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DOI: 10.4230/LIPIcs.APPROX-RANDOM.2017.32

Continuous Monitoring of l_p Norms in Data Streams

Authors: Jaroslaw Blasiok, Jian Ding, and Jelani Nelson

Published in: LIPIcs, Volume 81, Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2017)

Abstract

In insertion-only streaming, one sees a sequence of indices a_1, a_2, ..., a_m in [n]. The stream defines a sequence of m frequency vectors x(1), ..., x(m) each in R^n, where x(t) is the frequency vector of items after seeing the first t indices in the stream. Much work in the streaming literature focuses on estimating some function f(x(m)). Many applications though require obtaining estimates at time t of f(x(t)), for every t in [m]. Naively this guarantee is obtained by devising an algorithm with failure probability less than 1/m, then performing a union bound over all stream updates to guarantee that all m estimates are simultaneously accurate with good probability. When f(x) is some l_p norm of x, recent works have shown that this union bound is wasteful and better space complexity is possible for the continuous monitoring problem, with the strongest known results being for p=2. In this work, we improve the state of the art for all 0<p<2, which we obtain via a novel analysis of Indyk's p-stable sketch.

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Jaroslaw Blasiok, Jian Ding, and Jelani Nelson. Continuous Monitoring of l_p Norms in Data Streams. In Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2017). Leibniz International Proceedings in Informatics (LIPIcs), Volume 81, pp. 32:1-32:13, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2017)

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@InProceedings{blasiok_et_al:LIPIcs.APPROX-RANDOM.2017.32,
  author =	{Blasiok, Jaroslaw and Ding, Jian and Nelson, Jelani},
  title =	{{Continuous Monitoring of l\underlinep Norms in Data Streams}},
  booktitle =	{Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2017)},
  pages =	{32:1--32:13},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-044-6},
  ISSN =	{1868-8969},
  year =	{2017},
  volume =	{81},
  editor =	{Jansen, Klaus and Rolim, Jos\'{e} D. P. and Williamson, David P. and Vempala, Santosh S.},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.APPROX-RANDOM.2017.32},
  URN =		{urn:nbn:de:0030-drops-75816},
  doi =		{10.4230/LIPIcs.APPROX-RANDOM.2017.32},
  annote =	{Keywords: data streams, continuous monitoring, moment estimation}
}

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Continuous Monitoring of l_p Norms in Data Streams

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