Exact Nearest Neighbor Search

Exact $k$-nearest-neighbor (kNN) search over image descriptors and embeddings underlies visual retrieval, near-duplicate detection, the evaluation of learned representations, and increasingly the memory of LLM agents. However, exhaustive search computes every distance at full precision, whereas approximate indexes return recall below one. We observe that exact search only needs a proof that each excluded vector cannot be a neighbor. Because such a proof only has to be conservative, it can be checked in low precision, much as the retina examines the whole scene at low resolution. We call this principle certified exclusion and realize it in an exact kNN method for GPUs, which we call CertEx. Specifically, CertEx stores a lower-bounding projection of each vector in half precision and folds a rounding certificate into the same tensor-core dot product, so that only the few vectors that the test keeps need exact distances. We prove that CertEx returns the exact kNN of every query. On sixteen datasets with up to 100M vectors, CertEx is exact for every query at 7.1$\times$ to 18.0$\times$ the throughput of the fastest cuVS search on one H100 (8.8$\times$ to 11.8$\times$ on an A100) and outperforms quantized and graph indexes whenever every query must be exact.

Nearest neighbor search algorithms are widely used and have a long history, but we find that key implementation details are seldom reviewed in articles about them. These details can materially impact performance, and thus change the conclusions one makes about a given algorithm's superiority. In this article, we highlight these impacts by reviewing the Cover Tree as an example, producing RustKNN, a unified Rust implementation of three construction variants of the Cover Tree with three query modes. Our analysis reveals: (1) the optimal query strategy depends on $k$ and on the dataset (single-tree search is fastest at $k{=}1$ on three of our four largest datasets, while dual-tree search is fastest at $k{\ge}5$ on the three largest), and choosing the wrong query mode can cost up to a $7.5\times$ factor in runtime; (2) the cover tree base parameter, set to 2 in theory and 1.3 in practice, is not a safe default for dual-tree search: 1.3 is optimal on only one of seven datasets, and on covtype it is $1.6\times$ slower than the optimum; (3) among five micro-optimizations, only early-exit distance computation has a consistent effect, and that effect grows with dimension (none at $d{=}32$, $1.31\times$ at $d{=}54$, and $1.49\times$ at $d{=}784$); and (4) all-nearest-neighbor and held-out benchmarks yield different implementation rankings. All main timing tables report medians over 20 independent allocations with bootstrap 95% confidence intervals. RustKNN is open source at https://github.com/CrowdStrike/RustKNN.

Nearest-neighbor (NN) search underlies countless robotics algorithms, but many state spaces are not Euclidean: orientations live on $SO(2)$ or $SO(3)$ and poses on $SE(2)$ or $SE(3)$, and a Euclidean KD-tree on their raw coordinates returns wrong neighbors. We present a header-only, dependency-free C++ KD-tree library for exact NN search on user-defined product manifolds declared at compile time: the space is composed from base manifolds ($\mathbb{R}^n$, $SO(2)$, $SO(3)$, $S^n$; products $SE(2)$, $SE(3)$, tori) with a single type alias, and the library synthesizes a metric whose pruning is provably admissible, wrap-aware for circular coordinates and double-cover-aware for unit quaternions. Experiments confirm exactness (recall $1.0$ vs an exhaustive scan under the same product metric), where the Euclidean-on-raw shortcut collapses to recall $\approx 0.5^{m}$ for $m$ rotation blocks, with up to three orders of magnitude speedup over brute force. We further contribute an incremental, self-balancing single-tree index for points under heavy churn (e.g. sliding-window LiDAR maps) or $SE(3)$ trajectories: bounded memory and faster updates than prior work, with an optional asynchronous tail-latency-bounding mode. The implementation is open source: https://github.com/jlblancoc/nanoflann

Approximate Nearest Neighbor Search (ANNS) plays a pivotal role in modern deep learning pipelines. Recently, many ANNS systems have been proposed to either provide broad functionality or reach high performance. However, it is yet difficult to achieve both with minimal programming efforts. We propose ANNLib to address the gap. ANNLib is a library that provides a programming framework for achieving high performance and flexible functionality in ANNS systems, based on popular graph-based ANNS algorithms. We carefully decouple and independently optimize both the algorithm and the data structure components of an ANNS system. In addition, we integrate state-of-the-art algorithms and data structures into ANNLib as modules, along with our new designs. Users can choose combinations of components to implement sophisticated settings with high performance, such as filter search, fully dynamic updates, and historical queries on snapshots. Our experiments show that our new solution provides a simple interface for various applications and achieves comparable or even better performance than previous work, specifically for each application.

We study nearest neighbor search from the perspective of data-driven algorithm design: given a dataset $P \subset \mathbb{R}^d$ of size $n$ and sample access to a query distribution over $\mathbb{R}^d$, the goal is to learn a data structure optimized for queries drawn from that specific distribution. We focus on the class of balanced halfspace trees, which naturally abstracts space-partitioning frameworks like locality-sensitive hashing. Assuming Gaussian-like marginal conditions on the dataset and query distribution, we give an efficient algorithm that learns a tree achieving $o(nd)$ query time, provided that a perfect tree exists. At the core of our algorithmic approach is the balanced halfspace cut problem, where we are given a distribution over $\mathbb{R}^d \times \mathbb{R}^d$ and must find a balanced halfspace that minimizes the fraction of cut pairs. We prove that without distributional assumptions, finding the optimal balanced halfspace is NP-hard. To circumvent this computational barrier, we design an efficient improper learning algorithm: if the optimal halfspace cuts an $α$ fraction of pairs, our algorithm outputs a balanced polynomial threshold function of degree $\tilde{O}(1/\varepsilon^2)$ that cuts at most an $O(\sqrt{α+\varepsilon})$ fraction.

Hierarchical Navigable Small World (HNSW) graphs serve as the industry standard due to their logarithmic complexity and strong empirical performance. However, HNSW relies on greedy graph traversal, a heuristic that provides no theoretical guarantees of correctness. In this paper, we propose a novel "Certify-then-Rectify" framework that bridges the gap between the speed of heuristic search and the rigor of exact retrieval. Rather than discarding HNSW, our approach first employs a distribution-free statistical certifier to dynamically evaluate the quality of a standard HNSW search with minimal overhead. If certification indicates that the retrieved neighbors are of low quality, the framework safely escalates to a rigorous exact recovery algorithm. To make this exact recovery computationally feasible, we reinterpret the HNSW graph as a geometric spanner and utilize Extreme Value Theory to stochastically estimate its maximum empirical stretch factor. This allows us to mathematically bound the maximum distance of true nearest neighbors. Extensive evaluations on benchmark datasets demonstrate that our tiered framework delivers the average-case speed of HNSW while ensuring the worst-case correctness of exact search and outperforming other applicable approaches.

We present a patch descriptor retrieval method that returns the exact nearest neighbour -- provably identical to exhaustive full-vector search -- while evaluating only a small fraction of the database, and does so deterministically: the same (database, query) pair always produces the same result, independent of run order, thread count, or hardware. This contrasts with approximate nearest-neighbour (ANN) approaches such as HNSW and IVF-PQ, which trade exactness for speed and may return different results across runs. The enabling mechanism is Hierarchical Normalization (HN): a normalisation scheme that splits the pre-normalisation feature vector into a K-dim major component (norm sqrt(1-alpha)) and a (128-K)-dim minor component (norm sqrt(alpha)). Since the minor inner product is bounded by alpha (Cauchy-Schwarz on the prescribed norms), the major similarity plus alpha is an admissible upper bound on the full similarity: the search scans the K-dim major component for all entries, then applies full 128-dim evaluation only to entries that cannot be pruned -- a provably exact branch-and-bound scan. We train HN-modified HardNet on the notredame split of the UBC patch dataset and evaluate on trevi and halfdome. With a cache-optimised Structure-of-Arrays layout and K=8, alpha=1/32, the search achieves 13.7x (trevi) / 12.7x (halfdome) speed-up over brute-force 128-dim search, with only 0.4% of entries requiring full evaluation. At K=16, alpha=1/8, FPR@95 rises from 0.0062 to 0.0064 on trevi at 7.2x speed-up, with 98.8% of entries bypassing full evaluation.

A filtered approximate-nearest-neighbor (ANN) query returns the k nearest vectors among those satisfying an attribute predicate P of selectivity s. The best execution strategy -- pre-filter, post-filter, or in-filter -- changes with s, so a system must estimate s and choose. We model this as an argmax over a landscape with phases (regions where each strategy wins) separated by boundaries, and show that selectivity-estimation error produces plan regret -- recall lost versus the oracle strategy -- only in the critical regions around those boundaries. The regret is a wedge of log-width equal to the multiplicative estimation error epsilon and height equal to the local cliff |V'(s*)| epsilon; the flip-margin 1/|V'(s*)| is the condition number of a sibling cardinality-estimation study reappearing as the local boundary theory. The two phase boundaries follow from independent mathematics: order statistics place the post-filter cliff at s ~ k/K, and site percolation places the in-filter cliff at s_c ~ 0.83/M for graph degree M (corpus-size independent). Criticality exists only under a constrained budget B < sqrt(k n). Under pre-registered decision rules we confirm, on synthetic sweeps and real SIFT1M, that regret concentrates ~290x at the boundary and that the regret curves obey a finite-size scaling collapse onto one universal wedge across two decades of corpus size. A real approximate index does not mis-locate the boundary, but a biased cost model opens a persistent miscalibration band that estimation-error robustness cannot fix. The contribution is a characterization, not a new index. Code and the full pre-registration are public.

AI efficiency at scale is becoming critical in finance as market data volumes surge across equities, ETFs, FX, options, and high-frequency trading streams. This growth creates a core challenge for mature financial AI systems: models must learn from larger historical corpora while still meeting real-time latency constraints in trading, risk management, and derivative pricing. We use exact nearest-neighbor learning for high-frequency financial time series as a concrete case study to show that Mojo-based financial AI can address this challenge. We introduce a Mojo SIMD k-d tree with variance-based splitting, contiguous flat-buffer storage, and compile-time vectorized distance computation. We also provide a runtime result showing that, under standard pruning and implementation-cost assumptions, the Mojo SIMD k-d tree asymptotically dominates Mojo SIMD brute force and scikit-learn's k-d tree in the fixed-stock, large-$n$, moderate-dimensional regime. Empirically, across eight financial datasets on x86 and ARM64 with up to 277K training samples, the method achieves 17.5--21.6$\times$ speedup over scikit-learn's k-d tree on x86 and 28.1--43.5$\times$ over scikit-learn brute force on ARM64 equity/ETF datasets, while preserving exact outputs. Beyond nearest-neighbor inference, Mojo's compiled execution enables an Extra Trees-based implied-volatility pricing model to train on $10\times$ more options data, reducing put-IV RMSE by 8.0%. These results position Mojo as a scalable, production-ready stack for financial AI and a promising foundation for efficient AI in other data-intensive fields. \keywords{Financial AI \and AI Efficiency \and Mojo \and SIMD \and K-D Trees \and KNN \and High-Frequency Trading \and Financial Time Series \and Scaling}