TY - GEN
T1 - Communication-efficient distributed online prediction using dynamic model synchronizations
AU - Boley, Mario
AU - Kamp, Michael
AU - Keren, Daniel
AU - Schuster, Assaf
AU - Sharfman, Izchak
PY - 2013
Y1 - 2013
N2 - We present the first protocol for distributed online prediction that aims to minimize online prediction loss and network communication at the same time. Applications include social content recommendation, algorithmic trading, and other scenarios where a configuration of local prediction models of high-frequency streams is used to provide a realtime service. For stationary data, the proposed protocol retains the asymptotic optimal regret of previous algorithms. At the same time, it allows to substantially reduce network communication, and, in contrast to previous approaches, it remains applicable when the data is non-stationary and shows rapid concept drift. The protocol is based on controlling the divergence of the local models in a decentralized way. Its beneficial properties are also confirmed empirically.
AB - We present the first protocol for distributed online prediction that aims to minimize online prediction loss and network communication at the same time. Applications include social content recommendation, algorithmic trading, and other scenarios where a configuration of local prediction models of high-frequency streams is used to provide a realtime service. For stationary data, the proposed protocol retains the asymptotic optimal regret of previous algorithms. At the same time, it allows to substantially reduce network communication, and, in contrast to previous approaches, it remains applicable when the data is non-stationary and shows rapid concept drift. The protocol is based on controlling the divergence of the local models in a decentralized way. Its beneficial properties are also confirmed empirically.
UR - http://www.scopus.com/inward/record.url?scp=84922332863&partnerID=8YFLogxK
M3 - Conference Paper
AN - SCOPUS:84922332863
VL - 1018
T3 - CEUR Workshop Proceedings
SP - 13
EP - 18
BT - 1st International Workshop on Big Dynamic Distributed Data, BD3 2013
PB - Rheinisch-Westfaelische Technische Hochschule Aachen
CY - Denmark
T2 - 1st International Workshop on Big Dynamic Distributed Data, BD3 2013 - Co-located with International Conference on Very Large Databases, VLDB 2013
Y2 - 30 August 2013 through 30 August 2013
ER -