The author's preface gives an outline: "This book is about weakconvergence methods in metric spaces, with applications sufficient to show their power and utility. The Introduction motivates the definitions and indicates how the theory will yield solutions to problems arising outside it. Chapter 1 sets out the basic general theorems, which are then specialized in Chapter 2 to the space C[0, l ] of continuous functions on the unit interval and in Chapter 3 to the space D [0, 1 ] of functions with discontinuities of the first kind. The results of the first three chapters are used in Chapter 4 to derive a variety of limit theorems for dependent sequences of random variables. " The book develops and expands on Donsker's 1951 and 1952 papers on the invariance principle and empirical distributions. The basic random variables remain real-valued although, of course, measures on C[0, l ] and D[0, l ] are vitally used. Within this framework, there are various possibilities for a different and apparently better treatment of the material. More of the general theory of weak convergence of probabilities on separable metric spaces would be useful. Metrizability of the convergence is not brought up until late in the Appendix. The close relation of the Prokhorov metric and a metric for convergence in probability is (hence) not mentioned (see V. Strassen, Ann. Math. Statist. 36 (1965), 423-439; the reviewer, ibid. 39 (1968), 1563-1572). This relation would illuminate and organize such results as Theorems 4.1, 4.2 and 4.4 which give isolated, ad hoc connections between weak convergence of measures and nearness in probability. In the middle of p. 16, it should be noted that C*(S) consists of signed measures which need only be finitely additive if 5 is not compact. On p. 239, where the author twice speaks of separable subsets having nonmeasurable cardinal, he means "discrete" rather than "separable." Theorem 1.4 is Ulam's theorem that a Borel probability on a complete separable metric space is tight. Theorem 1 of Appendix 3 weakens completeness to topological completeness. After mentioning that probabilities on the rationals are tight, the author says it is an

Convergence of probability measures

This paper studies the problem of embedding very large information networks into low-dimensional vector spaces, which is useful in many tasks such as visualization, node classification, and link prediction. Most existing graph embedding methods do not scale for real world information networks which usually contain millions of nodes. In this paper, we propose a novel network embedding method called the ``LINE,'' which is suitable for arbitrary types of information networks: undirected, directed, and/or weighted. The method optimizes a carefully designed objective function that preserves both the local and global network structures. An edge-sampling algorithm is proposed that addresses the limitation of the classical stochastic gradient descent and improves both the effectiveness and the efficiency of the inference. Empirical experiments prove the effectiveness of the LINE on a variety of real-world information networks, including language networks, social networks, and citation networks. The algorithm is very efficient, which is able to learn the embedding of a network with millions of vertices and billions of edges in a few hours on a typical single machine. The source code of the LINE is available online\footnote{\url{https://github.com/tangjianpku/LINE}}.

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LINE: Large-scale Information Network Embedding

This paper studies the problem of embedding very large information networks into low-dimensional vector spaces, which is useful in many tasks such as visualization, node classification, and link prediction. Most existing graph embedding methods do not scale for real world information networks which usually contain millions of nodes. In this paper, we propose a novel network embedding method called the "LINE," which is suitable for arbitrary types of information networks: undirected, directed, and/or weighted. The method optimizes a carefully designed objective function that preserves both the local and global network structures. An edge-sampling algorithm is proposed that addresses the limitation of the classical stochastic gradient descent and improves both the effectiveness and the efficiency of the inference. Empirical experiments prove the effectiveness of the LINE on a variety of real-world information networks, including language networks, social networks, and citation networks. The algorithm is very efficient, which is able to learn the embedding of a network with millions of vertices and billions of edges in a few hours on a typical single machine. The source code of the LINE is available online.

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which demonstrates that randomization offers a powerful tool for performing low-rank matrix approximation. These techniques exploit modern computational architectures more fully than classical methods and open the possibility of dealing with truly massive data sets. This paper presents a modular framework for constructing randomized algorithms that compute partial matrix decompositions. These methods use random sampling to identify a subspace that captures most of the action of a matrix. The input matrix is then compressed—either explicitly or implicitly—to this subspace, and the reduced matrix is manipulated deterministically to obtain the desired low-rank factorization. In many cases, this approach beats its classical competitors in terms of accuracy, robustness, and/or speed. These claims are supported by extensive numerical experiments and a detailed error analysis. The specific benefits of randomized techniques depend on the computational environment. Consider the model problem of finding the $k$ dominant components of the singular value decomposition of an $m \times n$ matrix. (i) For a dense input matrix, randomized algorithms require $\bigO(mn \log(k))$ floating-point operations (flops) in contrast to $ \bigO(mnk)$ for classical algorithms. (ii) For a sparse input matrix, the flop count matches classical Krylov subspace methods, but the randomized approach is more robust and can easily be reorganized to exploit multiprocessor architectures. (iii) For a matrix that is too large to fit in fast memory, the randomized techniques require only a constant number of passes over the data, as opposed to $\bigO(k)$ passes for classical algorithms. In fact, it is sometimes possible to perform matrix approximation with a single pass over the data.

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Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions

In this overview paper we motivate the need for and research issues arising from a new model of data processing. In this model, data does not take the form of persistent relations, but rather arrives in multiple, continuous, rapid, time-varying data streams. In addition to reviewing past work relevant to data stream systems and current projects in the area, the paper explores topics in stream query languages, new requirements and challenges in query processing, and algorithmic issues.

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Models and issues in data stream systems

String data is ubiquitous, and its management has taken on particular importance in the past few years. Approximate queries are very important on string data especially for more complex queries involving joins. This is due, for example, to the prevalence of typographical errors in data, and multiple conventions for recording attributes such as name and address. Commercial databases do not support approximate string joins directly, and it is a challenge to implement this functionality efficiently with user-defined functions (UDFs). In this paper, we develop a technique for building approximate string join capabilities on top of commercial databases by exploiting facilities already available in them. At the core, our technique relies on matching short substrings of length , called -grams, and taking into account both positions of individual matches and the total number of such matches. Our approach applies to both approximate full string matching and approximate substring matching, with a variety of possible edit distance functions. The approximate string match predicate, with a suitable edit distance threshold, can be mapped into a vanilla relational expression and optimized by conventional relational optimizers. We demonstrate experimentally the benefits of our technique over the direct use of UDFs, using commercial database systems and real data. To study the I/O and CPU behavior of approximate string join algorithms with variations in edit distance and -gram length, we also describe detailed experiments based on a prototype implementation.

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Approximate String Joins in a Database (Almost) for Free

Least squares approximation is a technique to find an approximate solution to a system of linear equations that has no exact solution. In a typical setting, one lets n be the number of constraints and d be the number of variables, with $${n \gg d}$$. Then, existing exact methods find a solution vector in O(nd 2) time. We present two randomized algorithms that provide accurate relative-error approximations to the optimal value and the solution vector of a least squares approximation problem more rapidly than existing exact algorithms. Both of our algorithms preprocess the data with the Randomized Hadamard transform. One then uniformly randomly samples constraints and solves the smaller problem on those constraints, and the other performs a sparse random projection and solves the smaller problem on those projected coordinates. In both cases, solving the smaller problem provides relative-error approximations, and, if n is sufficiently larger than d, the approximate solution can be computed in O(nd ln d) time.

Faster least squares approximation

Inherent in the operation of many decision support and continuous referral systems is the notion of the “influence” of a data point on the database. This notion arises in examples such as finding the set of customers affected by the opening of a new store outlet location, notifying the subset of subscribers to a digital library who will find a newly added document most relevant, etc. Standard approaches to determining the influence set of a data point involve range searching and nearest neighbor queries.In this paper, we formalize a novel notion of influence based on reverse neighbor queries and its variants. Since the nearest neighbor relation is not symmetric, the set of points that are closest to a query point (i.e., the nearest neighbors) differs from the set of points that have the query point as their nearest neighbor (called the reverse nearest neighbors). Influence sets based on reverse nearest neighbor (RNN) queries seem to capture the intuitive notion of influence from our motivating examples.We present a general approach for solving RNN queries and an efficient R-tree based method for large data sets, based on this approach. Although the RNN query appears to be natural, it has not been studied previously. RNN queries are of independent interest, and as such should be part of the suite of available queries for processing spatial and multimedia data. In our experiments with real geographical data, the proposed method appears to scale logarithmically, whereas straightforward sequential scan scales linearly. Our experimental study also shows that approaches based on range searching or nearest neighbors are ineffective at finding influence sets of our interest.

Influence sets based on reverse nearest neighbor queries

1 Introduction Histograms are commonly used to capture attribute value distribution statistics for query optimizers. More recently, histograms have also been considered as a way to produce quick approximate answers to decision support queries. This widespread interest in histograms motivates the problem of computing his-tograms that are good under a given error metric. In particular, we are interested in an efficient algorithm for choosing the bucket boundaries in a way that either minimizes the estimation error for a given amount of space (number of buckets) or, conversely, minimizes the space needed for a given upper bound on the error. Under the assumption that finding optimal bucket boundaries is computationally inefficient, previous research has focused on heuristics with no provable bounds on the quality of the solutions. In this paper, we present algorithms for computing optimal bucket boundaries in time proportional to the square of the number of distinct data values, for a broad class of optimality metrics. This class includes the V-Optimality constraint, which has been shown to result in the most accurate histograms for several selectivity estimation problems. Through experiments , we show that optimal histograms can achieve substantially lower estimation errors than histograms produced by popular heuristics. We also present new heuristics with provably good space-accuracy trade-offs that are significantly faster than the optimal algorithm. Finally, we present an enhancement to traditional histograms that allows us to provide quality guarantees on individual selectivity estimates. In our experiments, these quality guarantees were highly effective in isolating outliers in selectivity estimates. It is often the case that a data set cannot be stored or processed in its entirety; only a summarized form is stored. A typical way in which data is summarized is by means of a histogram. The summarized data can be used to answer various kinds of queries, in the same way the original data would have been used. The answer obtained is not exact but approximate, and contains an error due to the information lost when the data was summarized. This error can be measured according to some appropriate metric such as the maximum , average, or mean squared error of the estimate. This basic idea has long been used in a database context to estimate the result sizes of relational operators for the purpose of cost-based query optimization. The objective is to approximate the data distribution of the values in a column, and to use that …

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Optimal Histograms with Quality Guarantees

We present techniques for computing small space representations of massive data streams. These are inspired by traditional wavelet-based approximations that consist of specific linear projections of the underlying data. We present general “sketch” based methods for capturing various linear projections of the data and use them to provide pointwise and rangesum estimation of data streams. These methods use small amounts of space and per-item time while streaming through the data, and provide accurate representation as our experiments with real data streams show.

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S. Muthukrishnan

Papers

Approximate String Joins in a Database (Almost) for Free

Faster least squares approximation

Influence sets based on reverse nearest neighbor queries

Optimal Histograms with Quality Guarantees

Surfing Wavelets on Streams: One-Pass Summaries for Approximate Aggregate Queries