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by nelsondev
1349 days ago
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Seems the author is proposing LSH instead of vectors for doing ANN? There are benchmarks here, http://ann-benchmarks.com/ , but LSH underperforms the state of the art ANN algorithms like HNSW on recall/throughput. LSH I believe was state of the art 10ish years ago, but has since been surpassed. Although the caching aspect is really nice. |
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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.