Recursive Sketching For Frequency Moments

In a ground-breaking paper, Indyk and Woodruff (STOC 05) showed how to compute $F_k$ (for $k>2$) in space complexity O(\mbox{\em poly-log}(n,m)\cdot n^{1-\frac2k}), which is optimal up to (large) poly-logarithmic factors in $n$ and $m$, where $m$ is the length of the stream and $n$ is the upper bound on the number of distinct elements in a stream. The best known lower bound for large moments is $\Omega(\log(n)n^{1-\frac2k})$. A follow-up work of Bhuvanagiri, Ganguly, Kesh and Saha (SODA 2006) reduced the poly-logarithmic factors of Indyk and Woodruff to $O(\log^2(m)\cdot (\log n+ \log m)\cdot n^{1-{2\over k}})$. Further reduction of poly-log factors has been an elusive goal since 2006, when Indyk and Woodruff method seemed to hit a natural "barrier." Using our simple recursive sketch, we provide a different yet simple approach to obtain a $O(\log(m)\log(nm)\cdot (\log\log n)^4\cdot n^{1-{2\over k}})$ algorithm for constant $\epsilon$ (our bound is, in fact, somewhat stronger, where the $(\log\log n)$ term can be replaced by any constant number of $\log$ iterations instead of just two or three, thus approaching $log^*n$. Our bound also works for non-constant $\epsilon$ (for details see the body of the paper). Further, our algorithm requires only $4$-wise independence, in contrast to existing methods that use pseudo-random generators for computing large frequency moments

Stream Aggregation Through Order Sampling

This is paper introduces a new single-pass reservoir weighted-sampling stream aggregation algorithm, Priority-Based Aggregation (PBA). While order sampling is a powerful and e cient method for weighted sampling from a stream of uniquely keyed items, there is no current algorithm that realizes the benefits of order sampling in the context of stream aggregation over non-unique keys. A naive approach to order sample regardless of key then aggregate the results is hopelessly inefficient. In distinction, our proposed algorithm uses a single persistent random variable across the lifetime of each key in the cache, and maintains unbiased estimates of the key aggregates that can be queried at any point in the stream. The basic approach can be supplemented with a Sample and Hold pre-sampling stage with a sampling rate adaptation controlled by PBA. This approach represents a considerable reduction in computational complexity compared with the state of the art in adapting Sample and Hold to operate with a fixed cache size. Concerning statistical properties, we prove that PBA provides unbiased estimates of the true aggregates. We analyze the computational complexity of PBA and its variants, and provide a detailed evaluation of its accuracy on synthetic and trace data. Weighted relative error is reduced by 40% to 65% at sampling rates of 5% to 17%, relative to Adaptive Sample and Hold; there is also substantial improvement for rank queriesComment: 10 page

Distributed Data Summarization in Well-Connected Networks

We study distributed algorithms for some fundamental problems in data summarization. Given a communication graph G of n nodes each of which may hold a value initially, we focus on computing sum_{i=1}^N g(f_i), where f_i is the number of occurrences of value i and g is some fixed function. This includes important statistics such as the number of distinct elements, frequency moments, and the empirical entropy of the data. In the CONGEST~ model, a simple adaptation from streaming lower bounds shows that it requires Omega~(D+ n) rounds, where D is the diameter of the graph, to compute some of these statistics exactly. However, these lower bounds do not hold for graphs that are well-connected. We give an algorithm that computes sum_{i=1}^{N} g(f_i) exactly in {tau_{G}} * 2^{O(sqrt{log n})} rounds where {tau_{G}} is the mixing time of G. This also has applications in computing the top k most frequent elements. We demonstrate that there is a high similarity between the GOSSIP~ model and the CONGEST~ model in well-connected graphs. In particular, we show that each round of the GOSSIP~ model can be simulated almost perfectly in O~({tau_{G}}) rounds of the CONGEST~ model. To this end, we develop a new algorithm for the GOSSIP~ model that 1 +/- epsilon approximates the p-th frequency moment F_p = sum_{i=1}^N f_i^p in O~(epsilon^{-2} n^{1-k/p}) roundsfor p >= 2, when the number of distinct elements F_0 is at most O(n^{1/(k-1)}). This result can be translated back to the CONGEST~ model with a factor O~({tau_{G}}) blow-up in the number of rounds

Approximating Subadditive Hadamard Functions on Implicit Matrices

An important challenge in the streaming model is to maintain small-space approximations of entrywise functions performed on a matrix that is generated by the outer product of two vectors given as a stream. In other works, streams typically define matrices in a standard way via a sequence of updates, as in the work of Woodruff (2014) and others. We describe the matrix formed by the outer product, and other matrices that do not fall into this category, as implicit matrices. As such, we consider the general problem of computing over such implicit matrices with Hadamard functions, which are functions applied entrywise on a matrix. In this paper, we apply this generalization to provide new techniques for identifying independence between two vectors in the streaming model. The previous state of the art algorithm of Braverman and Ostrovsky (2010) gave a $(1 \pm \epsilon)$-approximation for the $L_1$ distance between the product and joint distributions, using space $O(\log^{1024}(nm) \epsilon^{-1024})$, where $m$ is the length of the stream and $n$ denotes the size of the universe from which stream elements are drawn. Our general techniques include the $L_1$ distance as a special case, and we give an improved space bound of $O(\log^{12}(n) \log^{2}({nm \over \epsilon})\epsilon^{-7})$

Approximate Near Neighbors for General Symmetric Norms

We show that every symmetric normed space admits an efficient nearest neighbor search data structure with doubly-logarithmic approximation. Specifically, for every $n$, $d = n^{o(1)}$, and every $d$-dimensional symmetric norm $\|\cdot\|$, there exists a data structure for $\mathrm{poly}(\log \log n)$-approximate nearest neighbor search over $\|\cdot\|$ for $n$-point datasets achieving $n^{o(1)}$ query time and $n^{1+o(1)}$ space. The main technical ingredient of the algorithm is a low-distortion embedding of a symmetric norm into a low-dimensional iterated product of top-$k$ norms. We also show that our techniques cannot be extended to general norms.Comment: 27 pages, 1 figur