No Arabic abstract
Piecewise Linear Approximation (PLA) is a well-established tool to reduce the size of the representation of time series by approximating the series by a sequence of line segments while keeping the error introduced by the approximation within some predetermined threshold. With the recent rise of edge computing, PLA algorithms find a complete new set of applications with the emphasis on reducing the volume of streamed data. In this study, we identify two scenarios set in a data-stream processing context: data reduction in sensor transmissions and datacenter storage. In connection to those scenarios, we identify several streaming metrics and propose streaming protocols as algorithmic implementations of several state of the art PLA techniques. In an experimental evaluation, we measure the quality of the reviewed methods and protocols and evaluate their performance against those streaming statistics. All known methods have deficiencies when it comes to handling streaming-like data, e.g. inflation of the input stream, high latency or poor average error. Our experimental results highlight the challenges raised when transferring those classical methods into the stream processing world and present alternative techniques to overcome them and balance the related trade-offs.
Many separable nonlinear optimization problems can be approximated by their nonlinear objective functions with piecewise linear functions. A natural question arising from applying this approach is how to break the interval of interest into subintervals (pieces) to achieve a good approximation. We present formulations to optimize the location of the knots. We apply a sequential quadratic programming method and a spectral projected gradient method to solve the problem. We report numerical experiments to show the effectiveness of the proposed approaches.
Motivated by the high-frequency data streams continuously generated, real-time learning is becoming increasingly important. These data streams should be processed sequentially with the property that the stream may change over time. In this streaming setting, we propose techniques for minimizing a convex objective through unbiased estimates of its gradients, commonly referred to as stochastic approximation problems. Our methods rely on stochastic approximation algorithms due to their computationally advantage as they only use the previous iterate as a parameter estimate. The reasoning includes iterate averaging that guarantees optimal statistical efficiency under classical conditions. Our non-asymptotic analysis shows accelerated convergence by selecting the learning rate according to the expected data streams. We show that the average estimate converges optimally and robustly to any data stream rate. In addition, noise reduction can be achieved by processing the data in a specific pattern, which is advantageous for large-scale machine learning. These theoretical results are illustrated for various data streams, showing the effectiveness of the proposed algorithms.
X-ray scattering experiments using Free Electron Lasers (XFELs) are a powerful tool to determine the molecular structure and function of unknown samples (such as COVID-19 viral proteins). XFEL experiments are a challenge to computing in two ways: i) due to the high cost of running XFELs, a fast turnaround time from data acquisition to data analysis is essential to make informed decisions on experimental protocols; ii) data collection rates are growing exponentially, requiring new scalable algorithms. Here we report our experiences analyzing data from two experiments at the Linac Coherent Light Source (LCLS) during September 2020. Raw data were analyzed on NERSCs Cori XC40 system, using the Superfacility paradigm: our workflow automatically moves raw data between LCLS and NERSC, where it is analyzed using the software package CCTBX. We achieved real time data analysis with a turnaround time from data acquisition to full molecular reconstruction in as little as 10 min -- sufficient time for the experiments operators to make informed decisions. By hosting the data analysis on Cori, and by automating LCLS-NERSC interoperability, we achieved a data analysis rate which matches the data acquisition rate. Completing data analysis with 10 mins is a first for XFEL experiments and an important milestone if we are to keep up with data collection trends.
Most existing interpretable methods explain a black-box model in a post-hoc manner, which uses simpler models or data analysis techniques to interpret the predictions after the model is learned. However, they (a) may derive contradictory explanations on the same predictions given different methods and data samples, and (b) focus on using simpler models to provide higher descriptive accuracy at the sacrifice of prediction accuracy. To address these issues, we propose a hybrid interpretable model that combines a piecewise linear component and a nonlinear component. The first component describes the explicit feature contributions by piecewise linear approximation to increase the expressiveness of the model. The other component uses a multi-layer perceptron to capture feature interactions and implicit nonlinearity, and increase the prediction performance. Different from the post-hoc approaches, the interpretability is obtained once the model is learned in the form of feature shapes. We also provide a variant to explore higher-order interactions among features to demonstrate that the proposed model is flexible for adaptation. Experiments demonstrate that the proposed model can achieve good interpretability by describing feature shapes while maintaining state-of-the-art accuracy.
Data streaming relies on continuous queries to process unbounded streams of data in a real-time fashion. It is commonly demanding in computation capacity, given that the relevant applications involve very large volumes of data. Data structures act as articulation points and maintain the state of data streaming operators, potentially supporting high parallelism and balancing the work between them. Prompted by this fact, in this work we study and analyze parallelization needs of these articulation points, focusing on the problem of streaming multiway aggregation, where large data volumes are received from multiple input streams. The analysis of the parallelization needs, as well as of the use and limitations of existing aggregate designs and their data structures, leads us to identify needs for proper shared objects that can achieve low-latency and high throughput multiway aggregation. We present the requirements of such objects as abstract data types and we provide efficient lock-free linearizable algorithmic implementations of them, along with new multiway aggregate algorithmic designs that leverage them, supporting both deterministic order-sensitive and order-insensitive aggregate functions. Furthermore, we point out future directions that open through these contributions. The paper includes an extensive experimental study, based on a variety of aggregation continuous queries on two large datasets extracted from SoundCloud, a music social network, and from a Smart Grid network. In all the experiments, the proposed data structures and the enhanced aggregate operators improved the processing performance significantly, up to one order of magnitude, in terms of both throughput and latency, over the commonly-used techniques based on queues.