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.
An overview of statistical decision theory, which emphasizes the use and application of the philosophical ideas and mathematical structure of decision theory. The text assumes a knowledge of basic probability theory and some advanced calculus is also required.