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1. Timely Reporting of Heavy Hitters Using External Memory

   https://doi.org/10.1145/3472392  

   Singh, Shikha; Pandey, Prashant; Bender, Michael A.; Berry, Jonathan W.; Farach-Colton, Martín; Johnson, Rob; Kroeger, Thomas M.; Phillips, Cynthia A. (December 2021, ACM Transactions on Database Systems)

   Given an input stream S of size N , a ɸ-heavy hitter is an item that occurs at least ɸN times in S . The problem of finding heavy-hitters is extensively studied in the database literature. We study a real-time heavy-hitters variant in which an element must be reported shortly after we see its T = ɸ N-th occurrence (and hence it becomes a heavy hitter). We call this the Timely Event Detection ( TED ) Problem. The TED problem models the needs of many real-world monitoring systems, which demand accurate (i.e., no false negatives) and timely reporting of all events from large, high-speed streams with a low reporting threshold (high sensitivity). Like the classic heavy-hitters problem, solving the TED problem without false-positives requires large space (Ω (N) words). Thus in-RAM heavy-hitters algorithms typically sacrifice accuracy (i.e., allow false positives), sensitivity, or timeliness (i.e., use multiple passes). We show how to adapt heavy-hitters algorithms to external memory to solve the TED problem on large high-speed streams while guaranteeing accuracy, sensitivity, and timeliness. Our data structures are limited only by I/O-bandwidth (not latency) and support a tunable tradeoff between reporting delay and I/O overhead. With a small bounded reporting delay, our algorithms incur only a logarithmic I/O overhead. We implement and validate our data structures empirically using the Firehose streaming benchmark. Multi-threaded versions of our structures can scale to process 11M observations per second before becoming CPU bound. In comparison, a naive adaptation of the standard heavy-hitters algorithm to external memory would be limited by the storage device’s random I/O throughput, i.e., ≈100K observations per second. 

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2. Streaming Algorithms with Few State Changes

   https://doi.org/10.1145/3651145  

   Jayaram, Rajesh; Woodruff, David P; Zhou, Samson (May 2024, Proceedings of the ACM on Management of Data)

   In this paper, we study streaming algorithms that minimize the number of changes made to their internal state (i.e., memory contents). While the design of streaming algorithms typically focuses on minimizing space and update time, these metrics fail to capture the asymmetric costs, inherent in modern hardware and database systems, of reading versus writing to memory. In fact, most streaming algorithms write to their memory on every update, which is undesirable when writing is significantly more expensive than reading. This raises the question of whether streaming algorithms with small space and number of memory writes are possible. We first demonstrate that, for the fundamental F_pmoment estimation problem with p ≥ 1, any streaming algorithm that achieves a constant factor approximation must make Ω(n^1-1/p) internal state changes, regardless of how much space it uses. Perhaps surprisingly, we show that this lower bound can be matched by an algorithm which also has near-optimal space complexity. Specifically, we give a (1+ε)-approximation algorithm for F_pmoment estimation that use a near-optimal ~O_ε(n^1-1/p) number of state changes, while simultaneously achieving near-optimal space, i.e., for p∈[1,2), our algorithm uses poly(log n,1/ε) bits of space for, while for p>2, the algorithm uses ~O_ε(n^1-1/p) space. We similarly design streaming algorithms that are simultaneously near-optimal in both space complexity and the number of state changes for the heavy-hitters problem, sparse support recovery, and entropy estimation. Our results demonstrate that an optimal number of state changes can be achieved without sacrificing space complexity. 

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3. Count Sketch with Zero Checking: Efficient Recovery of Heavy Components

   https://doi.org/10.1109/ICASSP39728.2021.9413853  

   Zhou, Guanqiang; Tian, Zhi (June 2021, 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP))

   null (Ed.)

   The problem of recovering heavy components of a high-dimensional vector from compressed data is of great interest in broad applications, such as feature extraction under scarce computing memory and distributed learning under limited bandwidth. Recently, a compression algorithm called count sketch has gained wide popularity to recover heavy components in various fields. In this paper, we carefully analyze count sketch and illustrate that its default recovery method, namely median filtering, has a distinct error pattern of reporting false positives. To counteract this error pattern, we propose a new scheme called zero checking which adopts a two-step recovery approach to improve the probability of detecting false positives. Our proposed technique builds on rigorous error analysis, which enables us to optimize the selection of a key design parameter for maximum performance gain. The empirical results show that our scheme achieves better recovery accuracy than median filtering and requires less samples to accurately recover heavy components. 

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4. The White-Box Adversarial Data Stream Model

   https://doi.org/10.1145/3517804.3526228  

   Ajtai, M.; Braverman, V.; Jayram, T.S.; Silwal, S.; Sun, A.; Woodruff, D.P.; Zhou, S. (January 2022, Proceedings of the 41st ACM SIGMOD-SIGACT-SIGAI Symposium on Principles of Database Systems (PODS 2022))

   There has been a flurry of recent literature studying streaming algorithms for which the input stream is chosen adaptively by a black-box adversary who observes the output of the streaming algorithm at each time step. However, these algorithms fail when the adversary has access to the internal state of the algorithm, rather than just the output of the algorithm. We study streaming algorithms in the white-box adversarial model, where the stream is chosen adaptively by an adversary who observes the entire internal state of the algorithm at each time step. We show that nontrivial algorithms are still possible. We first give a randomized algorithm for the L1-heavy hitters problem that outperforms the optimal deterministic Misra-Gries algorithm on long streams. If the white-box adversary is computationally bounded, we use cryptographic techniques to reduce the memory of our L1-heavy hitters algorithm even further and to design a number of additional algorithms for graph, string, and linear algebra problems. The existence of such algorithms is surprising, as the streaming algorithm does not even have a secret key in this model, i.e., its state is entirely known to the adversary. One algorithm we design is for estimating the number of distinct elements in a stream with insertions and deletions achieving a multiplicative approximation and sublinear space; such an algorithm is impossible for deterministic algorithms. We also give a general technique that translates any two-player deterministic communication lower bound to a lower bound for randomized algorithms robust to a white-box adversary. In particular, our results show that for all p ≥ 0, there exists a constant Cp > 1 such that any Cp-approximation algorithm for Fp moment estimation in insertion-only streams with a white-box adversary requires Ω(n) space for a universe of size n. Similarly, there is a constant C > 1 such that any C-approximation algorithm in an insertion-only stream for matrix rank requires Ω(n) space with a white-box adversary. These results do not contradict our upper bounds since they assume the adversary has unbounded computational power. Our algorithmic results based on cryptography thus show a separation between computationally bounded and unbounded adversaries. Finally, we prove a lower bound of Ω(log n) bits for the fundamental problem of deterministic approximate counting in a stream of 0’s and 1’s, which holds even if we know how many total stream updates we have seen so far at each point in the stream. Such a lower bound for approximate counting with additional information was previously unknown, and in our context, it shows a separation between multiplayer deterministic maximum communication and the white-box space complexity of a streaming algorithm 

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5. Differentially Private L2-Heavy Hitters in the Sliding Window Model

   Blocki, Jeremiah; Lee, Seunghoon; Mukherjee, Tamalika; Zhou, Samson (February 2023, Eleventh International Conference on Learning Representations (ICLR 2023))

   The data management of large companies often prioritize more recent data, as a source of higher accuracy prediction than outdated data. For example, the Facebook data policy retains user search histories for months while the Google data retention policy states that browser information may be stored for up to months. These policies are captured by the sliding window model, in which only the most recent statistics form the underlying dataset. In this paper, we consider the problem of privately releasing the L2-heavy hitters in the sliding window model, which include Lp-heavy hitters for p<=2 and in some sense are the strongest possible guarantees that can be achieved using polylogarithmic space, but cannot be handled by existing techniques due to the sub-additivity of the L2 norm. Moreover, existing non-private sliding window algorithms use the smooth histogram framework, which has high sensitivity. To overcome these barriers, we introduce the first differentially private algorithm for L2-heavy hitters in the sliding window model by initiating a number of L2-heavy hitter algorithms across the stream with significantly lower threshold. Similarly, we augment the algorithms with an approximate frequency tracking algorithm with significantly higher accuracy. We then use smooth sensitivity and statistical distance arguments to show that we can add noise proportional to an estimation of the norm. To the best of our knowledge, our techniques are the first to privately release statistics that are related to a sub-additive function in the sliding window model, and may be of independent interest to future differentially private algorithmic design in the sliding window model. 

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