# Is Min-Wise Hashing Optimal for Summarizing Set Intersection?

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2 1.1 Brief history Motivated by document similarity problems encountered in AltaVista, Broder [5 pioneered algorithms for estimating set intersection sizes based on independently pre-computed summaries of sets. More specifically he presented a summary technnique called min-wise hashing where, given summaries min(a) and min(b) of sets A and B, it is possible to compute a low-variance, (asymptotically) unbiased estimator of the Jaccard similarity J(A, B) = A B / A B. Assuming that A and B are nown, an estimate of J(A, B) with small relative error can be used to compute a good estimate of A B, and vice versa. In fact, we state many of our results in terms of the ratio between the size of the intersection and the largest set, which is Θ(J). Li and König [20 presented b-bit min-wise hashing, a refinement of Broder s approach that reduces the summary representation size by storing a vector of b-bit hash values of elements from min(x). Even though the resulting hash collisions introduce noise in the estimator, this can be compensated for by a small increase in the size of min(x), yielding a significantly smaller summary with the same variance. Specifically, with b = 1 and using s bits of space, the variance is 2(1 J)/s. 1 In order to get an estimation error of at most εj with probability (say) 1/2, by Chebychev s inequality it suffices that (1 J)/s < (εj) 2, i.e., s > (1 J)/(εJ) 2. It is not hard to show that the estimator is well-concentrated, and this bound is tight up to constant factors. Increasing the value of b (while eeping the space usage fixed) does not improve the variance. 1.2 Our contribution First, we show that the variance of any estimator for Jaccard similarity based on summaries of s bits must be Ω(1/s) for fixed J between 0 and 1. More specifically, there exists a distribution of input sets such that with constant probability any such estimator maes an error of Ω( 1/s) with constant probability. This means that b-bit min-wise hashing cannot be substantially improved when it comes to estimating intersection size (or Jaccard similarity) of two sets, except perhaps when J is asymptotically close to 0 or 1. Second, we show that it is possible to improve existing estimators for the intersection size of m = ω(1) preprocessed sets. In fact, we show that estimators (such as b-bit min-wise hashing) that are based on many permutations are inherently less precise than their one-permutation counterpart when considering the intersection of many sets. We then show that a suitable approximate encoding of onepermutation min-wise hashing summaries is always competitive with b-bit min-wise hashing, while reducing the space required for accurately estimating the intersection size of many sets. 2. PREVIOUS WORK Problem definition. Let S 1, S 2,... be sets of size n i = S i where all S i [u and the largest set is = max n i. A query is a subset I N of the set indices and the output to the query is the intersection size i IS i. For ease of 1 The variance bound stated in [20 is more complex, since it deals with min-wise hashing based on permutations, which introduces correlations. By replacing this with full independence one arrives at the stated variance. notation we assume that the query is I = {1,..., m} and intersection size to estimate is then t = S 1... S m. In this paper we consider estimators for the intersection size t. As previously noted we focus on the setting where the sets S 1, S 2,..., S m are available for individual pre-processing. Storing only a small summary of each set, which requires not even approximate nowledge of t, we provide an estimator for the intersection size t. Note that in this model, we allow ourselves only to pre-process the sets independently of each other, i.e., intersection sizes or other information that rely on more than the set currently being pre-processed cannot be stored. See [13 for wor on (exact) set intersection in the model where information about all sets can be used in the pre-processing phase. For the applications, we see to obtain bounds that are parameterized on the size of the summary required of each set as a function of largest set, the intersection size t, and the relative error ε. Further, let s denote the space in bits stored per set and the number of permutations or number values taen from one permutation for -permutation and one-permutation min-wise hashing respectively. 2.1 Lower bounds Several well-nown problems in communication complexity imply lower bounds for special cases of the set intersection problem: In the Index problem Alice is given a subset of {1,..., n}, and Bob is given a set of size 1. The tas is to determine whether the intersection size is 0 or 1. It is nown that even for randomized protocols with error probability 1/3, the one-way communication complexity of this problem is Ω(n) bits (see [19). Informally, this shows that the cost of estimating set intersection grows with the ratio between the intersection size t and the size of the largest set. In the GapAnd problem Alice and Bob are both given subsets of {1,..., n}, and the tas is to determine if the intersection size is below n/4 n or above n/4 + n (if it is in-between, any result is oay). This is a variant of the well-studied GapHamming problem, for which the randomized one-way communication complexity is Ω(n) bits [16, 32. In fact, the randomized two-way communication complexity for this problem is also Ω(n) bits [8, though in our application of first preprocessing the sets in order to then answer queries, we will only need the result for one-way communication. Informally, this lower bound means that the cost of estimating set intersection is inversely proportional with the square of the relative error. Informally, our lower bound shows that these results generalize and compose, such that the lower bound is the product of the cost due to Index and the cost due to GapAnd, each with constant error probability. That is, our lower bound will be Ω(ε 2 /t), which we can use to bound the variance of any estimator for Jaccard similarity. The intuitive idea behind the lower bound is to compose the two problems such that each bit of GapAnd is encoded as the result of an Index problem. Unlie typical arguments in information complexity, see, e.g., the PODS 2010 tutorial by Jayram [17, we instead measure the information a protocol reveals about intermediate bits in Claim 13, rather than about the inputs themselves. See the beginning of Section 3 for a more detailed intuition. We note that using the output bits of multiple instances of one problem as the input bits to another problem was also

3 Method Required space (bits) Time Inclusion-exclusion s ε 2 (mn/t) 2 + log n 2 m Subsampling s ε 2 (n/t) log m log 2 n sm b-bit min-wise hashing s ε 2 (mn/t) sm New upper bound s ε 2 (n/t) log(m) log(n/εt) sm General lower bound s ε 2 (n/t) - Table 1: Comparison of estimators of intersection size t for relative error ε and constant error probability, with m sets of maximum size n. Bounds on the summary size s ignore constant factors. The subsampling bound assumes that no nowledge of t is available, and thus log n levels of subsampling are needed. The bound for b-bit min-wise hashing assumes that the number of hash functions needed in the analysis of min-wise summaries is optimal, see appendix A. used in [33, though not for our choice of problems, which are specific to and arguably very useful for one-way communication given the widespread usage of Index and GapAnd problems in proving encoding size or setching lower bounds. We note that our problems may become trivial for 2-way communication, if e.g., one set has size while the other set has size 1, while the lower bounds for the problems considered in [33 are qualitatively different, remaining hard even for 2-way communication. 2.2 Min-wise hashing techniques Min-wise hashing was first considered by Broder [5 as a technique for estimating the similarity of web pages. For completeness, below we define min-wise independence along with the standard algorithm to compute an unbiased estimator for resemblance. Definition 1 ([6, Eq. 4). Let S n be the set of all permutations on [n. Then a family F S n is min-wise independent if for any set X [n and any x X, when permutation π F is chosen at random we have Pr [min π(x) = x = 1/ X. In particular, for two sets X, Y [n and a randomly chosen permutation π F we have Pr (min π(x) = min π(y )) = J = X Y X Y. This can be used to compute an estimate of the Jaccard similarity. Specifically, given independent min-wise permutations π 1,..., π then Ĵ = 1 [min π i(x) = min π i(y ) i=1 is an unbiased estimator of J (where [α is Iverson Notation for the event α) with variance Var(Ĵ) = J (1 J) /. In both theory and practice it is often easier to use a hash function with a large range (e.g. size u 3 ) instead of a random permutation. The idea is that the probability of a collision among the elements of a given set should be negligible, meaning that with high probability the order of the hash values induces a random permutation on the set. We will thus use the (slightly misleading) term one-permutation to describe methods using a single hash value on each set element. Min-wise summaries. For a given set X the -permutation min-wise summary of size is the vector (min π 1(X),..., min π (X)). The one-permutation min-wise summary (sometimes called bottom- setch) of size for a permutation π is the set min(x) = {π(x) x X, π(x) < τ}, where τ is the + 1 th largest permutation ran (hash value) of the elements in X. That is, intuitively -permutation summaries store the single smallest value independently for each of permutations, while one-permutation summaries store the smallest values for one permutation. It is not hard to show that min(x Y ) min(x) min(y ) / is a good estimator for J, where min(x Y ) can be computed from min(x) and min(y ). For -permutation min-wise summaries, if π 1,..., π are independent min-wise permutations then 1 min π i(x) min π i(y ) is analogously an estimator for J Previous results on set intersection For m sets S 1,... S m let the generalized Jaccard similarity be J = i S i / i S i. If we multiply an estimate of the generalized Jaccard similarity of several sets and an estimate of the size of the union of the sets, we obtain an estimate of the intersection size. Using existing summaries for distinct element estimation (also based on hashing, e.g. [18, 15) we get that previous wor on (generalized) Jaccard similarity implies results on intersection estimation [6, 7, 5, 9. Recently, b-bit variations of min-wise hashing were proposed [22 but so far it is not clear how they can be used to estimate Jaccard similarity of more than three sets [21. See Section 5.2 for further discussion. The problem of computing aggregate functions (such as set intersection) over sets when hash functions are used to sample set elements has been widely studied [10, 12, 11. In the general case of arbitrary aggregate functions, Cohen and Kaplan [11 characterizes for a given aggregate function f if an unbiased estimator for f with finite variance can be achieved using one- or -permutation summaries. For the specific case of set intersection, RC (Ran Conditioning) estimators [10, 12 have been shown to provide an unbiased estimator based on both one- and -permutation summaries and these can be extended to wor with limited precision, analogous to b-bit min-wise hashing. Further, experimental wor show that estimators based on one-permutation summaries outperform those based on -permutation summaries [10 on the data sets used. In contrast, this paper provides an explicit worst-case analysis of the space requirement needed to achieve ε error with error probability at most for set intersection us-

4 ing one-permutation summaries, where signatures (5.2) are used to shave off a logarithmic factor for the upper bound, maing the bound close to being tight. Table 1 shows the performance of different algorithms along with our estimator based on one-permutation minwise hashing. The methods are compared by time/space used to achieve an (ε, )-estimate of the intersection size t of m sets of maximum size n for constant. Definition 2. Let z R and let ẑ be a random variable. We say that ẑ is an (ε, )-estimate of z if Pr [ ẑ z εz. We use ε-estimate as shorthand for (ε, 1/3)-estimate. The Jaccard estimator computed using -permutation minwise hashing, as described in Section 2.2, can trivially be used to estimate intersection when cardinality estimate of the union of the sets is given (by simply multiplying by the union estimate). However, there are instances of sets where J can be as low as t/(t + m(n t)) for a sunflower, i.e., m sets of n elements that are disjoint except for the t intersection elements. Following from Chernoff bounds, such an instance requires to store 1 elements to get an ε-estimation Jε of J with constant probability. 2 See Appendix A for a discussion of the bound for b-bit min-wise hashing in Table 1. In contrast, the one-permutation approach described in log m log u ε 2 this paper stores s n bits for m sets of maximum size n, while maintaining estimation time sm. Recent t wor investigated a different way of doing min-wise hashing using just one permutation [23, but this method seems to have the same problem as -permutation min-wise hashing for the purpose of m-way set intersection. Intersection estimation can also be done by applying inclusion-exclusion to union size estimates of all subset unions of the m sets. To achieve error εt then by Chernoff bounds for sampling without replacement we need sample size s > ( i ni/(εt))2. As there are 2 m 1 estimates to do for m sets this yields time 2 m s. Bloom filters [3 also support set intersection operations, and cardinality estimation, but to wor well need the assumption that the sets have similar size. Therefore we will not discuss them further. 3. OUR RESULTS We show a lower bound for the size of a summary for twoway set intersection by a reduction from one-way communication complexity. More specifically, any summary that allows a (1 + ε)-approximation of the intersection size implies a one-way communication protocol for a problem we call GapAndIndex, which we thin of as the composition of the Index and GapAnd communication problems. Namely, Alice has r = Θ(1/ε 2 ) d-bit strings x 1,..., x r, while Bob has r indices i 1,..., i r [d, together with bits b 1,..., b r. Bob s goal is to decide if the input falls into one of the following cases, for a constant C > 0: a For at least r 4 +Cεr of the j [r, we have xj i j b j = 1. b For at most r 4 Cεr of the j [r, we have xj i j b j = 1. If neither case occurs, Bob s output may be arbitrary (i.e., this is a promise problem). A straightforward reduction shows that if you have an algorithm that can (1 + ε)-approximate the set intersection size A B for sets A and B, then you can solve GapAndIndex with the parameter d roughly equal to A /t and B 4t. Let the randomized communication complexity R 1 way 1/3 (f) of problem f be the minimal communication cost (maximum message transcript) of any protcol computing f with error probability at most 1/3. The crux of our lower bound argument is to show: Theorem 3. For r = Θ(1/ε 2 ), d = /t, R 1 way 1/3 (GapAndIndex) = Ω(dr). In terms of the parameters of the original set intersection problem, the space lower bound is proportional to the ratio d between the largest set size and the intersection size multiplied by ε 2. Since d = Θ(1/J) this is Ω(ε 2 /J), which is a lower bound on the space needed for a 1 ± ε approximation of J. If we consider the problem of estimating J with additive error ε add with probability 2/3, observe that in this case ε = Θ(ε add /J), so the lower bound becomes Ω(J/ε 2 add). Conversely, for fixed J > 0 and space usage s we get ε add = Ω(1/ s) with probability 1/3 so the variance is Ω(1/s). Our second result is a simple estimator for set intersection of an arbitrary number of sets, based on one-permutation min-wise hashing. The intuition behind our result is that when using -permutation min-wise hashing, the probability of sampling intersection elements relies on the size of the union, while in contrast our one-permutation approach depends on the maximum set size, hence we save almost a factor of the number of input sets in terms of space. We show the following: Theorem 4. Let sets S 1,..., S m [u be given and let = max i S i, t = S 1... S m and be the summary size min(s i). For 0 < ε < 1/4, 0 < < 1/, consider the estimator i [m min(si) nmax X =. With probability at least 1 : { [X/(1 + ε); X/(1 ε) if X > 3 log(2m/)/ε 2 t [0; 4 log(2m/)/ε 2 otherwise That is, we either get an (ε, )-estimate or an upper bound 4nmax log(2m/) on t. Whenever we are in the first case ε 2 t with high probability. We note that the lower and upper bounds presented are parameterized on the estimand t, i.e., the bounds depend on the size of what we are estimating. This means that the error bound ε will depend of t, so the relative error is smaller for larger t. Theorem 4 follows from two main arguments: First we show that if the summary of each set is constructed by selecting elements independently using a hash function then we get a good estimate with high probability. As our summaries are of fixed size, there is a dependence between the variables denoting whether an element is piced for a summary or not. The main technical hurdle is then to bound the error introduced by the dependence. We then extend the use of signatures, which are wellnown to reduce space for -permutation min-wise hashing, to one-permutation min-wise hashing as used in our estimator. This reduces the number of bits s by a logarithmic factor. Section 5.2 discusses this further.

5 4. LOWER BOUND 4.1 Preliminaries We summarize terms and definitions from communication complexity that are used in the lower bound proof. Communication model. We consider two-player oneway communication protocols: Alice is given input x, Bob is given input y and they need to compute function f(x, y). Each player has his/her own private randomness, as well as a shared uniformly distributed public coin W of some finite length. Since the protocol is 1-way, the transcript of protocol Π consists of Alice s single message to Bob, together with Bob s output bits. For a protocol Π, the maximum transcript length in bits over all inputs is called the communication cost of Π. The communication complexity R (f) of function f is the minimal communication cost of a protocol that computes f with probability at least 1. Mutual information. For random variables X and Y with support X and Y and let p(x, y), p(x), p(y) be the joint and marginal distributions respectively. The entropy and conditional entropy are defined as: H(X) = x X H(X Y ) = x X,y Y p(x) log p(x) p(x, y) log The mutual information is given as: I(X; Y ) = H(X) H(X Y ) = We mae use of the following rule: x X,y Y p(y) p(x, y) p(x, y) log p(x, y) p(x)p(y) Fact 5. (Chain Rule) For discrete random variables X, Y, Z it holds that I(X, Y ; Z) = I(X; Z) + I(X; Y Z). For a protocol Π that uses public random coins W and has transcript Π(X, Y, Z) for random variables X, Y, Z µ, the conditional information cost of Π with respect to distribution µ is I(X, Y, Z; Π(X, Y, Z) W). For function f we have that the conditional information complexity CIC µ (f) is the minimal conditional information cost of any -error protocol Π with respect to distribution µ. Fano s inequality. We mae use of Fano s equality which intuitively relates the error probabiliy of a function between random variables to the conditional entropy between them. Definition 6. Given domains X and Y and random variables X, Y on these domains with distribution µ, we say a function g : Y X has error g if Pr X,Y µ[g(y ) = X 1 g. Fact 7. Let X and Y be a random variables chosen from domains X and Y respectively according to distribution µ. There is a deterministic function g : Y X with error g, where g H(X Y ). Fact 8. (Fano s inequality.) Let X and Y be a random variables chosen from domains X and Y respectively according to distribution µ. For any reconstruction function g : Y X with error g, H b ( g) + g log( X 1) H(X Y ). 4.2 A Communication Problem and its Application to Set Intersection Let r = Θ(1/ε 2 ), and d = /t. We consider a twoparty one-way communication problem: Definition 9. In the GapAndIndex problem, Alice has bit vectors x 1,..., x r {0, 1} d while Bob has indices i 1,..., i r [d, where [d = {1, 2,..., d}, together with bits b 1,..., b r {0, 1}. Let x = (x 1,..., x r ), i = (i 1,..., i r ), and b = (b 1,..., b r ) and C > 0 be a fixed constant. The output of GapAndIndex(x, i, b) is: 1 if 0 if r (x j b j ) r i j 4 + Cεr r (x j b j ) r i j 4 Cεr. This is a promise problem, and if neither case occurs, the output can be arbitrary. If the input (x, i, b) is in either of the two cases we say the input satifies the promise. We say a one-way randomized protocol Π for GapAndIndex is -error if x, i, b satisfying the promise : Pr[Π(x, i, b) = GapAndIndex(x, i, b) 1, where the probability is over the public and private randomness of Π. Let κ be the set of randomized one-way -error protocols Π. We note that κ is finite for any problem with finite input, as we can always have one player send his/her entire input to the other player. Then, R 1 way (GapAndIndex) = min max Π κ x,i,b, randomness of Π Π(x, i, b), where Π(x, i, b) denotes the length of the transcript with these inputs. Since the protocol is 1-way, we can write this length as M(x) +1, where M(x) is Alice s message function in the protocol Π given her input x, and we add 1 for Bob s output bit. Here, implicitly M also depends on the private randomness of Alice, as well as the public coin W. Let µ be the uniform distribution on x ({0, 1} d ) r. We use the capital letter X to denote random x distributed according to µ. We introduce a distribution on inputs solely for measuring the following notion of information cost of the protocol; we still require that the protocol is correct on every input satisfying the promise with probability 1 over its public and private randomness (for a sufficiently small constant > 0). For a uniformly distributed public coin W, let CIC µ,1 way (GapAndIndex) = min I(M(X); X W), Π κ where for random variables Y, Z and W, I(Y ; Z W ) = H(Y W ) H(Y Z, W ) is the conditional mutual information. Recall that the conditional entropy H(Y W ) = w H(Y W = w) Pr[W = w, where w ranges over all

6 values in the support of W. For any protocol Π, which implies that R 1 way max Π(x, i, b) = max M(x) + 1 x,i,b x > max M(x) x H(M(X) W) I(M(X); X W), (GapAndIndex) CIC µ,1 way (GapAndIndex). We now consider the application to set intersection. Let r = 10/ε 2 and d be the desired ratio between the intersection size t and the largest set. The idea is to give Alice a subset of elements from [dr, where the characteristic vector of her subset is x 1,..., x r. Also, for each j [r, Bob is given the element d (j 1)+i j if and only if b j = 1. If Alice and Bob s sets are constructed in this way then the intersection is either of size at most r/4 Cεr, or of size at least r/4+cεr. Hence, a 1-way protocol for approximating the intersection size up to a relative (1 + Θ(ε))-factor can be used to distinguish these two cases and therefore solve the GapAndIndex promise problem. To get intersection size t without changing the problem, we duplicate each item 4t/r times, which means that the problem becomes distinguishing intersection size at most t(1 Θ(ε)) and at least t(1+θ(ε)). By rescaling ε by a constant factor, a 1-way protocol for (1 + ε)-approximating the intersection of Alice and Bob s sets with constant probability can be used to solve GapAndIndex with constant probability. Hence, its space complexity is CIC µ,1 way 1/3 (GapAndIndex). This holds for any distribution µ for measuring information, though we shall use our choice of µ above. 4.3 The GapAnd Problem For bit vectors z, z of the same length, let AND(z, z ) be the vector z in which z i = z i z i. For a vector z, let wt(z) denote its Hamming weight, i.e., the number of its coordinates equal to 1. Definition 10. In the GapAnd problem, Alice and Bob have z, z {0, 1} r, respectively. We define GapAnd to be: 1 if wt(and(z, z )) r 4 + Cεr 0 if wt(and(z, z )) r 4 Cεr. This is a promise problem, and if neither case occurs, the output can be arbitrary. 4.4 The Index Problem Consider the following Index problem. Definition 11. In the Index problem, Alice has an input Y {0, 1} d and Bob has an input K [d, where Y and K are independent and uniformly distributed over their respective domains. We define Index to be: 1 if Y K = 1 0 if Y K = 0 Suppose W is the public coin and κ is the set of randomized one-way -error protocols Π. Let γ denote this distribution on the inputs. Say a 1-way protocol Π for Index with private randomness R and public randomness W is -error if Pr (Y,K) γ,r,w [Π(Y, K, R, W) = Y K 1. Let M(Y) be the message function associated with the 1- way protocol Π (which is a randomized function of R and W). Let CIC γ,1 way Fact 12. For 1 2 (Index) = min I(M(Y); Y W). Π κ Ω(1), CICγ,1 way (Index) = Ω(d). Proof. We note that this fact is follore, but existing references, e.g., Theorem 5.5 of [1 only explicitly state the bound for deterministic protocols, whereas we want such a bound for protocols with both private randomness and public randomness W. We provide the simple proof here. Let Π be a -error protocol with (randomized) message function M. Let Y = (Y 1,..., Y d ). By the chain rule, I(M(Y); Y W) = d I(M(Y); Y i Y 1,..., Y i 1, W). i=1 By independence and the fact that conditioning cannot increase entropy, d I(M(Y); Y i Y 1,..., Y i 1, W) i=1 d I(M(Y); Y i W). If Π is -error for = 1/2 Ω(1), then by Marov s inequality, for an Ω(1) fraction of i, Π(Y, i) = Y i with probability 1/2 + Ω(1). Call such an i good. Then d i=1 i=1 I(M(Y); Y i, W) Ω(d) min I(M(Y); Yi, W) good i = Ω(d) min (1 H(Yi M(Y), W)). good i By Fano s inequality (Fact 8) and using that i is good, we have H(Y i M(Y), W) = 1 Ω(1). This completes the proof. 4.5 Proof of Theorem 3 Proof. It suffices to prove the theorem for a sufficiently small constant probability of error, since 1/3 (GapAndIndex) = Θ(R 1 way (GapAndIndex). R 1 way Let Π be a 1-way randomized (both public and private) - error protocol for GapAndIndex. For ease of presentation, we let M = M(X) when the input X is clear from context. Note that M also implicitly depends on Alice s private coins as well as a public coin W. We need to show that I(M; X W) is Ω(rd), for r = Θ(ε 2 ). We start with the following claim, which does not directly loo at the information Π conveys about its inputs, but rather the information Π conveys about certain bits in its input. Claim 13. I(M; X 1 i 1,..., Xr ir W) = Ω(r). Proof. We will need the following fact, which follows from wor by Braverman et al. [4.

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