Stratified Sampling Meets Machine Learning

This paper solves a specialized regression problem to obtain sampling probabilities for records in databases. The goal is to sample a small set of records over which evaluating aggregate queries can be done both efficiently and accurately. We provide a principled and provable solution for this problem; it is parameterless and requires no data insights. Unlike standard regression problems, the loss is inversely proportional to the regressed-to values. Moreover, a cost zero solution always exists and can only be excluded by hard budget constraints. A unique form of regularization is also needed. We provide an efficient and simple regularized Empirical Risk Minimization (ERM) algorithm along with a theoretical generalization result. Our extensive experimental results significantly improve over both uniform sampling and standard stratified sampling which are de-facto the industry standards.

Authors

• Edo Liberty
• Kevin J. Lang
• Konstantin Shmakov

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