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Parallel compressed cover tree (PCCT) library targeting JAX-based Vecchia GP workloads.

Project description

Covertreex

High-performance cover tree library for k-NN queries, optimized for Vecchia-style Gaussian process pipelines.

PyPI version License

Features

  • ~170x faster than GPBoost for residual correlation k-NN queries
  • Hybrid Python/Numba + Rust implementation
  • AVX2 SIMD optimized dot products in Rust backend
  • Residual correlation metric with RBF and Matérn 5/2 kernels
  • Hilbert curve ordering for cache-efficient tree construction

Installation

pip install covertreex

Quick Start

Basic Euclidean k-NN

import numpy as np
from covertreex import CoverTree

# Build tree from points
points = np.random.randn(10000, 3)
tree = CoverTree().fit(points)

# Query k nearest neighbors
query_points = np.random.randn(100, 3)
neighbors = tree.knn(query_points, k=10)

# With distances
neighbors, distances = tree.knn(query_points, k=10, return_distances=True)

Residual Correlation Metric (Vecchia GP)

For Gaussian process applications with Vecchia approximations:

import numpy as np
from covertreex import CoverTree, Runtime
from covertreex.metrics.residual import build_residual_backend, configure_residual_correlation

# Your spatial coordinates
coords = np.random.randn(10000, 3).astype(np.float32)

# Build residual backend (computes V-matrix from inducing points)
# V[i] = L_mm^{-1} @ K(x_i, inducing_points)
# p_diag = diag(K) - ||V||^2  (residual variance)
backend = build_residual_backend(
    coords,
    seed=42,
    inducing_count=512,     # Number of inducing points
    variance=1.0,           # Kernel variance
    lengthscale=1.0,        # Kernel lengthscale
    kernel_type=0,          # 0=RBF, 1=Matérn 5/2
)

# Configure and build tree
runtime = Runtime(metric="residual_correlation", engine="rust-hilbert")
ctx = runtime.activate()
configure_residual_correlation(backend, context=ctx)

# Query indices (residual metric uses point indices, not coordinates)
query_indices = np.arange(1000, dtype=np.int64)
tree = CoverTree(runtime).fit(query_indices.reshape(-1, 1))
neighbors = tree.knn(query_indices.reshape(-1, 1), k=50)

Engine Selection

from covertreex import CoverTree, Runtime

# Python/Numba reference implementation (full telemetry)
runtime = Runtime(engine="python-numba")

# Rust backend, natural order
runtime = Runtime(engine="rust-natural")

# Rust backend with Hilbert ordering (fastest)
runtime = Runtime(engine="rust-hilbert")

tree = CoverTree(runtime).fit(points)

Profile Presets

from covertreex import Runtime

# Load predefined configuration
runtime = Runtime.from_profile("residual-gold")

# With overrides
runtime = Runtime.from_profile("residual-gold", overrides=["seeds.global_seed=42"])

Available profiles: default, residual-gold, residual-fast, residual-audit, cpu-debug

Performance

Benchmark on AMD Ryzen 9 9950X (N=32k points, D=3, k=50 neighbors):

Engine Build Time Query Throughput vs GPBoost
python-numba 7.2s 42,000 q/s 154x faster
rust-hilbert 0.85s 47,000 q/s 170x faster

API Reference

CoverTree

Main interface for building trees and running k-NN queries.

CoverTree(runtime: Runtime = Runtime())
    .fit(points) -> tree              # Build tree from points
    .knn(queries, k=10) -> indices    # Find k nearest neighbors
    .knn(queries, k=10, return_distances=True) -> (indices, distances)

Runtime

Configuration for backend, metric, and engine selection.

Runtime(
    engine="rust-hilbert",           # Execution engine
    metric="residual_correlation",   # Distance metric
    backend="numpy",                 # Array backend
    precision="float32",             # Float precision
)

Residual Backend

For Vecchia GP residual correlation:

from covertreex.metrics.residual import build_residual_backend

backend = build_residual_backend(
    coords,                    # (n, d) spatial coordinates
    seed=42,                   # Random seed
    inducing_count=512,        # Number of inducing points
    variance=1.0,              # Kernel variance σ²
    lengthscale=1.0,           # Kernel lengthscale ℓ
    kernel_type=0,             # 0=RBF, 1=Matérn 5/2
)

Development

# Install in development mode
pip install -e ".[dev]"

# Build Rust backend
maturin develop --release

# Run tests
pytest

# Lint
ruff check covertreex

CLI (Testing)

A CLI is included for benchmarking and testing:

python -m cli.pcct --help
python -m cli.pcct query --engine rust-hilbert --tree-points 32768 --k 50

License

Apache 2.0 — See LICENSE for details.

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