Many analytics tasks and machine learning problems can be naturally expressed by iterative linear algebra programs. In this paper, we study the incremental view maintenance problem for such complex analytical queries. We develop a framework, called LINVIEW, for capturing deltas of linear algebra programs and understanding their computational cost. Linear algebra operations tend to cause an avalanche effect where even very local changes to the input matrices spread out and infect all of the intermediate results and the final view, causing incremental view maintenance to lose its performance benefit over re-evaluation. We develop techniques based on matrix factorizations to contain such epidemics of change. As a consequence, our techniques make incremental view maintenance of linear algebra practical and usually substantially cheaper than re-evaluation. We show, both analytically and experimentally, the usefulness of these techniques when applied to standard analytics tasks. Our evaluation demonstrates the efficiency of LINVIEW in generating parallel incremental programs that outperform re-evaluation techniques by more than an order of magnitude.
Incremental Statistical Frameworks. Bayesian inference @cite_32 uses Bayes' rule to update the probability estimate for a hypothesis as additional evidence is acquired. These frameworks support a variety of applications such as pattern recognition and classification. Our work focuses on incrementalizing applications that can be expressed as linear algebra programs and generating efficient incremental programs for different runtime environments.
@cite_32
2156094048 2953120443 2156984627 2030346622
This paper presents generalizations of Bayes likelihood-ratio updating rule which facilitate an asynchronous propagation of the impacts of new beliefs and or new evidence in hierarchically organized inference structures with multi-hypotheses variables. The computational scheme proposed specifies a set of belief parameters, communication messages and updating rules which guarantee that the diffusion of updated beliefs is accomplished in a single pass and complies with the tenets of Bayes calculus. We study how to communicate findings of Bayesian inference to third parties, while preserving the strong guarantee of differential privacy. Our main contributions are four different algorithms for private Bayesian inference on proba-bilistic graphical models. These include two mechanisms for adding noise to the Bayesian updates, either directly to the posterior parameters, or to their Fourier transform so as to preserve update consistency. We also utilise a recently introduced posterior sampling mechanism, for which we prove bounds for the specific but general case of discrete Bayesian networks; and we introduce a maximum-a-posteriori private mechanism. Our analysis includes utility and privacy bounds, with a novel focus on the influence of graph structure on privacy. Worked examples and experiments with Bayesian na "i ve Bayes and Bayesian linear regression illustrate the application of our mechanisms. Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the curse of dimensionality when the number of summary statistics is increased. Here we propose a machine-learning approach to the estimation of the posterior density by introducing two innovations. The new method fits a nonlinear conditional heteroscedastic regression of the parameter on the summary statistics, and then adaptively improves estimation using importance sampling. The new algorithm is compared to the state-of-the-art approximate Bayesian methods, and achieves considerable reduction of the computational burden in two examples of inference in statistical genetics and in a queueing model. Bayesian inference is usually presented as a method for determining how scientific belief should be modified by data. Although Bayesian methodology has been one of the most active areas of statistical development in the past 20 years, medical researchers have been reluctant to embrace what they perceive as a subjective approach to data analysis. It is little understood that Bayesian methods have a data-based core, which can be used as a calculus of evidence. This core is the Bayes factor, which in its simplest form is also called a likelihood ratio. The minimum Bayes factor is objective and can be used in lieu of the P value as a measure of the evidential strength. Unlike P values, Bayes factors have a sound theoretical foundation and an interpretation that allows their use in both inference and decision making. Bayes factors show that P values greatly overstate the evidence against the null hypothesis. Most important, Bayes factors require the addition of background knowledge to be transformed into inferences-probabilities that a given conclusion is right or wrong. They make the distinction clear between experimental evidence and inferential conclusions while providing a framework in which to combine prior with current evidence.