Improved Algorithms for Time Decay Streams

In the time-decay model for data streams, elements of an underlying data set arrive sequentially with the recently arrived elements being more important. A common approach for handling large data sets is to maintain a coreset, a succinct summary of the processed data that allows approximate recovery of a predetermined query. We provide a general framework that takes any offline-coreset and gives a time-decay coreset for polynomial time decay functions. We also consider the exponential time decay model for k-median clustering, where we provide a constant factor approximation algorithm that utilizes the online facility location algorithm. Our algorithm stores O(k log(h Delta)+h) points where h is the half-life of the decay function and Delta is the aspect ratio of the dataset. Our techniques extend to k-means clustering and M-estimators as well

Streaming Similarity Self-Join

We introduce and study the problem of computing the similarity self-join in a streaming context (SSSJ), where the input is an unbounded stream of items arriving continuously. The goal is to find all pairs of items in the stream whose similarity is greater than a given threshold. The simplest formulation of the problem requires unbounded memory, and thus, it is intractable. To make the problem feasible, we introduce the notion of time-dependent similarity: the similarity of two items decreases with the difference in their arrival time. By leveraging the properties of this time-dependent similarity function, we design two algorithmic frameworks to solve the sssj problem. The first one, MiniBatch (MB), uses existing index-based filtering techniques for the static version of the problem, and combines them in a pipeline. The second framework, Streaming (STR), adds time filtering to the existing indexes, and integrates new time-based bounds deeply in the working of the algorithms. We also introduce a new indexing technique (L2), which is based on an existing state-of-the-art indexing technique (L2AP), but is optimized for the streaming case. Extensive experiments show that the STR algorithm, when instantiated with the L2 index, is the most scalable option across a wide array of datasets and parameters

LHCb trigger streams optimization

The LHCb experiment stores around $10^{11}$ collision events per year. A typical physics analysis deals with a final sample of up to $10^7$ events. Event preselection algorithms (lines) are used for data reduction. Since the data are stored in a format that requires sequential access, the lines are grouped into several output file streams, in order to increase the efficiency of user analysis jobs that read these data. The scheme efficiency heavily depends on the stream composition. By putting similar lines together and balancing the stream sizes it is possible to reduce the overhead. We present a method for finding an optimal stream composition. The method is applied to a part of the LHCb data (Turbo stream) on the stage where it is prepared for user physics analysis. This results in an expected improvement of 15% in the speed of user analysis jobs, and will be applied on data to be recorded in 2017.Comment: Submitted to CHEP-2016 proceeding

Long-term adaptation and distributed detection of local network changes

We present a statistical approach to distributed detection of local latency shifts in networked systems. For this purpose, response delay measurements are performed between neighbouring nodes via probing. The expected probe response delay on each connection is statistically modelled via parameter estimation. Adaptation to drifting delays is accounted for by the use of overlapping models, such that previous models are partially used as input to future models. Based on the symmetric Kullback-Leibler divergence metric, latency shifts can be detected by comparing the estimated parameters of the current and previous models. In order to reduce the number of detection alarms, thresholds for divergence and convergence are used. The method that we propose can be applied to many types of statistical distributions, and requires only constant memory compared to e.g., sliding window techniques and decay functions. Therefore, the method is applicable in various kinds of network equipment with limited capacity, such as sensor networks, mobile ad hoc networks etc. We have investigated the behaviour of the method for different model parameters. Further, we have tested the detection performance in network simulations, for both gradual and abrupt shifts in the probe response delay. The results indicate that over 90% of the shifts can be detected. Undetected shifts are mainly the effects of long convergence processes triggered by previous shifts. The overall performance depends on the characteristics of the shifts and the configuration of the model parameters

Trigger, reconstruction and physics performances in LHCb

LHCb is one of the four major experiments that will take data at the LHC, due to start operation in 2007. The primary aims of LHCb are to perform precision tests of CP violation and to search for new physics in b hadron decays. About 10^12 bb pairs will be produced in LHCb per 10^7 seconds (a nominal year) in pp collisions with a luminosity of 2x10^32 cm^-2 s^-1. A large, high-purity sample of b hadrons, decaying in a variety of channels, will be accumulated. LHCb will perform a detailed study of B meson mixing, precise measurements of the angles of the unitary triangle and investigations of rare decays in b hadrons, looking for new physics in loop-induced processes. The LHCb detector is optimised to reach these physics goals. Here a brief description of the reconstruction performance is given, and the sensitivities in typical channels for the study of Bs mixing, CP violation and rare decays are summarised.Comment: Hadron Collider Physics Symposium (HCP06) Duke University Durham, North Carolina; May 22-26, 200

Fast filtering and animation of large dynamic networks

Detecting and visualizing what are the most relevant changes in an evolving network is an open challenge in several domains. We present a fast algorithm that filters subsets of the strongest nodes and edges representing an evolving weighted graph and visualize it by either creating a movie, or by streaming it to an interactive network visualization tool. The algorithm is an approximation of exponential sliding time-window that scales linearly with the number of interactions. We compare the algorithm against rectangular and exponential sliding time-window methods. Our network filtering algorithm: i) captures persistent trends in the structure of dynamic weighted networks, ii) smoothens transitions between the snapshots of dynamic network, and iii) uses limited memory and processor time. The algorithm is publicly available as open-source software.Comment: 6 figures, 2 table

Evolving Ensemble Fuzzy Classifier

The concept of ensemble learning offers a promising avenue in learning from data streams under complex environments because it addresses the bias and variance dilemma better than its single model counterpart and features a reconfigurable structure, which is well suited to the given context. While various extensions of ensemble learning for mining non-stationary data streams can be found in the literature, most of them are crafted under a static base classifier and revisits preceding samples in the sliding window for a retraining step. This feature causes computationally prohibitive complexity and is not flexible enough to cope with rapidly changing environments. Their complexities are often demanding because it involves a large collection of offline classifiers due to the absence of structural complexities reduction mechanisms and lack of an online feature selection mechanism. A novel evolving ensemble classifier, namely Parsimonious Ensemble pENsemble, is proposed in this paper. pENsemble differs from existing architectures in the fact that it is built upon an evolving classifier from data streams, termed Parsimonious Classifier pClass. pENsemble is equipped by an ensemble pruning mechanism, which estimates a localized generalization error of a base classifier. A dynamic online feature selection scenario is integrated into the pENsemble. This method allows for dynamic selection and deselection of input features on the fly. pENsemble adopts a dynamic ensemble structure to output a final classification decision where it features a novel drift detection scenario to grow the ensemble structure. The efficacy of the pENsemble has been numerically demonstrated through rigorous numerical studies with dynamic and evolving data streams where it delivers the most encouraging performance in attaining a tradeoff between accuracy and complexity.Comment: this paper has been published by IEEE Transactions on Fuzzy System

A Clustering System for Dynamic Data Streams Based on Metaheuristic Optimisation

open access articleThis article presents the Optimised Stream clustering algorithm (OpStream), a novel approach to cluster dynamic data streams. The proposed system displays desirable features, such as a low number of parameters and good scalability capabilities to both high-dimensional data and numbers of clusters in the dataset, and it is based on a hybrid structure using deterministic clustering methods and stochastic optimisation approaches to optimally centre the clusters. Similar to other state-of-the-art methods available in the literature, it uses “microclusters” and other established techniques, such as density based clustering. Unlike other methods, it makes use of metaheuristic optimisation to maximise performances during the initialisation phase, which precedes the classic online phase. Experimental results show that OpStream outperforms the state-of-the-art methods in several cases, and it is always competitive against other comparison algorithms regardless of the chosen optimisation method. Three variants of OpStream, each coming with a different optimisation algorithm, are presented in this study. A thorough sensitive analysis is performed by using the best variant to point out OpStream’s robustness to noise and resiliency to parameter changes