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Register a new userStream Aggregation Through Order Sampling
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Added by
Nick Duffield
Publication date
2017
fields
Informatics Engineering
and research's language is
English
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This is paper introduces a new single-pass reservoir weighted-sampling stream aggregation algorithm, Priority-Based Aggregation (PBA). While order sampling is a powerful and e cient method for weighted sampling from a stream of uniquely keyed items, there is no current algorithm that realizes the benefits of order sampling in the context of stream aggregation over non-unique keys. A naive approach to order sample regardless of key then aggregate the results is hopelessly inefficient. In distinction, our proposed algorithm uses a single persistent random variable across the lifetime of each key in the cache, and maintains unbiased estimates of the key aggregates that can be queried at any point in the stream. The basic approach can be supplemented with a Sample and Hold pre-sampling stage with a sampling rate adaptation controlled by PBA. This approach represents a considerable reduction in computational complexity compared with the state of the art in adapting Sample and Hold to operate with a fixed cache size. Concerning statistical properties, we prove that PBA provides unbiased estimates of the true aggregates. We analyze the computational complexity of PBA and its variants, and provide a detailed evaluation of its accuracy on synthetic and trace data. Weighted relative error is reduced by 40% to 65% at sampling rates of 5% to 17%, relative to Adaptive Sample and Hold; there is also substantial improvement for rank queries
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From a high volume stream of weighted items, we want to maintain a generic sample of a certain limited size $k$ that we can later use to estimate the total weight of arbitrary subsets. This is the classic context of on-line reservoir sampling, thinking of the generic sample as a reservoir. We present an efficient reservoir sampling scheme, $varoptk$, that dominates all previous schemes in terms of estimation quality. $varoptk$ provides {em variance optimal unbiased estimation of subset sums}. More precisely, if we have seen $n$ items of the stream, then for {em any} subset size $m$, our scheme based on $k$ samples minimizes the average variance over all subsets of size $m$. In fact, the optimality is against any off-line scheme with $k$ samples tailored for the concrete set of items seen. In addition to optimal average variance, our scheme provides tighter worst-case bounds on the variance of {em particular} subsets than previously possible. It is efficient, handling each new item of the stream in $O(log k)$ time. Finally, it is particularly well suited for combination of samples from different streams in a distributed setting.
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.
We consider the problem of dictionary matching in a stream. Given a set of strings, known as a dictionary, and a stream of characters arriving one at a time, the task is to report each time some string in our dictionary occurs in the stream. We present a randomised algorithm which takes O(log log(k + m)) time per arriving character and uses O(k log m) words of space, where k is the number of strings in the dictionary and m is the length of the longest string in the dictionary.
We consider the problem of computing a $(1+epsilon)$-approximation of the Hamming distance between a pattern of length $n$ and successive substrings of a stream. We first look at the one-way randomised communication complexity of this problem, giving Alice the first half of the stream and Bob the second half. We show the following: (1) If Alice and Bob both share the pattern then there is an $O(epsilon^{-4} log^2 n)$ bit randomised one-way communication protocol. (2) If only Alice has the pattern then there is an $O(epsilon^{-2}sqrt{n}log n)$ bit randomised one-way communication protocol. We then go on to develop small space streaming algorithms for $(1+epsilon)$-approximate Hamming distance which give worst case running time guarantees per arriving symbol. (1) For binary input alphabets there is an $O(epsilon^{-3} sqrt{n} log^{2} n)$ space and $O(epsilon^{-2} log{n})$ time streaming $(1+epsilon)$-approximate Hamming distance algorithm. (2) For general input alphabets there is an $O(epsilon^{-5} sqrt{n} log^{4} n)$ space and $O(epsilon^{-4} log^3 {n})$ time streaming $(1+epsilon)$-approximate Hamming distance algorithm.
A graph stream is a continuous sequence of data items, in which each item indicates an edge, including its two endpoints and edge weight. It forms a dynamic graph that changes with every item in the stream. Graph streams play important roles in cyber security, social networks, cloud troubleshooting systems and other fields. Due to the vast volume and high update speed of graph streams, traditional data structures for graph storage such as the adjacency matrix and the adjacency list are no longer sufficient. However, prior art of graph stream summarization, like CM sketches, gSketches, TCM and gMatrix, either supports limited kinds of queries or suffers from poor accuracy of query results. In this paper, we propose a novel Graph Stream Sketch (GSS for short) to summarize the graph streams, which has the linear space cost (O(|E|), E is the edge set of the graph) and the constant update time complexity (O(1)) and supports all kinds of queries over graph streams with the controllable errors. Both theoretical analysis and experiment results confirm the superiority of our solution with regard to the time/space complexity and query results precision compared with the state-of-the-art.
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