Online Algorithms for Estimating Change Rates of Web Pages

TL;DR

This paper introduces three efficient online algorithms for estimating web page change rates, improving cache freshness in search engines under bandwidth constraints, with proven convergence and superior performance over existing methods.

Contribution

The paper presents three novel low-complexity online estimation schemes for page change rates, including the first convergence proof for stochastic heavy-ball methods without bounded gradients or noise.

Findings

The proposed estimators outperform MLE in accuracy and speed.

All schemes converge asymptotically with known rates.

Algorithms are applicable to database synchronization and network inventory management.

Abstract

A search engine maintains local copies of different web pages to provide quick search results. This local cache is kept up-to-date by a web crawler that frequently visits these different pages to track changes in them. Ideally, the local copy should be updated as soon as a page changes on the web. However, finite bandwidth availability and server restrictions limit how frequently different pages can be crawled. This brings forth the following optimization problem: maximize the freshness of the local cache subject to the crawling frequencies being within prescribed bounds. While tractable algorithms do exist to solve this problem, these either assume the knowledge of exact page change rates or use inefficient methods such as MLE for estimating the same. We address this issue here. We provide three novel schemes for online estimation of page change rates, all of which have extremely low running times per iteration. The first is based on the law of large numbers and the second on stochastic approximation. The third is an extension of the second and includes a heavy-ball momentum term. All these schemes only need partial information about the page change process, i.e., they only need to know if the page has changed or not since the last crawled instance. Our main theoretical results concern asymptotic convergence and convergence rates of these three schemes. In fact, our work is the first to show convergence of the original stochastic heavy-ball method when neither the gradient nor the noise variance is uniformly bounded. We also provide some numerical experiments (based on real and synthetic data) to demonstrate the superiority of our proposed estimators over existing ones such as MLE. We emphasize that our algorithms are also readily applicable to the synchronization of databases and network inventory management.