Bayesian Optimization for Probabilistic Programs

We present the first general purpose framework for marginal maximum a posteriori estimation of probabilistic program variables. By using a series of code transformations, the evidence of any probabilistic program, and therefore of any graphical model, can be optimized with respect to an arbitrary subset of its sampled variables. To carry out this optimization, we develop the first Bayesian optimization package to directly exploit the source code of its target, leading to innovations in problem-independent hyperpriors, unbounded optimization, and implicit constraint satisfaction; delivering significant performance improvements over prominent existing packages. We present applications of our method to a number of tasks including engineering design and parameter optimization

Supporting Scientific Analytics under Data Uncertainty and Query Uncertainty

Data management is becoming increasingly important in many applications, in particular, in large scientific databases where (1) data can be naturally modeled by continuous random variables, and (2) queries can involve complex predicates and/or be difficult for users to express explicitly. My thesis work aims to provide efficient support to both the data uncertainty and the query uncertainty . When data is uncertain, an important class of queries requires query answers to be returned if their existence probabilities pass a threshold. I start with optimizing such threshold query processing for continuous uncertain data in the relational model by (i) expediting selections by reducing dimensionality of integration and using faster filters, (ii) expediting joins using new indexes on uncertain data, and (iii) optimizing a query plan using a dynamic, per-tuple based approach. Evaluation results using real-world data and benchmark queries show the accuracy and efficiency of my techniques and the dynamic query planning has over 50% performance gains in most cases over a state-of-the-art threshold query optimizer and is very close to the optimal planning in all cases. Next I address uncertain data management in the array model, which has gained popu- larity for scientific data processing recently due to performance benefits. I define the formal semantics of array operations on uncertain data involving both value uncertainty within individual tuples and position uncertainty regarding where a tuple should belong in an array given uncertain dimension attributes, and propose a suite of storage and evaluation strategies for array operators, with a focus on a novel scheme that bounds the overhead of querying by strategically placing a few replicas of the tuples with large variances. Evaluation results show that for common workloads, my best-performing techniques outperform baselines up to 1 to 2 orders of magnitude while incurring only small storage overhead. Finally, to bridge the increasing gap between the fast growth of data and the limited human ability to comprehend data and help the user retrieve high-value content from data more effectively, I propose to build interactive data exploration as a new database service, using an approach called “explore-by-example”. To build an effective system, my work is grounded in a rigorous SVM-based active learning framework and focuses on the following three problems: (i) accuracy-based and convergence-based stopping criteria, (ii) expediting example acquisition in each iteration, and (iii) expediting the final result retrieval. Evaluation results using real-world data and query patterns show that my system significantly outperforms state-of-the-art systems in accuracy (18x accuracy improvement for 4-dimensional workloads) while achieving desired efficiency for interactive exploration (2 to 5 seconds per iteration)

Subgraph Pattern Matching over Uncertain Graphs with Identity Linkage Uncertainty

There is a growing need for methods which can capture uncertainties and answer queries over graph-structured data. Two common types of uncertainty are uncertainty over the attribute values of nodes and uncertainty over the existence of edges. In this paper, we combine those with identity uncertainty. Identity uncertainty represents uncertainty over the mapping from objects mentioned in the data, or references, to the underlying real-world entities. We propose the notion of a probabilistic entity graph (PEG), a probabilistic graph model that defines a distribution over possible graphs at the entity level. The model takes into account node attribute uncertainty, edge existence uncertainty, and identity uncertainty, and thus enables us to systematically reason about all three types of uncertainties in a uniform manner. We introduce a general framework for constructing a PEG given uncertain data at the reference level and develop highly efficient algorithms to answer subgraph pattern matching queries in this setting. Our algorithms are based on two novel ideas: context-aware path indexing and reduction by join-candidates, which drastically reduce the query search space. A comprehensive experimental evaluation shows that our approach outperforms baseline implementations by orders of magnitude

Supporting User-Defined Functions on Uncertain Data

Uncertain data management has become crucial in many sensing and scientific applications. As user-defined functions (UDFs) become widely used in these applications, an important task is to capture result uncertainty for queries that evaluate UDFs on uncertain data. In this work, we provide a general framework for supporting UDFs on uncertain data. Specifically, we propose a learning approach based on Gaussian processes (GPs) to compute approximate output distributions of a UDF when evaluated on uncertain input, with guaranteed error bounds. We also devise an online algorithm to compute such output distributions, which employs a suite of optimizations to improve accuracy and performance. Our evaluation using both real-world and synthetic functions shows that our proposed GP approach can outperform the state-of-the-art sampling approach with up to two orders of magnitude improvement for a variety of UDFs. 1