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A Scalable Bootstrap for Massive Data (1112.5016v2)

Published 21 Dec 2011 in stat.ME, stat.CO, and stat.ML

Abstract: The bootstrap provides a simple and powerful means of assessing the quality of estimators. However, in settings involving large datasets---which are increasingly prevalent---the computation of bootstrap-based quantities can be prohibitively demanding computationally. While variants such as subsampling and the $m$ out of $n$ bootstrap can be used in principle to reduce the cost of bootstrap computations, we find that these methods are generally not robust to specification of hyperparameters (such as the number of subsampled data points), and they often require use of more prior information (such as rates of convergence of estimators) than the bootstrap. As an alternative, we introduce the Bag of Little Bootstraps (BLB), a new procedure which incorporates features of both the bootstrap and subsampling to yield a robust, computationally efficient means of assessing the quality of estimators. BLB is well suited to modern parallel and distributed computing architectures and furthermore retains the generic applicability and statistical efficiency of the bootstrap. We demonstrate BLB's favorable statistical performance via a theoretical analysis elucidating the procedure's properties, as well as a simulation study comparing BLB to the bootstrap, the $m$ out of $n$ bootstrap, and subsampling. In addition, we present results from a large-scale distributed implementation of BLB demonstrating its computational superiority on massive data, a method for adaptively selecting BLB's hyperparameters, an empirical study applying BLB to several real datasets, and an extension of BLB to time series data.

Citations (396)

Summary

  • The paper introduces BLB, a scalable alternative to traditional bootstrapping that partitions massive datasets to enable efficient inference.
  • It employs a novel strategy by combining bootstrap resampling with subsampling across data partitions, leveraging parallel and distributed computing.
  • Empirical evaluations demonstrate that BLB achieves comparable statistical accuracy with significantly fewer computational cycles than classical methods.

Essay: A Scalable Bootstrap for Massive Data

The paper "A Scalable Bootstrap for Massive Data" by Kleiner, Talwalkar, Sarkar, and Jordan introduces the Bag of Little Bootstraps (BLB), a novel computationally efficient method for hierarchical bootstrapping in the context of large datasets. The BLB procedure offers a robust alternative to the traditional bootstrap and subsampling methods, which are often computationally prohibitive when applied to massive data. This paper addresses several key limitations of the bootstrap method and positions BLB as a scalable solution well-suited to modern parallel and distributed computing environments.

Theoretical Framework and Methodology

The authors begin by discussing the bootstrap method, a resampling technique used extensively to assess the quality of estimators. Although powerful in its utility, the bootstrap is computationally demanding as it requires multiple resampling from the original dataset, which is unfeasible with very large datasets. Traditional alternatives like subsampling and the mm out of nn bootstrap are less robust and sensitive to hyperparameter specification, often demanding prior information about estimator convergence rates.

BLB merges elements of both the bootstrap and subsampling into a single, efficient procedure. The key idea involves partitioning the original dataset into smaller subsets, performing bootstraps on these smaller data partitions, and then aggregating the results. This approach maintains the statistical consistency and efficiency of the bootstrap while being tailored to the computational architecture afforded by parallel processing systems. BLB excels in situations where data can be distributed across several computing nodes, leveraging their collective power.

Numerical Results

The paper provides both theoretical analysis and empirical evaluations. Through simulation studies and large-scale distributed implementations, the authors showcase the statistical performance and computational advantages of BLB over the traditional bootstrap, mm out of nn bootstrap, and direct subsampling. The results demonstrate that BLB achieves comparable statistical accuracy with substantially reduced computational resources. Specifically, the simulation paper highlights that BLB can attain low relative error with significantly fewer computational cycles compared to traditional methods. Moreover, BLB's performance remains robust across various dataset configurations and estimator types, such as linear and logistic regression.

Implications and Future Perspectives

BLB's design is particularly advantageous for modern data environments, where data volume and parallel processing capabilities redefine computational constraints. This versatile methodology can adapt to different inferential goals and estimator qualities by choosing optimal hyperparameters, which can be enhanced further by adaptive selection strategies proposed by the authors.

From a theoretical standpoint, BLB retains the bootstrap's favorable high-order correctness properties under standard assumptions. Practically, it provides data scientists with a tool that scales efficiently with data size, enabling effective use of computational resources. An intriguing aspect of BLB is its applicability to time series data, achieved by integrating methods like the stationary bootstrap without compromising on efficiency or robustness.

Conclusion

BLB represents a significant contribution to statistical computing, aligning the efficacy of bootstrap inference with the imperatives of big data environments. It circumvents the limitations imposed by large-scale datasets by optimizing how computations are distributed. Adaptive hyperparameter selection further enhances its utility, ensuring that computational resources are not unnecessarily expended. As data sets continue to grow, methods like BLB will be critical in maintaining the practical application of statistical inference. Future research could explore more efficient hyperparameter selection and extension to other complex data structures, paving the way for even broader applicability in statistical analyses.

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