Scalable Audience Reach Estimation in Real-time Online Advertising

Online advertising has been introduced as one of the most efficient methods of advertising throughout the recent years. Yet, advertisers are concerned about the efficiency of their online advertising campaigns and consequently, would like to restrict their ad impressions to certain websites and/or certain groups of audience. These restrictions, known as targeting criteria, limit the reachability for better performance. This trade-off between reachability and performance illustrates a need for a forecasting system that can quickly predict/estimate (with good accuracy) this trade-off. Designing such a system is challenging due to (a) the huge amount of data to process, and, (b) the need for fast and accurate estimates. In this paper, we propose a distributed fault tolerant system that can generate such estimates fast with good accuracy. The main idea is to keep a small representative sample in memory across multiple machines and formulate the forecasting problem as queries against the sample. The key challenge is to find the best strata across the past data, perform multivariate stratified sampling while ensuring fuzzy fall-back to cover the small minorities. Our results show a significant improvement over the uniform and simple stratified sampling strategies which are currently widely used in the industry

Low-latency, query-driven analytics over voluminous multidimensional, spatiotemporal datasets

2017 Summer.Includes bibliographical references.Ubiquitous data collection from sources such as remote sensing equipment, networked observational devices, location-based services, and sales tracking has led to the accumulation of voluminous datasets; IDC projects that by 2020 we will generate 40 zettabytes of data per year, while Gartner and ABI estimate 20-35 billion new devices will be connected to the Internet in the same time frame. The storage and processing requirements of these datasets far exceed the capabilities of modern computing hardware, which has led to the development of distributed storage frameworks that can scale out by assimilating more computing resources as necessary. While challenging in its own right, storing and managing voluminous datasets is only the precursor to a broader field of study: extracting knowledge, insights, and relationships from the underlying datasets. The basic building block of this knowledge discovery process is analytic queries, encompassing both query instrumentation and evaluation. This dissertation is centered around query-driven exploratory and predictive analytics over voluminous, multidimensional datasets. Both of these types of analysis represent a higher-level abstraction over classical query models; rather than indexing every discrete value for subsequent retrieval, our framework autonomously learns the relationships and interactions between dimensions in the dataset (including time series and geospatial aspects), and makes the information readily available to users. This functionality includes statistical synopses, correlation analysis, hypothesis testing, probabilistic structures, and predictive models that not only enable the discovery of nuanced relationships between dimensions, but also allow future events and trends to be predicted. This requires specialized data structures and partitioning algorithms, along with adaptive reductions in the search space and management of the inherent trade-off between timeliness and accuracy. The algorithms presented in this dissertation were evaluated empirically on real-world geospatial time-series datasets in a production environment, and are broadly applicable across other storage frameworks

High-dimensional indexing methods utilizing clustering and dimensionality reduction

The emergence of novel database applications has resulted in the prevalence of a new paradigm for similarity search. These applications include multimedia databases, medical imaging databases, time series databases, DNA and protein sequence databases, and many others. Features of data objects are extracted and transformed into high-dimensional data points. Searching for objects becomes a search on points in the high-dimensional feature space. The dissimilarity between two objects is determined by the distance between two feature vectors. Similarity search is usually implemented as nearest neighbor search in feature vector spaces. The cost of processing k-nearest neighbor (k-NN) queries via a sequential scan increases as the number of objects and the number of features increase. A variety of multi-dimensional index structures have been proposed to improve the efficiency of k-NN query processing, which work well in low-dimensional space but lose their efficiency in high-dimensional space due to the curse of dimensionality. This inefficiency is dealt in this study by Clustering and Singular Value Decomposition - CSVD with indexing, Persistent Main Memory - PMM index, and Stepwise Dimensionality Increasing - SDI-tree index. CSVD is an approximate nearest neighbor search method. The performance of CSVD with indexing is studied and the approximation to the distance in original space is investigated. For a given Normalized Mean Square Error - NMSE, the higher the degree of clustering, the higher the recall. However, more clusters require more disk page accesses. Certain number of clusters can be obtained to achieve a higher recall while maintaining a relatively lower query processing cost. Clustering and Indexing using Persistent Main Memory - CIPMM framework is motivated by the following consideration: (a) a significant fraction of index pages are accessed randomly, incurring a high positioning time for each access; (b) disk transfer rate is improving 40% annually, while the improvement in positioning time is only 8%; (c) query processing incurs less CPU time for main memory resident than disk resident indices. CIPMM aims at reducing the elapsed time for query processing by utilizing sequential, rather than random disk accesses. A specific instance of the CIPMM framework CIPOP, indexing using Persistent Ordered Partition - OP-tree, is elaborated and compared with clustering and indexing using the SR-tree, CISR. The results show that CIPOP outperforms CISR, and the higher the dimensionality, the higher the performance gains. The SDI-tree index is motivated by fanouts decrease with dimensionality increasing and shorter vectors reduce cache misses. The index is built by using feature vectors transformed via principal component analysis, resulting in a structure with fewer dimensions at higher levels and increasing the number of dimensions from one level to the other. Dimensions are retained in nonincreasing order of their variance according to a parameter p, which specifies the incremental fraction of variance at each level of the index. Experiments on three datasets have shown that SDL-trees with carefully tuned parameters access fewer disk accesses than SR-trees and VAMSR-trees and incur less CPU time than VA-Files in addition

Hashing for Similarity Search: A Survey

Similarity search (nearest neighbor search) is a problem of pursuing the data items whose distances to a query item are the smallest from a large database. Various methods have been developed to address this problem, and recently a lot of efforts have been devoted to approximate search. In this paper, we present a survey on one of the main solutions, hashing, which has been widely studied since the pioneering work locality sensitive hashing. We divide the hashing algorithms two main categories: locality sensitive hashing, which designs hash functions without exploring the data distribution and learning to hash, which learns hash functions according the data distribution, and review them from various aspects, including hash function design and distance measure and search scheme in the hash coding space

대용량 데이터 탐색을 위한 점진적 시각화 시스템 설계

학위논문(박사)--서울대학교 대학원 :공과대학 컴퓨터공학부,2020. 2. 서진욱.Understanding data through interactive visualization, also known as visual analytics, is a common and necessary practice in modern data science. However, as data sizes have increased at unprecedented rates, the computation latency of visualization systems becomes a significant hurdle to visual analytics. The goal of this dissertation is to design a series of systems for progressive visual analytics (PVA)—a visual analytics paradigm that can provide intermediate results during computation and allow visual exploration of these results—to address the scalability hurdle. To support the interactive exploration of data with billions of records, we first introduce SwiftTuna, an interactive visualization system with scalable visualization and computation components. Our performance benchmark demonstrates that it can handle data with four billion records, giving responsive feedback every few seconds without precomputation. Second, we present PANENE, a progressive algorithm for the Approximate k-Nearest Neighbor (AKNN) problem. PANENE brings useful machine learning methods into visual analytics, which has been challenging due to their long initial latency resulting from AKNN computation. In particular, we accelerate t-Distributed Stochastic Neighbor Embedding (t-SNE), a popular non-linear dimensionality reduction technique, which enables the responsive visualization of data with a few hundred columns. Each of these two contributions aims to address the scalability issues stemming from a large number of rows or columns in data, respectively. Third, from the users' perspective, we focus on improving the trustworthiness of intermediate knowledge gained from uncertain results in PVA. We propose a novel PVA concept, Progressive Visual Analytics with Safeguards, and introduce PVA-Guards, safeguards people can leave on uncertain intermediate knowledge that needs to be verified. We also present a proof-of-concept system, ProReveal, designed and developed to integrate seven safeguards into progressive data exploration. Our user study demonstrates that people not only successfully created PVA-Guards on ProReveal but also voluntarily used PVA-Guards to manage the uncertainty of their knowledge. Finally, summarizing the three studies, we discuss design challenges for progressive systems as well as future research agendas for PVA.현대 데이터 사이언스에서 인터랙티브한 시각화를 통해 데이터를 이해하는 것은 필수적인 분석 방법 중 하나이다. 그러나, 최근 데이터의 크기가 폭발적으로 증가하면서 데이터 크기로 인해 발생하는 지연 시간이 인터랙티브한 시각적 분석에 큰 걸림돌이 되었다. 본 연구에서는 이러한 확장성 문제를 해결하기 위해 점진적 시각적 분석(Progressive Visual Analytics)을 지원하는 일련의 시스템을 디자인하고 개발한다. 이러한 점진적 시각적 분석 시스템은 데이터 처리가 완전히 끝나지 않더라도 중간 분석 결과를 사용자에게 제공함으로써 데이터의 크기로 인해 발생하는 지연 시간 문제를 완화할 수 있다. 첫째로, 수십억 건의 행을 가지는 데이터를 시각적으로 탐색할 수 있는 SwiftTuna 시스템을 제안한다. 데이터 처리 및 시각적 표현의 확장성을 목표로 개발된 이 시스템은, 약 40억 건의 행을 가진 데이터에 대한 시각화를 전처리 없이 수 초마다 업데이트할 수 있는 것으로 나타났다. 둘째로, 근사적 k-최근접점(Approximate k-Nearest Neighbor) 문제를 점진적으로 계산하는 PANENE 알고리즘을 제안한다. 근사적 k-최근접점 문제는 여러 기계 학습 기법에서 쓰임에도 불구하고 초기 계산 시간이 길어서 인터랙티브한 시스템에 적용하기 힘든 한계가 있었다. PANENE 알고리즘은 이러한 긴 초기 계산 시간을 획기적으로 개선하여 다양한 기계 학습 기법을 시각적 분석에 활용할 수 있도록 한다. 특히, 유용한 비선형적 차원 감소 기법인 t-분포 확률적 임베딩(t-Distributed Stochastic Neighbor Embedding)을 가속하여 수백 개의 차원을 가지는 데이터를 빠른 시간 내에 사영할 수 있다. 위의 두 시스템과 알고리즘이 데이터의 행 또는 열의 개수로 인한 확장성 문제를 해결하고자 했다면, 세 번째 시스템에서는 점진적 시각적 분석의 신뢰도 문제를 개선하고자 한다. 점진적 시각적 분석에서 사용자에게 주어지는 중간 계산 결과는 최종 결과의 근사치이므로 불확실성이 존재한다. 본 연구에서는 세이프가드를 이용한 점진적 시각적 분석(Progressive Visual Analytics with Safeguards)이라는 새로운 개념을 제안한다. 이 개념은 사용자가 점진적 탐색에서 마주하는 불확실한 중간 지식에 세이프가드를 남길 수 있도록 하여 탐색에서 얻은 지식의 정확도를 추후 검증할 수 있도록 한다. 또한, 이러한 개념을 실제로 구현하여 탑재한 ProReveal 시스템을 소개한다. ProReveal를 이용한 사용자 실험에서 사용자들은 세이프가드를 성공적으로 만들 수 있었을 뿐만 아니라, 중간 지식의 불확실성을 다루기 위해 세이프가드를 자발적으로 이용한다는 것을 알 수 있었다. 마지막으로, 위 세 가지 연구의 결과를 종합하여 점진적 시각적 분석 시스템을 구현할 때의 디자인적 난제와 향후 연구 방향을 모색한다.CHAPTER1. Introduction 2 1.1 Background and Motivation 2 1.2 Thesis Statement and Research Questions 5 1.3 Thesis Contributions 5 1.3.1 Responsive and Incremental Visual Exploration of Large-scale Multidimensional Data 6 1.3.2 ProgressiveComputation of Approximate k-Nearest Neighbors and Responsive t-SNE 7 1.3.3 Progressive Visual Analytics with Safeguards 8 1.4 Structure of Dissertation 9 CHAPTER2. Related Work 11 2.1 Progressive Visual Analytics 11 2.1.1 Definitions 11 2.1.2 System Latency and Human Factors 13 2.1.3 Users, Tasks, and Models 15 2.1.4 Techniques, Algorithms, and Systems. 17 2.1.5 Uncertainty Visualization 19 2.2 Approaches for Scalable Visualization Systems 20 2.3 The k-Nearest Neighbor (KNN) Problem 22 2.4 t-Distributed Stochastic Neighbor Embedding 26 CHAPTER3. SwiTuna: Responsive and Incremental Visual Exploration of Large-scale Multidimensional Data 28 3.1 The SwiTuna Design 31 3.1.1 Design Considerations 32 3.1.2 System Overview 33 3.1.3 Scalable Visualization Components 36 3.1.4 Visualization Cards 40 3.1.5 User Interface and Interaction 42 3.2 Responsive Querying 44 3.2.1 Querying Pipeline 44 3.2.2 Prompt Responses 47 3.2.3 Incremental Processing 47 3.3 Evaluation: Performance Benchmark 49 3.3.1 Study Design 49 3.3.2 Results and Discussion 52 3.4 Implementation 56 3.5 Summary 56 CHAPTER4. PANENE:AProgressive Algorithm for IndexingandQuerying Approximate k-Nearest Neighbors 58 4.1 Approximate k-Nearest Neighbor 61 4.1.1 A Sequential Algorithm 62 4.1.2 An Online Algorithm 63 4.1.3 A Progressive Algorithm 66 4.1.4 Filtered AKNN Search 71 4.2 k-Nearest Neighbor Lookup Table 72 4.3 Benchmark. 78 4.3.1 Online and Progressive k-d Trees 78 4.3.2 k-Nearest Neighbor Lookup Tables 83 4.4 Applications 85 4.4.1 Progressive Regression and Density Estimation 85 4.4.2 Responsive t-SNE 87 4.5 Implementation 92 4.6 Discussion 92 4.7 Summary 93 CHAPTER5. ProReveal: Progressive Visual Analytics with Safeguards 95 5.1 Progressive Visual Analytics with Safeguards 98 5.1.1 Definition 98 5.1.2 Examples 101 5.1.3 Design Considerations 103 5.2 ProReveal 105 5.3 Evaluation 121 5.4 Discussion 127 5.5 Summary 130 CHAPTER6. Discussion 132 6.1 Lessons Learned 132 6.2 Limitations 135 CHAPTER7. Conclusion 137 7.1 Thesis Contributions Revisited 137 7.2 Future Research Agenda 139 7.3 Final Remarks 141 Abstract (Korean) 155 Acknowledgments (Korean) 157Docto

Enabling Efficient and General Subpopulation Analytics in Multidimensional Data Streams

Today’s large-scale services (e.g., video streaming platforms, data centers, sensor grids) need diverse real-time summary statistics across multiple subpopulations of multidimensional datasets. However, state-of-the-art frameworks do not offer general and accurate analytics in real time at reasonable costs. The root cause is the combinatorial explosion of data subpopulations and the diversity of summary statistics we need to monitor simultaneously. We present Hydra, an efficient framework for multidimensional analytics that presents a novel combination of using a “sketch of sketches” to avoid the overhead of monitoring exponentially-many subpopulations and universal sketching to ensure accurate estimates for multiple statistics. We build Hydra as an Apache Spark plugin and address practical system challenges to minimize overheads at scale. Across multiple real-world and synthetic multidimensional datasets, we show that Hydra can achieve robust error bounds and is an order of magnitude more efficient in terms of operational cost and memory footprint than existing frameworks (e.g., Spark, Druid) while ensuring interactive estimation times

Complex queries and complex data

With the widespread availability of wearable computers, equipped with sensors such as GPS or cameras, and with the ubiquitous presence of micro-blogging platforms, social media sites and digital marketplaces, data can be collected and shared on a massive scale. A necessary building block for taking advantage from this vast amount of information are efficient and effective similarity search algorithms that are able to find objects in a database which are similar to a query object. Due to the general applicability of similarity search over different data types and applications, the formalization of this concept and the development of strategies for evaluating similarity queries has evolved to an important field of research in the database community, spatio-temporal database community, and others, such as information retrieval and computer vision. This thesis concentrates on a special instance of similarity queries, namely k-Nearest Neighbor (kNN) Queries and their close relative, Reverse k-Nearest Neighbor (RkNN) Queries. As a first contribution we provide an in-depth analysis of the RkNN join. While the problem of reverse nearest neighbor queries has received a vast amount of research interest, the problem of performing such queries in a bulk has not seen an in-depth analysis so far. We first formalize the RkNN join, identifying its monochromatic and bichromatic versions and their self-join variants. After pinpointing the monochromatic RkNN join as an important and interesting instance, we develop solutions for this class, including a self-pruning and a mutual pruning algorithm. We then evaluate these algorithms extensively on a variety of synthetic and real datasets. From this starting point of similarity queries on certain data we shift our focus to uncertain data, addressing nearest neighbor queries in uncertain spatio-temporal databases. Starting from the traditional definition of nearest neighbor queries and a data model for uncertain spatio-temporal data, we develop efficient query mechanisms that consider temporal dependencies during query evaluation. We define intuitive query semantics, aiming not only at returning the objects closest to the query but also their probability of being a nearest neighbor. After theoretically evaluating these query predicates we develop efficient querying algorithms for the proposed query predicates. Given the findings of this research on nearest neighbor queries, we extend these results to reverse nearest neighbor queries. Finally we address the problem of querying large datasets containing set-based objects, namely image databases, where images are represented by (multi-)sets of vectors and additional metadata describing the position of features in the image. We aim at reducing the number of kNN queries performed during query processing and evaluate a modified pipeline that aims at optimizing the query accuracy at a small number of kNN queries. Additionally, as feature representations in object recognition are moving more and more from the real-valued domain to the binary domain, we evaluate efficient indexing techniques for binary feature vectors.Nicht nur durch die Verbreitung von tragbaren Computern, die mit einer Vielzahl von Sensoren wie GPS oder Kameras ausgestattet sind, sondern auch durch die breite Nutzung von Microblogging-Plattformen, Social-Media Websites und digitale Marktplätze wie Amazon und Ebay wird durch die User eine gigantische Menge an Daten veröffentlicht. Um aus diesen Daten einen Mehrwert erzeugen zu können bedarf es effizienter und effektiver Algorithmen zur Ähnlichkeitssuche, die zu einem gegebenen Anfrageobjekt ähnliche Objekte in einer Datenbank identifiziert. Durch die Allgemeinheit dieses Konzeptes der Ähnlichkeit über unterschiedliche Datentypen und Anwendungen hinweg hat sich die Ähnlichkeitssuche zu einem wichtigen Forschungsfeld, nicht nur im Datenbankumfeld oder im Bereich raum-zeitlicher Datenbanken, sondern auch in anderen Forschungsgebieten wie dem Information Retrieval oder dem Maschinellen Sehen entwickelt. In der vorliegenden Arbeit beschäftigen wir uns mit einem speziellen Anfrageprädikat im Bereich der Ähnlichkeitsanfragen, mit k-nächste Nachbarn (kNN) Anfragen und ihrem Verwandten, den Revers k-nächsten Nachbarn (RkNN) Anfragen. In einem ersten Beitrag analysieren wir den RkNN Join. Obwohl das Problem von reverse nächsten Nachbar Anfragen in den letzten Jahren eine breite Aufmerksamkeit in der Forschungsgemeinschaft erfahren hat, wurde das Problem eine Menge von RkNN Anfragen gleichzeitig auszuführen nicht ausreichend analysiert. Aus diesem Grund formalisieren wir das Problem des RkNN Joins mit seinen monochromatischen und bichromatischen Varianten. Wir identifizieren den monochromatischen RkNN Join als einen wichtigen und interessanten Fall und entwickeln entsprechende Anfragealgorithmen. In einer detaillierten Evaluation vergleichen wir die ausgearbeiteten Verfahren auf einer Vielzahl von synthetischen und realen Datensätzen. Nach diesem Kapitel über Ähnlichkeitssuche auf sicheren Daten konzentrieren wir uns auf unsichere Daten, speziell im Bereich raum-zeitlicher Datenbanken. Ausgehend von der traditionellen Definition von Nachbarschaftsanfragen und einem Datenmodell für unsichere raum-zeitliche Daten entwickeln wir effiziente Anfrageverfahren, die zeitliche Abhängigkeiten bei der Anfragebearbeitung beachten. Zu diesem Zweck definieren wir Anfrageprädikate die nicht nur die Objekte zurückzugeben, die dem Anfrageobjekt am nächsten sind, sondern auch die Wahrscheinlichkeit mit der sie ein nächster Nachbar sind. Wir evaluieren die definierten Anfrageprädikate theoretisch und entwickeln effiziente Anfragestrategien, die eine Anfragebearbeitung zu vertretbaren Laufzeiten gewährleisten. Ausgehend von den Ergebnissen für Nachbarschaftsanfragen erweitern wir unsere Ergebnisse auf Reverse Nachbarschaftsanfragen. Zuletzt behandeln wir das Problem der Anfragebearbeitung bei Mengen-basierten Objekten, die zum Beispiel in Bilddatenbanken Verwendung finden: Oft werden Bilder durch eine Menge von Merkmalsvektoren und zusätzliche Metadaten (zum Beispiel die Position der Merkmale im Bild) dargestellt. Wir evaluieren eine modifizierte Pipeline, die darauf abzielt, die Anfragegenauigkeit bei einer kleinen Anzahl an kNN-Anfragen zu maximieren. Da reellwertige Merkmalsvektoren im Bereich der Objekterkennung immer öfter durch Bitvektoren ersetzt werden, die sich durch einen geringeren Speicherplatzbedarf und höhere Laufzeiteffizienz auszeichnen, evaluieren wir außerdem Indexierungsverfahren für Binärvektoren

Quality of Service Aware Data Stream Processing for Highly Dynamic and Scalable Applications

Huge amounts of georeferenced data streams are arriving daily to data stream management systems that are deployed for serving highly scalable and dynamic applications. There are innumerable ways at which those loads can be exploited to gain deep insights in various domains. Decision makers require an interactive visualization of such data in the form of maps and dashboards for decision making and strategic planning. Data streams normally exhibit fluctuation and oscillation in arrival rates and skewness. Those are the two predominant factors that greatly impact the overall quality of service. This requires data stream management systems to be attuned to those factors in addition to the spatial shape of the data that may exaggerate the negative impact of those factors. Current systems do not natively support services with quality guarantees for dynamic scenarios, leaving the handling of those logistics to the user which is challenging and cumbersome. Three workloads are predominant for any data stream, batch processing, scalable storage and stream processing. In this thesis, we have designed a quality of service aware system, SpatialDSMS, that constitutes several subsystems that are covering those loads and any mixed load that results from intermixing them. Most importantly, we natively have incorporated quality of service optimizations for processing avalanches of geo-referenced data streams in highly dynamic application scenarios. This has been achieved transparently on top of the codebases of emerging de facto standard best-in-class representatives, thus relieving the overburdened shoulders of the users in the presentation layer from having to reason about those services. Instead, users express their queries with quality goals and our system optimizers compiles that down into query plans with an embedded quality guarantee and leaves logistic handling to the underlying layers. We have developed standard compliant prototypes for all the subsystems that constitutes SpatialDSMS