Mahalanobis metrics are widely used in machine learning in conjunction with methods like k-nearest neighbors, k-means clustering, and k-medians clustering. Despite their importance, there has not been any prior work on applying sketching techniques to speed up algorithms for Mahalanobis metrics. In this paper, we initiate the study of dimension reduction for Mahalanobis metrics. In particular, we provide efficient data structures for solving the Approximate Distance Estimation (ADE) problem for Mahalanobis distances. We first provide a randomized Monte Carlo data structure. Then, we show how we can adapt it to provide our main data structure which can handle sequences of adaptive queries and also online updates to both the Mahalanobis metric matrix and the data points, making it amenable to be used in conjunction with prior algorithms for online learning of Mahalanobis metrics.

In this paper, we propose Adam-Hash: an adaptive and dynamic multi-resolution hashing data-structure for fast pairwise summation estimation. Given a data-set X ⊂ ℝd, a binary function f : ℝd× ℝd→ ℝ, and a point y ∈ ℝd, the Pairwise Summation Estimate $PS{E_X}(y): = \frac{1}{{\left| X \right|}}\sum\nolimits_{x \in X} {f(x,y)} $. For any given data-set X, we need to design a data-structure such that given any query point y ∈ ℝd, the data-structure approximately estimates PSEX(y) in time that is sub-linear in |X|. Prior works on this problem have focused exclusively on the case where the data-set is static, and the queries are independent. In this paper, we design a hashing-based PSE data-structure which works for the more practical dynamic setting in which insertions, deletions, and replacements of points are allowed. Moreover, our proposed Adam-Hash is also robust to adaptive PSE queries, where an adversary can choose query qj∈ ℝddepending on the output from previous queries q1, q2, …, qj–1.