Hokusai | Sketching Streams in Real Time
Venue
Proceedings of the 28th International Conference on Conference on Uncertainty in Artificial Intelligence (UAI) (2012)
Publication Year
2012
Authors
Sergiy Matusevych, Alex Smola, Amr Ahmed
BibTeX
Abstract
We describe ã Hokusai, a real time system which is able to capture frequency
information for streams of arbitrary sequences of symbols. The algorithm uses the
Count-Min 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.
