SETAREH Transform: A Sorting-Assisted Haar-Wavelet Sparsification Method for Approximate Inner-Product Computation

Quantization is a fundamental tool used to compress datasets, neural network weights, and memory usage in a range of computational tasks. Many downstream applications of vector quantization perform inner products with arbitrary inputs. This motivates the study of inner product aware quantization schemes that approximately preserve inner products with unseen vectors -- in contrast to simply minimizing the mean-squared error. In this work, we formulate objectives that capture natural desiderata and develop adaptive and unbiased quantization methods that approximately preserve inner products with worst-case and average-case inputs. An analysis of these objectives shows a tight connection with the well-studied notion of Adaptive Stochastic Quantization (ASQ). We develop provably fast exact and approximate algorithms for our objectives. Our theoretical results inspire efficient practical algorithms that perform well across a variety of workload distributions. They also lead to practical algorithms for standard ASQ which are 2-10$\times$ faster than prior state-of-the-art methods while maintaining quality. These theoretical and empirical results contribute towards making adaptive quantization techniques more efficient and tractable in practical settings.

Uniform random rotations (URRs) are a common preprocessing step in modern quantization approaches used for gradient compression, inference acceleration, KV-cache compression, model weight quantization, and approximate nearest-neighbor search in vector databases. In practice, URRs are often replaced by randomized Hadamard transforms (RHTs), which preserve orthogonality while admitting fast implementations. The remaining issue is the performance for worst-case inputs. With a URR, each coordinate is individually distributed as a shifted beta distribution, which converges to a Gaussian distribution in high dimensions. Generally, one RHT is not suitable in the worst case, as individual coordinates can be far from these distributions. We show that after composing two RHTs on any $d$-sized input vector, the marginal distribution of every fixed coordinate of the normalized rotated vector is within $O(d^{-1/2})$ of a standard Gaussian both in Kolmogorov distance and in $1$-Wasserstein distance. We then plug these bounds into the analyses of modern compression schemes, namely DRIVE and QUIC-FL, and show that two RHTs achieve performance that asymptotically matches URRs. However, we show that two RHTs may not be sufficient for Vector Quantization (VQ), which often requires weak correlation across fixed-size blocks of coordinates (as opposed to only marginal distribution convergence for single coordinates). We prove that a composition of three RHTs leads to decaying coordinate covariance. This ensures that any fixed, bounded, multi-dimensional VQ codebook optimized for URRs has the same expected error when using three RHTs, up to an additive term that vanishes with the dimension. Finally, because practical inputs are rarely adversarial, we propose a linear-time ${O}(d)$ check on the input's moments to dynamically adapt the number of RHTs used at runtime to improve performance.

By introducing RSLM (Rotated Scaled Lloyd-Max), a family of training-free vector quantization codecs compressing embeddings to 1--4 bits per dimension, we reduce memory cost and memory bandwidth of a typical large-scale Approximate Nearest Neighbor (ANN) search system, while reducing its complexity and keeping or improving recall across multiple benchmark datasets. State-of-the-art systems filter candidates using coarse partitions, approximately score them to narrow the set, and then rescore the best with higher precision representations (often >=8 bits per dimension). Our relativized codecs can bring this down to 2--4 bits per dimension. We use the properties of the ANN system to encode residual vectors instead of full vectors, both for the approximate scoring phase and the rescoring phase. Since Maximum Inner Product Search (MIPS) is very sensitive to vector norms, we correct the $L_2$ norms of quantized vectors. Our major innovation is that we correct the $L_2$ norm of the final reconstructed vector rather than just the residual. Our rescaling replaces more complicated schemes, such as Anisotropic loss. The residualization scheme gives us a more favorable quality vs size trade-off than generic quantization methods. Our high-performance implementation leverages a block-wise cascaded Fast Walsh-Hadamard Transform (FWHT) with linear-like complexity, AVX SIMD-optimized codebooks, and a steganographic encoding of scaling factors for perfect cache-line alignment.