SearcharxivSearch

arXiv · 2102.04462

Learning-augmented count-min sketches via Bayesian nonparametrics

Abstract

The count-min sketch (CMS) is a time and memory efficient randomized data structure that provides estimates of tokens' frequencies in a data stream of tokens, i.e. point queries, based on random hashed data. A learning-augmented version of the CMS, referred to as CMS-DP, has been proposed by Cai, Mitzenmacher and Adams (\textit{NeurIPS} 2018), and it relies on Bayesian nonparametric (BNP) modeling of the data stream of tokens via a Dirichlet process (DP) prior, with estimates of a point query being obtained as suitable mean functionals of the posterior distribution of the point query, given the hashed data. While the CMS-DP has proved to improve on some aspects of CMS, it has the major drawback of arising from a ``constructive" proof that builds upon arguments tailored to the DP prior, namely arguments that are not usable for other nonparametric priors. In this paper, we present a ``Bayesian" proof of the CMS-DP that has the main advantage of building upon arguments that are usable, in principle, within a broad class of nonparametric priors arising from normalized completely random measures. This result leads to develop a novel learning-augmented CMS under power-law data streams, referred to as CMS-PYP, which relies on BNP modeling of the data stream of tokens via a Pitman-Yor process (PYP) prior. Under this more general framework, we apply the arguments of the ``Bayesian" proof of the CMS-DP, suitably adapted to the PYP prior, in order to compute the posterior distribution of a point query, given the hashed data. Applications to synthetic data and real textual data show that the CMS-PYP outperforms the CMS and the CMS-DP in estimating low-frequency tokens, which are known to be of critical interest in textual data, and it is competitive with respect to a variation of the CMS designed for low-frequency tokens. An extension of our BNP approach to more general queries is also discussed.

Explore related subjects

Keep this discovery

BibTeXRIS

Emanuele Dolera, Stefano Favaro, Stefano Peluchetti. 2021-02-08. Learning-augmented count-min sketches via Bayesian nonparametrics. https://arxiv.org/abs/2102.04462

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

A Hilbert-Valued Functional Decomposition Framework for Explaining Time-Dependent Outputs

Feature-based explanations quantify features' influence on model predictions, but are primarily designed for scalar outputs. In many applications, however, outputs are functional or multivariate, such as time-dependent trajectories in demand forecasting. Consequently, existing approaches typically explain each output location independently, ignoring dependencies across the output components. We address this limitation by developing a unified framework for feature-based explanations of time-dependent outputs. Specifically, we generalize functional decomposition to Hilbert-valued prediction functions and extend an existing feature-based explanation framework to this setting. Our framework introduces kernel-based output representations that enable time-dependency-aware explanations at multiple levels of temporal granularity, including time-specific, time-resolved, and time-aggregated, while providing a unified view in which existing methods arise as special cases. We validate our framework on synthetic and real-world data, including intraday financial market volatility prediction and energy demand forecasting.

stat.ML

Risk-Averse Decision Making with Multi-Level Reliability Guarantees

Many applications in engineering, including wireless broadcasting, require designs that provide performance certificates at different target outage levels. This paper studies the problem of maximizing the weighted average of such certificates in the presence of uncertainty about the true system state. The problem is shown to be equivalent to an optimization over nested prediction sets, connecting to the literature on conformal prediction and extending prior art on single-level risk-averse decision making. Furthermore, we derive a dual formulation that decouples optimization across input values. Numerical experiments on a diversity-based wireless transmission system illustrate the cost of enforcing multi-level certificates with a single shared policy and trace the Pareto trade-off between multiple reliability levels.

stat.ML

A distribution-free certification framework for trustworthy crash-severity prediction

Crash-severity models inform screening, dispatch and site prioritization, yet are deployed without a finite-sample statement of what one prediction means. Off-the-shelf guarantees fail here, because the features that make crash severity distinctive defeat them: the KABCO outcome is ordinal, the recorded label is a field assessment agreeing with medical severity about half the time, erring in a structured way, and deployment crosses jurisdictions and years calibration never saw. We develop a certification layer that wraps any severity model unmodified, with distribution-free guarantees using this structure: contiguous ordinal sets that read as "B or worse"; per-class validity for any pre-declared partition, with an oracle efficiency characterization; transfer of coverage to unobserved true severity through a declared reporting band, with a worst-case sharpness result; a one-sided certificate under deployment shift; and severity-weighted risk control. The guarantees compose with an attributable slack budget. The same analysis bounds what certification can achieve. A certified set's informativeness is governed by a functional of the true law that no base model can evade and that cannot be lower-bounded distribution-free; given a declared misreporting channel identified from record-linkage data, a nonvacuous lower bound on that floor becomes computable. On 5.2 million Texas records across seven base models spanning four decades, the layer attaches identical validity and certifies, on the vulnerable road users, a model-independent floor on set width that no base model beats, separating it from a remainder that stays bounded but distribution-free unidentifiable. The framework is released as an open-source package with theorem-level tests.

stat.ML