Coresets-Methods and History: A Theoreticians Design Pattern for Approximation and Streaming Algorithms

We present a technical survey on the state of the art approaches in data reduction and the coreset framework. These include geometric decompositions, gradient methods, random sampling, sketching and random projections. We further outline their importance for the design of streaming algorithms and give a brief overview on lower bounding techniques

MapReduce and Streaming Algorithms for Diversity Maximization in Metric Spaces of Bounded Doubling Dimension

Given a dataset of points in a metric space and an integer $k$, a diversity maximization problem requires determining a subset of $k$ points maximizing some diversity objective measure, e.g., the minimum or the average distance between two points in the subset. Diversity maximization is computationally hard, hence only approximate solutions can be hoped for. Although its applications are mainly in massive data analysis, most of the past research on diversity maximization focused on the sequential setting. In this work we present space and pass/round-efficient diversity maximization algorithms for the Streaming and MapReduce models and analyze their approximation guarantees for the relevant class of metric spaces of bounded doubling dimension. Like other approaches in the literature, our algorithms rely on the determination of high-quality core-sets, i.e., (much) smaller subsets of the input which contain good approximations to the optimal solution for the whole input. For a variety of diversity objective functions, our algorithms attain an $(\alpha+\epsilon)$-approximation ratio, for any constant $\epsilon>0$, where $\alpha$ is the best approximation ratio achieved by a polynomial-time, linear-space sequential algorithm for the same diversity objective. This improves substantially over the approximation ratios attainable in Streaming and MapReduce by state-of-the-art algorithms for general metric spaces. We provide extensive experimental evidence of the effectiveness of our algorithms on both real world and synthetic datasets, scaling up to over a billion points.Comment: Extended version of http://www.vldb.org/pvldb/vol10/p469-ceccarello.pdf, PVLDB Volume 10, No. 5, January 201

Random projections for Bayesian regression

This article deals with random projections applied as a data reduction technique for Bayesian regression analysis. We show sufficient conditions under which the entire $d$-dimensional distribution is approximately preserved under random projections by reducing the number of data points from $n$ to $k\in O(\operatorname{poly}(d/\varepsilon))$ in the case $n\gg d$. Under mild assumptions, we prove that evaluating a Gaussian likelihood function based on the projected data instead of the original data yields a $(1+O(\varepsilon))$-approximation in terms of the $\ell_2$ Wasserstein distance. Our main result shows that the posterior distribution of Bayesian linear regression is approximated up to a small error depending on only an $\varepsilon$-fraction of its defining parameters. This holds when using arbitrary Gaussian priors or the degenerate case of uniform distributions over $\mathbb{R}^d$ for $\beta$. Our empirical evaluations involve different simulated settings of Bayesian linear regression. Our experiments underline that the proposed method is able to recover the regression model up to small error while considerably reducing the total running time