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**GAMPS COMPRESSING MULTI SENSOR DATA BY GROUPING & AMPLITUDE SCALING**

Sorabh Gandhi, UC Santa Barbara Suman Nath, Microsoft Research Subhash Suri, UC Santa Barbara Jie Liu, Microsoft Research GAMPS bigger remaining smaller. Problem, Current solution, what we are trying.

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**Fine Grained Sensing & Data Glut**

Advances in sensing technology fine grained ubiquitous sensing of environment Many applications, but the issue is data glut Automated Data Center Cooling: [MSFT DCGenome project] physical parameters ex. humidity, temperature etc 1000s of sensors, 10 bytes/sensors/sec 10s of GBs/day Server Performance Monitoring: [MSFT server farm monitoring] performance counters ex. cpu utilization, memory usage etc 100s of counters, 1000s of servers, few bytes/counter/sec TBs/day Recent advances in sensing technologies have made possible, both technologically and economically, the deployment of densely distributed sensor networks. These networks provide fine grained ubiquotous sensing of the environment. Large scale phenomenon with lots of dynamic elements- data glut. Challenges in data management.

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Focus and Objectives Data archival + (reliable and fast) query processing Centralized setting Point query: report value for sensor x, time t Similarity query: report sensors ‘similar’ to sensor x in time range Obvious solution: compression, data is set of time series Initial idea: approximate every time series individually Many approximation techniques known ex. DFT, DCT, piecewise linear Focus: L1 error [guarantee on point queries] ex techniques wavelets, piecewise constant/linear approximations Compression not enough!! Gives upto an order of magnitude improvement, we want more Our focus is data archival, for historical and trend analysis Also, we want to archive this data in a format which enables fast query processing Where the query could be a point query, or a similarity query.

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**Signals are Correlated!**

Shifted/Scaled groups Dynamic groups Server dataset: 40 signals, 1 day, sampling once every 30 seconds, counter: # of connected users # Connected Users Similar signals in a group Example dataset, Server, Server performance monitoring application. The signals are certainly correlated across time but they also seem correlated in space with each other Time

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Contributions We propose GAMPS, which exploits linear correlations among multiple signals while compressing them together, and gives L1 guarantees Compression both along time and across signals We propose an index structure for compressed data which can give fast responses to a lot of relevant queries Through simulations on real data, we show that on large datasets, GAMPS can achieve upto an order of magnitude improvement over state of the art compression techniques

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**State of the art: Single Signal Optimal L1 approximations**

Problem: Given a time series S and input parameter ² approximate S with piecewise constant segments such that the L1 error is <= ² Greedy algorithm (PCGreedy(S, ²))

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**State of the art: Single Signal Optimal L1 approximations**

Problem: Given a time series S and input parameter ², approximate S with piecewise constant segments such that the L1 error is <= ² Greedy algorithm (PCGreedy(S, ²)) 2² The algorithm divides the time series into contiguous disjoint parts buckets The algorithms approximates each bucket by a segment Let the magnitude of 2\epsilon be as shown by the segment on the left hand part of the slide. The algorithm starts with an empty bucket, and processes every data point one by one. The algorithms maintains the maximum and minimum values seen for every part, and the moment the difference of these values excceds 2\epsilon, the Is there anything more we can hope to do ? Original Time Series ICDE’03 Lazardis et al. Approximation

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GAMPS Overview GAMPS take as input, the set of time series and approximation parameter ² Compression Partition phase: partitions the data into contiguous time intervals Group phase: divides a given partition into groups of similar signals Amplitude scaling phase: compression happens with sharing of representations Data Amplitude Scaling Phase Partition Phase Grouping Phase Compressed Index Structure Data INDEXING COMPRESSION

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**Compression by Amplitude Scaling**

Given a group of k ‘similar’ signals Let the signals be denoted by set X = {X1, X2, …, Xk} Key idea: express all signals Xi as scaled function of some signal Xj: Xi = AiXj Ai is the ratio/amplitude signal and Xj is the base signal If signal Xi is a perfectly scaled version of Xj then Ai = constant To reconstruct Xi, we only need to store the constant and Xj In reality, no perfect correlation However, we found that if there are enough linearly correlated signals smartly approximating Ais and Xj can give very good compression factors! If our premise is true, that is, if signal Xi is a perfectly scaled/shifted/overlapping version of Xj, then we can Achieve big compression gains. For instance, if Xi is a perfectly scaled version of Xj then Ai is constant We found experimentally that if there are enough linearly correlated signals, By smartly approximating Ai and Xj with PCGreedy() such that reconstruction error in Xi is less than target epsilon, we can achive …. Let us have a look at an example of this with the help of a small part of our datacenter dataset

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**Illustration: Amplitude Scaling on Real Dataset**

DataCenter dataset 6 signals shown for ~3 days each, parameter: relative humidity Input: X = {X1, X2, …, X6}, ² = 1% Need to choose base signal and divide ² among base signal (²b) and ratio signal approximations (²r) Oracle: X4 is base signal, also provides values ²b and ²r Run PCGreedy(X4, ²b) and PCGreedy(Ai, ²r) for signals other than the base signal DataCenter Dataset Let the target error be 1% of the data value. Again, we will concentrate for now on signal A_i, which we call the ratio signal, as it gives much better compression results for all our datasets as compared to Bi. Call X_j as base signal. Say for now oracle tell us that base signal is X_4 and it should be approximated with 40% of the total error. Using this, one can determine e2 such that reconstruction error in approximation of X1 X2 X3 X5 X6 is less than target error e. So we construct the ratio signal approximations.

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**Illustration: Amplitude Scaling on Real Dataset**

Leftmost figure, all signals use PCGreedy() with ² = 1.0% Middle figure, higher fidelity base signal, ²b =0.4% Rightmost figure: Ratio signals Very sparse (small number of segments to represent) Individual approx Y-axis: Relative Humidity Base signal approx Y-axis: Relative Humidity Ratio signal approx Y-axis: Ratio The results for technique mentioned on the previous slide are shown here. Leftmost figure show individual approximations with optimal single signal approximation algorithm with error 1%. Middle figure shows approximation of base signal with 0.4e. And the right figure shows ratio signal approximations such that reconstruction error is less than e. The most interesting things to note here is that Ratio signals are very sparse, i.e. lot less memory than corresponding individual approximation in Figure 1. So, even though Base signal approximation takes more segments, overall compression seems better than individual approximations.

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**Quantitative Comparison for Amplitude Scaling**

Compression factor = M1/M2 M1 = number of segments in individual signal approximations M2 = number of segments in (base signal + ratio signal) approximations For this illustrative dataset, compression factor (1% error) is 1.9 Comparison with optimal individual approximations

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**Grouping and Amplitude Scaling by Facility Location**

Facility location problem Problem is modeled as a graph G(V, E) Opening a facility at node j costs c(j) Serving a demand point j using facility i costs w(i,j) Objective is to choose F µ V Minimize j 2 F c(i) + i 2 V w(i,j) Grouping & amplitude scaling is modeled as facility location Complete graph, every signal is represented by a node Cost opening a facility: # segments needed to represent base signal Cost of serving a demand point: # segments needed to represent the ratio signal Graph Suppose the paritioning part provides us with a batch of data. We solve our grouping and compression problem by using algorithms known for facility location problem. Let us first understand the facility location problem. The Facility Location problem consists of a set of potential facility sites, represented by nodes V where facility can be opened, and a set of demand points also represented by V that must be serviced. The goal is to pick a subset F of facilities to open, to minimize the sum of cost of serving every demand point by one facility, plus the sum of opening costs of the facilities.

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Implementation Setup We set ²b = 0.4² [error allocation for base signal] Facility location : NP hard We show results with exact solution (integer linear program) Approximation solutions are with 90% of the results shown Time taken to solve the linear program is <= few seconds We use three different datasets Server dataset: 240 signals, 1 day data [CPU utilization counter] DataCenter dataset: 24 signals, 3 days of data [humidity sensors] IBT dataset: 45 signals, 1 day of data [temperature sensors in a building in Berkeley] I will only show results with compression. For all the experiments shown …. Certainly a parameter which can be tuned, but we find that we get good result even with this fixed value.

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**Quantitative Evaluation: GAMPS**

Figure on the left shows compression factor over raw data For 1.5% error, 300 for server data, 50 for the other two Figure on the right: compression factor over individual approximations For 1.5% error, between factor 2-10 Compression factor high for Server dataset Average group size is highest (60 as compared to 4.5 & 6)

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**Scaling versus Group size**

We extracted 60 signals in the same group for the Server dataset Compression factor (versus individual approximations) increases as group size increases

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Advantage of Grouping Demonstrate the advantage of having multiple groups Datasets IBT and Server Hybrid: algorithm which allows only 1 group Every signal is either in the group or approximated individually For both datasets, for all errors, grouping gives great advantage Compression Factor: 1.5 (IBT) - 9 (Server) [Error 1.5%]

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**Grouping: Geographical Locality**

IBT dataset, 1 day, error = 1.5% GAMPS runs the grouping on entire days data Picture on left shows sensor layout in the Intel Berkeley lab Hexagons are sensor positions, crosses are sensors without data for the one day, rectangles are outliers (individual approximations) Simple region boundaries conform our intuition Grouping algorithm has no information about geographical locations Sensor Layout Group Layout

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**Indexing Compressed Data**

Skip-list of groups 1 2 3 Ptr. to base signal 4 Skip-list of approx. lines for ratio signal 5 Propose Skip list based index structure Point query: log(n) Range query : log(n) + range Similarity query : log(n) + #groups in range

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**Future Work How to distribute error among base and ratio signals ?**

How about generic linear transformations ? We use only ratio signal (scaling) : Xi = AiXj Maybe we can get much better compression by using Xi = AiXj + Bi How about piecewise linear signals ? Underlying algorithm is not so trivial (convex hulls) Can we apply this technique to 2D signals ? Consider a video, every pixel value in time time series Every pixel-time-series, correlated with neighboring pixel-time-series

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**Thanks for your attention**

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**Example Query: Similarity Query**

Based on grouping we can define similarity coefficient for a given time range (t1, t2) = 1, if signals Si and Sj are in the same group at time t Part of IBT dataset Similarity Query

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**Compression by Interval Sharing**

Key Idea: If two sensors have near overlapping time series they can share a part of the approximation Let number of signals be k and desired error be ² (®, ¯) approximation algorithm For given error ² say optimal algorithm taken OPT (®, ¯) algorithm has error no more than ®² and uses no more than ¯OPT segments We propose polynomial time (5, log k + log OPT) approximation algorithm for approximation with PC segments using interval sharing Signal 1 Signal 2 Representation can be shared

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**Multiple Correlated Signals: Example 1**

Instant messaging service – Server dataset 240 servers, 2 weeks, >= 100 performance counters 40 signals shown (normalized) for one day, counter: #connected users, sampling rate once in 30 seconds Signals are correlated (almost overlapping) with each other, can we exploit this in compression ? Server Dataset Hope is that many signals are related and if so, we want a technique which can exploit it.

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**Multiple Correlated Signals: Example 2**

Data center monitoring 24 sensors, 2 years, 2 parameters: humidity, temperature 6 signals shown for ~3 days each, parameter: relative humidity, sampling rate once every 30 seconds Signals not overlapping, but still correlated Shifting or scaling may help Question: Can we exploit this correlation ? We propose a technique to compress multiple signals along both time and across signals DataCenter Dataset GAMPS overview: Grouping and compression (linear transform) in practice sclaing is pretty effectve

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**Partition Determination**

Use double-half-same size heuristic Start with some initial batch size (say 100 data points) For next batch run group and compress with 200, 100 & 50 data points For 200, compare with two batches of size 100, whichever one takes less memory is chosen Similarly for 50, compare two batch sizes of 50 with one batch size 100 Memory taken = # segments + Cluster delta Cluster delta: Every time clusters change, we need to update the base signals and base-ratio signal relationships

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**(Similar signals together) Select Base and Ratio Signals**

GAMPS Illustration 1 Partition 1 2 2 3 3 4 4 5 5 Grouping (Similar signals together) Base signals Select Base and Ratio Signals 2 4 1 3 5 1 2 Ratio signals 3 4 5

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**GAMPS Compression Illustration**

1 Partition 1 2 2 3 (To overcome varying correlations) 3 4 4 5 5 Grouping (Similar signals together) Compress by Amplitude Scaling 1 2 3 4 5

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