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Applica’ons of Chernoff Bound Barna Saha

Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

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Page 1: Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

Applica'onsofChernoffBound

BarnaSaha

Page 2: Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

Es'ma'ngSampleSize

•  Letpbetheunknownprobabilitythatagenemutates.

•  En'redatasetsize=N•  Samplesize=n•  Inthesampleofthemhavebeenmutated•  Es'matedprobabilityofmuta'on Isthisareliable

es,mate?

Page 3: Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

Whenisareliablees'mate?

•  Mustsa'sfy

•  Or, Confidenceparameter

Errortolerance

Page 4: Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

Es'ma'ngSampleSize

•  Defineindicatorrandomvariableswhichis1ifthei-thsampledelementhasthedesiredproperty(muta'on/i-phone8query..)and0otherwise.

Page 5: Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

Es'ma'ngSampleSize

•  Wehave

Page 6: Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

Es'ma'ngSampleSize

•  •  Wewant

Page 7: Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

Es'ma'ngSampleSize

•  •  Wewant

Page 8: Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

Es'ma'ngSampleSize

•  •  Wewant

Page 9: Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

Repea'ngReservoirSampling

Page 10: Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

Repea'ngReservoirSampling

•  Numberofitems=100•  Accordingtotheproofofthereservoirsamplingeachitemhas1/100chanceofbeingstoredinthereservoir

•  Considerthe1stitemanddefineanindicatorrandomvariablewhichis1ifthethe1stitemisstoredattheendofthealgorithmonitsi-thrun.

•  Werunthealgorithm“m”'mes.

Page 11: Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

Repea'ngReservoirSampling

•  Define

•  Wewantthefrequencyofallitemstobewithinwithhighprobability.

Page 12: Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

Repea'ngReservoirSampling

•  Wewantthefrequencyofallitemstobewithinwithhighprobability.

•  Forthe1stitem

Page 13: Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

Repea'ngReservoirSampling

•  Wewantthefrequencyofallitemstobewithinwithhighprobability.

•  Forthe1stitem

•  Forthe2nditem

•  Forthe100thitem

Page 14: Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

Repea'ngReservoirSampling

•  Wewantthefrequencyofallitemstobewithinwithhighprobability.

•  Probthereexistsatleastoneitemoutof100suchthatitsfrequencyisnotintherangeis

Page 15: Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

Chernoff+UnionBound

•  RandomLoadBalancing– SupposeacontentdeliverynetworklikeYouTubereceivesamillioncontentrequestsperminute.Eachrequestneedstobeservedfromoneofthe1000servers.Howshouldonedistributetheloadsothatnoserverisoverloaded.

Page 16: Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

Chernoff+UnionBound

•  RandomLoadBalancing– SupposeacontentdeliverynetworklikeYouTubereceivesamillioncontentrequestsperminute.Eachrequestneedstobeservedfromoneofthe1000servers.Howshouldonedistributetheloadsothatnoserverisoverloaded.

– Assigneachrequesttoarandomserver.

Page 17: Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

RandomLoadBalancing

•  Lettherebe“n”requestsand“k”servers•  Considerserver“i”•  Defineanindicatorrandomvariablewhichwillbe1ifrequestjisassignedtoserveriand0otherwise.

•  Loadonmachinei:

•  [ApplytheChernoffBound]

Page 18: Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

RandomLoadBalancing

•  ApplyingtheChernoffBoundweget

Page 19: Applicaons of Chernoff BoundEs’mang Sample Size • Let p be the unknown probability that a gene mutates. • En’re dataset size=N • Sample size=n • In the sample of them

RandomLoadBalancing

•  ApplyUnionBound

•  Prob(thereexistsatleastoneserverwhichisoverloaded)