用学习预测优化流式数据频率估计,更准更快。
Learning-Augmented Frequent Directions
- 用学习预测改进Misra-Gries算法,更简单且更准确。
- 在矩阵流中估计主方向时,误差显著低于传统方法。
- 适合需要高效处理海量数据的机器学习与系统研究者。
Hsu等(ICLR'19)首次在频率估计场景下提出学习增强型流算法框架,旨在用少量内存近似估算数据流中元素的出现次数。本文简化并推广了该方向:首先提出一种学习增强型的Misra-Gries算法,其误差优于学习版CountMin与CountSketch,且以确定性方式达到当前随机算法的最优性能(Aamand等,NeurIPS'23);其次,将学习增强思想扩展至高维频率估计——即逐行接收矩阵数据流时寻找重要方向(前几大奇异向量),分析了学习增强版的Frequent Directions算法,拓展了学习预测在矩阵流中的理论与实践理解。
原文摘要 · Abstract (English)
An influential paper of Hsu et al. (ICLR'19) introduced the study of learning-augmented streaming algorithms in the context of frequency estimation. A fundamental problem in the streaming literature, the goal of frequency estimation is to approximate the number of occurrences of items appearing in a long stream of data using only a small amount of memory. Hsu et al. develop a natural framework to combine the worst-case guarantees of popular solutions such as CountMin and CountSketch with learned predictions of high frequency elements. They demonstrate that learning the underlying structure of data can be used to yield better streaming algorithms, both in theory and practice. We simplify and generalize past work on learning-augmented frequency estimation. Our first contribution is a learning-augmented variant of the Misra-Gries algorithm which improves upon the error of learned CountMin and learned CountSketch and achieves the state-of-the-art performance of randomized algorithms (Aamand et al., NeurIPS'23) with a simpler, deterministic algorithm. Our second contribution is to adapt learning-augmentation to a high-dimensional generalization of frequency estimation corresponding to finding important directions (top singular vectors) of a matrix given its rows one-by-one in a stream. We analyze a learning-augmented variant of the Frequent Directions algorithm, extending the theoretical and empirical understanding of learned predictions to matrix streaming.
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