Entropy-scaling search of massive biological data

Many datasets exhibit a well-defined structure that can be exploited to design faster search tools, but it is not always clear when such acceleration is possible. Here, we introduce a framework for similarity search based on characterizing a dataset's entropy and fractal dimension. We prove that searching scales in time with metric entropy (number of covering hyperspheres), if the fractal dimension of the dataset is low, and scales in space with the sum of metric entropy and information-theoretic entropy (randomness of the data). Using these ideas, we present accelerated versions of standard tools, with no loss in specificity and little loss in sensitivity, for use in three domains---high-throughput drug screening (Ammolite, 150x speedup), metagenomics (MICA, 3.5x speedup of DIAMOND [3,700x BLASTX]), and protein structure search (esFragBag, 10x speedup of FragBag). Our framework can be used to achieve "compressive omics," and the general theory can be readily applied to data science problems outside of biology.Comment: Including supplement: 41 pages, 6 figures, 4 tables, 1 bo

The Wavelet Trie: Maintaining an Indexed Sequence of Strings in Compressed Space

An indexed sequence of strings is a data structure for storing a string sequence that supports random access, searching, range counting and analytics operations, both for exact matches and prefix search. String sequences lie at the core of column-oriented databases, log processing, and other storage and query tasks. In these applications each string can appear several times and the order of the strings in the sequence is relevant. The prefix structure of the strings is relevant as well: common prefixes are sought in strings to extract interesting features from the sequence. Moreover, space-efficiency is highly desirable as it translates directly into higher performance, since more data can fit in fast memory. We introduce and study the problem of compressed indexed sequence of strings, representing indexed sequences of strings in nearly-optimal compressed space, both in the static and dynamic settings, while preserving provably good performance for the supported operations. We present a new data structure for this problem, the Wavelet Trie, which combines the classical Patricia Trie with the Wavelet Tree, a succinct data structure for storing a compressed sequence. The resulting Wavelet Trie smoothly adapts to a sequence of strings that changes over time. It improves on the state-of-the-art compressed data structures by supporting a dynamic alphabet (i.e. the set of distinct strings) and prefix queries, both crucial requirements in the aforementioned applications, and on traditional indexes by reducing space occupancy to close to the entropy of the sequence

New Algorithms and Lower Bounds for Sequential-Access Data Compression

This thesis concerns sequential-access data compression, i.e., by algorithms that read the input one or more times from beginning to end. In one chapter we consider adaptive prefix coding, for which we must read the input character by character, outputting each character's self-delimiting codeword before reading the next one. We show how to encode and decode each character in constant worst-case time while producing an encoding whose length is worst-case optimal. In another chapter we consider one-pass compression with memory bounded in terms of the alphabet size and context length, and prove a nearly tight tradeoff between the amount of memory we can use and the quality of the compression we can achieve. In a third chapter we consider compression in the read/write streams model, which allows us passes and memory both polylogarithmic in the size of the input. We first show how to achieve universal compression using only one pass over one stream. We then show that one stream is not sufficient for achieving good grammar-based compression. Finally, we show that two streams are necessary and sufficient for achieving entropy-only bounds.Comment: draft of PhD thesi

Encoding databases satisfying a given set of dependencies

Consider a relation schema with a set of dependency constraints. A fundamental question is what is the minimum space where the possible instances of the schema can be "stored". We study the following model. Encode the instances by giving a function which maps the set of possible instances into the set of words of a given length over the binary alphabet in a decodable way. The problem is to find the minimum length needed. This minimum is called the information content of the database. We investigate several cases where the set of dependency constraints consist of relatively simple sets of functional or multivalued dependencies. We also consider the following natural extension. Is it possible to encode the instances such a way that small changes in the instance cause a small change in the code. © 2012 Springer-Verlag

A Call to Arms: Revisiting Database Design

Good database design is crucial to obtain a sound, consistent database, and - in turn - good database design methodologies are the best way to achieve the right design. These methodologies are taught to most Computer Science undergraduates, as part of any Introduction to Database class. They can be considered part of the "canon", and indeed, the overall approach to database design has been unchanged for years. Moreover, none of the major database research assessments identify database design as a strategic research direction. Should we conclude that database design is a solved problem? Our thesis is that database design remains a critical unsolved problem. Hence, it should be the subject of more research. Our starting point is the observation that traditional database design is not used in practice - and if it were used it would result in designs that are not well adapted to current environments. In short, database design has failed to keep up with the times. In this paper, we put forth arguments to support our viewpoint, analyze the root causes of this situation and suggest some avenues of research.Comment: Removed spurious column break. Nothing else was change

Maximum Entropy Production Principle for Stock Returns

In our previous studies we have investigated the structural complexity of time series describing stock returns on New York's and Warsaw's stock exchanges, by employing two estimators of Shannon's entropy rate based on Lempel-Ziv and Context Tree Weighting algorithms, which were originally used for data compression. Such structural complexity of the time series describing logarithmic stock returns can be used as a measure of the inherent (model-free) predictability of the underlying price formation processes, testing the Efficient-Market Hypothesis in practice. We have also correlated the estimated predictability with the profitability of standard trading algorithms, and found that these do not use the structure inherent in the stock returns to any significant degree. To find a way to use the structural complexity of the stock returns for the purpose of predictions we propose the Maximum Entropy Production Principle as applied to stock returns, and test it on the two mentioned markets, inquiring into whether it is possible to enhance prediction of stock returns based on the structural complexity of these and the mentioned principle.Comment: 14 pages, 5 figure