are independent, which is not guaranteed by traditional correlation measures like Pearson’s or Spearman’s.



**How It Works**:

- First, a pairwise distance matrix is computed for both vectors. This matrix contains the absolute differences between all pairs of points in the vector.

- The matrices are "double-centered" to adjust for row and column means, making them comparable.

- The distance covariance is calculated as the sum of the element-wise product of the centered distance matrices. The distance correlation is then derived by normalizing the covariance by the distance variances of each vector.



**Optimizations in Our Implementation**:

- **Vectorized Distance Matrix Computation**: The distance matrix computation is fully vectorized using `ndarray`, enabling efficient large-scale matrix operations.

- **Parallel Processing**: The double-centering and distance covariance steps are performed in parallel using `rayon`, which allows the computation to scale efficiently with the size of the dataset.

- **Subset Sampling for Approximation**: Instead of computing the full distance correlation, we introduce a subset sampling technique that computes the distance correlation on a random subset of the data. This dramatically reduces computational overhead without significantly affecting the accuracy of the result.



**Why It Stands Out**:

- **Detects Non-Linear Dependencies**: Distance correlation is one of the few measures that is sensitive to both linear and non-linear relationships, making it highly versatile.

- **Independence Guarantee**: Its ability to be zero only when the variables are independent gives it a clear edge over other correlation measures in certain scenarios.



### 4. **Jensen-Shannon Dependency Measure (`jensen_shannon_dependency_measure`)**



The Jensen-Shannon Dependency Measure is derived from the Jensen-Shannon Divergence (JSD), a symmetric and smooth version of Kullback-Leibler divergence. JSD quantifies the similarity between two probability distributions. In the context of vector similarity, we use this measure to assess how much the distribution of values in one vector depends on the distribution in another.



**How It Works**:

- Both vectors are discretized into bins, creating histograms that approximate their probability distributions.

- We compute the joint distribution and the marginal distributions of the two vectors. The Jensen-Shannon Divergence is calculated as the difference between the joint and marginal entropies.

- The Jensen-Shannon Dependency Measure is defined as the difference between the observed JSD and a baseline JSD derived from shuffled data, normalized to lie between 0 and 1.



**Optimizations in Our Implementation**:

- **Efficient Histogram Binning**: The vectors are discretized into bins using optimized techniques that ensure minimal overhead, even for large vectors.

- **Parallel Computation of JSD**: The computation of the joint and marginal distributions is fully parallelized, which significantly speeds up the calculation.

- **Shuffling for Baseline Estimation**: The shuffled baseline is computed by randomizing the order of one vector and re-computing the JSD. This baseline helps differentiate between real dependencies and coincidental overlaps in the distributions.



**Why It Stands Out**:

- **Smooth and Symmetric**: Unlike KL-divergence, which can be asymmetric and undefined when one distribution has zero probabilities, JSD is symmetric and always well-defined.

- **Useful for Non-Overlapping Distributions**: It is especially powerful for comparing distributions with non-overlapping support, where other similarity measures might fail.

- **Dependency Measure**: The inclusion of a baseline JSD (derived from shuffled data) makes this a robust measure of dependency, filtering out spurious similarities.



### 5. **Hoeffding's D Measure (`hoeffding_d`)**



Hoeffding’s D is a powerful non-parametric measure that detects complex and potentially non-linear relationships between variables. Unlike traditional correlation measures, Hoeffding’s D is designed to detect general dependencies without assuming any specific form of the relationship.



**How It Works**:

- Hoeffding's D measures the joint ranks of two variables. It counts how many times a pair of observations follows a consistent pattern across the two variables.

- The statistic is based on the empirical distribution of the ranks and includes terms that account for joint and marginal distributions.



**Optimizations in Our Implementation**:

- **Parallel Computation of Ranks**: Like Spearman’s rho, Hoeffding’s D involves computing ranks, and this is optimized using parallel sorting algorithms.

- **Efficient Counting Mechanism**: We optimize the inner loop that computes concordant and discordant pairs by vectorizing the comparison operations. This avoids nested loops and significantly reduces computational complexity.



**Why It Stands Out**:

- **Non-Parametric and General**: Hoeffding’s D can detect relationships where other correlation measures fail, especially when the relationship between variables is neither linear nor monotonic.

- **Sensitivity to Complex Patterns**: It is particularly effective when the relationship between variables is complex or unknown, providing a more general-purpose measure of dependence.



### 6. **Normalized Mutual Information (`normalized_mutual_information`)**



Normalized Mutual Information (NMI) is a measure of the mutual dependence between two variables. It is based on the concept of entropy from information theory and quantifies how much information one variable provides about another.



**How It Works**:

- First, both vectors are discretized into bins (histograms). The joint and marginal distributions are then computed.

- The mutual information is calculated as the difference between the joint entropy and the sum of the marginal entropies.

- The result is normalized to lie between 0 and 1, where 1 indicates perfect dependence and 0 indicates no dependence.



**Optimizations in Our Implementation**:

- **Efficient Histogram Calculation**: The binning process is optimized to handle large datasets efficiently, ensuring that the mutual information can be computed quickly even for high-dimensional vectors.

- **Parallel Entropy Calculation**: The calculation of joint and marginal entropies is parallelized, reducing the time required for large-scale datasets.



**Why It Stands Out**:

- **Interpretable and Scalable**: NMI is easy to interpret and particularly useful for



 comparing variables with different distributions, making it a versatile tool for high-dimensional data.

- **Handles Non-Linear Relationships**: Like distance correlation, NMI captures both linear and non-linear dependencies but does so in a way that is grounded in information theory, providing a complementary perspective on data dependence.



## Bootstrapping Technique for Robust Estimation



Bootstrapping is a statistical method that improves the reliability of similarity estimates by resampling the dataset. The Fast Vector Similarity Library offers this feature for robust estimation of similarity measures.



### Advantages of Bootstrapping



1. **Robustness to Outliers**: By resampling the data, the technique reduces the influence of outliers, providing more reliable estimates.

2. **Model-Free Estimation**: It makes no assumptions about the underlying data distribution, making it suitable for diverse datasets.

3. **Confidence Intervals**: Bootstrapping allows the construction of confidence intervals, adding interpretability to the results.

4. **Deeper Insights**: By examining the distribution of similarity measures across bootstrap samples, bootstrapping offers a richer understanding of the underlying relationships.