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Faiss indexes

Matthijs Douze edited this page Apr 27, 2021 · 20 revisions
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Summary of methods

The basic indexes are given hereafter:

Method Class name index_factory Main parameters Bytes/vector Exhaustive Comments
Exact Search for L2 IndexFlatL2 "Flat" d 4*d yes brute-force
Exact Search for Inner Product IndexFlatIP "Flat" d 4*d yes also for cosine (normalize vectors beforehand)
Hierarchical Navigable Small World graph exploration IndexHNSWFlat 'HNSWx,Flat` d, M 4*d + x * M * 2 * 4 no
Inverted file with exact post-verification IndexIVFFlat "IVFx,Flat" quantizer, d, nlists, metric 4*d + 8 no Takes another index to assign vectors to inverted lists. The 8 additional bytes are the vector id that needs to be stored.
Locality-Sensitive Hashing (binary flat index) IndexLSH - d, nbits ceil(nbits/8) yes optimized by using random rotation instead of random projections
Scalar quantizer (SQ) in flat mode IndexScalarQuantizer "SQ8" d d yes 4 and 6 bits per component are also implemented.
Product quantizer (PQ) in flat mode IndexPQ "PQx", "PQ"x"x"nbits d, M, nbits ceil(M * nbit / 8) yes
IVF and scalar quantizer IndexIVFScalarQuantizer "IVFx,SQ4" "IVFx,SQ8" quantizer, d, nlists, qtype SQfp16: 2 * d + 8, SQ8: d + 8 or SQ4: d/2 + 8 no Same as the IndexScalarQuantizer
IVFADC (coarse quantizer+PQ on residuals) IndexIVFPQ "IVFx,PQ"y"x"nbits quantizer, d, nlists, M, nbits ceil(M * nbits/8)+8 no
IVFADC+R (same as IVFADC with re-ranking based on codes) IndexIVFPQR "IVFx,PQy+z" quantizer, d, nlists, M, nbits, M_refine, nbits_refine M+M_refine+8 no

The index can be constructed explicitly with the class constructor, or by using index_factory.

Flat indexes

Flat indexes just encode the vectors into codes of a fixed size and store them in an array of ntotal * code_size bytes.

At search time, all the indexed vectors are decoded sequentially and compared to the query vectors. For the IndexPQ the comparison is done in the compressed domain, which is faster.

Supported operations

Flat indexes are similar to C++ vectors. They do not store vector ids, since in many cases sequential numbering is enough. Therefore:

  • they don't support add_with_id (but they can be wrapped in an IndexIDMap to add that functionality).

  • they do support efficient direct vector access (with reconstruct and reconstruct_n)

  • they support removal with remove. Note that this shrinks the index and changes the numbering.

Vectors encodings

The available encodings are (from least to strongest compression):

  • no encoding at all (IndexFlat): the vectors are stored without compression;
  • 16-bit float encoding (IndexScalarQuantizer with QT_fp16): the vectors are compressed to 16-bit floats, which may cause some loss of precision;
  • 8/6/4-bit integer encoding (IndexScalarQuantizer with QT_8bit/QT_6bit/QT_4bit): vectors quantized to 256/64/16 levels;
  • PQ encoding (IndexPQ): vectors are split into sub-vectors that are each quantized to a few bits (usually 8). See the example below.
  • Residual encodings (IndexResidual): vectors are quantized and progressively refined by residual. At each quantization stage, the size of the codebook can be refined.

Cell-probe methods (IndexIVF* indexes)

A typical way to speed-up the process at the cost of loosing the guarantee to find the nearest neighbor is to employ a partitioning technique such as k-means. The corresponding algorithms are sometimes referred to as cell-probe methods.

We use a partition-based method based on Multi-probing.

  • The feature space is partitioned into nlist cells.
  • The database vectors are assigned to one of these cells thanks using a quantization function (in the case of k-means, the assignment to the centroid closest to the query), and stored in an inverted file structure formed of nlist inverted lists.
  • At query time, a set of nprobe inverted lists is selected
  • The query is compared to each of the database vector assigned to these lists.

Doing so, only a fraction of the database is compared to the query: as a first approximation, this fraction is nprobe/nlist, but this approximation is usually under-estimated because the inverted lists have not equal lengths. The failure case appears when the cell of the nearest neighbor of a given query is not selected.

The constructor takes an index as a parameter (the quantizer or coarse quantizer), which is used to do the assignment to the inverted lists. The query is searched in this index, and the returned vector id(s) are the inverted list(s) that should be visited.

Cell probe method with a flat index as coarse quantizer

Typically, one would use a Flat index as coarse quantizer. The train method of the IndexIVF adds the centroids to the flat index. The nprobe is specified at query time (useful for measuring trade-offs between speed and accuracy).

NOTE: As a rule of thumb, denoting by n the number of points to be indexed, a typical way to select the number of centroids is to aim at balancing the cost of the assignment to the centroids (nlist * d for a plain k-means) with the number of distance computations performed when parsing the inverted lists (in the order of nprobe / nlist * n * C, where the constant accounts for the uneven distribution of the list and the fact that a single vector comparison is done more efficiently when done by batch with centroids, say C=10 to give an idea). This leads to a number of centroids of the form nlist = C * sqrt (n).

Other types of coarse quantizers

In some contexts it is beneficial to use other types of quantizers, for example a GPU based quantizer, a MultiIndexQuantizer or a HNSW based quantizer.

Encoding of vectors in an IndexIVF

The elements of inverted lists are encoded vectors (+ the corresponding vector id). The encoding is mainly to make the vectors more compact. Those elements are just scanned sequentially, and the search function returns the top-k smallest distances seen so far.

The supported codes are the same as for the Flat index, just convert the name of the index class by inserting IVF: IndexFlat becomes IndexIVFFlat.

IndexHNSW variants

The Hierarchical Navigable Small World indexing method is based on a graph built on the indexed vectors. At search time, the graph is explored in a way that converges to the nearest neighbors as quickly as possible. The IndexHNSW uses a flat index as underlying storage to quickly access the database vectors and abstract the compression / decompression of vectors. HNSW depends on a few important parameters:

  • M is the number of neighbors used in the graph. A larger M is more accurate but uses more memory

  • efConstruction is the depth of exploration at add time

  • efSearch is the depth of exploration of the search

Supported encodings

IndexHNSW supports the following Flat indexes: IndexHNSWFlat (no encoding), IndexHNSWSQ (scalar quantizer), IndexHNSWPQ (product quantizer), IndexHNSW2Level (two-level encoding).

Supported operations

In addition to the restrictions of the Flat index HNSW uses, HNSW does not support removing vectors from the index. This would destroy the graph structure.

IndexLSH and its relationship with cell-probe methods

The most popular cell-probe method is probably the original Locality Sensitive Hashing method referred to as [E2LSH] ( However this method and its derivatives suffer from two drawbacks:

  • They require a lot of hash functions (=partitions) to achieve acceptable results, leading to a lot of extra memory. Memory is not cheap.
  • The hash function are not adapted to the input data. This is good for proofs but leads to suboptimal choice results in practice.

Binary LSH codes

In Faiss, the IndedLSH is just a Flat index with binary codes. The database vectors and query vectors are hashed into binary codes that are compared with Hamming distances.

In C++, a LSH index (binary vector mode, See Charikar STOC'2002) is declared as follows:

  IndexLSH * index = new faiss::IndexLSH (d, nbits);

where d is the input vector dimensionality and nbits the number of bits use per stored vector.

In Python, the (improved) LSH index is constructed and search as follows

n_bits = 2 * d
lsh = faiss.IndexLSH (d, n_bits)
lsh.train (x_train)
lsh.add (x_base)
D, I = (x_query, k)

NOTE: The algorithm is not vanilla-LSH, but a better choice. Instead of set of orthogonal projectors is used if n_bits <= d, or a tight frame if n_bits > d.

Indexes based on Product Quantization codes

In C++, the indexes based on product quantization are identified by the keyword PQ. For instance, the most common indexes based on product quantization are declared as follows:

C++ PQ example
  #include <faiss/IndexPQ.h>
  #include <faiss/IndexIVFPQ.h>

  // Define a product quantizer for vectors of dimensionality d=128,
  // with 8 bits per subquantizer and M=16 distinct subquantizer
  size_t d = 128;
  int M = 16;
  int nbits = 8;
  faiss:IndexPQ * index_pq = new faiss::IndexPQ (d, M, nbits);

  // Define an index using both PQ and an inverted file with nlists to avoid exhaustive search
  // The index 'quantizer' must be already declared
  faiss::IndexIVFPQ * ivfpq = new faiss::IndexIVFPQ (quantizer, d, nlists, M, nbits);

  // Same but with another level of refinement
  faiss::IndexIVFPQR * ivfpqr = new faiss::IndexIVFPQR (quantizer, d, nclust, M, nbits, M_refine, nbits);

In Python, a product quantizer is defined by:

Python PQ example
m = 16                                   # number of subquantizers
n_bits = 8                               # bits allocated per subquantizer
pq = faiss.IndexPQ (d, m, n_bits)        # Create the index
pq.train (x_train)                       # Training
pq.add (x_base)                          # Populate the index
D, I = (x_query, k)            # Perform a search

The number of bits n_bits must be equal to 8, 12 or 16. The dimension d should be a multiple of m

Inverted file with PQ refinement

The IndexIVFPQ is probably the most useful indexing structure for large-scale search. It is used like

coarse_quantizer = faiss.IndexFlatL2 (d)
index = faiss.IndexIVFPQ (coarse_quantizer, d,
                          ncentroids, code_size, 8)
index.nprobe = 5

See the chapter about IndexIVFFlat for the setting of ncentroids. The code_size is typically a power of two between 4 and 64. Like for IndexPQ, d should be a multiple of m.

Indexes based on a residual quantizer

The ResidualQuantizer object encodes a vector using a vector quantizer that progressively refines the residuals of the previous quantization. A greedy version of this produces sub-optimal vectors, and computing the codes of all possible centroids is too expensive. Therefore, as a tradeoff, the residual quantization is implemented with a beam search. The beam size is set via the max_beam_size field of the ResidualQuantizer object: the larger the slower and the more accurate.

The ResidualQuantizer object takes in its constructor the number of bits of each quantizer step. For example [16, 8, 8] means that there is one 16-bit quantizer (65536 centroids) followed by two 8-bit quantizers.

Example usage can be found in the tests

The ResidualQuantizer object is used in two types of indexes:

  • the IndexResidual index is a straightforward use of it to encode vectors. It can also be used as a codec.

  • the ResidualCoarseQuantizer can be used as a coarse quantizer for an IndexIVF.