Optimal gossip algorithms for exact and approximate quantile computations

From MaRDI portal



Abstract: This paper gives drastically faster gossip algorithms to compute exact and approximate quantiles. Gossip algorithms, which allow each node to contact a uniformly random other node in each round, have been intensely studied and been adopted in many applications due to their fast convergence and their robustness to failures. Kempe et al. [FOCS'03] gave gossip algorithms to compute important aggregate statistics if every node is given a value. In particular, they gave a beautiful O(logn+logfrac1epsilon) round algorithm to epsilon-approximate the sum of all values and an O(log2n) round algorithm to compute the exact phi-quantile, i.e., the the lceilphinceil smallest value. We give an quadratically faster and in fact optimal gossip algorithm for the exact phi-quantile problem which runs in O(logn) rounds. We furthermore show that one can achieve an exponential speedup if one allows for an epsilon-approximation. We give an O(loglogn+logfrac1epsilon) round gossip algorithm which computes a value of rank between phin and (phi+epsilon)n at every node.% for any 0leqphileq1 and 0<epsilon<1. Our algorithms are extremely simple and very robust - they can be operated with the same running times even if every transmission fails with a, potentially different, constant probability. We also give a matching Omega(loglogn+logfrac1epsilon) lower bound which shows that our algorithm is optimal for all values of epsilon.











This page was built for publication: Optimal gossip algorithms for exact and approximate quantile computations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5197682)