OLAP : Blitzkreig Introduction

3 characteristics of OLAP cubes:Large data sets ~ Gb, TbExpected Query : Aggregation

Infrequent updatesStar Schema : Hierarchical Dimensions

Attributes and Measures

Attributes are columns with values from a fixed domain (foreign keys).

Measures are numerical columns.

Imprecision and Uncertainity

Imprecision in a tuple refers to an attribute instantiated by a set of values from the domain instead of a single value.

Uncertainity refers to a measure represented by a pdf over the domain instead of a single value.

Hierarchical Domains : Star Schema

Location

Maharashtra Madhya Pradesh

Mumbai Pune Bhopal Indore

Restriction on Imprecision

We restrict the sets of values in an imprecise fact to either:1. A singleton set consisting of a leaf level member of the hierarchy, or,2. The set of all the leaf level members under some non-leaf level member of the hierarchy.

Cells and Regions

A region is a vector of attribute values from an imprecise domains of each dimension of the cube.A cell is a region in which all values are leaf level members.Let reg(R) represent the set of cells in a region R.

Queries on precise data

A query Q = (R, M, A) refers to a region R, a measure M, and an aggregate function A. Eg : (<Ambassador, Location>, Repairs, Sum)The result of the query in a precise database is obtained by applying A on the measure M of all cells in R.For the example above, the result is (P1 + P2)

Queries on imprecise data

Consider the query region <Pune, Model> in the figure. It overlaps two imprecise facts P4 and P5. Here, we need to make a decision between 3 strategies :None : Ignore both P4 and P5 because of their imprecisionContains : Take P5 because it is contained inside the queryOverlaps : Take P5, and somehow, P4 as well.

Contains option : Consistency

Intuitively, consistency means that the answer to a query should be consistent with the aggregates from individual partitions of the query.Using the Contains option could give rise to inconsistent results.For example, consider the sum aggregate of the query above and that of its individual cells. With the Contains option, will the individual results add up to be the same as the collective?

None option

Essentially, the none option ignores the imprecise facts, even if a fact is completely inside the region. Lays waste to the whole notion of having imprecise facts.

Overlaps option : Possible Worlds

Query semantics on Possible worlds

With each possible world, assign a weight wi such that the

sum of all weights is 1. Intuitively, the weight of a particular world is like probability that it is the correct underlying data.

Given a query Q, we can calculate the result for each vi for each world. Thus, we can return a pdf over the answer Z as

P[Z = o] = ∑ i : v_i = o

wi

A neat short answer could be the expected value of ZE[Z] =∑

i w

i * v

i

Problem with this is : number of possible worlds is exponential in number of imprecise facts!

Solution : Extended data model

With each cell c in a region r, we add a probability pr, c

, called

the allocation of r to c.The probability of a possible world becomes the multiple of allocations of ranges to cells that have been populated in the world.This leads to a (reasonable) restriction on the kind of probability distributions on possible worlds.

Advantages of EDM

No extra infrastructure required for representing imprecisionEfficient algorithms for aggregate queries :SUM and COUNT : linear time algo.AVERAGE : slightly complicated algorithm running in O(m + n3) for m precise facts and n imprecise facts.

Allocation Policies

For every region r in the database, we want to assign an allocation p

c, r to each cell c in Reg(r), such that

∑c Reg(r)

pc, r

= 1

Three ways of doing so:

1. Uniform : Assign each cell c in a region r an equal probability.

pc, r

= 1 / |Reg(r)|

Allocation Policies

For every region r in the database, we want to assign an allocation p

c, r to each cell c in Reg(r), such that

∑c Reg(r)

pc, r

= 1

However, we can do better. Some cells may be naturally inclined to have more probability than others. Eg : Mumbai will clearly have more repairs than Bhopal. We can do this automatically by giving more probability to cells with higher number of precise facts.

2. Count based :

where Nc is the number of precise facts in cell c

Allocation Policies

For every region r in the database, we want to assign an allocation p

c, r to each cell c in Reg(r), such that

∑c Reg(r)

pc, r

= 1

Again, we can arguably get a better result by looking at not just the count, but rather than the actual value of the measure in question.

3. Measure based : next slide.

Measure Based Allocation

Assumes the following model : The given database D with imprecise facts has been generated by randomly injecting imprecision in a precise database D'.D' assigns value o to a cell c according to some unknown pdf P(o, c).

If we could determine this pdf, the allocation is simplyp

c, r = P(c) / ∑

c' in Reg(r) P(c')

Maximum Likelihood Principle

A reasonable estimate for this function P can be that which maximises the probability of generating the given imprecise data set D.

Example :Suppose the pdf depends only on the cells and is independent of the measure values. Thus, the pdf is a mapping : C ℝ where C is the set of cells.This pdf can be found by maximising the likelihood function :

ℒ() = r D

∑c Reg(r)

(c)

EM Algorithm

The Expectation Maximization algorithm provides a standard way of maximizing the likelihood, when we have some unknown variables in the observation set.

Expectation step (compute data): Calculate the expected value of the unknown variables, given the current estimate of variables.Maximization step (compute generator): Calculate the distribution that maximizes the probability of the current estimated data set.

Initialization Step: Data: [4, 10, ?, ?] Initial mean value: 0New Data: [4, 10, 0, 0]

Step 1: New Mean: 3.5New Data:[4, 10, 3.5, 3.5]

Step 2: New Mean: 5.25New Data: [4, 10, 5.25, 5.25]

Step 3: New Mean: 6.125New Data: [4, 10, 6.125, 6.125]

Result: New Mean: 6.890625

EM Algorithm : Example

Step 4: New Mean: 6.5625New Data: [4, 10, 6.5625, 6.5625]

Step 5: New Mean: 6.7825New Data: [4, 10, 6.7825, 6.7825]

EM Algorithm : Application

Experiments : Allocation run time

Experiments : Query run time

Experiments : Accuracy

Summary

Model for ambiguity : Imprecision, UncertainityQuerying on uncertain data :

None v/s Contains v/s Overlaps option Consistency, Faithfulness

Possible Worlds interpretation : size blowupExtended databases : allocationAggregation algorithms on Extended databasesAllocation policies :

Uniform Count Measure : EM algorithm

Experiments : Allocation time, query time, accuracy

References :

OLAP over uncertain and imprecise data (Doug Burdick et al.) - The VLDB Journal (2007) 16:123–144

OLAP over uncertain and imprecise data(Doug Burdick et al.) - - The VLDB Journal (2005)

http://en.wikipedia.org/wiki/Expectation-maximization_algorithm