Distinct counting with a self-learning bitmap

Counting the number of distinct elements (cardinality) in a dataset is a fundamental problem in database management. In recent years, due to many of its modern applications, there has been significant interest to address the distinct counting problem in a data stream setting, where each incoming data can be seen only once and cannot be stored for long periods of time. Many probabilistic approaches based on either sampling or sketching have been proposed in the computer science literature, that only require limited computing and memory resources. However, the performances of these methods are not scale-invariant, in the sense that their relative root mean square estimation errors (RRMSE) depend on the unknown cardinalities. This is not desirable in many applications where cardinalities can be very dynamic or inhomogeneous and many cardinalities need to be estimated. In this paper, we develop a novel approach, called self-learning bitmap (S-bitmap) that is scale-invariant for cardinalities in a specified range. S-bitmap uses a binary vector whose entries are updated from 0 to 1 by an adaptive sampling process for inferring the unknown cardinality, where the sampling rates are reduced sequentially as more and more entries change from 0 to 1. We prove rigorously that the S-bitmap estimate is not only unbiased but scale-invariant. We demonstrate that to achieve a small RRMSE value of $\epsilon$ or less, our approach requires significantly less memory and consumes similar or less operations than state-of-the-art methods for many common practice cardinality scales. Both simulation and experimental studies are reported.Comment: Journal of the American Statistical Association (accepted

An evaluation of streaming algorithms for distinct counting over a sliding window

Counting the number of distinct elements in a data stream (distinct counting) is a fundamental aggregation task in database query processing, query optimization, and network monitoring. On a stream of elements, it is commonly needed to compute an aggregate over only the most recent elements, leading to the problem of distinct counting over a “sliding window” of the stream. We present a detailed experimental study of the performance of different algorithms for distinct counting over a sliding window. We observe that the performance of an algorithm depends on the basic method used, as well as aspects such as the hash function, the mix of query and updates, and the method used to boost accuracy. We compare the performance of prominent algorithms and evaluate the influence of these factors, leading to practical recommendations for implementation. To the best of our knowledge, this is the first detailed experimental study of distinct counting over a sliding window

Per-flow cardinality estimation based on virtual LogLog sketching

Flow cardinality estimation is the problem of estimating the number of distinct elements in a data flow, often with a stringent memory constraint. It has wide applications in network traffic measurement and in database systems. The virtual LogLog algorithm proposed recently by Xiao, Chen, Chen and Ling estimates the cardinalities of a large number of flows with a compact memory. The purpose of this thesis is to explore two new perspectives on the estimation process of this algorithm. Firstly, we propose and investigate a family of estimators that generalizes the original vHLL estimator and evaluate the performance of the vHLL estimator compared to other estimators in this family. Secondly, we propose an alternative solution to the estimation problem by deriving a maximum-likelihood estimator. Empirical evidence from both perspectives suggests the near-optimality of the vHLL estimator for per-flow estimation, analogous to the near-optimality of the HLL estimator for single-flow estimation

Data Analytics with Differential Privacy

Differential privacy is the state-of-the-art definition for privacy, guaranteeing that any analysis performed on a sensitive dataset leaks no information about the individuals whose data are contained therein. In this thesis, we develop differentially private algorithms to analyze distributed and streaming data. In the distributed model, we consider the particular problem of learning -- in a distributed fashion -- a global model of the data, that can subsequently be used for arbitrary analyses. We build upon PrivBayes, a differentially private method that approximates the high-dimensional distribution of a centralized dataset as a product of low-order distributions, utilizing a Bayesian Network model. We examine three novel approaches to learning a global Bayesian Network from distributed data, while offering the differential privacy guarantee to all local datasets. Our work includes a detailed theoretical analysis of the distributed, differentially private entropy estimator which we use in one of our algorithms, as well as a detailed experimental evaluation, using both synthetic and real-world data. In the streaming model, we focus on the problem of estimating the density of a stream of users, which expresses the fraction of all users that actually appear in the stream. We offer one of the strongest privacy guarantees for the streaming model, user-level pan-privacy, which ensures that the privacy of any user is protected, even against an adversary that observes the internal state of the algorithm. We provide a detailed analysis of an existing, sampling-based algorithm for the problem and propose two novel modifications that significantly improve it, both theoretically and experimentally, by optimally using all the allocated "privacy budget."Comment: Diploma Thesis, School of Electrical and Computer Engineering, Technical University of Crete, Chania, Greece, 201

Techniques for online analysis of large distributed data

With the advancement of technology, there has been an exponential growth in the volume of data that is continuously being generated by several applications in domains such as finance, networking, security. Examples of such continuously streaming data include internet traffic data, sensor readings, tweets, stock market data, telecommunication records. As a result, processing and analyzing data to derive useful insights from them in real time is becoming increasingly important. The goal of my research is to propose techniques to effectively find aggregates and patterns from massive distributed data stream in real time. In many real world applications, there may be specific user requirements for analyzing data. We consider three different user requirements for our work - Sliding window, Distributed data stream, and a Union of historical and streaming data. We aim to address the following problems in our research : First, we present a detailed experimental evaluation of streaming algorithms over sliding window for distinct counting, which is a fundamental aggregation problem widely applied in database query optimization and network monitoring. Next, we present the first communication-efficient distributed algorithm for tracking persistent items in a distributed data stream over both infinite and sliding window. We present theoretical analysis on communication cost and accuracy, and provide experimental results to validate the guarantees. Finally, we present the design and evaluation of a low cost algorithm that identifies quantiles from a union of historical and streaming data with improved accuracy

Sampling Algorithms for Evolving Datasets

Perhaps the most flexible synopsis of a database is a uniform random sample of the data; such samples are widely used to speed up the processing of analytic queries and data-mining tasks, to enhance query optimization, and to facilitate information integration. Most of the existing work on database sampling focuses on how to create or exploit a random sample of a static database, that is, a database that does not change over time. The assumption of a static database, however, severely limits the applicability of these techniques in practice, where data is often not static but continuously evolving. In order to maintain the statistical validity of the sample, any changes to the database have to be appropriately reflected in the sample. In this thesis, we study efficient methods for incrementally maintaining a uniform random sample of the items in a dataset in the presence of an arbitrary sequence of insertions, updates, and deletions. We consider instances of the maintenance problem that arise when sampling from an evolving set, from an evolving multiset, from the distinct items in an evolving multiset, or from a sliding window over a data stream. Our algorithms completely avoid any accesses to the base data and can be several orders of magnitude faster than algorithms that do rely on such expensive accesses. The improved efficiency of our algorithms comes at virtually no cost: the resulting samples are provably uniform and only a small amount of auxiliary information is associated with the sample. We show that the auxiliary information not only facilitates efficient maintenance, but it can also be exploited to derive unbiased, low-variance estimators for counts, sums, averages, and the number of distinct items in the underlying dataset. In addition to sample maintenance, we discuss methods that greatly improve the flexibility of random sampling from a system's point of view. More specifically, we initiate the study of algorithms that resize a random sample upwards or downwards. Our resizing algorithms can be exploited to dynamically control the size of the sample when the dataset grows or shrinks; they facilitate resource management and help to avoid under- or oversized samples. Furthermore, in large-scale databases with data being distributed across several remote locations, it is usually infeasible to reconstruct the entire dataset for the purpose of sampling. To address this problem, we provide efficient algorithms that directly combine the local samples maintained at each location into a sample of the global dataset. We also consider a more general problem, where the global dataset is defined as an arbitrary set or multiset expression involving the local datasets, and provide efficient solutions based on hashing