Efficient Bayesian Model Selection in PARAFAC via Stochastic Thermodynamic Integration

International audienceParallel factor analysis (PARAFAC) is one of the most popular tensor factorization models. Even though it has proven successful in diverse application fields, the performance of PARAFAC usually hinges up on the rank of the factorization, which is typically specified manually by the practitioner. In this study, we develop a novel parallel and distributed Bayesian model selection technique for rank estimation in large-scale PARAFAC models. The proposed approach integrates ideas from the emerging field of stochastic gradient Markov Chain Monte Carlo, statistical physics, and distributed stochastic optimization. As opposed to the existing methods, which are based on some heuristics, our method has a clear mathematical interpretation, and has significantly lower computational requirements, thanks to data subsampling and parallelization. We provide formal theoretical analysis on the bias induced by the proposed approach. Our experiments on synthetic and large-scale real datasets show that our method is able to find the optimal model order while being significantly faster than the state-of-the-art

Privacy-preserving Distributed Analytics: Addressing the Privacy-Utility Tradeoff Using Homomorphic Encryption for Peer-to-Peer Analytics

Data is becoming increasingly valuable, but concerns over its security and privacy have limited its utility in analytics. Researchers and practitioners are constantly facing a privacy-utility tradeoff where addressing the former is often at the cost of the data utility and accuracy. In this paper, we draw upon mathematical properties of partially homomorphic encryption, a form of asymmetric key encryption scheme, to transform raw data from multiple sources into secure, yet structure-preserving encrypted data for use in statistical models, without loss of accuracy. We contribute to the literature by: i) proposing a method for secure and privacy-preserving analytics and illustrating its utility by implementing a secure and privacy-preserving version of Maximum Likelihood Estimator, “s-MLE”, and ii) developing a web-based framework for privacy-preserving peer-to-peer analytics with distributed datasets. Our study has widespread applications in sundry industries including healthcare, finance, e-commerce etc., and has multi-faceted implications for academics, businesses, and governments

Clustering in the Big Data Era: methods for efficient approximation, distribution, and parallelization

Data clustering is an unsupervised machine learning task whose objective is to group together similar items. As a versatile data mining tool, data clustering has numerous applications, such as object detection and localization using data from 3D laser-based sensors, finding popular routes using geolocation data, and finding similar patterns of electricity consumption using smart meters.The datasets in modern IoT-based applications are getting more and more challenging for conventional clustering schemes. Big Data is a term used to loosely describe hard-to-manage datasets. Particularly, large numbers of data points, high rates of data production, large numbers of dimensions, high skewness, and distributed data sources are aspects that challenge the classical data processing schemes, including clustering methods. This thesis contributes to efficient big data clustering for distributed and parallel computing architectures, representative of the processing environments in edge-cloud computing continuum. The thesis also proposes approximation techniques to cope with certain challenging aspects of big data.Regarding distributed clustering, the thesis proposes MAD-C, abbreviating Multi-stage Approximate Distributed Cluster-Combining. MAD-C leverages an approximation-based data synopsis that drastically lowers the required communication bandwidth among the distributed nodes and achieves multiplicative savings in computation time, compared to a baseline that centrally gathers and clusters the data. The thesis shows MAD-C can be used to detect and localize objects using data from distributed 3D laser-based sensors with high accuracy. Furthermore, the work in the thesis shows how to utilize MAD-C to efficiently detect the objects within a restricted area for geofencing purposes.Regarding parallel clustering, the thesis proposes a family of algorithms called PARMA-CC, abbreviating Parallel Multistage Approximate Cluster Combining. Using approximation-based data synopsis, PARMA-CC algorithms achieve scalability on multi-core systems by facilitating parallel execution of threads with limited dependencies which get resolved using fine-grained synchronization techniques. To further enhance the efficiency, PARMA-CC algorithms can be configured with respect to different data properties. Analytical and empirical evaluations show PARMA-CC algorithms achieve significantly higher scalability than the state-of-the-art methods while preserving a high accuracy.On parallel high dimensional clustering, the thesis proposes IP.LSH.DBSCAN, abbreviating Integrated Parallel Density-Based Clustering through Locality-Sensitive Hashing (LSH). IP.LSH.DBSCAN fuses the process of creating an LSH index into the process of data clustering, and it takes advantage of data parallelization and fine-grained synchronization. Analytical and empirical evaluations show IP.LSH.DBSCAN facilitates parallel density-based clustering of massive datasets using desired distance measures resulting in several orders of magnitude lower latency than state-of-the-art for high dimensional data.In essence, the thesis proposes methods and algorithmic implementations targeting the problem of big data clustering and applications using distributed and parallel processing. The proposed methods (available as open source software) are extensible and can be used in combination with other methods