On the Convergence of Statistical Techniques for Inferring Network Traffic Demands

Accurate knowledge of traffic demands in a communication network enables or enhances a variety of traffic engineering and network management tasks of paramount importance for operational networks. Directly measuring a complete set of these demands is prohibitively expensive because of the huge amounts of data that must be collected and the performance impact that such measurements would impose on the regular behavior of the network. As a consequence, we must rely on statistical techniques to produce estimates of actual traffic demands from partial information. The performance of such techniques is however limited due to their reliance on limited information and the high amount of computations they incur, which limits their convergence behavior. In this paper we study strategies to improve the convergence of a powerful statistical technique based on an Expectation-Maximization iterative algorithm. First we analyze modeling approaches to generating starting points. We call these starting points informed priors since they are obtained using actual network information such as packet traces and SNMP link counts. Second we provide a very fast variant of the EM algorithm which extends its computation range, increasing its accuracy and decreasing its dependence on the quality of the starting point. Finally, we study the convergence characteristics of our EM algorithm and compare it against a recently proposed Weighted Least Squares approach.

A Two-step Statistical Approach for Inferring Network Traffic Demands (Revises Technical Report BUCS-2003-003)

Accurate knowledge of traffic demands in a communication network enables or enhances a variety of traffic engineering and network management tasks of paramount importance for operational networks. Directly measuring a complete set of these demands is prohibitively expensive because of the huge amounts of data that must be collected and the performance impact that such measurements would impose on the regular behavior of the network. As a consequence, we must rely on statistical techniques to produce estimates of actual traffic demands from partial information. The performance of such techniques is however limited due to their reliance on limited information and the high amount of computations they incur, which limits their convergence behavior. In this paper we study a two-step approach for inferring network traffic demands. First we elaborate and evaluate a modeling approach for generating good starting points to be fed to iterative statistical inference techniques. We call these starting points informed priors since they are obtained using actual network information such as packet traces and SNMP link counts. Second we provide a very fast variant of the EM algorithm which extends its computation range, increasing its accuracy and decreasing its dependence on the quality of the starting point. Finally, we evaluate and compare alternative mechanisms for generating starting points and the convergence characteristics of our EM algorithm against a recently proposed Weighted Least Squares approach.

Adaptive Weighing Designs for Keyword Value Computation

Attributing a dollar value to a keyword is an essential part of running any profitable search engine advertising campaign. When an advertiser has complete control over the interaction with and monetization of each user arriving on a given keyword, the value of that term can be accurately tracked. However, in many instances, the advertiser may monetize arrivals indirectly through one or more third parties. In such cases, it is typical for the third party to provide only coarse-grained reporting: rather than report each monetization event, users are aggregated into larger channels and the third party reports aggregate information such as total daily revenue for each channel. Examples of third parties that use channels include Amazon and Google AdSense. In such scenarios, the number of channels is generally much smaller than the number of keywords whose value per click (VPC) we wish to learn. However, the advertiser has flexibility as to how to assign keywords to channels over time. We introduce the channelization problem: how do we adaptively assign keywords to channels over the course of multiple days to quickly obtain accurate VPC estimates of all keywords? We relate this problem to classical results in weighing design, devise new adaptive algorithms for this problem, and quantify the performance of these algorithms experimentally. Our results demonstrate that adaptive weighing designs that exploit statistics of term frequency, variability in VPCs across keywords, and flexible channel assignments over time provide the best estimators of keyword VPCs.

An Invariant Representation for Matching Trajectories across Uncalibrated Video Streams

We introduce a view-point invariant representation of moving object trajectories that can be used in video database applications. It is assumed that trajectories lie on a surface that can be locally approximated with a plane. Raw trajectory data is first locally approximated with a cubic spline via least squares fitting. For each sampled point of the obtained curve, a projective invariant feature is computed using a small number of points in its neighborhood. The resulting sequence of invariant features computed along the entire trajectory forms the view invariant descriptor of the trajectory itself. Time parametrization has been exploited to compute cross ratios without ambiguity due to point ordering. Similarity between descriptors of different trajectories is measured with a distance that takes into account the statistical properties of the cross ratio, and its symmetry with respect to the point at infinity. In experiments, an overall correct classification rate of about 95% has been obtained on a dataset of 58 trajectories of players in soccer video, and an overall correct classification rate of about 80% has been obtained on matching partial segments of trajectories collected from two overlapping views of outdoor scenes with moving people and cars.