Streaming and sublinear approximation of entropy and information distances

Abstract

In most algorithmic applications which compare two distributions, information theoretic distances are more natural than standard lp norms. In this paper we design streaming and sublinear time property testing algorithms for entropy and various information theoretic distances.Batu et al posed the problem of property testing with respect to the Jensen-Shannon distance. We present optimal algorithms for estimating bounded, symmetric f-divergences (including the Jensen-Shannon divergence and the Hellinger distance) between distributions in various property testing frameworks. Along the way, we close a (log n)/H gap between the upper and lower bounds for estimating entropy H, yielding an optimal algorithm over all values of the entropy. In a data stream setting (sublinear space), we give the first algorithm for estimating the entropy of a distribution. Our algorithm runs in polylogarithmic space and yields an asymptotic constant factor approximation scheme. An integral part of the algorithm is an interesting use of an F0 (the number of distinct elements in a set) estimation algorithm; we also provide other results along the space/time/approximation tradeoff curve.Our results have interesting structural implications that connect sublinear time and space constrained algorithms. The mediating model is the random order streaming model, which assumes the input is a random permutation of a multiset and was first considered by Munro and Paterson in 1980. We show that any property testing algorithm in the combined oracle model for calculating a permutation invariant functions can be simulated in the random order model in a single pass. This addresses a question raised by Feigenbaum et al regarding the relationship between property testing and stream algorithms. Further, we give a polylog-space PTAS for estimating the entropy of a one pass random order stream. This bound cannot be achieved in the combined oracle (generalized property testing) model.