Towards Optimal Moment Estimation in Streaming and Distributed Models

Abstract: One of the oldest problems in the data stream model is to approximate the $p$-th moment $$|\mathcal{X}|<em>p^p = \sum</em>{i=1}ⁿ |\mathcal{X}_i|<sup>p$$ of an underlying vector $\mathcal{X} \in \mathbb{R}<sup>n$, which is presented as a sequence of poly$(n)$ updates to its coordinates. Of particular interest is when $p \in (0,2]$. Although a tight space bound of $\Theta(\epsilon^{-2} \log n)$ bits is known for this problem when both positive and negative updates are allowed, surprisingly there is still a gap in the space complexity when all updates are positive. Specifically, the upper bound is $O(\epsilon^{-2} \log n)$ bits, while the lower bound is only $\Omega(\epsilon^{-2} + \log n)$ bits. Recently, an upper bound of $\tilde{O}(\epsilon^{-2} + \log n)$ bits was obtained assuming that the updates arrive in a random order. We show that for $p \in (0, 1]$, the random order assumption is not needed. Namely, we give an upper bound for worst-case streams of $\tilde{O}(\epsilon^{-2} + \log n)$ bits for estimating $|\mathcal{X}|_p<sup>p$. Our techniques also give new upper bounds for estimating the empirical entropy in a stream. On the other hand, we show that for $p \in (1,2]$, in the natural coordinator and blackboard communication topologies, there is an $\tilde{O}(\epsilon<sup>{-2})$ bit max-communication upper bound based on a randomized rounding scheme. Our protocols also give rise to protocols for heavy hitters and approximate matrix product. We generalize our results to arbitrary communication topologies $G$, obtaining an $\tilde{O}(\epsilon^{2} \log d)$ max-communication upper bound, where $d$ is the diameter of $G$. Interestingly, our upper bound rules out natural communication complexity-based approaches for proving an $\Omega(\epsilon^{-2} \log n)$ bit lower bound for $p \in (1,2]$ for streaming algorithms. In particular, any such lower bound must come from a topology with large diameter.