45,000 research outputs found
Sampling-Based Query Re-Optimization
Despite of decades of work, query optimizers still make mistakes on
"difficult" queries because of bad cardinality estimates, often due to the
interaction of multiple predicates and correlations in the data. In this paper,
we propose a low-cost post-processing step that can take a plan produced by the
optimizer, detect when it is likely to have made such a mistake, and take steps
to fix it. Specifically, our solution is a sampling-based iterative procedure
that requires almost no changes to the original query optimizer or query
evaluation mechanism of the system. We show that this indeed imposes low
overhead and catches cases where three widely used optimizers (PostgreSQL and
two commercial systems) make large errors.Comment: This is the extended version of a paper with the same title and
authors that appears in the Proceedings of the ACM SIGMOD International
Conference on Management of Data (SIGMOD 2016
Learned Cardinalities: Estimating Correlated Joins with Deep Learning
We describe a new deep learning approach to cardinality estimation. MSCN is a
multi-set convolutional network, tailored to representing relational query
plans, that employs set semantics to capture query features and true
cardinalities. MSCN builds on sampling-based estimation, addressing its
weaknesses when no sampled tuples qualify a predicate, and in capturing
join-crossing correlations. Our evaluation of MSCN using a real-world dataset
shows that deep learning significantly enhances the quality of cardinality
estimation, which is the core problem in query optimization.Comment: CIDR 2019. https://github.com/andreaskipf/learnedcardinalitie
Distributed top-k aggregation queries at large
Top-k query processing is a fundamental building block for efficient ranking in a large number of applications. Efficiency is a central issue, especially for distributed settings, when the data is spread across different nodes in a network. This paper introduces novel optimization methods for top-k aggregation queries in such distributed environments. The optimizations can be applied to all algorithms that fall into the frameworks of the prior TPUT and KLEE methods. The optimizations address three degrees of freedom: 1) hierarchically grouping input lists into top-k operator trees and optimizing the tree structure, 2) computing data-adaptive scan depths for different input sources, and 3) data-adaptive sampling of a small subset of input sources in scenarios with hundreds or thousands of query-relevant network nodes. All optimizations are based on a statistical cost model that utilizes local synopses, e.g., in the form of histograms, efficiently computed convolutions, and estimators based on order statistics. The paper presents comprehensive experiments, with three different real-life datasets and using the ns-2 network simulator for a packet-level simulation of a large Internet-style network
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
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
- …