Hokusai - Sketching Streams in Real Time
Sergiy Matusevych, Alex Smola, Amr Ahmed
We describe Hokusai, a real time system which is able to capture frequency information for streams of arbitrary sequences of symbols. The algorithm uses the CountMin sketch as its basis and exploits the fact that sketching is linear. It provides real time statistics of arbitrary events, e.g. streams of queries as a function of time. We use a factorizing approximation to provide point estimates at arbitrary (time, item) combinations. Queries can be answered in constant time.
PDF Link: /papers/12/p594-matusevych.pdf
AUTHOR = "Sergiy Matusevych
and Alex Smola and Amr Ahmed",
TITLE = "Hokusai - Sketching Streams in Real Time",
BOOKTITLE = "Proceedings of the Twenty-Eighth Conference Annual Conference on Uncertainty in Artificial Intelligence (UAI-12)",
PUBLISHER = "AUAI Press",
ADDRESS = "Corvallis, Oregon",
YEAR = "2012",
PAGES = "594--603"