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A standard unsupervised analysis is to cluster observations into discrete groups using a dissimilarity measure, such as Euclidean distance. If there does not exist a ground-truth label for each observation necessary for external validity metrics, then internal validity metrics, such as the tightness or separation of the clusters, are often used. However, the interpretation of these internal metrics can be problematic when using different dissimilarity measures as they have different magnitudes and ranges of values that they span. To address this problem, previous work introduced the “scale-agnostic” $G_{+}$ discordance metric; however, this internal metric is slow to calculate for large data. Furthermore, in the setting of unsupervised clustering with $k$ groups, we show that $G_{+}$ varies as a function of the proportion of observations assigned to each of the groups (or clusters), referred to as the group balance, which is an undesirable property. To address this problem, we propose a modification of $G_{+}$, referred to as $H_{+}$, and demonstrate that $H_{+}$ does not vary as a function of group balance using a simulation study and with public single-cell RNA-sequencing data. Finally, we provide scalable approaches to estimate $H_{+}$, which are available in the $\mathtt{fasthplus}$ R package.

 

Proceedings of the 40th International Conference on Machine Learning, PMLR 202:37919-37951, 2023. 

Many streaming algorithms provide only a high-probability relative approximation. These two relaxations, of allowing approximation and randomization, seem necessary - for many streaming problems, both relaxations must be employed simultaneously, to avoid an exponentially larger (and often trivial) space complexity. A common drawback of these randomized approximate algorithms is that independent executions on the same input have different outputs, that depend on their random coins. Pseudo-deterministic algorithms combat this issue, and for every input, they output with high probability the same "canonical" solution. We consider perhaps the most basic problem in data streams, of counting the number of items in a stream of length at most n. Morris’s counter [CACM, 1978] is a randomized approximation algorithm for this problem that uses O(log log n) bits of space, for every fixed approximation factor (greater than 1). Goldwasser, Grossman, Mohanty and Woodruff [ITCS 2020] asked whether pseudo-deterministic approximation algorithms can match this space complexity. Our main result answers their question negatively, and shows that such algorithms must use Ω(√{log n / log log n}) bits of space. Our approach is based on a problem that we call Shift Finding, and may be of independent interest. In this problem, one has query access to a shifted version of a known string F ∈ {0,1}^{3n}, which is guaranteed to start with n zeros and end with n ones, and the goal is to find the unknown shift using a small number of queries. We provide for this problem an algorithm that uses O(√n) queries. It remains open whether poly(log n) queries suffice; if true, then our techniques immediately imply a nearly-tight Ω(log n/log log n) space bound for pseudo-deterministic approximate counting. 

Approximating quantiles and distributions over streaming data has been studied for roughly two decades now. Recently, Karnin, Lang, and Liberty proposed the first asymptotically optimal algorithm for doing so. This manuscript complements their theoretical result by providing a practical variants of their algorithm with improved constants. For a given sketch size, our techniques provably reduce the upper bound on the sketch error by a factor of two. These improvements are verified experimentally. Our modified quantile sketch improves the latency as well by reducing the worst-case update time from O(1ε) down to O(log1ε).