arXiv subjects

Michael Mitzenmacher

Publications and source records attributed to Michael Mitzenmacher.

At least 91 records · Page 5Linked to original sources

arXiv2016

Voronoi Choice Games

We study novel variations of Voronoi games and associated random processes that we call Voronoi choice games. These games provide a rich framework for studying questions regarding the power of small numbers of choices in multi-player, competitive scenarios, and they further lead to many interesting, non-trivial random processes that appear worthy of study. As an example of the type of problem we study, suppose a group of $n$ miners are staking land claims through the following process: each miner has $m$ associated points independently and uniformly distributed on an underlying space, so the $k$th miner will have associated points $p_{k1},p_{k2},\ldots,p_{km}$. Each miner chooses one of these points as the base point for their claim. Each miner obtains mining rights for the area of the square that is closest to their chosen base, that is, they obtain the Voronoi cell corresponding to their chosen point in the Voronoi diagram of the $n$ chosen points. Each player's goal is simply to maximize the amount of land under their control. What can we say about the players' strategy and the equilibria of such games? In our main result, we derive bounds on the expected number of pure Nash equilibria for a variation of the 1-dimensional game on the circle where a player owns the arc starting from their point and moving clockwise to the next point. This result uses interesting properties of random arc lengths on circles, and demonstrates the challenges in analyzing these kinds of problems. We also provide several other related results. In particular, for the 1-dimensional game on the circle, we show that a pure Nash equilibrium always exists when each player owns the part of the circle nearest to their point, but it is NP-hard to determine whether a pure Nash equilibrium exists in the variant when each player owns the arc starting from their point clockwise to the next point.

cs.GT↗

arXiv2016

Better bounds for coalescing-branching random walks

Coalescing-branching random walks, or {\em cobra walks} for short, are a natural variant of random walks on graphs that can model the spread of disease through contacts or the spread of information in networks. In a $k$-cobra walk, at each time step a subset of the vertices are active; each active vertex chooses $k$ random neighbors (sampled independently and uniformly with replacement) that become active at the next step, and these are the only active vertices at the next step. A natural quantity to study for cobra walks is the cover time, which corresponds to the expected time when all nodes have become infected or received the disseminated information. In this work, we extend previous results for cobra walks in multiple ways. We show that the cover time for the 2-cobra walk on $[0,n]^d$ is $O(n)$ (where the order notation hides constant factors that depend on $d$); previous work had shown the cover time was $O(n \cdot polylog(n))$. We show that the cover time for a 2-cobra walk on an $n$-vertex $d$-regular graph with conductance $ϕ_G$ is $O(ϕ_G^{-2} \log^2 n)$, significantly generalizing a previous result that held only for expander graphs with sufficiently high expansion. And finally we show that the cover time for a 2-cobra walk on a graph with $n$ vertices is always $O(n^{11/4} \log n)$; this is the first result showing that the bound of $Θ(n^3)$ for the worst-case cover time for random walks can be beaten using 2-cobra walks.

cs.DS↗

arXiv2016

Space Lower Bounds for Itemset Frequency Sketches

Given a database, computing the fraction of rows that contain a query itemset or determining whether this fraction is above some threshold are fundamental operations in data mining. A uniform sample of rows is a good sketch of the database in the sense that all sufficiently frequent itemsets and their approximate frequencies are recoverable from the sample, and the sketch size is independent of the number of rows in the original database. For many seemingly similar problems there are better sketching algorithms than uniform sampling. In this paper we show that for itemset frequency sketching this is not the case. That is, we prove that there exist classes of databases for which uniform sampling is a space optimal sketch for approximate itemset frequency analysis, up to constant or iterated-logarithmic factors.

cs.DS↗

arXiv2016

2-Bit Random Projections, NonLinear Estimators, and Approximate Near Neighbor Search

The method of random projections has become a standard tool for machine learning, data mining, and search with massive data at Web scale. The effective use of random projections requires efficient coding schemes for quantizing (real-valued) projected data into integers. In this paper, we focus on a simple 2-bit coding scheme. In particular, we develop accurate nonlinear estimators of data similarity based on the 2-bit strategy. This work will have important practical applications. For example, in the task of near neighbor search, a crucial step (often called re-ranking) is to compute or estimate data similarities once a set of candidate data points have been identified by hash table techniques. This re-ranking step can take advantage of the proposed coding scheme and estimator. As a related task, in this paper, we also study a simple uniform quantization scheme for the purpose of building hash tables with projected data. Our analysis shows that typically only a small number of bits are needed. For example, when the target similarity level is high, 2 or 3 bits might be sufficient. When the target similarity level is not so high, it is preferable to use only 1 or 2 bits. Therefore, a 2-bit scheme appears to be overall a good choice for the task of sublinear time approximate near neighbor search via hash tables. Combining these results, we conclude that 2-bit random projections should be recommended for approximate near neighbor search and similarity estimation. Extensive experimental results are provided.

stat.ML↗

arXiv2015

Invertible Bloom Lookup Tables

We present a version of the Bloom filter data structure that supports not only the insertion, deletion, and lookup of key-value pairs, but also allows a complete listing of its contents with high probability, as long the number of key-value pairs is below a designed threshold. Our structure allows the number of key-value pairs to greatly exceed this threshold during normal operation. Exceeding the threshold simply temporarily prevents content listing and reduces the probability of a successful lookup. If later entries are deleted to return the structure below the threshold, everything again functions appropriately. We also show that simple variations of our structure are robust to certain standard errors, such as the deletion of a key without a corresponding insertion or the insertion of two distinct values for a key. The properties of our structure make it suitable for several applications, including database and networking applications that we highlight.

cs.DS↗

arXiv2015

Theoretical Foundations of Equitability and the Maximal Information Coefficient

The maximal information coefficient (MIC) is a tool for finding the strongest pairwise relationships in a data set with many variables (Reshef et al., 2011). MIC is useful because it gives similar scores to equally noisy relationships of different types. This property, called {\em equitability}, is important for analyzing high-dimensional data sets. Here we formalize the theory behind both equitability and MIC in the language of estimation theory. This formalization has a number of advantages. First, it allows us to show that equitability is a generalization of power against statistical independence. Second, it allows us to compute and discuss the population value of MIC, which we call MIC_*. In doing so we generalize and strengthen the mathematical results proven in Reshef et al. (2011) and clarify the relationship between MIC and mutual information. Introducing MIC_* also enables us to reason about the properties of MIC more abstractly: for instance, we show that MIC_* is continuous and that there is a sense in which it is a canonical "smoothing" of mutual information. We also prove an alternate, equivalent characterization of MIC_* that we use to state new estimators of it as well as an algorithm for explicitly computing it when the joint probability density function of a pair of random variables is known. Our hope is that this paper provides a richer theoretical foundation for MIC and equitability going forward. This paper will be accompanied by a forthcoming companion paper that performs extensive empirical analysis and comparison to other methods and discusses the practical aspects of both equitability and the use of MIC and its related statistics.

stat.ME↗

arXiv2015

Simple Multi-Party Set Reconciliation

As users migrate information to cloud storage, many distributed cloud-based services use multiple loosely consistent replicas of user information to avoid the high overhead of more tightly coupled synchronization. Periodically, the information must be synchronized, or reconciled. One can place this problem in the theoretical framework of {\em set reconciliation}: two parties $A_1$ and $A_2$ each hold a set of keys, named $S_1$ and $S_2$ respectively, and the goal is for both parties to obtain $S_1 \cup S_2$. Typically, set reconciliation is interesting algorithmically when sets are large but the set difference $|S_1-S_2|+|S_2-S_1|$ is small. In this setting the focus is on accomplishing reconciliation efficiently in terms of communication; ideally, the communication should depend on the size of the set difference, and not on the size of the sets. In this paper, we extend recent approaches using Invertible Bloom Lookup Tables (IBLTs) for set reconciliation to the multi-party setting. In this setting there are three or more parties $A_1,A_2,\ldots,A_n$ holding sets of keys $S_1,S_2,\ldots,S_n$ respectively, and the goal is for all parties to obtain $\cup_i S_i$. This could of course be done by pairwise reconciliations, but we seek more effective methods. Our methodology uses network coding techniques in conjunction with IBLTs, allowing efficiency in network utilization along with efficiency obtained by passing messages of size $O(|\cup_i S_i - \cap_i S_i|)$. Further, our approach can function even if the number of parties is not exactly known in advance, and in many cases can be used to determine which parties contain keys not in the joint union. By connecting reconciliation with network coding, we can allow for substantially more efficient reconciliation methods that apply to a number of natural distributed computing problems.

cs.DS↗

arXiv2015

More Analysis of Double Hashing for Balanced Allocations

With double hashing, for a key $x$, one generates two hash values $f(x)$ and $g(x)$, and then uses combinations $(f(x) +i g(x)) \bmod n$ for $i=0,1,2,...$ to generate multiple hash values in the range $[0,n-1]$ from the initial two. For balanced allocations, keys are hashed into a hash table where each bucket can hold multiple keys, and each key is placed in the least loaded of $d$ choices. It has been shown previously that asymptotically the performance of double hashing and fully random hashing is the same in the balanced allocation paradigm using fluid limit methods. Here we extend a coupling argument used by Lueker and Molodowitch to show that double hashing and ideal uniform hashing are asymptotically equivalent in the setting of open address hash tables to the balanced allocation setting, providing further insight into this phenomenon. We also discuss the potential for and bottlenecks limiting the use this approach for other multiple choice hashing schemes.

cs.DS↗

arXiv2014

Multi-Party Set Reconciliation Using Characteristic Polynomials

In the standard set reconciliation problem, there are two parties $A_1$ and $A_2$, each respectively holding a set of elements $S_1$ and $S_2$. The goal is for both parties to obtain the union $S_1 \cup S_2$. In many distributed computing settings the sets may be large but the set difference $|S_1-S_2|+|S_2-S_1|$ is small. In these cases one aims to achieve reconciliation efficiently in terms of communication; ideally, the communication should depend on the size of the set difference, and not on the size of the sets. Recent work has considered generalizations of the reconciliation problem to multi-party settings, using a framework based on a specific type of linear sketch called an Invertible Bloom Lookup Table. Here, we consider multi-party set reconciliation using the alternative framework of characteristic polynomials, which have previously been used for efficient pairwise set reconciliation protocols, and compare their performance with Invertible Bloom Lookup Tables for these problems.

cs.DS↗

arXiv2014

Parallel Peeling Algorithms

The analysis of several algorithms and data structures can be framed as a peeling process on a random hypergraph: vertices with degree less than k are removed until there are no vertices of degree less than k left. The remaining hypergraph is known as the k-core. In this paper, we analyze parallel peeling processes, where in each round, all vertices of degree less than k are removed. It is known that, below a specific edge density threshold, the k-core is empty with high probability. We show that, with high probability, below this threshold, only (log log n)/log(k-1)(r-1) + O(1) rounds of peeling are needed to obtain the empty k-core for r-uniform hypergraphs. Interestingly, we show that above this threshold, Omega(log n) rounds of peeling are required to find the non-empty k-core. Since most algorithms and data structures aim to peel to an empty k-core, this asymmetry appears fortunate. We verify the theoretical results both with simulation and with a parallel implementation using graphics processing units (GPUs). Our implementation provides insights into how to structure parallel peeling algorithms for efficiency in practice.

cs.DS↗

arXiv2014

A New Approach to Analyzing Robin Hood Hashing

Robin Hood hashing is a variation on open addressing hashing designed to reduce the maximum search time as well as the variance in the search time for elements in the hash table. While the case of insertions only using Robin Hood hashing is well understood, the behavior with deletions has remained open. Here we show that Robin Hood hashing can be analyzed under the framework of finite-level finite-dimensional jump Markov chains. This framework allows us to re-derive some past results for the insertion-only case with some new insight, as well as provide a new analysis for a standard deletion model, where we alternate between deleting a random old key and inserting a new one. In particular, we show that a simple but apparently unstudied approach for handling deletions with Robin Hood hashing offers good performance even under high loads.

cs.DS↗

arXiv2014

Wear Minimization for Cuckoo Hashing: How Not to Throw a Lot of Eggs into One Basket

We study wear-leveling techniques for cuckoo hashing, showing that it is possible to achieve a memory wear bound of $\log\log n+O(1)$ after the insertion of $n$ items into a table of size $Cn$ for a suitable constant $C$ using cuckoo hashing. Moreover, we study our cuckoo hashing method empirically, showing that it significantly improves on the memory wear performance for classic cuckoo hashing and linear probing in practice.

cs.DS↗

arXiv2014

Coding for Random Projections and Approximate Near Neighbor Search

This technical note compares two coding (quantization) schemes for random projections in the context of sub-linear time approximate near neighbor search. The first scheme is based on uniform quantization while the second scheme utilizes a uniform quantization plus a uniformly random offset (which has been popular in practice). The prior work compared the two schemes in the context of similarity estimation and training linear classifiers, with the conclusion that the step of random offset is not necessary and may hurt the performance (depending on the similarity level). The task of near neighbor search is related to similarity estimation with importance distinctions and requires own study. In this paper, we demonstrate that in the context of near neighbor search, the step of random offset is not needed either and may hurt the performance (sometimes significantly so, depending on the similarity and other parameters).

cs.LG↗

arXiv2014

Balanced Allocations and Double Hashing

Double hashing has recently found more common usage in schemes that use multiple hash functions. In double hashing, for an item $x$, one generates two hash values $f(x)$ and $g(x)$, and then uses combinations $(f(x) +k g(x)) \bmod n$ for $k=0,1,2,...$ to generate multiple hash values from the initial two. We first perform an empirical study showing that, surprisingly, the performance difference between double hashing and fully random hashing appears negligible in the standard balanced allocation paradigm, where each item is placed in the least loaded of $d$ choices, as well as several related variants. We then provide theoretical results that explain the behavior of double hashing in this context.

cs.DS↗

arXiv2013

Equitability Analysis of the Maximal Information Coefficient, with Comparisons

A measure of dependence is said to be equitable if it gives similar scores to equally noisy relationships of different types. Equitability is important in data exploration when the goal is to identify a relatively small set of strongest associations within a dataset as opposed to finding as many non-zero associations as possible, which often are too many to sift through. Thus an equitable statistic, such as the maximal information coefficient (MIC), can be useful for analyzing high-dimensional data sets. Here, we explore both equitability and the properties of MIC, and discuss several aspects of the theory and practice of MIC. We begin by presenting an intuition behind the equitability of MIC through the exploration of the maximization and normalization steps in its definition. We then examine the speed and optimality of the approximation algorithm used to compute MIC, and suggest some directions for improving both. Finally, we demonstrate in a range of noise models and sample sizes that MIC is more equitable than natural alternatives, such as mutual information estimation and distance correlation.

cs.LG↗

arXiv2013

Coding for Random Projections

The method of random projections has become very popular for large-scale applications in statistical learning, information retrieval, bio-informatics and other applications. Using a well-designed coding scheme for the projected data, which determines the number of bits needed for each projected value and how to allocate these bits, can significantly improve the effectiveness of the algorithm, in storage cost as well as computational speed. In this paper, we study a number of simple coding schemes, focusing on the task of similarity estimation and on an application to training linear classifiers. We demonstrate that uniform quantization outperforms the standard existing influential method (Datar et. al. 2004). Indeed, we argue that in many cases coding with just a small number of bits suffices. Furthermore, we also develop a non-uniform 2-bit coding scheme that generally performs well in practice, as confirmed by our experiments on training linear support vector machines (SVM).

cs.LG↗

arXiv2012

Biff (Bloom Filter) Codes : Fast Error Correction for Large Data Sets

Large data sets are increasingly common in cloud and virtualized environments. For example, transfers of multiple gigabytes are commonplace, as are replicated blocks of such sizes. There is a need for fast error-correction or data reconciliation in such settings even when the expected number of errors is small. Motivated by such cloud reconciliation problems, we consider error-correction schemes designed for large data, after explaining why previous approaches appear unsuitable. We introduce Biff codes, which are based on Bloom filters and are designed for large data. For Biff codes with a message of length $L$ and $E$ errors, the encoding time is $O(L)$, decoding time is $O(L + E)$ and the space overhead is $O(E)$. Biff codes are low-density parity-check codes; they are similar to Tornado codes, but are designed for errors instead of erasures. Further, Biff codes are designed to be very simple, removing any explicit graph structures and based entirely on hash tables. We derive Biff codes by a simple reduction from a set reconciliation algorithm for a recently developed data structure, invertible Bloom lookup tables. While the underlying theory is extremely simple, what makes this code especially attractive is the ease with which it can be implemented and the speed of decoding. We present results from a prototype implementation that decodes messages of 1 million words with thousands of errors in well under a second.

cs.DS↗

arXiv2012

An Economic Analysis of User-Privacy Options in Ad-Supported Services

We analyze the value to e-commerce website operators of offering privacy options to users, e.g., of allowing users to opt out of ad targeting. In particular, we assume that site operators have some control over the cost that a privacy option imposes on users and ask when it is to their advantage to make such costs low. We consider both the case of a single site and the case of multiple sites that compete both for users who value privacy highly and for users who value it less. One of our main results in the case of a single site is that, under normally distributed utilities, if a privacy-sensitive user is worth at least $\sqrt{2} - 1$ times as much to advertisers as a privacy-insensitive user, the site operator should strive to make the cost of a privacy option as low as possible. In the case of multiple sites, we show how a Prisoner's-Dilemma situation can arise: In the equilibrium in which both sites are obliged to offer a privacy option at minimal cost, both sites obtain lower revenue than they would if they colluded and neither offered a privacy option.

cs.GT↗