Similarity processing in multi-observation data

Many real-world application domains such as sensor-monitoring systems for environmental research or medical diagnostic systems are dealing with data that is represented by multiple observations. In contrast to single-observation data, where each object is assigned to exactly one occurrence, multi-observation data is based on several occurrences that are subject to two key properties: temporal variability and uncertainty. When defining similarity between data objects, these properties play a significant role. In general, methods designed for single-observation data hardly apply for multi-observation data, as they are either not supported by the data models or do not provide sufficiently efficient or effective solutions. Prominent directions incorporating the key properties are the fields of time series, where data is created by temporally successive observations, and uncertain data, where observations are mutually exclusive. This thesis provides research contributions for similarity processing - similarity search and data mining - on time series and uncertain data. The first part of this thesis focuses on similarity processing in time series databases. A variety of similarity measures have recently been proposed that support similarity processing w.r.t. various aspects. In particular, this part deals with time series that consist of periodic occurrences of patterns. Examining an application scenario from the medical domain, a solution for activity recognition is presented. Finally, the extraction of feature vectors allows the application of spatial index structures, which support the acceleration of search and mining tasks resulting in a significant efficiency gain. As feature vectors are potentially of high dimensionality, this part introduces indexing approaches for the high-dimensional space for the full-dimensional case as well as for arbitrary subspaces. The second part of this thesis focuses on similarity processing in probabilistic databases. The presence of uncertainty is inherent in many applications dealing with data collected by sensing devices. Often, the collected information is noisy or incomplete due to measurement or transmission errors. Furthermore, data may be rendered uncertain due to privacy-preserving issues with the presence of confidential information. This creates a number of challenges in terms of effectively and efficiently querying and mining uncertain data. Existing work in this field either neglects the presence of dependencies or provides only approximate results while applying methods designed for certain data. Other approaches dealing with uncertain data are not able to provide efficient solutions. This part presents query processing approaches that outperform existing solutions of probabilistic similarity ranking. This part finally leads to the application of the introduced techniques to data mining tasks, such as the prominent problem of probabilistic frequent itemset mining.Viele Anwendungsgebiete, wie beispielsweise die Umweltforschung oder die medizinische Diagnostik, nutzen Systeme der Sensorüberwachung. Solche Systeme müssen oftmals in der Lage sein, mit Daten umzugehen, welche durch mehrere Beobachtungen repräsentiert werden. Im Gegensatz zu Daten mit nur einer Beobachtung (Single-Observation Data) basieren Daten aus mehreren Beobachtungen (Multi-Observation Data) auf einer Vielzahl von Beobachtungen, welche zwei Schlüsseleigenschaften unterliegen: Zeitliche Veränderlichkeit und Datenunsicherheit. Im Bereich der Ähnlichkeitssuche und im Data Mining spielen diese Eigenschaften eine wichtige Rolle. Gängige Lösungen in diesen Bereichen, die für Single-Observation Data entwickelt wurden, sind in der Regel für den Umgang mit mehreren Beobachtungen pro Objekt nicht anwendbar. Der Grund dafür liegt darin, dass diese Ansätze entweder nicht mit den Datenmodellen vereinbar sind oder keine Lösungen anbieten, die den aktuellen Ansprüchen an Lösungsqualität oder Effizienz genügen. Bekannte Forschungsrichtungen, die sich mit Multi-Observation Data und deren Schlüsseleigenschaften beschäftigen, sind die Analyse von Zeitreihen und die Ähnlichkeitssuche in probabilistischen Datenbanken. Während erstere Richtung eine zeitliche Ordnung der Beobachtungen eines Objekts voraussetzt, basieren unsichere Datenobjekte auf Beobachtungen, die sich gegenseitig bedingen oder ausschließen. Diese Dissertation umfasst aktuelle Forschungsbeiträge aus den beiden genannten Bereichen, wobei Methoden zur Ähnlichkeitssuche und zur Anwendung im Data Mining vorgestellt werden. Der erste Teil dieser Arbeit beschäftigt sich mit Ähnlichkeitssuche und Data Mining in Zeitreihendatenbanken. Insbesondere werden Zeitreihen betrachtet, welche aus periodisch auftretenden Mustern bestehen. Im Kontext eines medizinischen Anwendungsszenarios wird ein Ansatz zur Aktivitätserkennung vorgestellt. Dieser erlaubt mittels Merkmalsextraktion eine effiziente Speicherung und Analyse mit Hilfe von räumlichen Indexstrukturen. Für den Fall hochdimensionaler Merkmalsvektoren stellt dieser Teil zwei Indexierungsmethoden zur Beschleunigung von ähnlichkeitsanfragen vor. Die erste Methode berücksichtigt alle Attribute der Merkmalsvektoren, während die zweite Methode eine Projektion der Anfrage auf eine benutzerdefinierten Unterraum des Vektorraums erlaubt. Im zweiten Teil dieser Arbeit wird die Ähnlichkeitssuche im Kontext probabilistischer Datenbanken behandelt. Daten aus Sensormessungen besitzen häufig Eigenschaften, die einer gewissen Unsicherheit unterliegen. Aufgrund von Mess- oder übertragungsfehlern sind gemessene Werte oftmals unvollständig oder mit Rauschen behaftet. In diversen Szenarien, wie beispielsweise mit persönlichen oder medizinisch vertraulichen Daten, können Daten auch nachträglich von Hand verrauscht werden, so dass eine genaue Rekonstruktion der ursprünglichen Informationen nicht möglich ist. Diese Gegebenheiten stellen Anfragetechniken und Methoden des Data Mining vor einige Herausforderungen. In bestehenden Forschungsarbeiten aus dem Bereich der unsicheren Datenbanken werden diverse Probleme oftmals nicht beachtet. Entweder wird die Präsenz von Abhängigkeiten ignoriert, oder es werden lediglich approximative Lösungen angeboten, welche die Anwendung von Methoden für sichere Daten erlaubt. Andere Ansätze berechnen genaue Lösungen, liefern die Antworten aber nicht in annehmbarer Laufzeit zurück. Dieser Teil der Arbeit präsentiert effiziente Methoden zur Beantwortung von Ähnlichkeitsanfragen, welche die Ergebnisse absteigend nach ihrer Relevanz, also eine Rangliste der Ergebnisse, zurückliefern. Die angewandten Techniken werden schließlich auf Problemstellungen im probabilistischen Data Mining übertragen, um beispielsweise das Problem des Frequent Itemset Mining unter Berücksichtigung des vollen Gehalts an Unsicherheitsinformation zu lösen

Conditional heavy hitters : detecting interesting correlations in data streams

The notion of heavy hitters—items that make up a large fraction of the population—has been successfully used in a variety of applications across sensor and RFID monitoring, network data analysis, event mining, and more. Yet this notion often fails to capture the semantics we desire when we observe data in the form of correlated pairs. Here, we are interested in items that are conditionally frequent: when a particular item is frequent within the context of its parent item. In this work, we introduce and formalize the notion of conditional heavy hitters to identify such items, with applications in network monitoring and Markov chain modeling. We explore the relationship between conditional heavy hitters and other related notions in the literature, and show analytically and experimentally the usefulness of our approach. We introduce several algorithm variations that allow us to efficiently find conditional heavy hitters for input data with very different characteristics, and provide analytical results for their performance. Finally, we perform experimental evaluations with several synthetic and real datasets to demonstrate the efficacy of our methods and to study the behavior of the proposed algorithms for different types of data

Dwarf: A Complete System for Analyzing High-Dimensional Data Sets

The need for data analysis by different industries, including telecommunications, retail, manufacturing and financial services, has generated a flurry of research, highly sophisticated methods and commercial products. However, all of the current attempts are haunted by the so-called "high-dimensionality curse"; the complexity of space and time increases exponentially with the number of analysis "dimensions". This means that all existing approaches are limited only to coarse levels of analysis and/or to approximate answers with reduced precision. As the need for detailed analysis keeps increasing, along with the volume and the detail of the data that is stored, these approaches are very quickly rendered unusable. I have developed a unique method for efficiently performing analysis that is not affected by the high-dimensionality of data and scales only polynomially -and almost linearly- with the dimensions without sacrificing any accuracy in the returned results. I have implemented a complete system (called "Dwarf") and performed an extensive experimental evaluation that demonstrated tremendous improvements over existing methods for all aspects of performing analysis -initial computation, storing, querying and updating it. I have extended my research to the "data-streaming" model where updates are performed on-line, exacerbating any concurrent analysis but has a very high impact on applications like security, network management/monitoring router traffic control and sensor networks. I have devised streaming algorithms that provide complex statistics within user-specified relative-error bounds over a data stream. I introduced the class of "distinct implicated statistics", which is much more general than the established class of "distinct count" statistics. The latter has been proved invaluable in applications such as analyzing and monitoring the distinct count of species in a population or even in query optimization. The "distinct implicated statistics" class provides invaluable information about the correlations in the stream and is necessary for applications such as security. My algorithms are designed to use bounded amounts of memory and processing -so that they can even be implemented in hardware for resource-limited environments such as network-routers or sensors- and also to work in "noisy" environments, where some data may be flawed either implicitly due to the extraction process or explicitly

Modelling Web Usage in a Changing Environment

Eiben, A.E. [Promotor]Kowalczyk, W. [Copromotor

Efficient Algorithms to Compute Hierarchical Summaries from Big Data Streams

Many data stream applications have hierarchical data; containing time, geographic locations, product information, clickstreams, server logs, IP addresses. A hierarchical summary of such volumous data offers multiple advantages including compactness, quick understanding, and abstraction. The goal of this thesis is to design algorithmic approaches for summarizing hierarchical data streams. First, this thesis provides a theoretical analysis of the benchmark hierarchical heavy hitters' algorithms and uncovers their shortcomings such as requiring high theoretical memory, updates and coverage problem. To address these shortcomings, this thesis proposes efficient algorithms which offer deterministic estimation accuracy using O(η/ε) worst-case memory and O(η) worst-case time complexity per item, where ε ∈ [0,1] is a user defined parameter and η is a small constant derived from the data. The proposed hierarchical heavy hitters' algorithms are shown to have improved significantly over existing algorithms both theoretically as well as empirically. Next, this thesis introduces a new concept called hierarchically correlated heavy hitters, which is different from existing hierarchical summarization techniques. The thesis provides a formal definition of the proposed concept and compares it with existing hierarchical summarization approaches both at definition level and empirically. It also proposes an efficient hierarchy-aware algorithm for computing hierarchically correlated heavy hitters. The proposed algorithm offers deterministic estimation accuracy using O(η / (ε_p * ε_s )) worst-case memory and O(η) worst-case time complexity per item, where η is as defined previously, and ε_p ∈ [0,1], ε_s ∈ [0,1] are other user defined parameters. Finally, the thesis proposes a special hierarchical data structure and algorithm to summarize spatiotemporal data. It can be used to extract interesting and useful patterns from high-speed spatiotemporal data streams at multiple spatial and temporal granularities. Theoretical and empirical analysis are provided, which show that the proposed data structure is very efficient concerning data storage and response to queries. It updates a single item in O(1) time and responds to a point query in O(1) time. Importantly, the memory requirement of the proposed data structure is independent of the size of the data and only depends on user-supplied parameters ψ ⃗ and φ ⃗. In summary, this thesis provides a general framework consisting of a set of algorithms and data structures to compute hierarchical summaries of the big data streams. All of the proposed algorithms exploit a lattice structure built from the hierarchical attributes of the data to compute different hierarchical summaries, which can be used to address various data analytic issues in many emerging applications

New Fundamental Technologies in Data Mining

The progress of data mining technology and large public popularity establish a need for a comprehensive text on the subject. The series of books entitled by "Data Mining" address the need by presenting in-depth description of novel mining algorithms and many useful applications. In addition to understanding each section deeply, the two books present useful hints and strategies to solving problems in the following chapters. The contributing authors have highlighted many future research directions that will foster multi-disciplinary collaborations and hence will lead to significant development in the field of data mining

The Design and Implementation of Low-Latency Prediction Serving Systems

Machine learning is being deployed in a growing number of applications which demand real- time, accurate, and cost-efficient predictions under heavy query load. These applications employ a variety of machine learning frameworks and models, often composing several models within the same application. However, most machine learning frameworks and systems are optimized for model training and not deployment.In this thesis, I discuss three prediction serving systems designed to meet the needs of modern interactive machine learning applications. The key idea in this work is to utilize a decoupled, layered design that interposes systems on top of training frameworks to build low-latency, scalable serving systems. Velox introduced this decoupled architecture to enable fast online learning and model personalization in response to feedback. Clipper generalized this system architecture to be framework-agnostic and introduced a set of optimizations to reduce and bound prediction latency and improve prediction throughput, accuracy, and robustness without modifying the underlying machine learning frameworks. And InferLine provisions and manages the individual stages of prediction pipelines to minimize cost while meeting end-to-end tail latency constraints