License: Creative Commons Attribution 4.0 International license (CC BY 4.0)
When quoting this document, please refer to the following
DOI: 10.4230/LIPIcs.ICDT.2023.19
URN: urn:nbn:de:0030-drops-177618
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Assadi, Sepehr ; Joshi, Nirmit ; Prabhu, Milind ; Shah, Vihan

Generalizing Greenwald-Khanna Streaming Quantile Summaries for Weighted Inputs

LIPIcs-ICDT-2023-19.pdf (0.9 MB)


Estimating quantiles, like the median or percentiles, is a fundamental task in data mining and data science. A (streaming) quantile summary is a data structure that can process a set S of n elements in a streaming fashion and at the end, for any ϕ ∈ (0,1], return a ϕ-quantile of S up to an ε error, i.e., return a ϕ'-quantile with ϕ' = ϕ ± ε. We are particularly interested in comparison-based summaries that only compare elements of the universe under a total ordering and are otherwise completely oblivious of the universe. The best known deterministic quantile summary is the 20-year old Greenwald-Khanna (GK) summary that uses O((1/ε) log{(ε n)}) space [SIGMOD'01]. This bound was recently proved to be optimal for all deterministic comparison-based summaries by Cormode and Vesleý [PODS'20].
In this paper, we study weighted quantiles, a generalization of the quantiles problem, where each element arrives with a positive integer weight which denotes the number of copies of that element being inserted. The only known method of handling weighted inputs via GK summaries is the naive approach of breaking each weighted element into multiple unweighted items, and feeding them one by one to the summary, which results in a prohibitively large update time (proportional to the maximum weight of input elements).
We give the first non-trivial extension of GK summaries for weighted inputs and show that it takes O((1/ε) log(εn)) space and O(log(1/ε)+log log(εn)) update time per element to process a stream of length n (under some quite mild assumptions on the range of weights and ε). En route to this, we also simplify the original GK summaries for unweighted quantiles.

BibTeX - Entry

  author =	{Assadi, Sepehr and Joshi, Nirmit and Prabhu, Milind and Shah, Vihan},
  title =	{{Generalizing Greenwald-Khanna Streaming Quantile Summaries for Weighted Inputs}},
  booktitle =	{26th International Conference on Database Theory (ICDT 2023)},
  pages =	{19:1--19:19},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-270-9},
  ISSN =	{1868-8969},
  year =	{2023},
  volume =	{255},
  editor =	{Geerts, Floris and Vandevoort, Brecht},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{},
  URN =		{urn:nbn:de:0030-drops-177618},
  doi =		{10.4230/LIPIcs.ICDT.2023.19},
  annote =	{Keywords: Streaming algorithms, Quantile summaries, Rank estimation}

Keywords: Streaming algorithms, Quantile summaries, Rank estimation
Collection: 26th International Conference on Database Theory (ICDT 2023)
Issue Date: 2023
Date of publication: 17.03.2023

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