{"id":309284,"date":"2016-10-20T09:42:34","date_gmt":"2016-10-20T16:42:34","guid":{"rendered":"https:\/\/www.microsoft.com\/en-us\/research\/?post_type=msr-research-item&p=309284"},"modified":"2019-04-09T23:42:01","modified_gmt":"2019-04-10T06:42:01","slug":"fast-approximate-stream-mining-quantiles-frequencies-using-graphics-processors","status":"publish","type":"msr-research-item","link":"https:\/\/www.microsoft.com\/en-us\/research\/publication\/fast-approximate-stream-mining-quantiles-frequencies-using-graphics-processors\/","title":{"rendered":"Fast and Approximate Stream Mining of Quantiles and Frequencies Using Graphics Processors\u00a0"},"content":{"rendered":"

We present algorithms for fast quantile and frequency estimation in large data streams using graphics processors (GPUs). We exploit the high computation power and memory bandwidth of graphics processors and present a new sorting algorithm that performs rasterization operations on the GPUs. We use sorting as the main computational component for histogram approximation and construction of -approximate quantile and frequency summaries. Our algorithms for numerical statistics computation on data streams are deterministic, applicable to fixed or variable-sized sliding windows and use a limited memory footprint. We use GPU as a co-processor and minimize the data transmission between the CPU and GPU by taking into account the low bus bandwidth. We implemented our algorithms on a PC with a NVIDIA GeForce FX 6800 Ultra GPU and a 3.4 GHz Pentium IV CPU and applied them to large data streams consisting of more than 100 million values. We also compared the performance of our GPU-based algorithms with optimized implementations of prior CPU-based algorithms. Overall, our results demonstrate that the graphics processors available on a commodity computer system are efficient stream-processor and useful co-processors for mining data streams.<\/p>\n","protected":false},"excerpt":{"rendered":"

We present algorithms for fast quantile and frequency estimation in large data streams using graphics processors (GPUs). We exploit the high computation power and memory bandwidth of graphics processors and present a new sorting algorithm that performs rasterization operations on the GPUs. We use sorting as the main computational component for histogram approximation and construction 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