A Deterministic Algorithm for Summarizing Asynchronous Streams over a Sliding Window

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Transcription:

A Deermnsc Algorhm for Summarzng Asynchronous Sreams over a Sldng ndow Cosas Busch Rensselaer Polyechnc Insue Srkana Trhapura Iowa Sae Unversy

Oulne of Talk Inroducon Algorhm Analyss

Tme C Daa sream: 3 4 5 v v v3 v v 4 5 For smplcy assume un valued elemens 3

Mos recen me wndow of duraon C Daa sream: 3 4 5 v v v3 v v 4 5 Curren me Goal: Compue he sum of elemens wh me samps n me wndow [ C, C ] C v C 4

Example I: All packes on a nework lnk, manan he number of dfferen p sources n he las one hour Example II: Large daabase, connuously manan averages and frequency momens 5

Daa sream: 3 4 5 v v v3 v v 4 5 Synchronous sream : In ascendng order Asynchronous sream : No order guaraneed 6

hy Asynchronous Daa Sreams? Synchronous sream Nework Asynchronous sream Nework delay & mul-pah roung Synchronous Synchronous Asynchronous Merge w/o conrol 7

Processng Requremens: One pass processng Small workspace: poly-logarhmc n he sze of daa Fas processng me per elemen Approxmae answers are ok 8

Our resuls: A deermnsc daa aggregaon algorhm Tme: O logb log Space: O log B Relave Error: log log S log B X S 9

Prevous ork: [Daar, Gons, Indyk, Mowan. SIAM Journal on Compung, 00] Deermnsc, Synchronous Mergng buckes [Trhapura, Xu, Busch, PODC, 006] Randomzed, Asynchronous Random samplng 0

Oulne of Talk Inroducon Algorhm Analyss

C Daa sream: Tme 3 4 5 6 Curren me For smplcy assume un valued elemens

Mos recen me wndow of duraon C Daa sream: 3 4 5 6 Curren me Goal: Compue he sum of elemens wh me samps n me wndow [ C, C ] 3

3 4 Dvde me no perods of duraon 4

sldng wndow T 3 4 C The sldng wndow may span a mos wo me perods 5

sldng wndow S T lef S rgh 3 4 C S S S Sum can be wren as wo sub-sums In wo me perods 6

sldng wndow S T Dlef lef S rgh C Drgh 3 4 Daa srucure ha manans an esmae of In lef me perod S lef 7

S lef T D lef hou loss of Generaly, Consder daa srucure n me perod [, ] D lef 8

Daa srucure consss of varous levels D D lef D D L L s an upper bound of he sum n a perod 9

Consder level D Bucke a Level 0 Tme perod Couns up o elemens 0

Sream: Increase couner value

Sream: Increase couner value

Sream: 3 3 3 Increase couner value 3

Sream: 3... Increase couner value 4

Sream: 3... Spl bucke Couner hreshold of reached 5

Sream: 3... New buckes have hreshold also 6

Sream: 3... Increase approprae bucke 7

Sream: 3... Increase approprae bucke 8

Sream: 3... 3 3 Increase approprae bucke 9

Sream:... m m x Spl bucke 3 4 3 4 30

Sream:... m x 3 4 3 4 3

Sream:... m m m 3 4 x 3 4 3 4 Increase approprae bucke 3

Sream:... m m... m x Spl bucke x 4 3 3 4 4 5 8 5 8 3 4 33

Sream:... m m... m x x 4 3 4 5 8 5 8 3 4 34

Splng Tree x x k 3 4 3 4 x 4 x x 3 5 5 8 8 3 4 35

Max deph = Leaf buckes of duraon are no spl any furher log 36

Leaf buckes The nal bucke may be spl no many buckes 37

Leaf buckes Due o space lmaons we only keep he las buckes a log 38

T S Suppose we wan o fnd he sum of elemens n me perod [ T, ] S 39

T Consder varous levels of splng hreshold S a a k k a a 40

T Frs level wh a leaf bucke ha nersecs melne S a a k k a a 4

S T Esmae of S: X x x x z k x x Consder buckes on rgh of melne a xz z a 4

OR T Frs level wh a leaf bucke On rgh melne S a a k k a a 43

Oulne of Talk Inroducon Algorhm Analyss 44

S T Suppose ha we use level n order o compue he esmae 45

Sream: k l x b x b r Consder splng hreshold level A daa elemen s couned n he approprae bucke 46

Sream: k l k r k l r e can assume ha he elemen s placed n he respecve bucke 47

Sream: k l l k l r l r r r e can assume ha when bucke spls he elemen s placed n an arbrary chld bucke 48

Sream: k l r l k l r l r r If: l k l r GOOD! Elemen couned n correc bucke 49

Sream: k l r l k l r l r r If: l r k r BAD! Elemen couned n wrong bucke 50

T Consder Leaf Buckes S k If T k GOOD! 5

T Consder Leaf Buckes S k If k T BAD! Elemen couned n wrong bucke 5

T Consder Leaf Buckes S k X S Z Z Z :elemens of lef par couned on rgh Z :elemens of rgh par couned on lef 53

T k Z elemens of lef par couned on rgh k Mus have been nally nsered n one of hese buckes 54

Snce ree deph log Z O ( log ) 55

Snce ree deph log Z O ( log ) Smlarly, we can prove Z O ( log ) Therefore: X S Z Z O ( log ) 56

Snce a log I can be proven S ( log ) 57

Snce a log I can be proven S ( log ) Combned wh X S O ( log ) e oban relave error : X S S 58