Given @math distributed data streams @math , we consider the problem of estimating the number of unique identifiers in streams defined by set expressions over @math . We identify a broad class of algorithms for solving this problem, and show that the estimators output by any algorithm in this class are perfectly unbiased and satisfy strong variance bounds. Our analysis unifies and generalizes a variety of earlier results in the literature. To demonstrate its generality, we describe several novel sampling algorithms in our class, and show that they achieve a novel tradeoff between accuracy, space usage, update speed, and applicability.
In very recent work, Cohen @cite_15 and Ting @cite_6 have proposed new estimators for (called "Historical Inverse Probabililty" (HIP) estimators in @cite_15 ). Any sketch which is generated by hashing of each element in the data stream and is not affected by duplicate elements (such as HLL, KMV, Adaptive Sampling, and our Alpha Algorithm) has a corresponding HIP estimator, and @cite_15 @cite_2 show that the HIP estimator reduces the variance of the original sketching algorithm by a factor of 2. However, HIP estimators, in general, can only be computed when processing the stream, and this applies in particular to the HIP estimators of KMV and Adaptive Sampling. Hence, they do not satisfy the mergeablity properties necessary to apply to multi-stream settings.
@cite_15 @cite_6 @cite_2
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In this paper, we propose three criteria for efficient sample selection in case of data stream regression problems within an online active learning context. The selection becomes important whenever the target values, which guide the update of the regressors as well as the implicit model structures, are costly or time-consuming to measure and also in case when very fast models updates are required to cope with stream mining real-time demands. Reducing the selected samples as much as possible while keeping the predictive accuracy of the models on a high level is, thus, a central challenge. This should be ideally achieved in unsupervised and single-pass manner. Our selection criteria rely on three aspects: 1) the extrapolation degree combined with the model's nonlinearity degree , which is measured in terms of a new specific homogeneity criterion among adjacent local approximators; 2) the uncertainty in model outputs, which can be measured in terms of confidence intervals using so-called adaptive local error bars — we integrate a weighted localization of an incremental noise level estimator and propose formulas for online merging of local error bars; 3) the uncertainty in model parameters, which is estimated by the so-called A-optimality criterion, which relies on the Fisher information matrix. The selection criteria are developed in combination with evolving generalized Takagi–Sugeno (TS) fuzzy models (containing rules in arbitrarily rotated position), as it could be shown in previous publications that these outperform conventional evolving TS models (containing axis-parallel rules). The results based on three high-dimensional real-world streaming problems show that a model update based on only 10 –20 selected samples can still achieve similar accumulated model errors over time to the case when performing a full model update on all samples. This can be achieved with a negligible sensitivity on the size of the active learning latency buffer. Random sampling with the same percentages of samples selected, however, achieved much higher error rates. Hence, the intelligence in our sample selection concept leads to an economic balance between model accuracy and measurement as well computational costs for model updates. 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. Traditional sampling theories consider the problem of reconstructing an unknown signal x from a series of samples. A prevalent assumption which often guarantees recovery from the given measurements is that x lies in a known subspace. Recently, there has been growing interest in nonlinear but structured signal models, in which x lies in a union of subspaces. In this paper, we develop a general framework for robust and efficient recovery of such signals from a given set of samples. More specifically, we treat the case in which x lies in a sum of k subspaces, chosen from a larger set of m possibilities. The samples are modeled as inner products with an arbitrary set of sampling functions. To derive an efficient and robust recovery algorithm, we show that our problem can be formulated as that of recovering a block-sparse vector whose nonzero elements appear in fixed blocks. We then propose a mixed lscr2 lscr1 program for block sparse recovery. Our main result is an equivalence condition under which the proposed convex algorithm is guaranteed to recover the original signal. This result relies on the notion of block restricted isometry property (RIP), which is a generalization of the standard RIP used extensively in the context of compressed sensing. Based on RIP, we also prove stability of our approach in the presence of noise and modeling errors. A special case of our framework is that of recovering multiple measurement vectors (MMV) that share a joint sparsity pattern. Adapting our results to this context leads to new MMV recovery methods as well as equivalence conditions under which the entire set can be determined efficiently. We propose a probabilistic formulation of joint silhouette extraction and 3D reconstruction given a series of calibrated 2D images. Instead of segmenting each image separately in order to construct a 3D surface consistent with the estimated silhouettes, we compute the most probable 3D shape that gives rise to the observed color information. The probabilistic framework, based on Bayesian inference, enables robust 3D reconstruction by optimally taking into account the contribution of all views. We solve the arising maximum a posteriori shape inference in a globally optimal manner by convex relaxation techniques in a spatially continuous representation. For an interactively provided user input in the form of scribbles specifying foreground and background regions, we build corresponding color distributions as multivariate Gaussians and find a volume occupancy that best fits to this data in a variational sense. Compared to classical methods for silhouette-based multiview reconstruction, the proposed approach does not depend on initialization and enjoys significant resilience to violations of the model assumptions due to background clutter, specular reflections, and camera sensor perturbations. In experiments on several real-world data sets, we show that exploiting a silhouette coherency criterion in a multiview setting allows for dramatic improvements of silhouette quality over independent 2D segmentations without any significant increase of computational efforts. This results in more accurate visual hull estimation, needed by a multitude of image-based modeling approaches. We made use of recent advances in parallel computing with a GPU implementation of the proposed method generating reconstructions on volume grids of more than 20 million voxels in up to 4.41 seconds.