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To elaborate on Noe's comment, the article is suggesting the use of LSH where the hashing function is learned by a neural network such that similar vectors corr
by kvathupo 4y ago
To elaborate on Noe's comment, the article is suggesting the use of LSH where the hashing function is learned by a neural network such that similar vectors correspond to similar hashes via Hamming weight (whilst enforcing some load factor). In effect, a good hash is generated by a neural network. It appears Elastiknn a prioi chooses the hash function? Not sure, not my area of knowledge.
This approach seems feasible tbh. For example, a stock's historical bids/asks probably don't deviate greatly from month to month. That said, the generation of a good hash is dependent on the stock ticker, and a human doesn't have the time to find a good one for every stock at scale.