1. Lower Bounds for Massive Dataset Algorithms T.S. Jayram (IBM Almaden) IIT Kanpur Workshop on Data Streams

2. Space…the Final Frontier. These are the voyages of the starship Enterprise. Its five-year mission: to explore strange new worlds, to seek out new life and new civilizations, to boldly go where no man has gone before. -Star Trek

3.  Traditionally, “efficient” computation is identified with polynomial time Clearly, not adequate for computations over massive data sets  Similarly, we want a single notion of efficient computation over massive datasets Efficient Algorithms for Massive Data Sets

4. A Single Theory?  Modern computing systems are complex and varied Memory architectures Distributed computing Randomization Etc.  Paradigms of computing Sampling, sketching, data stream, read-write streams, stream-sort, map-reduce And many more yet to come

5. Lower Bounds  This is a fertile ground for proving results  Many successes  Certain problems seem to be fundamental  Reductions play a big role

6.  Sampling: Query a small number of data elements  Data streams: Stream through the data in a one-way fashion; limited main memory storage Models with Limited Main Memory Algorithm Data Set Algorithm Data Set

7. Distributed Computing  Sketching: Compress data chunks into small “sketches”; compute over the sketches Algorithm Data Set

8. Sampling: Lower Bounds for Symmetric Functions  In general, sampling algorithms are adaptive Proof Idea Let T be a sampling algorithm for the function Randomly permute the data elements Run T Resulting algorithm estimates the function and uses uniform samples Theorem [Bar-Yossef, Kumar, Sivakumar] When estimating symmetric functions, uniform sampling is the best possible.

9. Lower Bounds for Uniform Sampling Tools: block sensitivity Hellinger distance Kullback-Leibler divergence Jensen-Shannon divergence Combinatorics [Nisan] Statistics [Bar Yossef et al.] Information theory [Bar-Yossef]

10. Example  Find the mean of n numbers in [0,1]  Requires (1/ 2 ) samples to approximate additively within   Lower Bound proof using Hellinger distance

11. Step 1  Simplify to a decision problem a : ½ + ε 0’s and ½ - ε 1’s b : ½ - ε 0’s and ½ + ε 1’s  Given x 2 {a,b}, any sampling algorithm for mean (with additive error  /4) can distinguish whether x=a or x=b

12. Step 2  Let P a = distribution on {0,1} by sampling uniformly from a; Similarly P b …  Compute Hellinger distance h 2 (P a,P b ) For discrete distributions P, Q h 2 (P,Q) = k √P - √Q k 2 = 1 - Σ x (P(x) Q(x)) ½ h 2 (P a,P b ) = O( 2 )

13. Lower bound via Hellinger Distance Key Idea: multiplicative property of Hellinger distance: 1 - h 2 (P k,Q k ) = (1 - h 2 (P,Q)) k Theorem. Any uniform sampling algorithm needs Ω(1/ h 2 (P a,P b )) samples to distinguish input a from input b

14. Lower Bounds for Data Streams  Idea is to somehow bound the flow of information (yields space lower bounds)  Model is too “fine-grained” to prove lower bounds directly  Instead, we consider more powerful models (hopefully simpler to tackle)

15. Communication complexity xy f(x,y) Extensions to multiple parties Resources: # bits # rounds

16. Connection to Data Streams Data stream algorithm for f(x ± y) Space s Passes k ) O(ks), 2k round protocol for f(x,y)  Data stream algorithm for f(x 1 ± x 2 ±  ± x t ) Space s Passes k ) O(tks) protocol for f(x 1,x 2,…,x t )

17. Caveat  Communication complexity usually deals with decision problems  Data stream problems involve approximation computations  Usual reduction techniques yield promise problems in c.c.

18. Set Disjointness  Sets A,B µ [n]  Alice has A and Bob has B Is A \ B  ; ?  Classical problem in c.c.  t-party version [Alon,Matias,Szegedy]

19. C.C. Lower Bounds for Set Disjointness Remarks: Choose a “hard distribution” on inputs and show a lower bound on communication Unfortunately, the hard distributions here involves correlated inputs The arguments are somewhat tricky Theorem: Randomized c.c. of Disjointness is (n) [Kalyanasundaram,Schnitger; Razborov]

20. Direct Sum Methodology  x and y are characteristic vectors AND (a,b) = a ^ b INT (x,y) = _ i (x i ^ y i ) = _ i AND (x i,y i )  Establish that any protocol for INT must solve n independent copies of AND  This is not true for communication itself !

21. Information Cost P a protocol for a function f [Chakrabarti, Sun, Wirth, Yao] Information cost of P = I(X,Y : P(X,Y)) X,Y are suitably distributed I( : ) denotes Shannon mutual information [Bar-Yossef, J., Kumar, Sivakumar] Conditional Information Cost of P = I(X,Y : P(X,Y) | D)

22. Information Complexity  Let  be a distribution on inputs  IC(f) = minimum information cost of a protocol computing f where the inputs are distributed according to 

23. Proposition. CC(f)  IC(f) Proof: Let P compute f I(X,Y : P(X,Y) | D)  H(P(X,Y) | D)  H(P(X,Y))(conditioning reduces entropy)  |P|(entropy bounded by bits) Information vs Communication Complexity

24. Distribution for Disjointness  For each i = 1, …, n, independently: D i  R {a,b} If D i = a then x i = 0, y i  R {0,1} If D i = b then x i  R {0,1}, y i = 0 Remarks:  This always produces disjoint sets!  Conditioned on D, X and Y are independent

25. Direct Sum Theorem Theorem. IC( INT ) ¸ n ¢ IC( AND ) ……   X1X1 X2X2 Y1Y1 Y2Y2 a 00 0 b XnXn YnYn

26. Information Complexity of AND  Nice connections to statistical distances  In case of AND, this reduces to getting a lower bound on the Hellinger distance: h 2 ( AND (0,1), AND (1,0)) 0 1 01 a b

27. More Thoughts  Extension to t-party set disjointness: lower bound of (n/t 2 ) Can be improved to (n/(t log t)) [Chakrabarti,Khot,Sun] Yields optimal space lower bounds for frequency moments F k, k > 2  Method also gives optimal bounds for L 1 [Saks,Sun] proved similar bounds for 1 pass For L p, p>2, the space bound is polynomial with a minor gap between u.b. and l.b. in terms of p

28. Reductions – Example for F 0  Indexing: Alice holds a set A of size n/2 Bob holds an element b Is b 2 A?  One-way c.c. of Indexing is (n) Shatter coefficients are useful here [BJKS]  F 0 = n/2 or n/2+1 Gap can be amplified by padding Yields a (1/) bound Improved to (1/ 2 ) but requires substantial new ideas [Indyk,Woodruff; Woodruff]

29. Lower bounds for Sketching Simultaneous messages f(x 1,x 2,…,x t ) A 1 (x 1 ) A t (x t ) A 2 (x 2 )

30. Beyond Data Streams: a Peek at External Memory  Efficient access to external memory is possible in restricted ways I/O rates for sequential read/write access to disks are as good as random access to main memory  New models of I/O-efficient computing Read/write streams [Grohe,Schweikardt; G,Hernich,S] StrSort [Aggarwal,Datar,Rajagopalan,Ruhl] Map-reduce [Dean,Ghemawat]

31. Read/Write Streams  Also called Reversal Turing Machines by [GS] Input t streams Machine Memory

32. Critical Resources  #tapes t  space s  No constraint on the length of streams  But #reversals is at most r  An (r,s,t) read/write stream algorithm Sorting has an (O(log N), O(log N), O(1)) read/write stream algorithm What happens when #reversals is o(log N)?

33. Lower Bounds  There is no reduction using c.c. E.g. Equality of strings is easy here So what gives?  The intuition is that it is hard to compare data elements at random locations  Grohe and Schweikardt formalize this and give a nice lower bound technique later extended to 1-sided error [GHS]

34. ymym y2y2 y (m) y (2) Difficult Problems for Read/Write Streams  A direct-sum type of problem with inputs moved around … h g x1x1 y1y1 y (1) g x2x2 g xmxm Pick a permutation  with small monotonicity

35. Previous Results  Sorting with o(log N) reversals requires (N 1/5 ) space [GS]  Set Equality with o(log N) reversals requires (N 1/4 ) space [GHS] Also applies to Sorting  Bounds hold for deterministic and randomized 1-sided error models

36. Our Results [Beame, J., Rudra]  Lower bounds for 2-sided error randomized computation  Set Disjointness with o(log N/log log N) reversals requires near-linear space  We derive our results in a direct-sum framework

37. Lower Bound Technique 1 st step: List machine  records the potential ways in which subsets of input elements can be “compared” at different stages of the computation 2 nd step: Skeleton  Describes the information flow in terms of the locations of elements that are compared

38. Key Theorem of [GH,GSH]  Skeletons resemble transcripts in c.c. Theorem. The skeletons partition the input domain such that (1) #skeletons is “small” (2) output depends only on the skeleton (3) Each skeleton satisfies a weak rectangle-like property

39. Semi-Rectangle Property of Skeletons Inputs mapped to the transcript Skeleton:  For “most” coordinate pairs (i,(i))  For any assignment to x j and y (j), 8 j  i  The inputs of the skeleton restricted to this assignment and then projected to (i,(i)) is a rectangle Transcript in c.c.: Rectangle

40. Working with Skeletons  In [GS,GHS], the proofs use only one coordinate pair  For Set Disjointness, the distribution on a single coordinate is skewed towards the 0’s of the function With 2-sided error, we cannot hope for a similar lower bound Therefore, we keep track of multiple coordinate pairs  Tricky part: keeping track of the inputs as we vary the coordinate pairs

41. Remarks  Currently, our direct-sum framework works for primitive functions that have high discrepancy or corruption It would be nice to have an information complexity based approach  We consider two kinds of composition operators: © and _  Yields lower bounds for Intersection Size Mod 2 (Inner Product)

42. Summary  We have powerful techniques from combinatorics, information theory, Fourier analysis to tackle problems of “information flow” in massive data set computations  Techniques that have also influenced complexity theory E.g. [J.,Kumar,Sivakumar] resolved open questions in communication complexity  Promise problems still pose a challenge Gap-Hamming for multiple passes