Given a string $S$ over an alphabet $Σ$, the 'string indexing problem' is to preprocess $S$ to subsequently support efficient pattern matching queries, i.e., given a pattern string $P$ report all the occurrences of $P$ in $S$. In this paper we study the 'streaming sliding window string indexing problem'. Here the string $S$ arrives as a stream, one character at a time, and the goal is to maintain an index of the last $w$ characters, called the 'window', for a specified parameter $w$. At any point in time a pattern matching query for a pattern $P$ may arrive, also streamed one character at a time, and all occurrences of $P$ within the current window must be returned. The streaming sliding window string indexing problem naturally captures scenarios where we want to index the most recent data (i.e. the window) of a stream while supporting efficient pattern matching.
Our main result is a simple $O(w)$ space data structure that uses $O(\log w)$ time with high probability to process each character from both the input string $S$ and the pattern string $P$. Reporting each occurrence from $P$ uses additional constant time per reported occurrence. Compared to previous work in similar scenarios this result is the first to achieve an efficient worst-case time per character from the input stream. We also consider a delayed variant of the problem, where a query may be answered at any point within the next $δ$ characters that arrive from either stream. We present an $O(w + δ)$ space data structure for this problem that improves the above time bounds to $O(\log(w/δ))$. In particular, for a delay of $δ= εw$ we obtain an $O(w)$ space data structure with constant time processing per character. The key idea to achieve our result is a novel and simple hierarchical structure of suffix trees of independent interest, inspired by the classic log-structured merge trees.
Large matrices are often accessed as a row-order stream. We consider the setting where rows are time-sensitive (i.e. they expire), which can be described by the sliding-window row-order model, and provide the first $(1+ε)$-approximation of Schatten $p$-norms in this setting. Our main technical contribution is a proof that Schatten $p$-norms in row-order streams are smooth, and thus fit the smooth-histograms technique of Braverman and Ostrovsky (FOCS 2007) for sliding-window streams.
In this paper we study the extraction of representative elements in the data stream model in the form of submodular maximization. Different from the previous work on streaming submodular maximization, we are interested only in the recent data, and study the maximization problem over sliding windows. We provide a general reduction from the sliding window model to the standard streaming model, and thus our approach works for general constraints as long as there is a corresponding streaming algorithm in the standard streaming model. As a consequence, we obtain the first algorithms in the sliding …
The Basic Counting problem [1] is one of the most fundamental and critical streaming problems of sliding window queries over data streams. Given a stream of 0's and 1's, the purpose of this problem is to estimate the number of 1's in the last N elements (or time units) seen from the stream. Its solution can be used as building blocks to solve numerous more complex problems such as heavy hitter, frequency estimation, distinct counting, etc. In this paper, we present the flattened exponential histogram (FEH) model for the Basic Counting problem. Our model improves over the exponential histogram …
Streaming computation plays an important role in large-scale data analysis. The sliding window model is a model of streaming computation which also captures the recency of the data. In this model, data arrives one item at a time, but only the latest $W$ data items are considered for a particular problem. The goal is to output a good solution at the end of the stream by maintaining a small summary during the stream. In this work, we propose a new algorithmic framework for designing efficient sliding window algorithms via bucketing-based sketches. Based on this new framework, we develop space-ef…
We study algorithms for the sliding-window model, an important variant of the data-stream model, in which the goal is to compute some function of a fixed-length suffix of the stream. We extend the smooth-histogram framework of Braverman and Ostrovsky (FOCS 2007) to almost-smooth functions, which includes all subadditive functions. Specifically, we show that if a subadditive function can be $(1+ε)$-approximated in the insertion-only streaming model, then it can be $(2+ε)$-approximated also in the sliding-window model with space complexity larger by factor $O(ε^{-1}\log w)$, where $w$ is the win…
We extend the multi-pass streaming model to sliding window problems, and address the problem of computing order statistics on fixed-size sliding windows, in the multi-pass streaming model as well as the closely related communication complexity model. In the $2$-pass streaming model, we show that on input of length $N$ with values in range $[0,R]$ and a window of length $K$, sliding window minimums can be computed in $\widetilde{O}(\sqrt{N})$. We show that this is nearly optimal (for any constant number of passes) when $R \geq K$, but can be improved when $R = o(K)$ to $\widetilde{O}(\sqrt{NR/K…
In the $G$-sampling problem, the goal is to output an index $i$ of a vector $f \in\mathbb{R}^n$, such that for all coordinates $j \in [n]$, \[\textbf{Pr}[i=j] = (1 \pm ε) \frac{G(f_j)}{\sum_{k\in[n]} G(f_k)} + γ,\] where $G:\mathbb{R} \to \mathbb{R}_{\geq 0}$ is some non-negative function. If $ε= 0$ and $γ= 1/\text{poly}(n)$, the sampler is called perfect. In the data stream model, $f$ is defined implicitly by a sequence of updates to its coordinates, and the goal is to design such a sampler in small space. Jayaram and Woodruff (FOCS 2018) gave the first perfect $L_p$ samplers in turnstile str…
Indexing of static and dynamic sets is fundamental to a large set of applications such as information retrieval and caching. Denoting the characteristic vector of the set by B, we consider the problem of encoding sets and multisets to support approximate versions of the operations rank(i) (i.e., computing sum_{j <= i}B[j]) and select(i) (i.e., finding min{p | rank(p) >= i}) queries. We study multiple types of approximations (allowing an error in the query or the result) and present lower bounds and succinct data structures for several variants of the problem. We also extend our model to slidin…
In the adversarially robust streaming model, a stream of elements is presented to an algorithm and is allowed to depend on the output of the algorithm at earlier times during the stream. In the classic insertion-only model of data streams, Ben-Eliezer et. al. (PODS 2020, best paper award) show how to convert a non-robust algorithm into a robust one with a roughly $1/\varepsilon$ factor overhead. This was subsequently improved to a $1/\sqrt{\varepsilon}$ factor overhead by Hassidim et. al. (NeurIPS 2020, oral presentation), suppressing logarithmic factors. For general functions the latter is kn…
The sliding window model generalizes the standard streaming model and often performs better in applications where recent data is more important or more accurate than data that arrived prior to a certain time. We study the problem of approximating symmetric norms (a norm on $\mathbb{R}^n$ that is invariant under sign-flips and coordinate-wise permutations) in the sliding window model, where only the $W$ most recent updates define the underlying frequency vector. Whereas standard norm estimation algorithms for sliding windows rely on the smooth histogram framework of Braverman and Ostrovsky (FOC…
We consider the Maximum-weight Matching (MWM) problem in the streaming sliding window model of computation. In this model, the input consists of a sequence of weighted edges on a given vertex set $V$ of size $n$. The objective is to maintain an approximation of a maximum-weight matching in the graph spanned by the $L$ most recent edges, for some integer $L$, using as little space as possible. Prior to our work, the state-of-the-art results were a $(3.5+\varepsilon)$-approximation algorithm for MWM by Biabani et al. [ISAAC'21] and a $(3+\varepsilon)$-approximation for (unweighted) Maximum Match…
Duplicate detection is the problem of identifying whether a given item has previously appeared in a (possibly infinite) stream of data, when only a limited amount of memory is available. Unfortunately the infinite stream setting is ill-posed, and error rates of duplicate detection filters turn out to be heavily constrained: consequently they appear to provide no advantage, asymptotically, over a biased coin toss [8]. In this paper we formalize the sliding window setting introduced by [13,16], and show that a perfect (zero error) solution can be used up to a maximal window size $w_\text{max}$. …
We consider a sliding window $W$ over a stream of characters from some alphabet of constant size. The user wants to perform deterministic substring matching on the current sliding window content and obtain positions of the matches. We present an indexed version of the sliding window using the suffix tree, the link tree and the lowest common ancestor. The data structure of size $Θ(|W|)$ has optimal time queries $Θ(m+occ)$ and amortized constant time updates, where $m$ is the length of the query string and $occ$ is the number of its occurrences.
Maximizing submodular functions under cardinality constraints lies at the core of numerous data mining and machine learning applications, including data diversification, data summarization, and coverage problems. In this work, we study this question in the context of data streams, where elements arrive one at a time, and we want to design low-memory and fast update-time algorithms that maintain a good solution. Specifically, we focus on the sliding window model, where we are asked to maintain a solution that considers only the last $W$ items. In this context, we provide the first non-trivial a…
Universität Siegen（锡根大学）；DI/ENS, PSL Research University（法国巴黎高等师范学院（DI/ENS, PSL研究大学））
We study the problem of recognizing regular languages in a variant of the streaming model of computation, called the sliding window model. In this model, we are given a size of the sliding window $n$ and a stream of symbols. At each time instant, we must decide whether the suffix of length $n$ of the current stream ("the active window") belongs to a given regular language. Recent works showed that the space complexity of an optimal deterministic sliding window algorithm for this problem is either constant, logarithmic or linear in the window size $n$ and provided natural language theoretic cha…
A sliding window algorithm receives a stream of symbols and has to output at each time instant a certain value which only depends on the last $n$ symbols. If the algorithm is randomized, then at each time instant it produces an incorrect output with probability at most $ε$, which is a constant error bound. This work proposes a more relaxed definition of correctness which is parameterized by the error bound $ε$ and the failure ratio $ϕ$: A randomized sliding window algorithm is required to err with probability at most $ε$ at a portion of $1-ϕ$ of all time instants of an input stream. This work …
This paper considers the problem of maintaining statistic aggregates over the last W elements of a data stream. First, the problem of counting the number of 1's in the last W bits of a binary stream is considered. A lower bound of Ω(1/ε + log W) memory bits for Wε-additive approximations is derived. This is followed by an algorithm whose memory consumption is O(1/ε + log W) bits, indicating that the algorithm is optimal and that the bound is tight. Next, the more general problem of maintaining a sum of the last W integers, each in the range of {0,1,...,R}, is addressed. The paper shows that ap…
We introduce and study the problem of computing the similarity self-join in a streaming context (SSSJ), where the input is an unbounded stream of items arriving continuously. The goal is to find all pairs of items in the stream whose similarity is greater than a given threshold. The simplest formulation of the problem requires unbounded memory, and thus, it is intractable. To make the problem feasible, we introduce the notion of time-dependent similarity: the similarity of two items decreases with the difference in their arrival time. By leveraging the properties of this time-dependent similar…
This paper investigates parallel random sampling from a potentially-unending data stream whose elements are revealed in a series of element sequences (minibatches). While sampling from a stream was extensively studied sequentially, not much has been explored in the parallel context, with prior parallel random-sampling algorithms focusing on the static batch model. We present parallel algorithms for minibatch-stream sampling in two settings: (1) sliding window, which draws samples from a prespecified number of most-recently observed elements, and (2) infinite window, which draws samples from al…
Sliding-window aggregation is a widely-used approach for extracting insights from the most recent portion of a data stream. The aggregations of interest can usually be expressed as binary operators that are associative but not necessarily commutative nor invertible. Non-invertible operators, however, are difficult to support efficiently. In a 2017 conference paper, we introduced DABA, the first algorithm for sliding-window aggregation with worst-case constant time. Before DABA, if a window had size $n$, the best published algorithms would require $O(\log n)$ aggregation steps per window operat…
National University of Singapore（新加坡国立大学）；Singapore Management University（新加坡管理大学）
\emph{Coresets} are important tools to generate concise summaries of massive datasets for approximate analysis. A coreset is a small subset of points extracted from the original point set such that certain geometric properties are preserved with provable guarantees. This paper investigates the problem of maintaining a coreset to preserve the minimum enclosing ball (MEB) for a sliding window of points that are continuously updated in a data stream. Although the problem has been extensively studied in batch and append-only streaming settings, no efficient sliding-window solution is available yet…
The increasing popularity of jumbo frames means growing variance in the size of packets transmitted in modern networks. Consequently, network monitoring tools must maintain explicit traffic volume statistics rather than settle for packet counting as before. We present constant time algorithms for volume estimations in streams and sliding windows, which are faster than previous work. Our solutions are formally analyzed and are extensively evaluated over multiple real-world packet traces as well as synthetic ones. For streams, we demonstrate a run-time improvement of up to 2.4X compared to the s…
We present FQN (Fast $Q_n$), a novel algorithm for fast detection of outliers in data streams. The algorithm works in the sliding window model, checking if an item is an outlier by cleverly computing the $Q_n$ scale estimator in the current window. We thoroughly compare our algorithm for online $Q_n$ with the state of the art competing algorithm by Nunkesser et al, and show that FQN (i) is faster, (ii) its computational complexity does not depend on the input distribution and (iii) it requires less space. Extensive experimental results on synthetic datasets confirm the validity of our approach…
Sliding-window aggregation summarizes the most recent information in a data stream. Users specify how that summary is computed, usually as an associative binary operator because this is the most general known form for which it is possible to avoid naively scanning every window. For strictly in-order arrivals, there are algorithms with $O(1)$ time per window change assuming associative operators. Meanwhile, it is common in practice for streams to have data arriving slightly out of order, for instance, due to clock drifts or communication delays. Unfortunately, for out-of-order streams, one has …
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 $6$ months while the Google data retention policy states that browser information may be stored for up to $9$ months. These policies are captured by the sliding window model, in which only the most recent $W$ statistics form the underlying dataset. In this paper, we consider the problem of privately releasing the $L_2$-heavy hitters in the sliding window model, which include $L_p$-heavy hi…
In a recent paper we analyzed the space complexity of streaming algorithms whose goal is to decide membership of a sliding window to a fixed language. For the class of regular languages we proved a space trichotomy theorem: for every regular language the optimal space bound is either constant, logarithmic or linear. In this paper we continue this line of research: We present natural characterizations for the constant and logarithmic space classes and establish tight relationships to the concept of language growth. We also analyze the space complexity with respect to automata size and prove alm…
Metric $k$-center clustering is a fundamental unsupervised learning primitive. Although widely used, this primitive is heavily affected by noise in the data, so that a more sensible variant seeks for the best solution that disregards a given number $z$ of points of the dataset, called outliers. We provide efficient algorithms for this important variant in the streaming model under the sliding window setting, where, at each time step, the dataset to be clustered is the window $W$ of the most recent data items. Our algorithms achieve $O(1)$ approximation and, remarkably, require a working memory…
National University of Singapore（新加坡国立大学）；Singapore Management University（新加坡管理大学）
Representative subset selection (RSS) is an important tool for users to draw insights from massive datasets. Existing literature models RSS as the submodular maximization problem to capture the "diminishing returns" property of the representativeness of selected subsets, but often only has a single constraint (e.g., cardinality), which limits its applications in many real-world problems. To capture the data recency issue and support different types of constraints, we formulate dynamic RSS in data streams as maximizing submodular functions subject to general $d$-knapsack constraints (SMDK) over…
Influence maximization (IM), which selects a set of $k$ users (called seeds) to maximize the influence spread over a social network, is a fundamental problem in a wide range of applications such as viral marketing and network monitoring. Existing IM solutions fail to consider the highly dynamic nature of social influence, which results in either poor seed qualities or long processing time when the network evolves. To address this problem, we define a novel IM query named Stream Influence Maximization (SIM) on social streams. Technically, SIM adopts the sliding window model and maintains a set …
In the Euclidean $k$-center problem in sliding window model, input points are given in a data stream and the goal is to find the $k$ smallest congruent balls whose union covers the $N$ most recent points of the stream. In this model, input points are allowed to be examined only once and the amount of space that can be used to store relative information is limited. Cohen-Addad et al.~\cite{cohen-2016} gave a $(6+ε)$-approximation for the metric $k$-center problem using O($k/ε\log α$) points, where $α$ is the ratio of the largest and smallest distance and is assumed to be known in advance. In th…
Fraunhofer-Chalmers Research Centre for Industrial Mathematics（弗劳恩霍夫-查尔姆斯工业数学研究中心）；Fraunhofer Center for Machine Learning（弗劳恩霍夫机器学习中心）
Contraction Clustering (RASTER) is a single-pass algorithm for density-based clustering of 2D data. It can process arbitrary amounts of data in linear time and in constant memory, quickly identifying approximate clusters. It also exhibits good scalability in the presence of multiple CPU cores. RASTER exhibits very competitive performance compared to standard clustering algorithms, but at the cost of decreased precision. Yet, RASTER is limited to batch processing and unable to identify clusters that only exist temporarily. In contrast, S-RASTER is an adaptation of RASTER to the stream processin…
Renmin University of China（中国人民大学）；Gaoling School of Artificial Intelligence（高瓴人工智能学院）；Pazhou Laboratory (Huangpu)（琶洲实验室（黄埔））；Fudan University（复旦大学）；Alibaba Group（阿里巴巴集团）
