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291 lines
14 KiB
Markdown
291 lines
14 KiB
Markdown
# Approximate Nearest Neighbor Search Indexes [experimental]
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Nearest neighborhood search is the problem of finding the M closest points for a given point in an N-dimensional vector space. The most
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straightforward approach to solve this problem is a brute force search where the distance between all points in the vector space and the
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reference point is computed. This method guarantees perfect accuracy, but it is usually too slow for practical applications. Thus, nearest
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neighborhood search problems are often solved with [approximative algorithms](https://github.com/erikbern/ann-benchmarks). Approximative
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nearest neighborhood search techniques, in conjunction with [embedding
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methods](https://cloud.google.com/architecture/overview-extracting-and-serving-feature-embeddings-for-machine-learning) allow to search huge
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amounts of media (pictures, songs, articles, etc.) in milliseconds.
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Blogs:
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- [Vector Search with ClickHouse - Part 1](https://clickhouse.com/blog/vector-search-clickhouse-p1)
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- [Vector Search with ClickHouse - Part 2](https://clickhouse.com/blog/vector-search-clickhouse-p2)
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In terms of SQL, the nearest neighborhood problem can be expressed as follows:
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``` sql
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SELECT *
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FROM table_with_ann_index
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ORDER BY Distance(vectors, Point)
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LIMIT N
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```
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`vectors` contains N-dimensional values of type [Array](../../../sql-reference/data-types/array.md) or
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[Tuple](../../../sql-reference/data-types/tuple.md), for example embeddings. Function `Distance` computes the distance between two vectors.
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Often, the Euclidean (L2) distance is chosen as distance function but [other
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distance functions](/docs/en/sql-reference/functions/distance-functions.md) are also possible. `Point` is the reference point, e.g. `(0.17,
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0.33, ...)`, and `N` limits the number of search results.
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An alternative formulation of the nearest neighborhood search problem looks as follows:
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``` sql
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SELECT *
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FROM table_with_ann_index
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WHERE Distance(vectors, Point) < MaxDistance
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LIMIT N
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```
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While the first query returns the top-`N` closest points to the reference point, the second query returns all points closer to the reference
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point than a maximally allowed radius `MaxDistance`. Parameter `N` limits the number of returned values which is useful for situations where
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`MaxDistance` is difficult to determine in advance.
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With brute force search, both queries are expensive (linear in the number of points) because the distance between all points in `vectors` and
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`Point` must be computed. To speed this process up, Approximate Nearest Neighbor Search Indexes (ANN indexes) store a compact representation
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of the search space (using clustering, search trees, etc.) which allows to compute an approximate answer much quicker (in sub-linear time).
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# Creating and Using ANN Indexes {#creating_using_ann_indexes}
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Syntax to create an ANN index over an [Array](../../../sql-reference/data-types/array.md) column:
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```sql
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CREATE TABLE table_with_ann_index
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(
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`id` Int64,
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`vectors` Array(Float32),
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INDEX [ann_index_name vectors TYPE [ann_index_type]([ann_index_parameters]) [GRANULARITY [N]]
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)
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ENGINE = MergeTree
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ORDER BY id;
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```
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Syntax to create an ANN index over a [Tuple](../../../sql-reference/data-types/tuple.md) column:
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```sql
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CREATE TABLE table_with_ann_index
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(
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`id` Int64,
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`vectors` Tuple(Float32[, Float32[, ...]]),
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INDEX [ann_index_name] vectors TYPE [ann_index_type]([ann_index_parameters]) [GRANULARITY [N]]
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)
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ENGINE = MergeTree
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ORDER BY id;
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```
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ANN indexes are built during column insertion and merge. As a result, `INSERT` and `OPTIMIZE` statements will be slower than for ordinary
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tables. ANNIndexes are ideally used only with immutable or rarely changed data, respectively when are far more read requests than write
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requests.
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ANN indexes support two types of queries:
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- ORDER BY queries:
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``` sql
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SELECT *
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FROM table_with_ann_index
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[WHERE ...]
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ORDER BY Distance(vectors, Point)
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LIMIT N
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```
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- WHERE queries:
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``` sql
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SELECT *
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FROM table_with_ann_index
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WHERE Distance(vectors, Point) < MaxDistance
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LIMIT N
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```
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:::tip
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To avoid writing out large vectors, you can use [query
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parameters](/docs/en/interfaces/cli.md#queries-with-parameters-cli-queries-with-parameters), e.g.
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```bash
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clickhouse-client --param_vec='hello' --query="SELECT * FROM table_with_ann_index WHERE L2Distance(vectors, {vec: Array(Float32)}) < 1.0"
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```
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:::
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**Restrictions**: Queries that contain both a `WHERE Distance(vectors, Point) < MaxDistance` and an `ORDER BY Distance(vectors, Point)`
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clause cannot use ANN indexes. Also, the approximate algorithms used to determine the nearest neighbors require a limit, hence queries
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without `LIMIT` clause cannot utilize ANN indexes. Also, ANN indexes are only used if the query has a `LIMIT` value smaller than setting
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`max_limit_for_ann_queries` (default: 1 million rows). This is a safeguard to prevent large memory allocations by external libraries for
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approximate neighbor search.
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**Differences to Skip Indexes** Similar to regular [skip indexes](https://clickhouse.com/docs/en/optimize/skipping-indexes), ANN indexes are
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constructed over granules and each indexed block consists of `GRANULARITY = [N]`-many granules (`[N]` = 1 by default for normal skip
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indexes). For example, if the primary index granularity of the table is 8192 (setting `index_granularity = 8192`) and `GRANULARITY = 2`,
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then each indexed block will contain 16384 rows. However, data structures and algorithms for approximate neighborhood search (usually
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provided by external libraries) are inherently row-oriented. They store a compact representation of a set of rows and also return rows for
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ANN queries. This causes some rather unintuitive differences in the way ANN indexes behave compared to normal skip indexes.
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When a user defines an ANN index on a column, ClickHouse internally creates an ANN "sub-index" for each index block. The sub-index is "local"
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in the sense that it only knows about the rows of its containing index block. In the previous example and assuming that a column has 65536
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rows, we obtain four index blocks (spanning eight granules) and an ANN sub-index for each index block. A sub-index is theoretically able to
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return the rows with the N closest points within its index block directly. However, since ClickHouse loads data from disk to memory at the
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granularity of granules, sub-indexes extrapolate matching rows to granule granularity. This is different from regular skip indexes which
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skip data at the granularity of index blocks.
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The `GRANULARITY` parameter determines how many ANN sub-indexes are created. Bigger `GRANULARITY` values mean fewer but larger ANN
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sub-indexes, up to the point where a column (or a column's data part) has only a single sub-index. In that case, the sub-index has a
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"global" view of all column rows and can directly return all granules of the column (part) with relevant rows (there are at most
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`LIMIT [N]`-many such granules). In a second step, ClickHouse will load these granules and identify the actually best rows by performing a
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brute-force distance calculation over all rows of the granules. With a small `GRANULARITY` value, each of the sub-indexes returns up to
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`LIMIT N`-many granules. As a result, more granules need to be loaded and post-filtered. Note that the search accuracy is with both cases
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equally good, only the processing performance differs. It is generally recommended to use a large `GRANULARITY` for ANN indexes and fall
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back to a smaller `GRANULARITY` values only in case of problems like excessive memory consumption of the ANN structures. If no `GRANULARITY`
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was specified for ANN indexes, the default value is 100 million.
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# Available ANN Indexes {#available_ann_indexes}
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- [Annoy](/docs/en/engines/table-engines/mergetree-family/annindexes.md#annoy-annoy)
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- [USearch](/docs/en/engines/table-engines/mergetree-family/annindexes.md#usearch-usearch)
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## Annoy {#annoy}
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Annoy indexes are currently experimental, to use them you first need to `SET allow_experimental_annoy_index = 1`. They are also currently
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disabled on ARM due to memory safety problems with the algorithm.
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This type of ANN index is based on the [Annoy library](https://github.com/spotify/annoy) which recursively divides the space into random
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linear surfaces (lines in 2D, planes in 3D etc.).
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<div class='vimeo-container'>
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<iframe src="//www.youtube.com/embed/QkCCyLW0ehU"
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width="640"
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height="360"
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frameborder="0"
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allow="autoplay;
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fullscreen;
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picture-in-picture"
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allowfullscreen>
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</iframe>
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</div>
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Syntax to create an Annoy index over an [Array](../../../sql-reference/data-types/array.md) column:
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```sql
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CREATE TABLE table_with_annoy_index
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(
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id Int64,
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vectors Array(Float32),
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INDEX [ann_index_name] vectors TYPE annoy([Distance[, NumTrees]]) [GRANULARITY N]
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)
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ENGINE = MergeTree
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ORDER BY id;
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```
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Syntax to create an ANN index over a [Tuple](../../../sql-reference/data-types/tuple.md) column:
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```sql
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CREATE TABLE table_with_annoy_index
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(
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id Int64,
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vectors Tuple(Float32[, Float32[, ...]]),
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INDEX [ann_index_name] vectors TYPE annoy([Distance[, NumTrees]]) [GRANULARITY N]
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)
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ENGINE = MergeTree
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ORDER BY id;
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```
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Annoy currently supports two distance functions:
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- `L2Distance`, also called Euclidean distance, is the length of a line segment between two points in Euclidean space
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([Wikipedia](https://en.wikipedia.org/wiki/Euclidean_distance)).
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- `cosineDistance`, also called cosine similarity, is the cosine of the angle between two (non-zero) vectors
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([Wikipedia](https://en.wikipedia.org/wiki/Cosine_similarity)).
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For normalized data, `L2Distance` is usually a better choice, otherwise `cosineDistance` is recommended to compensate for scale. If no
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distance function was specified during index creation, `L2Distance` is used as default.
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Parameter `NumTrees` is the number of trees which the algorithm creates (default if not specified: 100). Higher values of `NumTree` mean
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more accurate search results but slower index creation / query times (approximately linearly) as well as larger index sizes.
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:::note
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Indexes over columns of type `Array` will generally work faster than indexes on `Tuple` columns. All arrays must have same length. To avoid
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errors, you can use a [CONSTRAINT](/docs/en/sql-reference/statements/create/table.md#constraints), for example, `CONSTRAINT
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constraint_name_1 CHECK length(vectors) = 256`. Also, empty `Arrays` and unspecified `Array` values in INSERT statements (i.e. default
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values) are not supported.
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:::
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The creation of Annoy indexes (whenever a new part is build, e.g. at the end of a merge) is a relatively slow process. You can increase
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setting `max_threads_for_annoy_index_creation` (default: 4) which controls how many threads are used to create an Annoy index. Please be
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careful with this setting, it is possible that multiple indexes are created in parallel in which case there can be overparallelization.
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Setting `annoy_index_search_k_nodes` (default: `NumTrees * LIMIT`) determines how many tree nodes are inspected during SELECTs. Larger
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values mean more accurate results at the cost of longer query runtime:
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```sql
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SELECT *
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FROM table_name
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ORDER BY L2Distance(vectors, Point)
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LIMIT N
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SETTINGS annoy_index_search_k_nodes=100;
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```
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:::note
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The Annoy index currently does not work with per-table, non-default `index_granularity` settings (see
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[here](https://github.com/ClickHouse/ClickHouse/pull/51325#issuecomment-1605920475)). If necessary, the value must be changed in config.xml.
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:::
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## USearch {#usearch}
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This type of ANN index is based on the [USearch library](https://github.com/unum-cloud/usearch), which implements the [HNSW
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algorithm](https://arxiv.org/abs/1603.09320), i.e., builds a hierarchical graph where each point represents a vector and the edges represent
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similarity. Such hierarchical structures can be very efficient on large collections. They may often fetch 0.05% or less data from the
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overall dataset, while still providing 99% recall. This is especially useful when working with high-dimensional vectors,
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that are expensive to load and compare. The library also has several hardware-specific SIMD optimizations to accelerate further
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distance computations on modern Arm (NEON and SVE) and x86 (AVX2 and AVX-512) CPUs and OS-specific optimizations to allow efficient
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navigation around immutable persistent files, without loading them into RAM.
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<div class='vimeo-container'>
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<iframe src="//www.youtube.com/embed/UMrhB3icP9w"
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width="640"
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height="360"
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frameborder="0"
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allow="autoplay;
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fullscreen;
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picture-in-picture"
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allowfullscreen>
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</iframe>
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</div>
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Syntax to create an USearch index over an [Array](../../../sql-reference/data-types/array.md) column:
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```sql
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CREATE TABLE table_with_usearch_index
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(
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id Int64,
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vectors Array(Float32),
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INDEX [ann_index_name] vectors TYPE usearch([Distance[, ScalarKind]]) [GRANULARITY N]
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)
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ENGINE = MergeTree
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ORDER BY id;
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```
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Syntax to create an ANN index over a [Tuple](../../../sql-reference/data-types/tuple.md) column:
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```sql
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CREATE TABLE table_with_usearch_index
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(
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id Int64,
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vectors Tuple(Float32[, Float32[, ...]]),
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INDEX [ann_index_name] vectors TYPE usearch([Distance[, ScalarKind]]) [GRANULARITY N]
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)
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ENGINE = MergeTree
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ORDER BY id;
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```
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USearch currently supports two distance functions:
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- `L2Distance`, also called Euclidean distance, is the length of a line segment between two points in Euclidean space
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([Wikipedia](https://en.wikipedia.org/wiki/Euclidean_distance)).
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- `cosineDistance`, also called cosine similarity, is the cosine of the angle between two (non-zero) vectors
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([Wikipedia](https://en.wikipedia.org/wiki/Cosine_similarity)).
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USearch allows storing the vectors in reduced precision formats. Supported scalar kinds are `f64`, `f32`, `f16` or `i8`. If no scalar kind
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was specified during index creation, `f16` is used as default.
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For normalized data, `L2Distance` is usually a better choice, otherwise `cosineDistance` is recommended to compensate for scale. If no
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distance function was specified during index creation, `L2Distance` is used as default.
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