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Frontiers in Massive Data Analysis (2013)

Chapter: 10 The Seven Computational Giants of Massive Data Analysis

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Suggested Citation:"10 The Seven Computational Giants of Massive Data Analysis." National Research Council. 2013. Frontiers in Massive Data Analysis. Washington, DC: The National Academies Press. doi: 10.17226/18374.
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10

The Seven Computational Giants of Massive Data Analysis

One of the major challenges in massive data analysis is that of specifying an overall system architecture. Massive data analysis systems should make effective use of existing (distributed and parallel) hardware platforms; accommodate a wide range of data formats, models, loss functions, and methods; provide an expressive but simple language in which humans can specify their data analysis goals; hide inessential aspects of data analysis from human users while providing useful visualizations of essential aspects of the analysis; provide seamless interfaces to other computational platforms, including scientific measurement platforms and databases; and provide many of capabilities familiar from large-scale databases, such as checkpointing and provenance tracking. These systems should permit appropriate blends of autonomy and human oversight.

Clearly we are far from possessing the ability to design and build such systems. In taking steps toward formulating design principles for massive data analysis systems, the committee notes that a major missing ingredient appears to be agreement on a notion of “middleware,” which would connect high-level analysis goals to implementations at the level of hardware and software platforms. The general goal of such middleware is to provide a notion of “reuse,” whereby a relatively small set of computational modules can be optimized and exploited in a wide variety of algorithms and analyses.

The field of high-performance computing has faced a similar set of challenges. In that field, a useful step forward was provided by the Berkeley “dwarfs” paper (Asanovic et al., 2006), which specified a set of common problem classes that could help in the design of software for novel

Suggested Citation:"10 The Seven Computational Giants of Massive Data Analysis." National Research Council. 2013. Frontiers in Massive Data Analysis. Washington, DC: The National Academies Press. doi: 10.17226/18374.
×

supercomputing architectures. In that paper, a “dwarf” represents a computational task that is commonly used and built from a consistent set of fundamental computations and data movements.

This chapter represents a first attempt to define an analogous set of computational tasks for massive data analysis, essentially aiming to provide a taxonomy of tasks that have proved to be useful in data analysis and grouping them roughly according to mathematical structure and computational strategy. Given the vast scope of the problem of data analysis, and the lack of existing general-purpose computational systems for massive data analysis from which to generalize, the committee does not expect this taxonomy to survive a detailed critique. Indeed, the presentation here is not intended to be taken as definitive; rather, the committee wishes it will serve to open a discussion.

Because the subject is massive data, the term “giants” will be used rather than “dwarfs.” The committee proposes the following seven giants of statistical data analysis:

  1. Basic statistics,
  2. Generalized N-body problem,
  3. Graph-theoretic computations,
  4. Linear algebraic computations,
  5. Optimization,
  6. Integration, and
  7. Alignment problems.

For each of these computational classes, there are computational constraints that arise within any particular problem domain that help to determine the specialized algorithmic strategy to be employed. Such collections of constraints are referred to here as “settings.” Important settings for which algorithms are needed include the following:

A. The “default setting” of a single processor with the entire data set fitting in random access memory (RAM);

B. The streaming setting, in which data arrive in quick succession and only a subset can be stored;

C. The disk-based setting, in which the data are too large to store in RAM but fit on one machine’s disk;

D. The distributed setting, in which the data are distributed over multiple machines’ RAMs or disks; and

E. The multi-threaded setting, in which the data lie on one machine having multiple processors which share RAM.

Most work to date focuses on setting A.

Suggested Citation:"10 The Seven Computational Giants of Massive Data Analysis." National Research Council. 2013. Frontiers in Massive Data Analysis. Washington, DC: The National Academies Press. doi: 10.17226/18374.
×

The relative importance of each of these settings is dictated by the state of computer technology and its economics. For example, the relative latencies of the entire hardware stack (e.g., of network communication, disk accesses, RAM accesses, cache accesses, etc.) shifts over time, ultimately affecting the best choice of algorithm for a problem. What constitutes a “fast” or “good” algorithmic solution for a certain giant in a particular setting is determined by the resources (e.g., time, memory, disk space, and so on) with which one is typically concerned. Different algorithms may be designed to achieve efficiency in terms of different resources.

The giants are sometimes associated with, or even defined by, certain conceptual data representations, such as matrices, graphs, sequences, and so on. This is discussed further in Chapter 6. Sitting one conceptual level below such representations are data structures such as arrays, priority queues, hash tables, etc., which are designed to make certain basic operations on the representations efficient. These are discussed as needed in connection with the algorithmic strategies discussed in the remainder of this chapter.

Another way of characterizing the major problems of massive data analysis is to look at the major inferential challenges that must be addressed. These are discussed in earlier chapters, and coincidentally there are also seven of these “inferential giants”:

  • Assessment of sampling biases,
  • Inference about tails,
  • Resampling inference,
  • Change point detection,
  • Reproducibility of analyses,
  • Causal inference for observational data, and
  • Effcient inference for temporal streams.

The committee has not attempted to map these statistical problems against the algorithmic “giants” discussed next. The algorithmic groupings below are natural when contemplating how to accomplish various analyses within certain computational settings. But the list of inferential giants is a helpful reminder of the ultimate goal of knowledge discovery.

BASIC STATISTICS

Types of Data Analyses and Computations

This class includes basic statistical tasks. Examples include computing the mean, variance, and other moments; estimating the number of distinct elements in a data set; counting the number of elements and finding frequently occurring ones; and calculating order statistics such as the median.

Suggested Citation:"10 The Seven Computational Giants of Massive Data Analysis." National Research Council. 2013. Frontiers in Massive Data Analysis. Washington, DC: The National Academies Press. doi: 10.17226/18374.
×

These tasks typically require O(N) calculations for N data points. Some other calculations that arguably fall into this class include sorting and basic forms of clustering.

Such simple statistical computations are widely used in and of themselves, but they also appear inside myriad more complex analyses. For example, multidimensional counts are important in count-based methods such as association rules and in probabilistic inference in graphical models with discrete variables.

Challenges and Examples of Notable Approaches

The problems in this class become more difficult in sublinear models of computation, such as in the streaming model. For many important tasks, identifying the best algorithm is still a subject of ongoing research. For example, an optimal space-efficient approximation algorithm for estimating the number of distinct elements (a problem studied since Flajolet and Martin, 1985) has been discovered only very recently (Kane et al., 2010). Many other problems remain open, notably those involving high-dimensional data. Various data structures can be employed for discrete counts; for an example, see Anderson and Moore (1998). Various “sketching” and “compressed sensing” approaches based on random projections and other forms of subsampling have been developed. These can provide probabilistic accuracy guarantees in exchange for speedup. Examples include sparse (Charikar et al., 2002; Cormode and Muthukrishnan, 2004; Gilbert and Indyk, 2010), dense (Candès et al., 2006; Donoho, 2006), and nonlinear (Agarwal et al., 2005) approaches.

GENERALIZED N-BODY PROBLEMS

Types of Data Analyses and Computations

“Generalized N-body problems” (Gray and Moore, 2001) include virtually any problem involving distances, kernels, or other similarities between (all or many) pairs (or higher-order n-tuples) of points. Such problems are typically of computational complexity O(N2) or O(N3) if approached naively. Range searches of various flavors, including spherical and rectangular range searches, are basic multidimensional queries of general use. Nearest-neighbor search problems of various flavors, including all-nearest-neighbors (nearest-neighbor for many query points) and the nearest-neighbor classification problem (which can be performed without a full search), appear in nearest-neighbor classification as well as in modern methods such as nonlinear dimension reduction methods, which are also known as manifold learning methods. Kernel summations appear in both

Suggested Citation:"10 The Seven Computational Giants of Massive Data Analysis." National Research Council. 2013. Frontiers in Massive Data Analysis. Washington, DC: The National Academies Press. doi: 10.17226/18374.
×

kernel estimators—such as kernel density estimation, kernel regression methods, radial basis function neural networks, and mean-shift tracking—and modern kernelized methods such as support vector machines and kernel principal components analysis (PCA). The kernel summation decision problem (computing the greater of two kernel summations) occurs in kernel discriminant analysis as well as in support vector machines. Other instances of this type of computation include k-means, mixtures of Gaussians clustering, hierarchical clustering, spatial statistics of various kinds, spatial joins, the Hausdorff set distance, and many others.

Challenges and Examples of Notable Approaches

A main challenge for such problems lies in dealing with high-dimensional data, because the bounds used in typical algorithmic approaches become less effective. For example, designing nearest-neighbor algorithms that do not suffer from the curse of dimensionality is an important topic worthy of further study. Although some progress in this direction has been made (e.g., Freeman, 2011), more research is needed. Various non-Euclidean metrics—such as edit distances used in computational biology, earth-mover distances used in computer vision, and others—appear to pose even greater difficulties. For exact computations, some approaches that can be highly effective include multidimensional data structures such as kd-trees and cover-trees (Beygelzimer et al., 2006). Such algorithms can achieve O(N log N) run times for all-pairs problems, which would naively require O(N2) operations (Ram et al., 2009a). Kernel summations can be accurately approximated using sophisticated hierarchical series approximation methods within trees (Lee and Gray, 2006). To achieve greater efficiency in higher dimensionalities, but at the cost of approximation guarantees holding only with high probability, random projections (sampling the dimensions) can be employed (Andoni and Indyk, 2008). Related sketching ideas such as in Church et al. (2006) can be used for distance computations. Sampling ideas can also be powerfully employed within tree-based algorithms for increased accuracies at the cost of greater preprocessing time (Ram et al., 2009b; Lee and Gray, 2009).

GRAPH-THEORETIC COMPUTATIONS

Types of Data Analyses and Computations

This class includes problems that involve traversing a graph. In some cases the graph is the data, and in other cases the statistical model takes the form of a graph, as in the case of graphical models. Common statistical computations that are employed on (data) graphs include betweenness,

Suggested Citation:"10 The Seven Computational Giants of Massive Data Analysis." National Research Council. 2013. Frontiers in Massive Data Analysis. Washington, DC: The National Academies Press. doi: 10.17226/18374.
×

centrality, and commute distances; these are used to identify nodes or communities of interest. Despite the simple definition of such statistics, major computational challenges arise in large-scale, sparse graphs. When the statistical model takes the form of a graph, graph-search algorithms continue to remain important, but there is also a need to compute marginal probabilities and conditional probabilities over graphs, operations generally referred to as “inference” in the graphical models literature.

In models with all discrete variables, graphical model inference requires deeply nested (many-variable) summations. In models with all Gaussian variables, inference becomes a linear algebra problem (thus becoming a member of the next giant instead). Many graph computations can in fact be posed as linear algebra problems. Other sorts of graph-theoretic computations occur in manifold learning methods. For example, the Isomap method requires an all-pairs-shortest-paths computation. Another example is single-linkage hierarchical clustering, which is equivalent to computing a minimum spanning tree. Note that both of these are examples of Euclidean graph problems, which actually become distance-based, or N-body-type problems (the previous giant).

Challenges and Examples of Notable Approaches

The challenge regime of graph theoretic problems is that of graphs with high interconnectivity in general. For example, in graphical model inference problems, the challenging regime consists of graphs with large maximal clique size. Fundamental graph computations, such as shortest-path calculations, can pose significant challenges for graphs that do not fit in RAM (e.g., due to the latency of remote memory access). Notable recent approaches include sampling (Sarkar et al., 2008) and disk-based (Ajwani et al., 2006; Sarkar and Moore, 2010) ideas.

Comprehensive parallel/distributed approaches to computing graph primitives can be built from work in sparse linear algebra (Gilbert et al., 2007; Kang et al., 2009), or they can use graph concepts more directly (Madduri et al., 2007). Powerful links between graph partitioning and linear algebraic reconditioning have been employed (Spielman and Teng, 2004; Andersen et al., 2006; Leskovec et al., 2009). Notable approaches for graphical model inferences include transformation of the problem from one of summation to one of optimization via variational methods (Jordan et al., 1999; Wainwright and Jordan, 2003), sampling approaches (Dillon and Lebanon, 2010), and parallel/distributed approaches (Gonzalez et al., 2009).

Suggested Citation:"10 The Seven Computational Giants of Massive Data Analysis." National Research Council. 2013. Frontiers in Massive Data Analysis. Washington, DC: The National Academies Press. doi: 10.17226/18374.
×

LINEAR ALGEBRAIC COMPUTATIONS

Types of Data Analyses and Computations

This class includes all the standard problems of computational linear algebra, including linear systems, eigenvalue problems, and inverses. A large number of linear models, including linear regression, PCA, and their many variants, result in linear algebraic computations. Many of these are well-solved by generic linear algebra approaches. There are at least two important differentiators, however. One is the fact that, in statistical problems, the optimization in learning—this is what the eigendecomposition of PCA is doing, optimizing a linear convex training error—need not necessarily be performed to high accuracy. This is because one wants to optimize generalization error and not training error, and thus optimizing the training error to high accuracy may be overfitting. Another difference is that multivariate statistics arguably has its own matrix form, that of a kernel (or Gram) matrix. This is significant because much of computational linear algebra involves techniques specialized to take advantage of certain matrix structures. In kernel methods such as Gaussian process regression (kriging) or kernel PCA, the kernel matrix can be so large as to prohibit even storing the matrix explicitly, motivating matrix-free algorithms if possible.

Challenges and Examples of Notable Approaches

Matrices that do not exhibit quickly decaying spectra—a feature that indicates strong structure that can be exploited computationally—and near-singular matrices represent two common challenges for linear algebraic problems. Many problems (such as PCA and linear regression) appear to be harder once the L2 norm is replaced by other Lp norms, notably the L1 norm. Probabilistic relaxations of the problem can be employed, sampling from the rows and/or columns of the matrix (Frieze et al., 1998; Drineas et al., 2004). As in generalized N-body problems, the use of sampling within tree data structures can provide increased accuracies (Holmes et al., 2009). For kernel matrix computations as performed in Gaussian process regression, some effective approaches include greedy subsection selection (Smola and Bartlett, 2001; Ouimet and Bengio, 2005; Bo and Sminchisescu, 2008), conjugate gradient-type methods requiring only the ability to multiply the kernel matrix by a vector (changing the core of the computation to a generalized N-body problem; Gray, 2004), and random sampling to compute the kernel (Rahimi and Recht, 2008).

Suggested Citation:"10 The Seven Computational Giants of Massive Data Analysis." National Research Council. 2013. Frontiers in Massive Data Analysis. Washington, DC: The National Academies Press. doi: 10.17226/18374.
×

OPTIMIZATIONS

Types of Data Analyses and Computations

Within massive data, all the standard subclasses of optimization problems appear, from unconstrained to constrained, both convex and non-convex. Linear algebraic computations are arguably a special case of optimization problems, and they are certainly the main subroutine of (second-order) optimization algorithms. Non-trivial optimizations have appeared in statistical methods from early on, and they appear increasingly frequently as methods have become more sophisticated. For example, linear programming (LP), quadratic programming (QP), and second-order cone programming appear in various forms of support vector machines as well as more recent classifiers, and semidefinite programming appears in recent manifold learning methods such as maximum variance unfolding. It is only a matter of time before other standard types of optimization problems, such as geometric programming (which has not yet been adopted within statistical fields), are applied in statistical methods. As touched on above for linear algebra computations, optimization in statistical problems is often focused on empirical loss functions, which are proxies for expectations. This is usefully formalized by the field of stochastic approximation.

Challenges and Examples of Notable Approaches

Optimization problems (mathematical programs) with a very large number of variables and/or constraints represent a primary difficulty in optimization. The global solution of non-convex problems remains an open problem. Problems with integer constraints come up against a fundamental hardness in computer science, that of combinatorial problems. In general, exploiting the particular mathematical forms of certain optimization problems can lead to more effective optimizers, as in the case of support vector machine-like quadratic programs (Platt, 1998). Some mathematical forms have special properties, for example, submodularity (Chechetka and Guestrin, 2007), which can provably be exploited for greater efficiencies. Distributed optimization, both centralized and asynchronous (Tsitsiklis et al., 1986; Nedic and Ozdaglar, 2009; Boyd et al., 2011; Duchi et al., 2010), is of increasing interest, and creating effective algorithms remains a challenge. A powerful technique of stochastic programming, called stochastic approximation or online learning, can be regarded as a random sampling approach to gradient descent, and this has been effective for many methods, including linear classifiers (Zhang, 2004; Shalev-Shwartz et al., 2007; Bottou and Bousquet, 2008; Nemirovski et al., 2009; Ouyang and Gray, 2010). The parallelization of online approaches remains relatively open.

Suggested Citation:"10 The Seven Computational Giants of Massive Data Analysis." National Research Council. 2013. Frontiers in Massive Data Analysis. Washington, DC: The National Academies Press. doi: 10.17226/18374.
×

INTEGRATION

Types of Data Analyses and Computations

Integration of functions is a key class of computations within massive data analysis. Integrations are needed for fully Bayesian inference using any model, and they also arise in non-Bayesian statistical settings, most notably random effects models. The integrals that appear in statistics are often expectations, and thus they have a special form.

Challenges and Examples of Notable Approaches

The frontier of capability in integration surrounds high-dimensional integrals, as low-dimensional integrals are generally well-treated by quadrature methods. The kinds of integrals arising in Bayesian statistical models are typically of high dimension for modern problems. The default approach for high-dimensional integration is Markov Chain Monte Carlo (MCMC; Andrie et al., 2003). In the case of certain sequential models, the approach becomes that of sequential Monte Carlo, which is also known as particle filtering (Doucet et al., 2001).

Effective alternatives to MCMC include approximate Bayesian computation (ABC) methods, which operate on summary data (such as population means or variances) to achieve accelerations in some cases (Marjoram et al., 2003), and population Monte Carlo, a form of adaptive importance sampling (Capp et al., 2004). Alternative approaches based on low-discrepancy sets improve over Monte Carlo integration in some cases (Paskov and Traub, 1995). Variational methods provide a general way to convert integration problems into optimization problems (Wainwright and Jordan, 2003).

Because of the inherent difficulty of high-dimensional integration, a common strategy is to change the inference formulation away from a full Bayesian one—for example, in maximum a posteriori inference and empirical Bayesian inference, part of the integration problem is skirted via the use of optimization-based point estimation.

ALIGNMENT PROBLEMS

Types of Data Analyses and Computations

The class of alignment problems consists of various types of problems involving matchings between two or more data objects or data sets, such as the multiple sequence alignments commonly used in computational bi-

Suggested Citation:"10 The Seven Computational Giants of Massive Data Analysis." National Research Council. 2013. Frontiers in Massive Data Analysis. Washington, DC: The National Academies Press. doi: 10.17226/18374.
×

ology, the matching of catalogs from different instruments in astronomy, the matching of objects between images, and the correspondence between synonymous words in text analysis. Such non-trivial problems are often critical in the data fusion that must often be carried out before further data analyses can be performed.

Challenges and Examples of Notable Approaches

Such problems are often combinatorial in nature, and thus various forms of problem-specific constraints are generally exploited to make the computations efficient. The sequential structure of genomics problems naturally lead to dynamic programming solutions, but for larger scales, greedy hierarchical solutions (Higgins and Sharpe, 1988) and hidden Markov models (Grasso and Lee, 2004) are often used. For the catalog cross-match problem, which has the structure of a generalized N-body problem, spatial locality can be exploited using parallel in-database spatial indexing methods (Gray et al., 2006; Nieto-Santisteban et al., 2006). The problem of finding correspondences between features of objects, such as faces between images, can in principle be treated with a matching algorithm (Bertsekas, 1988), but it must also account for various invariances (Zokai and Wolberg, 2005). The synonymy problem in text can be handled by approaches such as linear dimension-reduction models, taking the form of a linear algebraic problem (Landauer et al., 1998).

DISCUSSION

Two of the most pervasive strategies for achieving computational efficiency are sampling and parallel/distributed computing. Sampling is discussed further in Chapter 8, where the focus is on the statistical aspects rather than the computational and algorithmic aspects touched on here. Current and emerging technologies for parallel and distributed computing are discussed in Chapter 3, where the focus is on architectural issues rather than the algorithmic aspects touched on here.

Looking across all of the seven giants for common themes, the following are evident:

  • State-of-the-art algorithms exist that can provide accelerations of major practical importance, by significantly changing the runtime order, for example, from O(N2) to O(N log N).
  • The “non-default” settings—streaming, disk-based, distributed, multi-threaded—are quite important, yet mostly under-explored in terms of research effort.
Suggested Citation:"10 The Seven Computational Giants of Massive Data Analysis." National Research Council. 2013. Frontiers in Massive Data Analysis. Washington, DC: The National Academies Press. doi: 10.17226/18374.
×
  • High dimensionality in the number of variables is a persistent challenge to obtaining computational efficiency, and this demands ongoing research effort.
  • Most of the best fast algorithms described in this chapter have only been demonstrated in research implementations. More work is required to create robust and reliable software before these algorithms can be used widely in practice.

The combination of the seven giants and the five settings A through E, identified early in this chapter, imply a table of research frontiers. As noted early in this chapter, most work to date focuses on setting A, the “default setting” of a single processor with the entire data set fitting in random access memory, so much work remains in order to more completely explore this space of algorithms and settings.

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Suggested Citation:"10 The Seven Computational Giants of Massive Data Analysis." National Research Council. 2013. Frontiers in Massive Data Analysis. Washington, DC: The National Academies Press. doi: 10.17226/18374.
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Data mining of massive data sets is transforming the way we think about crisis response, marketing, entertainment, cybersecurity and national intelligence. Collections of documents, images, videos, and networks are being thought of not merely as bit strings to be stored, indexed, and retrieved, but as potential sources of discovery and knowledge, requiring sophisticated analysis techniques that go far beyond classical indexing and keyword counting, aiming to find relational and semantic interpretations of the phenomena underlying the data.

Frontiers in Massive Data Analysis examines the frontier of analyzing massive amounts of data, whether in a static database or streaming through a system. Data at that scale--terabytes and petabytes--is increasingly common in science (e.g., particle physics, remote sensing, genomics), Internet commerce, business analytics, national security, communications, and elsewhere. The tools that work to infer knowledge from data at smaller scales do not necessarily work, or work well, at such massive scale. New tools, skills, and approaches are necessary, and this report identifies many of them, plus promising research directions to explore. Frontiers in Massive Data Analysis discusses pitfalls in trying to infer knowledge from massive data, and it characterizes seven major classes of computation that are common in the analysis of massive data. Overall, this report illustrates the cross-disciplinary knowledge--from computer science, statistics, machine learning, and application disciplines--that must be brought to bear to make useful inferences from massive data.

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