DROP: Dimensionality Reduction Optimization for Time Series

Dimensionality reduction is a critical step in scaling machine learning pipelines. Principal component analysis (PCA) is a standard tool for dimensionality reduction, but performing PCA over a full dataset can be prohibitively expensive. As a result, theoretical work has studied the effectiveness of iterative, stochastic PCA methods that operate over data samples. However, termination conditions for stochastic PCA either execute for a predetermined number of iterations, or until convergence of the solution, frequently sampling too many or too few datapoints for end-to-end runtime improvements. We show how accounting for downstream analytics operations during DR via PCA allows stochastic methods to efficiently terminate after operating over small (e.g., 1%) subsamples of input data, reducing whole workload runtime. Leveraging this, we propose DROP, a DR optimizer that enables speedups of up to 5x over Singular-Value-Decomposition-based PCA techniques, and exceeds conventional approaches like FFT and PAA by up to 16x in end-to-end workloads

FLASH: Randomized Algorithms Accelerated over CPU-GPU for Ultra-High Dimensional Similarity Search

We present FLASH (\textbf{F}ast \textbf{L}SH \textbf{A}lgorithm for \textbf{S}imilarity search accelerated with \textbf{H}PC), a similarity search system for ultra-high dimensional datasets on a single machine, that does not require similarity computations and is tailored for high-performance computing platforms. By leveraging a LSH style randomized indexing procedure and combining it with several principled techniques, such as reservoir sampling, recent advances in one-pass minwise hashing, and count based estimations, we reduce the computational and parallelization costs of similarity search, while retaining sound theoretical guarantees. We evaluate FLASH on several real, high-dimensional datasets from different domains, including text, malicious URL, click-through prediction, social networks, etc. Our experiments shed new light on the difficulties associated with datasets having several million dimensions. Current state-of-the-art implementations either fail on the presented scale or are orders of magnitude slower than FLASH. FLASH is capable of computing an approximate k-NN graph, from scratch, over the full webspam dataset (1.3 billion nonzeros) in less than 10 seconds. Computing a full k-NN graph in less than 10 seconds on the webspam dataset, using brute-force ($n^2D$), will require at least 20 teraflops. We provide CPU and GPU implementations of FLASH for replicability of our results

Unsupervised User Stance Detection on Twitter

We present a highly effective unsupervised framework for detecting the stance of prolific Twitter users with respect to controversial topics. In particular, we use dimensionality reduction to project users onto a low-dimensional space, followed by clustering, which allows us to find core users that are representative of the different stances. Our framework has three major advantages over pre-existing methods, which are based on supervised or semi-supervised classification. First, we do not require any prior labeling of users: instead, we create clusters, which are much easier to label manually afterwards, e.g., in a matter of seconds or minutes instead of hours. Second, there is no need for domain- or topic-level knowledge either to specify the relevant stances (labels) or to conduct the actual labeling. Third, our framework is robust in the face of data skewness, e.g., when some users or some stances have greater representation in the data. We experiment with different combinations of user similarity features, dataset sizes, dimensionality reduction methods, and clustering algorithms to ascertain the most effective and most computationally efficient combinations across three different datasets (in English and Turkish). We further verified our results on additional tweet sets covering six different controversial topics. Our best combination in terms of effectiveness and efficiency uses retweeted accounts as features, UMAP for dimensionality reduction, and Mean Shift for clustering, and yields a small number of high-quality user clusters, typically just 2--3, with more than 98\% purity. The resulting user clusters can be used to train downstream classifiers. Moreover, our framework is robust to variations in the hyper-parameter values and also with respect to random initialization

A quick search method for audio signals based on a piecewise linear representation of feature trajectories

This paper presents a new method for a quick similarity-based search through long unlabeled audio streams to detect and locate audio clips provided by users. The method involves feature-dimension reduction based on a piecewise linear representation of a sequential feature trajectory extracted from a long audio stream. Two techniques enable us to obtain a piecewise linear representation: the dynamic segmentation of feature trajectories and the segment-based Karhunen-L\'{o}eve (KL) transform. The proposed search method guarantees the same search results as the search method without the proposed feature-dimension reduction method in principle. Experiment results indicate significant improvements in search speed. For example the proposed method reduced the total search time to approximately 1/12 that of previous methods and detected queries in approximately 0.3 seconds from a 200-hour audio database.Comment: 20 pages, to appear in IEEE Transactions on Audio, Speech and Language Processin

Filaments of Meaning in Word Space

Word space models, in the sense of vector space models built on distributional data taken from texts, are used to model semantic relations between words. We argue that the high dimensionality of typical vector space models lead to unintuitive effects on modeling likeness of meaning and that the local structure of word spaces is where interesting semantic relations reside. We show that the local structure of word spaces has substantially different dimensionality and character than the global space and that this structure shows potential to be exploited for further semantic analysis using methods for local analysis of vector space structure rather than globally scoped methods typically in use today such as singular value decomposition or principal component analysis

HD-Index: Pushing the Scalability-Accuracy Boundary for Approximate kNN Search in High-Dimensional Spaces

Nearest neighbor searching of large databases in high-dimensional spaces is inherently difficult due to the curse of dimensionality. A flavor of approximation is, therefore, necessary to practically solve the problem of nearest neighbor search. In this paper, we propose a novel yet simple indexing scheme, HD-Index, to solve the problem of approximate k-nearest neighbor queries in massive high-dimensional databases. HD-Index consists of a set of novel hierarchical structures called RDB-trees built on Hilbert keys of database objects. The leaves of the RDB-trees store distances of database objects to reference objects, thereby allowing efficient pruning using distance filters. In addition to triangular inequality, we also use Ptolemaic inequality to produce better lower bounds. Experiments on massive (up to billion scale) high-dimensional (up to 1000+) datasets show that HD-Index is effective, efficient, and scalable.Comment: PVLDB 11(8):906-919, 201

Advances in Feature Selection with Mutual Information

The selection of features that are relevant for a prediction or classification problem is an important problem in many domains involving high-dimensional data. Selecting features helps fighting the curse of dimensionality, improving the performances of prediction or classification methods, and interpreting the application. In a nonlinear context, the mutual information is widely used as relevance criterion for features and sets of features. Nevertheless, it suffers from at least three major limitations: mutual information estimators depend on smoothing parameters, there is no theoretically justified stopping criterion in the feature selection greedy procedure, and the estimation itself suffers from the curse of dimensionality. This chapter shows how to deal with these problems. The two first ones are addressed by using resampling techniques that provide a statistical basis to select the estimator parameters and to stop the search procedure. The third one is addressed by modifying the mutual information criterion into a measure of how features are complementary (and not only informative) for the problem at hand