Friday, September 18, 2009

References for mining from streaming data

While reading a lower quality paper on the subject I found these references worth tracking down. Essentially the idea is that you can make one-pass through the data and must produce statistics of the data that are approximate in nature, ideally with bounded approximation error.

Gibbons et al 1997: Fast Incremental Maintenance of Approximate Histograms
Incremental maintenance of histograms primarily for database query planners

Manku and Motwani 2002 Approximate frequency counts over data streams.
They show algorithms called sticky sampling and lossy counting with proven error bounds.

Zhu et al. 2002 StatStream: Statistical Monitoring of Thousands of Data Streams in Real Time
Basic stats and high correlations between all pairs of data streams

Cormode and Muthukrishnan's 2003 What's Hot and What's Not: Tracking Most Frequent Items Dynamically
Introduced groupTest probabilistic Monte Carlo algorithm for frequent item tracking

Metwally et al 2005 Efficient Computation of Frequent and Top-k Elements in Data Streams
Uses counters to monitor data streams with a new stream-summary data structure

Cheng et al 2005 Time-Decaying Bloom Filters for Data Streams with Skewed Distributions
Dampened Bloom-filters for frequent items

Three papers on frequent itemsets (different than frequent items):

Jiang and Gruenwald have a pair of 2006 papers
Research Issues in Data Stream Association Rule Mining
Survey paper of issues and previous results

CFI-Stream: Mining Closed Frequent Itemsets in Data Streams
New stream based itemset miner

Tsai and Chen 2009 Mining Frequent Itemsets for data streams over Weighted Sliding Windows
Apriori like itemset miner on windows of data with differential weighting

Langford et al. 2008 Sparse Online Learning via Truncated Gradient
Induced sparsity in the weights of online learning algorithms with convex loss functions
  1. (9/19) Corrected the StatStream link - hat tip @dataspora
  2. Added Langford - hat tip @gappy3000

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Thursday, September 17, 2009

Others Online acquired by the Rubicon Project

I'm thrilled to say that Others Online has been scooped up by the Rubicon Project. Press release here. I'm joining as a Data Scientist. Jordan authored a wrap-up post here:

Update: Nice Forbes article on the opportunity in front of us.
For Advertisers Drowning In Data, A Lifeguard

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Monday, September 14, 2009

Google AdWords now personalized

Hat Tip: Found via Greg Linden's blog: Google AdWords now personalized. Below are my thoughts and questions:

Google is now reaching back into your previous search history and presumably choosing a better previous search if the current one is not sufficiently monetizable.


  • Is the goal of Google to increase the fill-rate of ads or to show more valuable ads in general?
  • What criteria is used to reach back into a user's history? Boolean commercial/non-commercial then select last commercial search versus choosing based upon some selection algorithm from the last N searches (see previous point).
  • Will the reach-back cross a topic boundary or is it only to enhance context for an ambiguous search?
  • What effect will this have on the Google Keyword Tool that helps advertisers forecast demand and price for a keyword? The volume numbers must now be adjusted by the amount of time the impressions are shifted to alternate keywords.
  • How much will this starve the long-tail of searches? Depending on the aggressiveness of the selection then long-tail searches may suffer a decrease in volume for adwords.
Even the most modest change of merely using recent previous searches only 'about' the current search to augment the adwords auction query should have a dramatic effect on the auction process. By definition it expands the number of bidders for a particular query. It may also curtail the effectiveness of arbitrage done by some adwords buyers who buy ambiguous lower value keywords as proxies for high value ones due to user sessions with query reformulations. Why? It should have the effect of driving up prices for the penny keywords if they are sufficiently related to high value keywords.

It will be interesting to watch what happens. This is likely not a non-trivial change in the keyword market.

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