t-digest VS ann-benchmarks

> I get a lot of benefit from this information but somehow it feels shallow.

I take a longer view to this. For example, a few years ago I read about an algorithm to calculate percentiles in real time. [0]

It literally just came up at work today. I haven't used that information but maybe two times since I read it, but it was super relevant today and saved my team potential weeks of development.

So maybe it's not so shallow.

But to your actual question, I have a similar problem. The best I can say is that deadlines help. I usually put down the HN and Youtube when I have a deadline coming up. And not just at work. I make sure my hobbies have deadlines too.

I tell people when I think something will be done, so they start bugging me about it when it doesn't get done, so that I have a "deadline". Also one of my hobbies is pixel light shows for holidays, which come with excellent natural deadlines -- it has to be done by the holiday or it's useless.

So either find an "accountability buddy" who will hold you to your self imposed deadlines, or find a hobby that has natural deadlines, like certain calendar dates, or annual conventions or contests that you need to be done by.

[0] https://github.com/tdunning/t-digest

I am enamored by data structures in the sketch/summary/probabilistic family: t-digest[1], q-digest[2], count-min sketch[3], matrix-sketch[4], graph-sketch[5][6], Misra-Gries sketch[7], top-k/spacesaving sketch[8], &c.

What I like about them is that they give me a set of engineering tradeoffs that I typically don't have access to: accuracy-speed[9] or accuracy-space. There have been too many times that I've had to say, "I wish I could do this, but it would take too much time/space to compute." Most of these problems still work even if the accuracy is not 100%. And furthermore, many (if not all of these) can tune accuracy to by parameter adjustment anyways. They tend to have favorable combinatorial properties ie: they form monoids or semigroups under merge operations. In short, a property of data structures that gave me the ability to solve problems I couldn't before.

I hope they are as useful or intriguing to you as they are to me.

1. https://github.com/tdunning/t-digest

2. https://pdsa.readthedocs.io/en/latest/rank/qdigest.html

3. https://florian.github.io/count-min-sketch/

4. https://www.cs.yale.edu/homes/el327/papers/simpleMatrixSketc...

5. https://www.juanlopes.net/poly18/poly18-juan-lopes.pdf

6. https://courses.engr.illinois.edu/cs498abd/fa2020/slides/20-...

7. https://people.csail.mit.edu/rrw/6.045-2017/encalgs-mg.pdf

8. https://www.sciencedirect.com/science/article/abs/pii/S00200...

9. It may better be described as error-speed and error-space, but I've avoided the term error because the term for programming audiences typically evokes the idea of logic errors and what I mean is statistical error.

Ah, I misunderstood what you meant. If you are reporting static buckets I get how that is better than what folks typically do but how do you know the buckets a priori? Others back their histograms with things like https://github.com/tdunning/t-digest. It is pretty powerful as the buckets are dynamic based on the data and histograms can be added together.

Yes, but if you need to estimate median on the fly (e.g., over a stream of data) or in parallel there are better ways.

There are some newer data structures that take this to the next level such as T-Digest[1], which remains extremely accurate even when determining percentiles at the very tail end (like 99.999%)

[1]: https://arxiv.org/pdf/1902.04023.pdf / https://github.com/tdunning/t-digest

[2] https://github.com/tdunning/t-digest

T-Digest

This is pretty cool. The title would be a bit more descriptive if it were “Fast Rolling Quantile Filters for Python”, since the high-pass/low-pass filter functionality seems to be the focus.

The README mentions it uses binary heaps - if you’re willing to accept some (bounded) approximation, then it should be possible to reduce memory usage and somewhat reduce runtime by using a sketching data structure like Dunning’s t-digest: https://github.com/tdunning/t-digest/blob/main/docs/t-digest....

There is an open source Python implementation, although I haven’t used it and can’t vouch for its quality: https://github.com/CamDavidsonPilon/tdigest

On top of my head, pgvector only supports 2 indexes, those are running in memory only. They don't support GPU indexing, nor Disk based indexing, they also don't have separation of query and insertions.

Also with different people I've talked to, they struggle with scale past 100K-1M vector.

You can also have a look yourself from a performance perspective: https://ann-benchmarks.com/

https://ann-benchmarks.com/ is a good resource covering those libraries and much more.

We utilized the ANN Benchmarks methodology, a standard for benchmarking vector databases. Our tests used the dbpedia dataset of 1,000,000 OpenAI embeddings (1536 dimensions) and inner product distance metric for both Pinecone and pgvector.

Data warehouses are columnar stores. They are very different from row-oriented databases - like Postgres, MySQL. Operations on columns - e.g., aggregations (mean of a column) are very efficient.

Most vector databases use one of a few different vector indexing libraries - FAISS, hnswlib, and scann (google only) are popular. The newer vector dbs, like weaviate, have introduced their own indexes, but i haven't seen any performance difference -

Reference: https://ann-benchmarks.com/

(Blog author here). Thanks for the question. In this case the index for both DiskANN and pgvector HNSW is small enough to fit in memory on the machine (8GB RAM), so there's no need to touch the SSD. We plan to test on a config where the index size is larger than memory (we couldn't this time due to limitations in ANN benchmarks [0], the tool we use).

To your question about RAM usage, we provide a graph of index size. When enabling PQ, our new index is 10x smaller than pgvector HNSW. We don't have numbers for HNSWPQ in FAISS yet.

[0]: https://github.com/erikbern/ann-benchmarks/

In terms of "All You Need" for Vector Search, ANN Benchmarks (https://ann-benchmarks.com/) is a good site to review when deciding what you need. As with anything complex, there often isn't a universal solution.

txtai (https://github.com/neuml/txtai) can build indexes with Faiss, Hnswlib and Annoy. All 3 libraries have been around at least 4 years and are mature. txtai also supports storing metadata in SQLite, DuckDB and the next release will support any JSON-capable database supported by SQLAlchemy (Postgres, MariaDB/MySQL, etc).

pg_vector doesn't perform well compared to other methods, at least according to ANN-Benchmarks (https://ann-benchmarks.com/).

txtai is more than just a vector database. It also has a built-in graph component for topic modeling that utilizes the vector index to autogenerate relationships. It can store metadata in SQLite/DuckDB with support for other databases coming. It has support for running LLM prompts right with the data, similar to a stored procedure, through workflows. And it has built-in support for vectorizing data into vectors.

For vector databases that simply store vectors, I agree that it's nothing more than just a different index type.

The reason https://ann-benchmarks.com is so good, is that we can see a plot of recall vs latency. I can see you have some latency numbers in the leaderboard at the bottom, but it's very difficult to make a decision.

As a practitioner that works with vector databases every day, just latency is meaningless to me, because I need to know if it's fast AND accurate, and what the tradeoff is! You can't have it both ways. So it would be helpful if you showed plots showing this tradeoff, similar to ann-benchmarks.