$L_p$ Sampling in Distributed Data Streams with Applications to Adversarial Robustness

TL;DR

This paper develops optimal distributed algorithms for perfect $L_p$ sampling and robust $F_p$ moment estimation, enabling efficient, adversarially-robust data stream analysis across multiple servers.

Contribution

It introduces the first optimal algorithms for perfect $L_p$ sampling in distributed streams for all $p \,\geq 1$, and applies these to achieve adversarially-robust distributed monitoring protocols.

Findings

Optimal communication complexity for perfect $L_p$ sampling for all $p\geq 1$.

Robust $F_p$ moment estimation algorithms matching lower bounds.

Near-optimal adversarially-robust protocols for counting, heavy hitters, and distinct elements.

Abstract

In the distributed monitoring model, a data stream over a universe of size $n$ is distributed over $k$ servers, who must continuously provide certain statistics of the overall dataset, while minimizing communication with a central coordinator. In such settings, the ability to efficiently collect a random sample from the global stream is a powerful primitive, enabling a wide array of downstream tasks such as estimating frequency moments, detecting heavy hitters, or performing sparse recovery. Of particular interest is the task of producing a perfect $L_p$ sample, which given a frequency vector $f \in \mathbb{R}^n$, outputs an index $i$ with probability $\frac{f_i^p}{\|f\|_p^p}+\frac{1}{\mathrm{poly}(n)}$. In this paper, we resolve the problem of perfect $L_p$ sampling for all $p\ge 1$ in the distributed monitoring model. Specifically, our algorithm runs in $k^{p-1} \cdot \mathrm{polylog}(n)$ bits of communication, which is optimal up to polylogarithmic factors. Utilizing our perfect $L_p$ sampler, we achieve adversarially-robust distributed monitoring protocols for the $F_p$ moment estimation problem, where the goal is to provide a $(1+\varepsilon)$-approximation to $f_1^p+\ldots+f_n^p$. Our algorithm uses $\frac{k^{p-1}}{\varepsilon^2}\cdot\mathrm{polylog}(n)$ bits of communication for all $p\ge 2$ and achieves optimal bounds up to polylogarithmic factors, matching lower bounds by Woodruff and Zhang (STOC 2012) in the non-robust setting. Finally, we apply our framework to achieve near-optimal adversarially robust distributed protocols for central problems such as counting, frequency estimation, heavy-hitters, and distinct element estimation.