Stochastic Query Covering for Fast Approximate Document Retrieval

We design algorithms that, given a collection of documents and a distribution over user queries, return a small subset of the document collection in such a way that we can efficiently provide high-quality answers to user queries using only the selected subset. This approach has applications when space is a constraint or when the query-processing time increases significantly with the size of the collection. We study our algorithms through the lens of stochastic analysis and prove that even though they use only a small fraction of the entire collection, they can provide answers to most user queries, achieving a performance close to the optimal. To complement our theoretical findings, we experimentally show the versatility of our approach by considering two important cases in the context of Web search. In the first case, we favor the retrieval of documents that are relevant to the query, whereas in the second case we aim for document diversification. Both the theoretical and the experimental analysis provide strong evidence of the potential value of query covering in diverse application scenarios

QuPARA: Query-Driven Large-Scale Portfolio Aggregate Risk Analysis on MapReduce

Stochastic simulation techniques are used for portfolio risk analysis. Risk portfolios may consist of thousands of reinsurance contracts covering millions of insured locations. To quantify risk each portfolio must be evaluated in up to a million simulation trials, each capturing a different possible sequence of catastrophic events over the course of a contractual year. In this paper, we explore the design of a flexible framework for portfolio risk analysis that facilitates answering a rich variety of catastrophic risk queries. Rather than aggregating simulation data in order to produce a small set of high-level risk metrics efficiently (as is often done in production risk management systems), the focus here is on allowing the user to pose queries on unaggregated or partially aggregated data. The goal is to provide a flexible framework that can be used by analysts to answer a wide variety of unanticipated but natural ad hoc queries. Such detailed queries can help actuaries or underwriters to better understand the multiple dimensions (e.g., spatial correlation, seasonality, peril features, construction features, and financial terms) that can impact portfolio risk. We implemented a prototype system, called QuPARA (Query-Driven Large-Scale Portfolio Aggregate Risk Analysis), using Hadoop, which is Apache's implementation of the MapReduce paradigm. This allows the user to take advantage of large parallel compute servers in order to answer ad hoc risk analysis queries efficiently even on very large data sets typically encountered in practice. We describe the design and implementation of QuPARA and present experimental results that demonstrate its feasibility. A full portfolio risk analysis run consisting of a 1,000,000 trial simulation, with 1,000 events per trial, and 3,200 risk transfer contracts can be completed on a 16-node Hadoop cluster in just over 20 minutes.Comment: 9 pages, IEEE International Conference on Big Data (BigData), Santa Clara, USA, 201

Interactive Submodular Set Cover

We introduce a natural generalization of submodular set cover and exact active learning with a finite hypothesis class (query learning). We call this new problem interactive submodular set cover. Applications include advertising in social networks with hidden information. We give an approximation guarantee for a novel greedy algorithm and give a hardness of approximation result which matches up to constant factors. We also discuss negative results for simpler approaches and present encouraging early experimental results.Comment: 15 pages, 1 figur

Stochastic Analysis of a Churn-Tolerant Structured Peer-to-Peer Scheme

We present and analyze a simple and general scheme to build a churn (fault)-tolerant structured Peer-to-Peer (P2P) network. Our scheme shows how to "convert" a static network into a dynamic distributed hash table(DHT)-based P2P network such that all the good properties of the static network are guaranteed with high probability (w.h.p). Applying our scheme to a cube-connected cycles network, for example, yields a $O(\log N)$ degree connected network, in which every search succeeds in $O(\log N)$ hops w.h.p., using $O(\log N)$ messages, where $N$ is the expected stable network size. Our scheme has an constant storage overhead (the number of nodes responsible for servicing a data item) and an $O(\log N)$ overhead (messages and time) per insertion and essentially no overhead for deletions. All these bounds are essentially optimal. While DHT schemes with similar guarantees are already known in the literature, this work is new in the following aspects: (1) It presents a rigorous mathematical analysis of the scheme under a general stochastic model of churn and shows the above guarantees; (2) The theoretical analysis is complemented by a simulation-based analysis that validates the asymptotic bounds even in moderately sized networks and also studies performance under changing stable network size; (3) The presented scheme seems especially suitable for maintaining dynamic structures under churn efficiently. In particular, we show that a spanning tree of low diameter can be efficiently maintained in constant time and logarithmic number of messages per insertion or deletion w.h.p. Keywords: P2P Network, DHT Scheme, Churn, Dynamic Spanning Tree, Stochastic Analysis

Approximation Algorithms for Stochastic Boolean Function Evaluation and Stochastic Submodular Set Cover

Stochastic Boolean Function Evaluation is the problem of determining the value of a given Boolean function f on an unknown input x, when each bit of x_i of x can only be determined by paying an associated cost c_i. The assumption is that x is drawn from a given product distribution, and the goal is to minimize the expected cost. This problem has been studied in Operations Research, where it is known as "sequential testing" of Boolean functions. It has also been studied in learning theory in the context of learning with attribute costs. We consider the general problem of developing approximation algorithms for Stochastic Boolean Function Evaluation. We give a 3-approximation algorithm for evaluating Boolean linear threshold formulas. We also present an approximation algorithm for evaluating CDNF formulas (and decision trees) achieving a factor of O(log kd), where k is the number of terms in the DNF formula, and d is the number of clauses in the CNF formula. In addition, we present approximation algorithms for simultaneous evaluation of linear threshold functions, and for ranking of linear functions. Our function evaluation algorithms are based on reductions to the Stochastic Submodular Set Cover (SSSC) problem. This problem was introduced by Golovin and Krause. They presented an approximation algorithm for the problem, called Adaptive Greedy. Our main technical contribution is a new approximation algorithm for the SSSC problem, which we call Adaptive Dual Greedy. It is an extension of the Dual Greedy algorithm for Submodular Set Cover due to Fujito, which is a generalization of Hochbaum's algorithm for the classical Set Cover Problem. We also give a new bound on the approximation achieved by the Adaptive Greedy algorithm of Golovin and Krause

Knowledge Spaces and Learning Spaces

How to design automated procedures which (i) accurately assess the knowledge of a student, and (ii) efficiently provide advices for further study? To produce well-founded answers, Knowledge Space Theory relies on a combinatorial viewpoint on the assessment of knowledge, and thus departs from common, numerical evaluation. Its assessment procedures fundamentally differ from other current ones (such as those of S.A.T. and A.C.T.). They are adaptative (taking into account the possible correctness of previous answers from the student) and they produce an outcome which is far more informative than a crude numerical mark. This chapter recapitulates the main concepts underlying Knowledge Space Theory and its special case, Learning Space Theory. We begin by describing the combinatorial core of the theory, in the form of two basic axioms and the main ensuing results (most of which we give without proofs). In practical applications, learning spaces are huge combinatorial structures which may be difficult to manage. We outline methods providing efficient and comprehensive summaries of such large structures. We then describe the probabilistic part of the theory, especially the Markovian type processes which are instrumental in uncovering the knowledge states of individuals. In the guise of the ALEKS system, which includes a teaching component, these methods have been used by millions of students in schools and colleges, and by home schooled students. We summarize some of the results of these applications