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Register a new userTemporally-Biased Sampling Schemes for Online Model Management
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Yuanyuan Tian
Publication date
2019
fields
Informatics Engineering
and research's language is
English
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To maintain the accuracy of supervised learning models in the presence of evolving data streams, we provide temporally-biased sampling schemes that weight recent data most heavily, with inclusion probabilities for a given data item decaying over time according to a specified decay function. We then periodically retrain the models on the current sample. This approach speeds up the training process relative to training on all of the data. Moreover, time-biasing lets the models adapt to recent changes in the data while---unlike in a sliding-window approach---still keeping some old data to ensure robustness in the face of temporary fluctuations and periodicities in the data values. In addition, the sampling-based approach allows existing analytic algorithms for static data to be applied to dynamic streaming data essentially without change. We provide and analyze both a simple sampling scheme (T-TBS) that probabilistically maintains a target sample size and a novel reservoir-based scheme (R-TBS) that is the first to provide both control over the decay rate and a guaranteed upper bound on the sample size. If the decay function is exponential, then control over the decay rate is complete, and R-TBS maximizes both expected sample size and sample-size stability. For general decay functions, the actual item inclusion probabilities can be made arbitrarily close to the nominal probabilities, and we provide a scheme that allows a trade-off between sample footprint and sample-size stability. The R-TBS and T-TBS schemes are of independent interest, extending the known set of unequal-probability sampling schemes. We discuss distributed implementation strategies; experiments in Spark illuminate the performance and scalability of the algorithms, and show that our approach can increase machine learning robustness in the face of evolving data.
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To maintain the accuracy of supervised learning models in the presence of evolving data streams, we provide temporally-biased sampling schemes that weight recent data most heavily, with inclusion probabilities for a given data item decaying exponentially over time. We then periodically retrain the models on the current sample. This approach speeds up the training process relative to training on all of the data. Moreover, time-biasing lets the models adapt to recent changes in the data while -- unlike in a sliding-window approach -- still keeping some old data to ensure robustness in the face of temporary fluctuations and periodicities in the data values. In addition, the sampling-based approach allows existing analytic algorithms for static data to be applied to dynamic streaming data essentially without change. We provide and analyze both a simple sampling scheme (T-TBS) that probabilistically maintains a target sample size and a novel reservoir-based scheme (R-TBS) that is the first to provide both complete control over the decay rate and a guaranteed upper bound on the sample size, while maximizing both expected sample size and sample-size stability. The latter scheme rests on the notion of a fractional sample and, unlike T-TBS, allows for data arrival rates that are unknown and time varying. R-TBS and T-TBS are of independent interest, extending the known set of unequal-probability sampling schemes. We discuss distributed implementation strategies; experiments in Spark illuminate the performance and scalability of the algorithms, and show that our approach can increase machine learning robustness in the face of evolving data.
There is great excitement about learned index structures, but understandable skepticism about the practicality of a new method uprooting decades of research on B-Trees. In this paper, we work to remove some of that uncertainty by demonstrating how a learned index can be integrated in a distributed, disk-based database system: Googles Bigtable. We detail several design decisions we made to integrate learned indexes in Bigtable. Our results show that integrating learned index significantly improves the end-to-end read latency and throughput for Bigtable.
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Dynamic resource management has become one of the major areas of research in modern computer and communication system design due to lower power consumption and higher performance demands. The number of integrated cores, level of heterogeneity and amount of control knobs increase steadily. As a result, the system complexity is increasing faster than our ability to optimize and dynamically manage the resources. Moreover, offline approaches are sub-optimal due to workload variations and large volume of new applications unknown at design time. This paper first reviews recent online learning techniques for predicting system performance, power, and temperature. Then, we describe the use of predictive models for online control using two modern approaches: imitation learning (IL) and an explicit nonlinear model predictive control (NMPC). Evaluations on a commercial mobile platform with 16 benchmarks show that the IL approach successfully adapts the control policy to unknown applications. The explicit NMPC provides 25% energy savings compared to a state-of-the-art algorithm for multi-variable power management of modern GPU sub-systems.
We consider the problem of online reinforcement learning for the Stochastic Shortest Path (SSP) problem modeled as an unknown MDP with an absorbing state. We propose PSRL-SSP, a simple posterior sampling-based reinforcement learning algorithm for the SSP problem. The algorithm operates in epochs. At the beginning of each epoch, a sample is drawn from the posterior distribution on the unknown model dynamics, and the optimal policy with respect to the drawn sample is followed during that epoch. An epoch completes if either the number of visits to the goal state in the current epoch exceeds that of the previous epoch, or the number of visits to any of the state-action pairs is doubled. We establish a Bayesian regret bound of $O(B_star Ssqrt{AK})$, where $B_star$ is an upper bound on the expected cost of the optimal policy, $S$ is the size of the state space, $A$ is the size of the action space, and $K$ is the number of episodes. The algorithm only requires the knowledge of the prior distribution, and has no hyper-parameters to tune. It is the first such posterior sampling algorithm and outperforms numerically previously proposed optimism-based algorithms.
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