Compressing Tabular Data via Pairwise Dependencies
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1 Compressing Tabular Data via Pairwise Dependencies Amir Ingber, Yahoo! Research TCE Conference, June 22, 2017 Joint work with Dmitri Pavlichin, Tsachy Weissman (Stanford)
2 Huge datasets: everywhere - Internet - Science - Media - At Yahoo: - More than 100k servers in ~36 clusters - More than 800PB of storage - Lots of data, always want to store more
3 Compressing big data: does it matter? It s big: Example: storing event log ~1B events / day x 6 months Stored for analytics / machine learning It s expensive Cost of storing 1 PB: around $300k/ year e.g. on AWS
4 Lossless compression: dictionary methods Typical compression: gzip (DEFLATE) - Based on LZ77 + Huffman - Popular, fast - Recent variants: zstd (FB, 2015), Brotli (Google, 2015), - Good at: detecting temporal dependencies, e.g. text Main idea: find repetitions in sliding window the brown fox jumped over the brownish jumping bear the brown fox jumped over 26,9 ish 25,5 ing bear
5 Tabular data Typical dataset: A table - Each row has several fields, complex dependencies - Example: UserID Age Location Device Time DocID iphone 7 9pm ipad pro 10am Temporal dependencies? - Cross-field dependencies?
6 Entropy coding 101 Given: a stream of i.i.d. symbols of a R.V. X: Encode each symbol as a (prefix free) bit string of variable length More frequent symbols à shorter codeword Theorem: avg. code length H ( X) = p( x)log x 1 p x ( ) Huffman code: optimal. Rate Better: Arithmetic coding Approaches entropy Requires: distribution Black box p( x) H ( X) +1bit
7 Assumptions: Records in the table are i.i.d. Only dependence between fields [ X 1, X 2,..., X n ] Example: independence P X1 X 2...X n (x 1, x 2,..., x n ) = P Xi (x i ) Expected compression rate: Fine print: for each RV, need to save i H ( X i ) per record The distribution and/or codebook (Huffman / Arith. coder) A dictionary (to translate back to the original values) n i=1
8 Fancier models: Bayesian networks Bayes net DAG with n nodes Nodes are the RVs, Edges model (conditional) independence X 1 X 3 X 2 X 4 P(x 1, x 2, x 3, x 4 ) = P(x 1 )P(x 2 x 1 )P(x 3 x 1 )P(x 4 x 2 x 3 ) Dense graph àmore general Compression rate: H(X 1 )+ H(X 2 X 1 )+H(X 3 X 1 )+ H(X 4 X 2 X 3 ) Usage for compression: compress according to the graph edges Metadata: larger codebooks / distributions (conditional!) Not a new idea [e.g. Davies & Moore, KDD 99]
9 How to choose a Bayes Net for compression? Another assumption: Each node can only have a single parent DAG è Tree Simpler compression Conditioned only on a single RV Compression rate: Best tree? ( ) + H(X i X j ) H X root X 1 X 3 X 2 X 4 P(x 1, x 2, x 3, x 4 ) = P(x 1 )P(x 2 x 1 )P(x 3 x 1 )P(x 4 x 2 ) = H ( X i ) I X i ; X j Edges(i, j) i=1 Edges(i, j) n ( )
10 Searching for the best tree Rate: ( ) + H(X i X j ) H X root Edges(i, j) n = H ( X i ) I X i ; X j i=1 Edges(i, j) ( ) Algorithm: Calculate Set I ( X i ; X j ), 1 i, j n ( ) w ij = I X i, X j Find minimum spanning tree! ( ) Efficient algorithms exist O n 2 [Fredman & Tarjan, 1987] Also: minimizes the KL divergence w.r.t. to the true distribution. Known as a Chow-Liu Tree [Chow & Liu, 1968] Extensions exist [e.g. Williamson, 2000]
11 Example: MST with Mutual Information Weights UserID DocID UserID Age Location Device Time DocID Location Time iphone 7 9pm ipad pro 10am Device Age
12 Chow Liu compression in real life X i X j Compressing given : For each possible x j, store P Xi X j x j ( ) entropy code Dataset not infinite metadata takes space! Example: 1B records, two variables with size 10k, 100k à Conditional distribution of size 1B values (comparable to dataset itself) à Then maybe choosing these two is not the best idea metadata
13 Revised Chow-Liu tree Take into account model size Actual rate: ( ) + H(X i X j ) H X root n 1 = H ( X i ) I ( X i ; X j ) + # rows Size P X i X j Edges(i, j) à Revised weights for the Chow-Liu tree: w ij = I ( X i, X j ) + i=1 1 Edges(i, j) ( ) # rows Size P X i X j ( ) Negative gain? à might opt to drop dependencies à forest
14 Example: MST with Mutual Information Weights w ij = I ( X i, X j ) w ij = I ( X i, X j ) + 1 # rows Size ( P X i X j ) UserID DocID UserID DocID Location Time Location Time Device Age Device Age entropy code entropy code metadata metadata
15 Storing the metadata How to store the distribution P(X Y)? - Naïve: save entire matrix - Lossless compression: gzip / utilize sparsity - Lossy compression!
16 Improvements: Lossy model compression Compressing X given Y : (compression is still lossless) True distribution: Lossy representation results in distorted distribution Code rate: Want Q XY Related to MDL P XY H ( X Y ) + D( P X Y Q X Y P X ) + to minimize both model storage size and divergence! Can be used to modify edge weights 1 # rows Size ( Q X Y ) Q XY
17 Proposed approach: Add a virtual variable with a small alphabet size, s.t. X Z Y P XY (x, y) z Q Y Z (y z)q X Z (x z)q Z (z) Storage size decreased from X Y to ( X + Y ) Z Z : controls tradeoff between two objectives Finding Q Y Z (y z),q X Z (x z),q Z (z) { } Iterate through the three terms, minimize KL divergence, repeat until convergence Not optimal! Optimization is hard Similar in spirit to [Lee & Seung,NIPS 2001]
18 Example: Criteo dataset A Kaggle competition for click prediction by Criteo Dataset: 45M records Mutual information: Chow Liu Tree:
19 Example: Criteo dataset Variables 3 and 8 have large alphabet 5,500 and 14k (vs 16M records) à can t store conditional distribution Results of NNMF:
20 Experiments Datasets: machine learning, US census, etc. #features: #lines: 60K 45M Current version: MST with adjusted weights Sparse encoding of metadata + lossless comp.
21
22 Speed vs. compression efficiency
23 Summary Dataset compression via probabilistic assumptions Bayes nets, Chow-Liu Trees Metadata encoding +weight modification Lossless compression via lossy model compression Add a new RV with a Markov restriction Balance metadata size vs. model inaccuracy Take home message: Choose right metric Revisit old ideas
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