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Tracking the l_2 Norm with Constant Update Time

Abstract

The l_2 tracking problem is the task of obtaining a streaming algorithm that, given access to a stream of items a_1,a_2,a_3,... from a universe [n], outputs at each time t an estimate to the l_2 norm of the frequency vector f^{(t)}in R^n (where f^{(t)}_i is the number of occurrences of item i in the stream up to time t). The previous work [Braverman-Chestnut-Ivkin-Nelson-Wang-Woodruff, PODS 2017] gave a streaming algorithm with (the optimal) space using O(epsilon^{-2}log(1/delta)) words and O(epsilon^{-2}log(1/delta)) update time to obtain an epsilon-accurate estimate with probability at least 1-delta. We give the first algorithm that achieves update time of O(log 1/delta) which is independent of the accuracy parameter epsilon, together with the nearly optimal space using O(epsilon^{-2}log(1/delta)) words. Our algorithm is obtained using the Count Sketch of [Charilkar-Chen-Farach-Colton, ICALP 2002]

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