The contributions of the paper span theoretical and implementational results. First, we prove that Kd-trees can be extended to ℝ^d with the distance measured by an arbitrary Bregman divergence. Perhaps surprisingly, this shows that the triangle inequality is not necessary for correct pruning in Kd-trees. Second, we offer an efficient algorithm and C++ implementation for nearest neighbour search for decomposable Bregman divergences. The implementation supports the Kullback-Leibler divergence (relative entropy) which is a popular distance between probability vectors and is commonly used in statistics and machine learning. This is a step toward broadening the usage of computational geometry algorithms. Our benchmarks show that our implementation efficiently handles both exact and approximate nearest neighbour queries. Compared to a linear search, we achieve two orders of magnitude speedup for practical scenarios in dimension up to 100. Our solution is simpler and more efficient than competing methods.
@InProceedings{pham_et_al:LIPIcs.WADS.2025.45, author = {Pham, Tuyen and Wagner, Hubert}, title = {{Fast Kd-Trees for the Kullback-Leibler Divergence and Other Decomposable Bregman Divergences}}, booktitle = {19th International Symposium on Algorithms and Data Structures (WADS 2025)}, pages = {45:1--45:19}, series = {Leibniz International Proceedings in Informatics (LIPIcs)}, ISBN = {978-3-95977-398-0}, ISSN = {1868-8969}, year = {2025}, volume = {349}, editor = {Morin, Pat and Oh, Eunjin}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.WADS.2025.45}, URN = {urn:nbn:de:0030-drops-242766}, doi = {10.4230/LIPIcs.WADS.2025.45}, annote = {Keywords: Kd-tree, k-d tree, nearest neighbour search, Bregman divergence, decomposable Bregman divergence, KL divergence, relative entropy, cross entropy, Shannon’s entropy} }
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