Tracking and approximating data matrices in streaming fashion is a fundamental challenge. The problem requires more care and attention when data comes from multiple distributed sites, each receiving a stream of data. This paper considers the problem of "tracking approximations to a matrix" in the distributed streaming model. In this model, there are m distributed sites each observing a distinct stream of data (where each element is a row of a distributed matrix) and has a communication channel with a coordinator, and the goal is to track an eps-approximation to the norm of the matrix along any direction. To that end, we present novel algorithms to address the matrix approximation problem. Our algorithms maintain a smaller matrix B, as an approximation to a distributed streaming matrix A, such that for any unit vector x: | ||A x||^2 - ||B x||^2 | <= eps ||A||_F^2. Our algorithms work in streaming fashion and incur small communication, which is critical for distributed computation. Our best method is deterministic and uses only O((m eps) log(beta N)) communication, where N is the size of stream (at the time of the query) and beta is an upper-bound on the squared norm of any row of the matrix. In addition to proving all algorithmic properties theoretically, extensive experiments with real large datasets demonstrate the efficiency of these protocols.
Cormode and Garofalakis @cite_19 proposed another method by maintaining a summary of the input stream and a prediction sketch at each site. If the summary varies from the prediction sketch by more than a user defined tolerance amount, the summary and (possibly) a new prediction sketch is sent to a coordinator. The coordinator can use the information gathered from each site to continuously report frequent items. Sketches maintained by each site in this method require @math space and @math time per update, where @math is a probabilistic confidence.
@cite_19
1995437102 2950318219 2951090971 2963274201
There is growing interest in algorithms for processing and querying continuous data streams (i.e., data seen only once in a fixed order) with limited memory resources. In its most general form, a data stream is actually an update stream, i.e., comprising data-item deletions as well as insertions. Such massive update streams arise naturally in several application domains (e.g., monitoring of large IP network installations or processing of retail-chain transactions). Estimating the cardinality of set expressions defined over several (possibly distributed) update streams is perhaps one of the most fundamental query classes of interest; as an example, such a query may ask “what is the number of distinct IP source addresses seen in passing packets from both router R1 and R 2 but not router R3?”. Earlier work only addressed very restricted forms of this problem, focusing solely on the special case of insert-only streams and specific operators (e.g., union). In this paper, we propose the first space-efficient algorithmic solution for estimating the cardinality of full-fledged set expressions over general update streams. Our estimation algorithms are probabilistic in nature and rely on a novel, hash-based synopsis data structure, termed ”2-level hash sketch”. We demonstrate how our 2-level hash sketch synopses can be used to provide low-error, high-confidence estimates for the cardinality of set expressions (including operators such as set union, intersection, and difference) over continuous update streams, using only space that is significantly sublinear in the sizes of the streaming input (multi-)sets. Furthermore, our estimators never require rescanning or resampling of past stream items, regardless of the number of deletions in the stream. We also present lower bounds for the problem, demonstrating that the space usage of our estimation algorithms is within small factors of the optimal. Finally, we propose an optimized, time-efficient stream synopsis (based on 2-level hash sketches) that provides similar, strong accuracy-space guarantees while requiring only guaranteed logarithmic maintenance time per update, thus making our methods applicable for truly rapid-rate data streams. Our results from an empirical study of our synopsis and estimation techniques verify the effectiveness of our approach. We resolve several fundamental questions in the area of distributed functional monitoring, initiated by Cormode, Muthukrishnan, and Yi (SODA, 2008). In this model there are @math sites each tracking their input and communicating with a central coordinator that continuously maintain an approximate output to a function @math computed over the union of the inputs. The goal is to minimize the communication. We show the randomized communication complexity of estimating the number of distinct elements up to a @math factor is @math , improving the previous @math bound and matching known upper bounds up to a logarithmic factor. For the @math -th frequency moment @math , @math , we improve the previous @math communication bound to @math . We obtain similar improvements for heavy hitters, empirical entropy, and other problems. We also show that we can estimate @math , for any @math , using @math communication. This greatly improves upon the previous @math bound of Cormode, Muthukrishnan, and Yi for general @math , and their @math bound for @math . For @math , our bound resolves their main open question. Our lower bounds are based on new direct sum theorems for approximate majority, and yield significant improvements to problems in the data stream model, improving the bound for estimating @math in @math passes from @math to @math , giving the first bound for estimating @math in @math passes of @math bits of space that does not use the gap-hamming problem. We consider the estimation of an i.i.d. random vector observed through a linear transform followed by a componentwise, probabilistic (possibly nonlinear) measurement channel. A novel algorithm, called generalized approximate message passing (GAMP), is presented that provides computationally efficient approximate implementations of max-sum and sum-problem loopy belief propagation for such problems. The algorithm extends earlier approximate message passing methods to incorporate arbitrary distributions on both the input and output of the transform and can be applied to a wide range of problems in nonlinear compressed sensing and learning. Extending an analysis by Bayati and Montanari, we argue that the asymptotic componentwise behavior of the GAMP method under large, i.i.d. Gaussian transforms is described by a simple set of state evolution (SE) equations. From the SE equations, one can predict the asymptotic value of virtually any componentwise performance metric including mean-squared error or detection accuracy. Moreover, the analysis is valid for arbitrary input and output distributions, even when the corresponding optimization problems are non-convex. The results match predictions by Guo and Wang for relaxed belief propagation on large sparse matrices and, in certain instances, also agree with the optimal performance predicted by the replica method. The GAMP methodology thus provides a computationally efficient methodology, applicable to a large class of non-Gaussian estimation problems with precise asymptotic performance guarantees. This paper resolves one of the longest standing basic problems in the streaming computational model. Namely, optimal construction of quantile sketches. An e approximate quantile sketch receives a stream of items x1,·,xn and allows one to approximate the rank of any query item up to additive error e n with probability at least 1-δ.The rank of a query x is the number of stream items such that xi ≤ x. The minimal sketch size required for this task is trivially at least 1 e.Felber and Ostrovsky obtain a O((1 e)log(1 e)) space sketch for a fixed δ.Without restrictions on the nature of the stream or the ratio between e and n, no better upper or lower bounds were known to date. This paper obtains an O((1 e)log log (1 δ)) space sketch and a matching lower bound. This resolves the open problem and proves a qualitative gap between randomized and deterministic quantile sketching for which an Ω((1 e)log(1 e)) lower bound is known. One of our contributions is a novel representation and modification of the widely used merge-and-reduce construction. This modification allows for an analysis which is both tight and extremely simple. The same technique was reported, in private communications, to be useful for improving other sketching objectives and geometric coreset constructions.