A Bandit Approach to Maximum Inner Product Search

There has been substantial research on sub-linear time approximate algorithms for Maximum Inner Product Search (MIPS). To achieve fast query time, state-of-the-art techniques require significant preprocessing, which can be a burden when the number of subsequent queries is not sufficiently large to amortize the cost. Furthermore, existing methods do not have the ability to directly control the suboptimality of their approximate results with theoretical guarantees. In this paper, we propose the first approximate algorithm for MIPS that does not require any preprocessing, and allows users to control and bound the suboptimality of the results. We cast MIPS as a Best Arm Identification problem, and introduce a new bandit setting that can fully exploit the special structure of MIPS. Our approach outperforms state-of-the-art methods on both synthetic and real-world datasets.Comment: AAAI 201

Revisiting Projection-Free Optimization for Strongly Convex Constraint Sets

We revisit the Frank-Wolfe (FW) optimization under strongly convex constraint sets. We provide a faster convergence rate for FW without line search, showing that a previously overlooked variant of FW is indeed faster than the standard variant. With line search, we show that FW can converge to the global optimum, even for smooth functions that are not convex, but are quasi-convex and locally-Lipschitz. We also show that, for the general case of (smooth) non-convex functions, FW with line search converges with high probability to a stationary point at a rate of $O\left(\frac{1}{t}\right)$, as long as the constraint set is strongly convex -- one of the fastest convergence rates in non-convex optimization.Comment: Extended version of paper accepted at AAAI-19, 19 pages, 10 figure

BlinkDB: queries with bounded errors and bounded response times on very large data

In this paper, we present BlinkDB, a massively parallel, approximate query engine for running interactive SQL queries on large volumes of data. BlinkDB allows users to trade-off query accuracy for response time, enabling interactive queries over massive data by running queries on data samples and presenting results annotated with meaningful error bars. To achieve this, BlinkDB uses two key ideas: (1) an adaptive optimization framework that builds and maintains a set of multi-dimensional stratified samples from original data over time, and (2) a dynamic sample selection strategy that selects an appropriately sized sample based on a query's accuracy or response time requirements. We evaluate BlinkDB against the well-known TPC-H benchmarks and a real-world analytic workload derived from Conviva Inc., a company that manages video distribution over the Internet. Our experiments on a 100 node cluster show that BlinkDB can answer queries on up to 17 TBs of data in less than 2 seconds (over 200 x faster than Hive), within an error of 2-10%.National Science Foundation (U.S.) (CISE Expeditions Award CCF-1139158)United States. Defense Advanced Research Projects Agency (XData Award FA8750-12-2-0331)

Blink and it's done: Interactive queries on very large data

In this demonstration, we present BlinkDB, a massively parallel, sampling-based approximate query processing framework for running interactive queries on large volumes of data. The key observation in BlinkDB is that one can make reasonable decisions in the absence of perfect answers. BlinkDB extends the Hive/HDFS stack and can handle the same set of SPJA (selection, projection, join and aggregate) queries as supported by these systems. BlinkDB provides real-time answers along with statistical error guarantees, and can scale to petabytes of data and thousands of machines in a fault-tolerant manner. Our experiments using the TPC-H benchmark and on an anonymized real-world video content distribution workload from Conviva Inc. show that BlinkDB can execute a wide range of queries up to 150x faster than Hive on MapReduce and 10--150x faster than Shark (Hive on Spark) over tens of terabytes of data stored across 100 machines, all with an error of 2--10%.National Science Foundation (U.S.) (CISE Expeditions Award CCF-1139158)QUALCOMM Inc.Amazon.com (Firm)Google (Firm)SAP CorporationBlue GojiCisco Systems, Inc.Cloudera, Inc.Ericsson, Inc.General Electric CompanyHewlett-Packard CompanyIntel CorporationMarkLogic CorporationMicrosoft CorporationNetAppOracle CorporationSplunk Inc.VMware, Inc.United States. Defense Advanced Research Projects Agency (Contract FA8650-11-C-7136

Knowing when you're wrong: Building fast and reliable approximate query processing systems

Modern data analytics applications typically process massive amounts of data on clusters of tens, hundreds, or thousands of machines to support near-real-time decisions.The quantity of data and limitations of disk and memory bandwidth often make it infeasible to deliver answers at interactive speeds. However, it has been widely observed that many applications can tolerate some degree of inaccuracy. This is especially true for exploratory queries on data, where users are satisfied with "close-enough" answers if they can come quickly. A popular technique for speeding up queries at the cost of accuracy is to execute each query on a sample of data, rather than the whole dataset. To ensure that the returned result is not too inaccurate, past work on approximate query processing has used statistical techniques to estimate "error bars" on returned results. However, existing work in the sampling-based approximate query processing (S-AQP) community has not validated whether these techniques actually generate accurate error bars for real query workloads. In fact, we find that error bar estimation often fails on real world production workloads. Fortunately, it is possible to quickly and accurately diagnose the failure of error estimation for a query. In this paper, we show that it is possible to implement a query approximation pipeline that produces approximate answers and reliable error bars at interactive speeds.National Science Foundation (U.S.) (CISE Expeditions Award CCF-1139158)Lawrence Berkeley National Laboratory (Award 7076018)United States. Defense Advanced Research Projects Agency (XData Award FA8750-12-2-0331)Amazon.com (Firm)Google (Firm)SAP CorporationThomas and Stacey Siebel FoundationApple Computer, Inc.Cisco Systems, Inc.Cloudera, Inc.EMC CorporationEricsson, Inc.Facebook (Firm

A Comprehensive Benchmark Framework for Active Learning Methods in Entity Matching

Entity Matching (EM) is a core data cleaning task, aiming to identify different mentions of the same real-world entity. Active learning is one way to address the challenge of scarce labeled data in practice, by dynamically collecting the necessary examples to be labeled by an Oracle and refining the learned model (classifier) upon them. In this paper, we build a unified active learning benchmark framework for EM that allows users to easily combine different learning algorithms with applicable example selection algorithms. The goal of the framework is to enable concrete guidelines for practitioners as to what active learning combinations will work well for EM. Towards this, we perform comprehensive experiments on publicly available EM datasets from product and publication domains to evaluate active learning methods, using a variety of metrics including EM quality, #labels and example selection latencies. Our most surprising result finds that active learning with fewer labels can learn a classifier of comparable quality as supervised learning. In fact, for several of the datasets, we show that there is an active learning combination that beats the state-of-the-art supervised learning result. Our framework also includes novel optimizations that improve the quality of the learned model by roughly 9% in terms of F1-score and reduce example selection latencies by up to 10x without affecting the quality of the model.Comment: accepted for publication in ACM-SIGMOD 2020, 15 page