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Poster

Coresets for Data Discretization and Sine Wave Fitting

Alaa Maalouf · Murad Tukan · Eric Price · Daniel Kane · Dan Feldman


Abstract: In the \emph{monitoring} problem, the input is an unbounded stream P=p1,p2 of integers in [N]:={1,,N}, that are obtained from a sensor (such as GPS or heart beats of a human). The goal (e.g., for anomaly detection) is to approximate the n points received so far in P by a single frequency sin, e.g. mincCcost(P,c)+λ(c), where cost(P,c)=ni=1sin2(2πNpic), C[N] is a feasible set of solutions, and λ is a given regularization function. For any approximation error ε>0, we prove that \emph{every} set P of n integers has a weighted subset SP (sometimes called core-set) of cardinality |S|O(log(N)O(1)) that approximates cost(P,c) (for every c[N]) up to a multiplicative factor of 1±ε. Using known coreset techniques, this implies streaming algorithms using only O((log(N)log(n))O(1)) memory. Our results hold for a large family of functions. Experimental results and open source code are provided.

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