A number of conference and journal papers have been accepted for publication over the winter break. These include:

G. Cormode and J. Dark. Fast sketch-based recovery of correlation outliers. In International Conference on Database Theory, 2018.

Many data sources can be interpreted as time-series, and a key problem is to identify which pairs out of a large collection of signals are highly correlated. We expect that there will be few, large, interesting correlations, while most signal pairs do not have any strong correlation. We abstract this as the problem of identifying the highly correlated pairs in a collection of n mostly pairwise uncorrelated random variables, where observations of the variables arrives as a stream. Dimensionality reduction can remove dependence on the number of observations, but further techniques are required to tame the quadratic (in n) cost of a search through all possible pairs. We develop a new algorithm for rapidly finding large correlations based on sketch techniques with an added twist: we quickly generate sketches of random combinations of signals, and use these in concert with ideas from coding theory to decode the identity of correlated pairs. We prove correctness and compare performance and effectiveness with the best LSH (locality sensitive hashing) based approach.

G. Cormode and C. Hickey. Cheap checking for cloud computing: Statistical analysis via annotated data streams. In AISTATS, 2018.

As the popularity of outsourced computation increases, questions of accuracy and trust between the client and the cloud computing services become ever more relevant. Our work aims to provide fast and practical methods to verify analysis of large data sets, where the client’s computation and memory and costs are kept to a minimum. Our verification protocols are based on defining “proofs” which are easy to create and check. These add only a small overhead to reporting the result of the computation itself. We build up a series of protocols for elementary statistical methods, to create more complex protocols for Ordinary Least Squares, Principal Component Analysis and Linear Discriminant Analysis. We show that these are very efficient in practice.

G. Cormode, T. Kulkarni, and D. Srivastava. Constrained differential privacy for count data. In International Conference on Data Engineering (ICDE), 2018.

Concern about how to aggregate sensitive user data without compromising individual privacy is a major barrier to greater availability of data. The model of differential privacy has emerged as an accepted model to release sensitive information while giving a statistical guarantee for privacy. Many different algorithms are possible to address different target functions. We focus on the core problem of count queries, and seek to design mechanisms to release data associated with a group of n individuals. Prior work has focused on designing mechanisms by raw optimization of a loss function, without regard to the consequences on the results. This can leads to mechanisms with undesirable properties, such as never reporting some outputs (gaps), and overreporting others (spikes). We tame these pathological behaviors by introducing a set of desirable properties that mechanisms can obey. Any combination of these can be satisfied by solving a linear program (LP) which minimizes a cost function, with constraints enforcing the properties. We focus on a particular cost function, and provide explicit constructions that are optimal for certain combinations of properties, and show a closed form for their cost. In the end, there are only a handful of distinct optimal mechanisms to choose between: one is the well-known (truncated) geometric mechanism; the second a novel mechanism that we introduce here, and the remainder are found as the solution to particular LPs. These all avoid the bad behaviors we identify. We demonstrate in a set of experiments on real and synthetic data which is preferable in practice, for different combinations of data distributions, constraints, and privacy parameters.

G. Cormode, A. Dasgupta, A. Goyal, and C. H. Lee. An evaluation of multi-probe locality sensitive hashing for computing similarities over web-scale query logs. PLOS ONE, 2018.

Many modern applications of AI such as web search, mobile browsing, image processing, and natural language processing rely on finding similar items from a large database of complex objects. Due to the very large scale of data involved (e.g., users’ queries from commercial search engines), computing such near or nearest neighbors is a non-trivial task, as the computational cost grows significantly with the number of items. To address this challenge, we adopt Locality Sensitive Hashing (a.k.a, LSH) methods and evaluate four variants in a distributed computing environment (specifically, Hadoop). We identify several optimizations which improve performance, suitable for deployment in very large scale settings. The experimental results demonstrate our variants of LSH achieve the robust performance with better recall compared with “vanilla” LSH, even when using the same amount of space.

The three conference presentations will take place over the coming months.