arXiv subjects

Vladimir Braverman

Publications and source records attributed to Vladimir Braverman.

At least 109 records · Page 6Linked to original sources

arXiv2018

Scalable Streaming Tools for Analyzing $N$-body Simulations: Finding Halos and Investigating Excursion Sets in One Pass

Cosmological $N$-body simulations play a vital role in studying models for the evolution of the Universe. To compare to observations and make a scientific inference, statistic analysis on large simulation datasets, e.g., finding halos, obtaining multi-point correlation functions, is crucial. However, traditional in-memory methods for these tasks do not scale to the datasets that are forbiddingly large in modern simulations. Our prior paper proposes memory-efficient streaming algorithms that can find the largest halos in a simulation with up to $10^9$ particles on a small server or desktop. However, this approach fails when directly scaling to larger datasets. This paper presents a robust streaming tool that leverages state-of-the-art techniques on GPU boosting, sampling, and parallel I/O, to significantly improve performance and scalability. Our rigorous analysis of the sketch parameters improves the previous results from finding the centers of the $10^3$ largest halos to $\sim 10^4-10^5$, and reveals the trade-offs between memory, running time and number of halos. Our experiments show that our tool can scale to datasets with up to $\sim 10^{12}$ particles while using less than an hour of running time on a single GPU Nvidia GTX 1080.

astro-ph.IM↗

arXiv2018

Revisiting Frequency Moment Estimation in Random Order Streams

We revisit one of the classic problems in the data stream literature, namely, that of estimating the frequency moments $F_p$ for $0 < p < 2$ of an underlying $n$-dimensional vector presented as a sequence of additive updates in a stream. It is well-known that using $p$-stable distributions one can approximate any of these moments up to a multiplicative $(1+ε)$-factor using $O(ε^{-2} \log n)$ bits of space, and this space bound is optimal up to a constant factor in the turnstile streaming model. We show that surprisingly, if one instead considers the popular random-order model of insertion-only streams, in which the updates to the underlying vector arrive in a random order, then one can beat this space bound and achieve $\tilde{O}(ε^{-2} + \log n)$ bits of space, where the $\tilde{O}$ hides poly$(\log(1/ε) + \log \log n)$ factors. If $ε^{-2} \approx \log n$, this represents a roughly quadratic improvement in the space achievable in turnstile streams. Our algorithm is in fact deterministic, and we show our space bound is optimal up to poly$(\log(1/ε) + \log \log n)$ factors for deterministic algorithms in the random order model. We also obtain a similar improvement in space for $p = 2$ whenever $F_2 \gtrsim \log n\cdot F_1$.

cs.DS↗

arXiv2017

Approximate Convex Hull of Data Streams

Given a finite set of points $P \subseteq \mathbb{R}^d$, we would like to find a small subset $S \subseteq P$ such that the convex hull of $S$ approximately contains $P$. More formally, every point in $P$ is within distance $ε$ from the convex hull of $S$. Such a subset $S$ is called an $ε$-hull. Computing an $ε$-hull is an important problem in computational geometry, machine learning, and approximation algorithms. In many real world applications, the set $P$ is too large to fit in memory. We consider the streaming model where the algorithm receives the points of $P$ sequentially and strives to use a minimal amount of memory. Existing streaming algorithms for computing an $ε$-hull require $O(ε^{-(d-1)/2})$ space, which is optimal for a worst-case input. However, this ignores the structure of the data. The minimal size of an $ε$-hull of $P$, which we denote by $\text{OPT}$, can be much smaller. A natural question is whether a streaming algorithm can compute an $ε$-hull using only $O(\text{OPT})$ space. We begin with lower bounds that show that it is not possible to have a single-pass streaming algorithm that computes an $ε$-hull with $O(\text{OPT})$ space. We instead propose three relaxations of the problem for which we can compute $ε$-hulls using space near-linear to the optimal size. Our first algorithm for points in $\mathbb{R}^2$ that arrive in random-order uses $O(\log n\cdot \text{OPT})$ space. Our second algorithm for points in $\mathbb{R}^2$ makes $O(\log(\frac{1}ε))$ passes before outputting the $ε$-hull and requires $O(\text{OPT})$ space. Our third algorithm for points in $\mathbb{R}^d$ for any fixed dimension $d$ outputs an $ε$-hull for all but $δ$-fraction of directions and requires $O(\text{OPT} \cdot \log \text{OPT})$ space.

cs.CG↗

arXiv2017

Online Factorization and Partition of Complex Networks From Random Walks

Finding the reduced-dimensional structure is critical to understanding complex networks. Existing approaches such as spectral clustering are applicable only when the full network is explicitly observed. In this paper, we focus on the online factorization and partition of implicit large-scale networks based on observations from an associated random walk. We formulate this into a nonconvex stochastic factorization problem and propose an efficient and scalable stochastic generalized Hebbian algorithm. The algorithm is able to process dependent state-transition data dynamically generated by the underlying network and learn a low-dimensional representation for each vertex. By applying a diffusion approximation analysis, we show that the continuous-time limiting process of the stochastic algorithm converges globally to the "principal components" of the Markov chain and achieves a nearly optimal sample complexity. Once given the learned low-dimensional representations, we further apply clustering techniques to recover the network partition. We show that when the associated Markov process is lumpable, one can recover the partition exactly with high probability. We apply the proposed approach to model the traffic flow of Manhattan as city-wide random walks. By using our algorithm to analyze the taxi trip data, we discover a latent partition of the Manhattan city that closely matches the traffic dynamics.

cs.LG↗

arXiv2017

BPTree: an $\ell_2$ heavy hitters algorithm using constant memory

The task of finding heavy hitters is one of the best known and well studied problems in the area of data streams. One is given a list $i_1,i_2,\ldots,i_m\in[n]$ and the goal is to identify the items among $[n]$ that appear frequently in the list. In sub-polynomial space, the strongest guarantee available is the $\ell_2$ guarantee, which requires finding all items that occur at least $ε\|f\|_2$ times in the stream, where the vector $f\in\mathbb{R}^n$ is the count histogram of the stream with $i$th coordinate equal to the number of times~$i$ appears $f_i:=\#\{j\in[m]:i_j=i\}$. The first algorithm to achieve the $\ell_2$ guarantee was the CountSketch of [CCF04], which requires $O(ε^{-2}\log n)$ words of memory and $O(\log n)$ update time and is known to be space-optimal if the stream allows for deletions. The recent work of [BCIW16] gave an improved algorithm for insertion-only streams, using only $O(ε^{-2}\logε^{-1}\log\log n)$ words of memory. In this work, we give an algorithm \bptree for $\ell_2$ heavy hitters in insertion-only streams that achieves $O(ε^{-2}\logε^{-1})$ words of memory and $O(\logε^{-1})$ update time, which is the optimal dependence on $n$ and $m$. In addition, we describe an algorithm for tracking $\|f\|_2$ at all times with $O(ε^{-2})$ memory and update time. Our analyses rely on bounding the expected supremum of a Bernoulli process involving Rademachers with limited independence, which we accomplish via a Dudley-like chaining argument that may have applications elsewhere.

cs.DS↗

arXiv2017

Streaming Symmetric Norms via Measure Concentration

We characterize the streaming space complexity of every symmetric norm $l$ (a norm on $\mathbb{R}^n$ invariant under sign-flips and coordinate-permutations), by relating this space complexity to the measure-concentration characteristics of $l$. Specifically, we provide nearly matching upper and lower bounds on the space complexity of calculating a $(1\pmε)$-approximation to the norm of the stream, for every $0<ε\leq 1/2$. (The bounds match up to $poly(ε^{-1} \log n)$ factors.) We further extend those bounds to any large approximation ratio $D\geq 1.1$, showing that the decrease in space complexity is proportional to $D^2$, and that this factor the best possible. All of the bounds depend on the median of $l(x)$ when $x$ is drawn uniformly from the $l_2$ unit sphere. The same median governs many phenomena in high-dimensional spaces, such as large-deviation bounds and the critical dimension in Dvoretzky's Theorem. The family of symmetric norms contains several well-studied norms, such as all $l_p$~norms, and indeed we provide a new explanation for the disparity in space complexity between $p\le 2$ and $p>2$. In addition, we apply our general results to easily derive bounds for several norms that were not studied before in the streaming model, including the top-$k$ norm and the $k$-support norm, which was recently employed for machine learning tasks. Overall, these results make progress on two outstanding problems in the area of sublinear algorithms (Problems 5 and 30 in~\url{http://sublinear.info}).

cs.DS↗

arXiv2017

Clustering High Dimensional Dynamic Data Streams

We present data streaming algorithms for the $k$-median problem in high-dimensional dynamic geometric data streams, i.e. streams allowing both insertions and deletions of points from a discrete Euclidean space $\{1, 2, \ldots Δ\}^d$. Our algorithms use $k ε^{-2} poly(d \log Δ)$ space/time and maintain with high probability a small weighted set of points (a coreset) such that for every set of $k$ centers the cost of the coreset $(1+ε)$-approximates the cost of the streamed point set. We also provide algorithms that guarantee only positive weights in the coreset with additional logarithmic factors in the space and time complexities. We can use this positively-weighted coreset to compute a $(1+ε)$-approximation for the $k$-median problem by any efficient offline $k$-median algorithm. All previous algorithms for computing a $(1+ε)$-approximation for the $k$-median problem over dynamic data streams required space and time exponential in $d$. Our algorithms can be generalized to metric spaces of bounded doubling dimension.

cs.DS↗

arXiv2016

Streaming Space Complexity of Nearly All Functions of One Variable on Frequency Vectors

A central problem in the theory of algorithms for data streams is to determine which functions on a stream can be approximated in sublinear, and especially sub-polynomial or poly-logarithmic, space. Given a function $g$, we study the space complexity of approximating $\sum_{i=1}^n g(|f_i|)$, where $f\in\mathbb{Z}^n$ is the frequency vector of a turnstile stream. This is a generalization of the well-known frequency moments problem, and previous results apply only when $g$ is monotonic or has a special functional form. Our contribution is to give a condition such that, except for a narrow class of functions $g$, there is a space-efficient approximation algorithm for the sum if and only if $g$ satisfies the condition. The functions $g$ that we are able to characterize include all convex, concave, monotonic, polynomial, and trigonometric functions, among many others, and is the first such characterization for non-monotonic functions. Thus, for nearly all functions of one variable, we answer the open question from the celebrated paper of Alon, Matias and Szegedy (1996).

cs.DS↗

arXiv2015

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 $(1 \pm ε)$-approximation for the $L_1$ distance between the product and joint distributions, using space $O(\log^{1024}(nm) ε^{-1024})$, 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 $O(\log^{12}(n) \log^{2}({nm \over ε})ε^{-7})$.

cs.DS↗

arXiv2015

Beating CountSketch for Heavy Hitters in Insertion Streams

Given a stream $p_1, \ldots, p_m$ of items from a universe $\mathcal{U}$, which, without loss of generality we identify with the set of integers $\{1, 2, \ldots, n\}$, we consider the problem of returning all $\ell_2$-heavy hitters, i.e., those items $j$ for which $f_j \geq ε\sqrt{F_2}$, where $f_j$ is the number of occurrences of item $j$ in the stream, and $F_2 = \sum_{i \in [n]} f_i^2$. Such a guarantee is considerably stronger than the $\ell_1$-guarantee, which finds those $j$ for which $f_j \geq εm$. In 2002, Charikar, Chen, and Farach-Colton suggested the {\sf CountSketch} data structure, which finds all such $j$ using $Θ(\log^2 n)$ bits of space (for constant $ε> 0$). The only known lower bound is $Ω(\log n)$ bits of space, which comes from the need to specify the identities of the items found. In this paper we show it is possible to achieve $O(\log n \log \log n)$ bits of space for this problem. Our techniques, based on Gaussian processes, lead to a number of other new results for data streams, including (1) The first algorithm for estimating $F_2$ simultaneously at all points in a stream using only $O(\log n\log\log n)$ bits of space, improving a natural union bound and the algorithm of Huang, Tai, and Yi (2014). (2) A way to estimate the $\ell_{\infty}$ norm of a stream up to additive error $ε\sqrt{F_2}$ with $O(\log n\log\log n)$ bits of space, resolving Open Question 3 from the IITK 2006 list for insertion only streams.

cs.DS↗

arXiv2015

Weighted Sampling Without Replacement from Data Streams

Weighted sampling without replacement has proved to be a very important tool in designing new algorithms. Efraimidis and Spirakis (IPL 2006) presented an algorithm for weighted sampling without replacement from data streams. Their algorithm works under the assumption of precise computations over the interval [0,1]. Cohen and Kaplan (VLDB 2008) used similar methods for their bottom-k sketches. Efraimidis and Spirakis ask as an open question whether using finite precision arithmetic impacts the accuracy of their algorithm. In this paper we show a method to avoid this problem by providing a precise reduction from k-sampling without replacement to k-sampling with replacement. We call the resulting method Cascade Sampling.

cs.DS↗

arXiv2015

A Unified Approach for Clustering Problems on Sliding Windows

We explore clustering problems in the streaming sliding window model in both general metric spaces and Euclidean space. We present the first polylogarithmic space $O(1)$-approximation to the metric $k$-median and metric $k$-means problems in the sliding window model, answering the main open problem posed by Babcock, Datar, Motwani and O'Callaghan, which has remained unanswered for over a decade. Our algorithm uses $O(k^3 \log^6 n)$ space and $\operatorname{poly}(k, \log n)$ update time. This is an exponential improvement on the space required by the technique due to Babcock, et al. We introduce a data structure that extends smooth histograms as introduced by Braverman and Ostrovsky to operate on a broader class of functions. In particular, we show that using only polylogarithmic space we can maintain a summary of the current window from which we can construct an $O(1)$-approximate clustering solution. Merge-and-reduce is a generic method in computational geometry for adapting offline algorithms to the insertion-only streaming model. Several well-known coreset constructions are maintainable in the insertion-only streaming model using this method, including well-known coreset techniques for the $k$-median, $k$-means in both low-and high-dimensional Euclidean spaces. Previous work has adapted these techniques to the insertion-deletion model, but translating them to the sliding window model has remained a challenge. We give the first algorithm that, given an insertion-only streaming coreset construction of space $s$, maintains a $(1\pmε)$-approximate coreset in the sliding window model using $O(s^2ε^{-2}\log n)$ space. For clustering problems, our results constitute the first significant step towards resolving problem number 20 from the List of Open Problems in Sublinear Algorithms.

cs.DS↗

arXiv2015

Universal sketches for the frequency negative moments and other decreasing streaming sums

Given a stream with frequencies $f_d$, for $d\in[n]$, we characterize the space necessary for approximating the frequency negative moments $F_p=\sum |f_d|^p$, where $p<0$ and the sum is taken over all items $d\in[n]$ with nonzero frequency, in terms of $n$, $ε$, and $m=\sum |f_d|$. To accomplish this, we actually prove a much more general result. Given any nonnegative and nonincreasing function $g$, we characterize the space necessary for any streaming algorithm that outputs a $(1\pmε)$-approximation to $\sum g(|f_d|)$, where again the sum is over items with nonzero frequency. The storage required is expressed in the form of the solution to a relatively simple nonlinear optimization problem, and the algorithm is universal for $(1\pmε)$-approximations to any such sum where the applied function is nonnegative, nonincreasing, and has the same or smaller space complexity as $g$. This partially answers an open question of Nelson (IITK Workshop Kanpur, 2009).

cs.DS↗

arXiv2014

Universal Streaming

Given a stream of data, a typical approach in streaming algorithms is to design a sophisticated algorithm with small memory that computes a specific statistic over the streaming data. Usually, if one wants to compute a different statistic after the stream is gone, it is impossible. But what if we want to compute a different statistic after the fact? In this paper, we consider the following fascinating possibility: can we collect some small amount of specific data during the stream that is "universal," i.e., where we do not know anything about the statistics we will want to later compute, other than the guarantee that had we known the statistic ahead of time, it would have been possible to do so with small memory? In other words, is it possible to collect some data in small space during the stream, such that any other statistic that can be computed with comparable space can be computed after the fact? This is indeed what we introduce (and show) in this paper with matching upper and lower bounds: we show that it is possible to collect universal statistics of polylogarithmic size, and prove that these universal statistics allow us after the fact to compute all other statistics that are computable with similar amounts of memory. We show that this is indeed possible, both for the standard unbounded streaming model and the sliding window streaming model.

cs.DS↗

arXiv2014

Approximating Large Frequency Moments with $O(n^{1-2/k})$ Bits

In this paper we consider the problem of approximating frequency moments in the streaming model. Given a stream $D = \{p_1,p_2,\dots,p_m\}$ of numbers from $\{1,\dots, n\}$, a frequency of $i$ is defined as $f_i = |\{j: p_j = i\}|$. The $k$-th \emph{frequency moment} of $D$ is defined as $F_k = \sum_{i=1}^n f_i^k$. In this paper we give an upper bound on the space required to find a $k$-th frequency moment of $O(n^{1-2/k})$ bits that matches, up to a constant factor, the lower bound of Woodruff and Zhang (STOC 12) for constant $ε$ and constant $k$. Our algorithm makes a single pass over the stream and works for any constant $k > 3$.

cs.DS↗

arXiv2013

How to Catch L_2-Heavy-Hitters on Sliding Windows

Finding heavy-elements (heavy-hitters) in streaming data is one of the central, and well-understood tasks. Despite the importance of this problem, when considering the sliding windows model of streaming (where elements eventually expire) the problem of finding L_2-heavy elements has remained completely open despite multiple papers and considerable success in finding L_1-heavy elements. In this paper, we develop the first poly-logarithmic-memory algorithm for finding L_2-heavy elements in sliding window model. Since L_2 heavy elements play a central role for many fundamental streaming problems (such as frequency moments), we believe our method would be extremely useful for many sliding-windows algorithms and applications. For example, our technique allows us not only to find L_2-heavy elements, but also heavy elements with respect to any L_p for 0 2 this task is impossible. Our method may have other applications as well. We demonstrate a broader applicability of our novel yet simple method on two additional examples: we show how to obtain a sliding window approximation of other properties such as the similarity of two streams, or the fraction of elements that appear exactly a specified number of times within the window (the rarity problem). In these two illustrative examples of our method, we replace the current expected memory bounds with worst case bounds.

cs.DS↗

arXiv2013

How Hard is Counting Triangles in the Streaming Model

The problem of (approximately) counting the number of triangles in a graph is one of the basic problems in graph theory. In this paper we study the problem in the streaming model. We study the amount of memory required by a randomized algorithm to solve this problem. In case the algorithm is allowed one pass over the stream, we present a best possible lower bound of $Ω(m)$ for graphs $G$ with $m$ edges on $n$ vertices. If a constant number of passes is allowed, we show a lower bound of $Ω(m/T)$, $T$ the number of triangles. We match, in some sense, this lower bound with a 2-pass $O(m/T^{1/3})$-memory algorithm that solves the problem of distinguishing graphs with no triangles from graphs with at least $T$ triangles. We present a new graph parameter $ρ(G)$ -- the triangle density, and conjecture that the space complexity of the triangles problem is $Ω(m/ρ(G))$. We match this by a second algorithm that solves the distinguishing problem using $O(m/ρ(G))$-memory.

cs.DS↗

arXiv2012

Approximating Large Frequency Moments with Pick-and-Drop Sampling

Given data stream $D = \{p_1,p_2,...,p_m\}$ of size $m$ of numbers from $\{1,..., n\}$, the frequency of $i$ is defined as $f_i = |\{j: p_j = i\}|$. The $k$-th \emph{frequency moment} of $D$ is defined as $F_k = \sum_{i=1}^n f_i^k$. We consider the problem of approximating frequency moments in insertion-only streams for $k\ge 3$. For any constant $c$ we show an $O(n^{1-2/k}\log(n)\log^{(c)}(n))$ upper bound on the space complexity of the problem. Here $\log^{(c)}(n)$ is the iterative $\log$ function. To simplify the presentation, we make the following assumptions: $n$ and $m$ are polynomially far; approximation error $ε$ and parameter $k$ are constants. We observe a natural bijection between streams and special matrices. Our main technical contribution is a non-uniform sampling method on matrices. We call our method a \emph{pick-and-drop sampling}; it samples a heavy element (i.e., element $i$ with frequency $Ω(F_k)$) with probability $Ω(1/n^{1-2/k})$ and gives approximation $\tilde{f_i} \ge (1-ε)f_i$. In addition, the estimations never exceed the real values, that is $ \tilde{f_j} \le f_j$ for all $j$. As a result, we reduce the space complexity of finding a heavy element to $O(n^{1-2/k}\log(n))$ bits. We apply our method of recursive sketches and resolve the problem with $O(n^{1-2/k}\log(n)\log^{(c)}(n))$ bits.

cs.DS↗