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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. Timely Reporting of Heavy Hitters using External Memory

   Singh, S ; Pandey, P ; Bender, M. ; Berry, J. ; Farach-Colton, M ; Johnson, R ; Kroeger, T. ; Phillips, C ( January 2021 , SIGMOD record)

   Given an input stream of size N , a -heavy hiter is an item that occurs at least N 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 = N - th occurrence (and hence 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, and with a low reporting threshold (high sensitivity). Like the classic heavy-hitters problem, solving the TED problem without false-positives requires large space ((N ) words). Thus in-RAM heavy-hitters algorithms typically sacrfice accuracy (i.e., allow false positives), sensitivity, or timeliness (i.e., use multiple passes). We show how to adapt heavy-hitters algorithms to exter- nal memory to solve the TED problem on large high-speed streams while guaranteeing accuracy, sensitivity, and timeli- ness. Our data structures are limited only by I/O-bandwidth (not latency) and support a tunable trade-off between report- ing 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 ver- sions 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., approx 100K observations per second. 

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3. Online Learning with Primary and Secondary Losses

   Blum, Avrim ; Shao, Han ( January 2020 , Advances in neural information processing systems)

   null (Ed.)

   We study the problem of online learning with primary and secondary losses. For example, a recruiter making decisions of which job applicants to hire might weigh false positives and false negatives equally (the primary loss) but the applicants might weigh false negatives much higher (the secondary loss). We consider the following question: Can we combine "expert advice" to achieve low regret with respect to the primary loss, while at the same time performing {\em not much worse than the worst expert} with respect to the secondary loss? Unfortunately, we show that this goal is unachievable without any bounded variance assumption on the secondary loss. More generally, we consider the goal of minimizing the regret with respect to the primary loss and bounding the secondary loss by a linear threshold. On the positive side, we show that running any switching-limited algorithm can achieve this goal if all experts satisfy the assumption that the secondary loss does not exceed the linear threshold by o(T) for any time interval. If not all experts satisfy this assumption, our algorithms can achieve this goal given access to some external oracles which determine when to deactivate and reactivate experts. 

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4. A Central Limit Theorem for Differentially Private Query Answering

   Jinshuo Dong ; Weijie J Su ; Linjun Zhang ( January 2021 , Neural Information Processing Systems (NeurIPS))

   Perhaps the single most important use case for differential privacy is to privately answer numerical queries, which is usually achieved by adding noise to the answer vector. The central question, therefore, is to understand which noise distribution optimizes the privacy-accuracy trade-off, especially when the dimension of the answer vector is high. Accordingly, extensive literature has been dedicated to the question and the upper and lower bounds have been matched up to constant factors [BUV18, SU17]. In this paper, we take a novel approach to address this important optimality question. We first demonstrate an intriguing central limit theorem phenomenon in the high-dimensional regime. More precisely, we prove that a mechanism is approximately Gaussian Differentially Private [DRS21] if the added noise satisfies certain conditions. In particular, densities proportional to e−∥x∥αp, where ∥x∥p is the standard ℓp-norm, satisfies the conditions. Taking this perspective, we make use of the Cramer--Rao inequality and show an "uncertainty principle"-style result: the product of the privacy parameter and the ℓ2-loss of the mechanism is lower bounded by the dimension. Furthermore, the Gaussian mechanism achieves the constant-sharp optimal privacy-accuracy trade-off among all such noises. Our findings are corroborated by numerical experiments. 

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5. Central Limit Theorem and Uncertainty Principles for Differentially Private Query Answering

   Jinshuo Dong, Weijie Su ( January 2021 , Advances in neural information processing systems)

   Perhaps the single most important use case for differential privacy is to privately answer numerical queries, which is usually achieved by adding noise to the answer vector. The central question is, therefore, to understand which noise distribution optimizes the privacy-accuracy trade-off, especially when the dimension of the answer vector is high. Accordingly, an extensive literature has been dedicated to the question and the upper and lower bounds have been successfully matched up to constant factors (Bun et al.,2018; Steinke & Ullman, 2017). In this paper, we take a novel approach to address this important optimality question. We first demonstrate an intriguing central limit theorem phenomenon in the high-dimensional regime. More precisely, we prove that a mechanism is approximately Gaussian Differentially Private (Dong et al., 2021) if the added noise satisfies certain conditions. In particular, densities proportional to exp(-||x||_p^alpha), where ||x||_p is the standard l_p-norm, satisfies the conditions. Taking this perspective, we make use of the Cramer--Rao inequality and show an "uncertainty principle"-style result: the product of privacy parameter and the l_2-loss of the mechanism is lower bounded by the dimension. Furthermore, the Gaussian mechanism achieves the constant-sharp optimal privacy-accuracy trade-off among all such noises. Our findings are corroborated by numerical experiments. 

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