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Mining Data Streams

(Part 1)
Mining of Massive Datasets
Jure Leskovec, Anand Rajaraman, Jeff Ullman
Stanford University
http://www.mmds.org
New Topic: Infinite Data

High dim. Graph Infinite Machine

Apps
data data data learning

Locality Filtering
PageRank, Recommen
sensitive data SVM
SimRank der systems
hashing streams

Community Queries on Decision Association

Clustering
Detection streams Trees Rules

Dimensiona Duplicate
Spam Web Perceptron,
lity document
Detection advertising kNN
reduction detection

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 2

Data Streams
 In many data mining situations, we do not
know the entire data set in advance

 Stream Management is important when the

input rate is controlled externally:
 Google queries
 Twitter or Facebook status updates
 We can think of the data as infinite and
non-stationary (the distribution changes
over time)
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 3
The Stream Model
 Input elements enter at a rapid rate,
at one or more input ports (i.e., streams)
 We call elements of the stream tuples

 The system cannot store the entire stream

accessibly

 Q: How do you make critical calculations

about the stream using a limited amount of
(secondary) memory?
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 4
Side note: SGD is a Streaming Alg.
 Stochastic Gradient Descent (SGD) is an
example of a stream algorithm
 In Machine Learning we call this: Online Learning
 Allows for modeling problems where we have
a continuous stream of data
 We want an algorithm to learn from it and
slowly adapt to the changes in data
 Idea: Do slow updates to the model
 SGD (SVM, Perceptron) makes small updates
 So: First train the classifier on training data.
 Then: For every example from the stream, we slightly
update the model (using small learning rate)
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 5
General Stream Processing Model
Ad-Hoc
Queries

. . . 1, 5, 2, 7, 0, 9, 3 Standing
Queries
. . . a, r, v, t, y, h, b Output
Processor
. . . 0, 0, 1, 0, 1, 1, 0
time

Streams Entering.
Each is stream is
composed of
elements/tuples
Limited
Working
Storage Archival
Storage

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 6

Problems on Data Streams
 Types of queries one wants on answer on
a data stream: (we’ll do these today)
 Sampling data from a stream
 Construct a random sample
 Queries over sliding windows
 Number of items of type x in the last k elements
of the stream

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 7

Problems on Data Streams
 Types of queries one wants on answer on
a data stream: (we’ll do these next time)
 Filtering a data stream
 Select elements with property x from the stream
 Counting distinct elements
 Number of distinct elements in the last k elements
of the stream
 Estimating moments
 Estimate avg./std. dev. of last k elements
 Finding frequent elements

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 8

Applications (1)
 Mining query streams
 Google wants to know what queries are
more frequent today than yesterday

 Mining click streams

 Yahoo wants to know which of its pages are getting
an unusual number of hits in the past hour

 Mining social network news feeds

 E.g., look for trending topics on Twitter, Facebook

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 9

Applications (2)
 Sensor Networks
 Many sensors feeding into a central controller
 Telephone call records
 Data feeds into customer bills as well as
settlements between telephone companies
 IP packets monitored at a switch
 Gather information for optimal routing
 Detect denial-of-service attacks

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 10

Sampling from a Data Stream:
Sampling a fixed proportion
As the stream grows the sample
also gets bigger
Sampling from a Data Stream
 Since we can not store the entire stream,
one obvious approach is to store a sample
 Two different problems:
 (1) Sample a fixed proportion of elements
in the stream (say 1 in 10)
 (2) Maintain a random sample of fixed size
over a potentially infinite stream
 At any “time” k we would like a random sample
of s elements
 What is the property of the sample we want to maintain?
For all time steps k, each of k elements seen so far has
equal prob. of being sampled
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 12
Sampling a Fixed Proportion
 Problem 1: Sampling fixed proportion
 Scenario: Search engine query stream
 Stream of tuples: (user, query, time)
 Answer questions such as: How often did a user
run the same query in a single days
 Have space to store 1/10th of query stream
 Naïve solution:
 Generate a random integer in [0..9] for each query
 Store the query if the integer is 0, otherwise
discard

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 13

Problem with Naïve Approach
 Simple
  question: What fraction of queries by an
average search engine user are duplicates?
 Suppose each user issues x queries once and d queries
twice (total of x+2d queries)
 Correct answer: d/(x+d)
 Proposed solution: We keep 10% of the queries
 Sample will contain x/10 of the singleton queries and
2d/10 of the duplicate queries at least once
 But only d/100 pairs of duplicates
 d/100 = 1/10 ∙ 1/10 ∙ d
 Of d “duplicates” 18d/100 appear exactly once
 18d/100 = ((1/10 ∙ 9/10)+(9/10 ∙ 1/10)) ∙ d
 So the sample-based answer is
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 14
Solution: Sample Users
Solution:
 Pick 1/10th of users and take all their
searches in the sample

 Use a hash function that hashes the

user name or user id uniformly into 10
buckets

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 15

Generalized Solution
 Stream of tuples with keys:
 Key is some subset of each tuple’s components
 e.g., tuple is (user, search, time); key is user
 Choice of key depends on application

 To get a sample of a/b fraction of the stream:

 Hash each tuple’s key uniformly into b buckets
 Pick the tuple if its hash value is at most a

Hash table with b buckets, pick the tuple if its hash value is at most a.
How to generate a 30% sample?
Hash into b=10 buckets, take the tuple if it hashes to one of the first 3 buckets
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 16
Sampling from a Data Stream:
Sampling a fixed-size sample
As the stream grows, the sample is of
fixed size
Maintaining a fixed-size sample
 Problem 2: Fixed-size sample
 Suppose we need to maintain a random
sample S of size exactly s tuples
 E.g., main memory size constraint
 Why? Don’t know length of stream in advance
 Suppose at time n we have seen n items
 Each item is in the sample S with equal prob. s/n
How to think about the problem: say s = 2
Stream: a x c y z k c d e g…
At n= 5, each of the first 5 tuples is included in the sample S with equal prob.
At n= 7, each of the first 7 tuples is included in the sample S with equal prob.
Impractical solution would be to store all the n tuples seen
so far and out of them pick s at random
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 18
Solution: Fixed Size Sample
 Algorithm (a.k.a. Reservoir Sampling)
 Store all the first s elements of the stream to S
 Suppose we have seen n-1 elements, and now
the nth element arrives (n > s)
 With probability s/n, keep the nth element, else discard it
 If we picked the nth element, then it replaces one of the
s elements in the sample S, picked uniformly at random

 Claim: This algorithm maintains a sample S

with the desired property:
 After n elements, the sample contains each
element seen so far with probability s/n
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 19
Proof: By Induction
 We prove this by induction:
 Assume that after n elements, the sample contains
each element seen so far with probability s/n
 We need to show that after seeing element n+1 the
sample maintains the property
 Sample contains each element seen so far with probability
s/(n+1)
 Base case:
 After we see n=s elements the sample S has the
desired property
 Each out of n=s elements is in the sample with probability
s/s = 1
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 20
Proof: By Induction
 Inductive
  hypothesis: After n elements, the sample
S contains each element seen so far with prob. s/n
 Now element n+1 arrives
 Inductive step: For elements already in S,
probability that the algorithm keeps it in S is:
 s   s  s  1  n
1    
 n  1  Element
 n n+11  Element
s  n 1
in the
Element n+1 discarded
not discarded sample not picked

 So, at time n, tuples in S were there with prob. s/n

 Time nn+1, tuple stayed in S with prob. n/(n+1)
 So prob. tuple is in S at time n+1 =
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 21
Queries over a
(long) Sliding Window
Sliding Windows
 A useful model of stream processing is that queries
are about a window of length N –
the N most recent elements received

 Interesting case: N is so large that the data cannot be

stored in memory, or even on disk
 Or, there are so many streams that windows
for all cannot be stored
 Amazon example:
 For every product X we keep 0/1 stream of whether that
product was sold in the n-th transaction
 We want answer queries, how many times have we sold X
in the last k sales
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 23
Sliding Window: 1 Stream
 Sliding window on a single stream: N=6

qwertyuiopasdfghjklzxcvbnm

qwertyuiopasdfghjklzxcvbnm

qwertyuiopasdfghjklzxcvbnm

qwertyuiopasdfghjklzxcvbnm

Past Future

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 24

Counting Bits (1)
 Problem:
 Given a stream of 0s and 1s
 Be prepared to answer queries of the form
How many 1s are in the last k bits? where k ≤ N

 Obvious solution:
Store the most recent N bits
 When new bit comes in, discard the N+1st bit
010011011101010110110110 Suppose N=6
Past Future

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 25

Counting Bits (2)
 You can not get an exact answer without
storing the entire window

 Real Problem:
What if we cannot afford to store N bits?
 E.g., we’re processing 1 billion streams and
N = 1 billion 010011011101010110110110
Past Future

 But we are happy with an approximate

answer
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 26
 An attempt: Simple solution
 Q:
  How many 1s are in the last N bits?
 A simple solution that does not really solve
our problem: Uniformity assumption
N
010011100010100100010110110111001010110011010
Past Future

 Maintain 2 counters:
 S: number of 1s from the beginning of the stream
 Z: number of 0s from the beginning of the stream
 How many 1s are in the last N bits?
 But, what if stream is non-uniform?
 What if distribution changes over time?
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 27
 [Datar, Gionis, Indyk, Motwani]

DGIM Method
  DGIM solution that does not assume
uniformity

 We store bits per stream

 Solution gives approximate answer,

never off by more than 50%
 Error factor can be reduced to any fraction > 0,
with more complicated algorithm and
proportionally more stored bits

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 28

 Idea: Exponential Windows
 Solution that doesn’t (quite) work:
 Summarize exponentially increasing regions
of the stream, looking backward
 Drop small regions if they begin at the same point
Window of as a larger region
width 16
has 6 1s 6 10
4
?
3 2
2 1
1 0
010011100010100100010110110111001010110011010
N
We can reconstruct the count of the last N bits, except we
are not sure how many of the last 6 1s are included in the N
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 29
What’s Good?
  Stores only O(log2N ) bits
 counts of bits each

 Easy update as more bits enter

 Error in count no greater than the number

of 1s in the “unknown” area

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 30

 What’s Not So Good?
 As long as the 1s are fairly evenly distributed,
the error due to the unknown region is small
– no more than 50%
 But it could be that all the 1s are in the
unknown area at the end
 In that case, the error is unbounded!

6 10
4
?
3 2
2 1
1 0
010011100010100100010110110111001010110011010
N
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 31
 [Datar, Gionis, Indyk, Motwani]

Fixup: DGIM method

 Idea: Instead of summarizing fixed-length
blocks, summarize blocks with specific
number of 1s:
 Let the block sizes (number of 1s) increase
exponentially

 When there are few 1s in the window, block

sizes stay small, so errors are small
1001010110001011010101010101011010101010101110101010111010100010110010
N

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 32

DGIM: Timestamps
  Each bit in the stream has a timestamp,
starting 1, 2, …

 Record timestamps modulo N (the window

size), so we can represent any relevant
timestamp in bits

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 33

 DGIM: Buckets
 A bucket in the DGIM method is a record
consisting of:
 (A) The timestamp of its end [O(log N) bits]
 (B) The number of 1s between its beginning and
end [O(log log N) bits]

 Constraint on buckets:
Number of 1s must be a power of 2
 That explains the O(log log N) in (B) above
1001010110001011010101010101011010101010101110101010111010100010110010
N
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 34
Representing a Stream by Buckets
 Either one or two buckets with the same
power-of-2 number of 1s

 Buckets do not overlap in timestamps

 Buckets are sorted by size

 Earlier buckets are not smaller than later buckets

 Buckets disappear when their

end-time is > N time units in the past
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 35
 Example: Bucketized Stream

At least 1 of 2 of 2 of 1 of 2 of
size 16. Partially size 8 size 4 size 2 size 1
beyond window.

1001010110001011010101010101011010101010101110101010111010100010110010

Three properties of buckets that are maintained:

- Either one or two buckets with the same power-of-2 number of 1s
- Buckets do not overlap in timestamps
- Buckets are sorted by size
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 36
Updating Buckets (1)
 When a new bit comes in, drop the last
(oldest) bucket if its end-time is prior to N
time units before the current time

 2 cases: Current bit is 0 or 1

 If the current bit is 0:

no other changes are needed

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 37

Updating Buckets (2)
 If the current bit is 1:
 (1) Create a new bucket of size 1, for just this bit
 End timestamp = current time
 (2) If there are now three buckets of size 1,
combine the oldest two into a bucket of size 2
 (3) If there are now three buckets of size 2,
combine the oldest two into a bucket of size 4
 (4) And so on …

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 38

 Example: Updating Buckets
Current state of the stream:
1001010110001011010101010101011010101010101110101010111010100010110010

Bit of value 1 arrives

0010101100010110101010101010110101010101011101010101110101000101100101
Two orange buckets get merged into a yellow bucket
0010101100010110101010101010110101010101011101010101110101000101100101

Next bit 1 arrives, new orange bucket is created, then 0 comes, then 1:
0101100010110101010101010110101010101011101010101110101000101100101101

Buckets get merged…

0101100010110101010101010110101010101011101010101110101000101100101101

State of the buckets after merging

0101100010110101010101010110101010101011101010101110101000101100101101

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 39

How to Query?
 To estimate the number of 1s in the most
recent N bits:
1. Sum the sizes of all buckets but the last
(note “size” means the number of 1s in the bucket)
2. Add half the size of the last bucket

 Remember: We do not know how many 1s

of the last bucket are still within the wanted
window

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 40

 Example: Bucketized Stream

At least 1 of 2 of 2 of 1 of 2 of
size 16. Partially size 8 size 4 size 2 size 1
beyond window.

1001010110001011010101010101011010101010101110101010111010100010110010

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 41

 Error Bound: Proof
 Why is error 50%? Let’s prove it!
 Suppose the last bucket has size 2r
 Then by assuming 2r-1 (i.e., half) of its 1s are
still within the window, we make an error of
at most 2r-1
 Since there is at least one bucket of each of
the sizes less than 2r, the true sum is at least
1 + 2 + 4 + .. + 2r-1 = 2r -1
 Thus, error at most 50% At least 16 1s

111111110000000011101010101011010101010101110101010111010100010110010
N
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 42
Further Reducing the Error
 Instead of maintaining 1 or 2 of each size
bucket, we allow either r-1 or r buckets (r > 2)
 Except for the largest size buckets; we can have
any number between 1 and r of those
 Error is at most O(1/r)
 By picking r appropriately, we can tradeoff
between number of bits we store and the
error

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 43

 Extensions
 Can we use the same trick to answer queries
How many 1’s in the last k? where k < N?
 A: Find earliest bucket B that at overlaps with k.
Number of 1s is the sum of sizes of more recent
buckets + ½ size of B
1001010110001011010101010101011010101010101110101010111010100010110010
k

 Can we handle the case where the stream is

not bits, but integers, and we want the sum
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 44
 Extensions

Stream
  of positive integers
 We want the sum of the last k elements
 Amazon: Avg. price of last k sales
 Solution:
 (1) If you know all have at most m bits
 Treat m bits of each integer as a separate stream
ci …estimated count for i-th bit
 Use DGIM to count 1s in each integer
 The sum is
 (2) Use buckets to keep partial sums
 Sum of elements in size b bucket is at most 2b Idea: Sum in each
2 5 7 1 3 8 4 6 7 9 1 3 7 6 5 3 5 7 1 3 3 1 2 2 6
bucket is at most
2 5 7 1 3 8 4 6 7 9 1 3 7 6 5 3 5 7 1 3 3 1 2 2 6 3 2b (unless bucket
has only 1 integer)
2 5 7 1 3 8 4 6 7 9 1 3 7 6 5 3 5 7 1 3 3 1 2 2 6 3 2 Bucket sizes:
2 5 7 1 3 8 4 6 7 9 1 3 7 6 5 3 5 7 1 3 3 1 2 2 6 3 2 5 16 8 4 2 1
J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 45
Summary
 Sampling a fixed proportion of a stream
 Sample size grows as the stream grows
 Sampling a fixed-size sample
 Reservoir sampling
 Counting the number of 1s in the last N
elements
 Exponentially increasing windows
 Extensions:
 Number of 1s in any last k (k < N) elements
 Sums of integers in the last N elements

J. Leskovec, A. Rajaraman, J. Ullman: Mining of Massive Datasets, http://www.mmds.org 46