Bottom-k and Priority Sampling, Set Similarity and Subset Sums with Minimal Independence

We consider bottom-k sampling for a set X, picking a sample S_k(X) consisting of the k elements that are smallest according to a given hash function h. With this sample we can estimate the relative size f=|Y|/|X| of any subset Y as |S_k(X) intersect Y|/k. A standard application is the estimation of the Jaccard similarity f=|A intersect B|/|A union B| between sets A and B. Given the bottom-k samples from A and B, we construct the bottom-k sample of their union as S_k(A union B)=S_k(S_k(A) union S_k(B)), and then the similarity is estimated as |S_k(A union B) intersect S_k(A) intersect S_k(B)|/k. We show here that even if the hash function is only 2-independent, the expected relative error is O(1/sqrt(fk)). For fk=Omega(1) this is within a constant factor of the expected relative error with truly random hashing. For comparison, consider the classic approach of kxmin-wise where we use k hash independent functions h_1,...,h_k, storing the smallest element with each hash function. For kxmin-wise there is an at least constant bias with constant independence, and it is not reduced with larger k. Recently Feigenblat et al. showed that bottom-k circumvents the bias if the hash function is 8-independent and k is sufficiently large. We get down to 2-independence for any k. Our result is based on a simply union bound, transferring generic concentration bounds for the hashing scheme to the bottom-k sample, e.g., getting stronger probability error bounds with higher independence. For weighted sets, we consider priority sampling which adapts efficiently to the concrete input weights, e.g., benefiting strongly from heavy-tailed input. This time, the analysis is much more involved, but again we show that generic concentration bounds can be applied.Comment: A short version appeared at STOC'1

Randomized Permutations in a Coarse Grained Parallel Environment [extended abstract]

International audienceWe show how to uniformly distribute data at random (not to be confounded with permutation routing) in a coarse grained parallel environment with p processors. In contrast to previously known work, our method is able to fulfill the three criteria of uniformity, work-optimality and balance among the processors simultaneously. To guarantee the uniformity we investigate the matrix of communication requests between the processors. We show that its distribution is a generalization of the multivariate hypergeometric distribution and we give algorithms to compute it efficiently

Randomized Permutations in a Coarse Grained Parallel Environment

We show how to distribute data at random (not to be confounded with permutation routing) in a coarse grained parallel environment with $p$ processors. Previously known methods were not able to fulfill the three criteria of uniformity, work-optimality and balance among the processors simultaneously. To guarantee the uniformity we investigate the matrix of communication requests between the processors. We show that its distribution is a generalization of the multivariate hypergeometric distribution and give algorithms to compute it efficiently

Truly efficient parallel algorithms: 1-optimal multisearch for an extension of the BSP model

AbstractIn this paper we design and analyse parallel algorithms with the goal to get exact bounds on their speed-ups on real machines. For this purpose we define an extension of Valiant's BSP model, BSP∗, that rewards blockwise communication, and use Valiant's notion of 1-optimality. Intuitively, a 1-optimal parallel algorithm for p processors achieves speed-up close to p. We consider the Multisearch Problem: Assume a strip in 2D to be partitioned into m segments. Given n query points in the strip, the task is to locate, for each query, its segment. For m ⩽n⩾ p we present a deterministic BSP∗ algorithm that is 1-optimal, if np⩾log2n. For m>n⩾p, we present a randomized BSP∗ algorithm that is l-optimal with high probability, if m⩽2p and n/p⩾log3n. Both results hold for a wide range of BSP∗ parameters where the range becomes larger with growing input size n. We further report on implementation work. Previous parallel algorithms for Multisearch were far away from being 1-optimal in our model and did not consider blockwise communication

A Practical Hierarchial Model of Parallel Computation: The Model

We introduce a model of parallel computation that retains the ideal properties of the PRAM by using it as a sub-model, while simultaneously being more reflective of realistic parallel architectures by accounting for and providing abstract control over communication and synchronization costs. The Hierarchical PRAM (H-PRAM) model controls conceptual complexity in the face of asynchrony in two ways. First, by providing the simplifying assumption of synchronization to the design of algorithms, but allowing the algorithms to work asynchronously with each other; and organizing this control asynchrony via an implicit hierarchy relation. Second, by allowing the restriction of communication asynchrony in order to obtain determinate algorithms (thus greatly simplifying proofs of correctness). It is shown that the model is reflective of a variety of existing and proposed parallel architectures, particularly ones that can support massive parallelism. Relationships to programming languages are discussed. Since the PRAM is a sub-model, we can use PRAM algorithms as sub-algorithms in algorithms for the H-PRAM; thus results that have been established with respect to the PRAM are potentially transferable to this new model. The H-PRAM can be used as a flexible tool to investigate general degrees of locality (“neighborhoods of activity) in problems, considering communication and synchronization simultaneously. This gives the potential of obtaining algorithms that map more efficiently to architectures, and of increasing the number of processors that can efficiently be used on a problem (in comparison to a PRAM that charges for communication and synchronization). The model presents a framework in which to study the extent that general locality can be exploited in parallel computing. A companion paper demonstrates the usage of the H-PRAM via the design and analysis of various algorithms for computing the complete binary tree and the FFT/butterfly graph

Efficient Sampling of Random Permutations

International audienceWe show how to uniformly distribute data at random (not to be confounded with permutation routing) in two settings that are able to deal with massive data: coarse grained parallelism and external memory. In contrast to previously known work for parallel setups, our method is able to fulfill the three criteria of uniformity, work-optimality and balance among the processors simultaneously. To guarantee the uniformity we investigate the matrix of communication requests between the processors. We show that its distribution is a generalization of the multivariate hypergeometric distribution and we give algorithms to sample it efficiently in the two settings