Stream Window Join (SWJ), a vital operation in stream analytics, struggles with achieving a balance between accuracy and latency due to out-of-order data arrivals. Existing methods predominantly rely on adaptive buffering, but often fall short in performance, thereby constraining practical applications. We introduce PECJ, a solution that proactively incorporates unobserved data to enhance accuracy while reducing latency, thus requiring robust predictive modeling of stream oscillation. At the heart of PECJ lies a mathematical formulation of the posterior distribution approximation (PDA) problem using variational inference (VI). This approach circumvents error propagation while meeting the low-latency demands of SWJ. We detail the implementation of PECJ, striking a balance between complexity and generality, and discuss both analytical and learning-based approaches. Experimental evaluations reveal PECJ's superior performance. The successful integration of PECJ into a multi-threaded SWJ benchmark testbed further establishes its practical value, demonstrating promising advancements in enhancing data stream processing capabilities amidst out-of-order data.

In this paper, we present OpenEmbedding, a distributed parameter server system for deep learning recommendation models (DLRM) workloads. In order to support rapid growth in the number of features and the model size (Terabytes are common) of DLRM workloads, OpenEmbedding takes advantage of emerging persistent memory (PMem) to address scalability and reliability issues in training DLRMs. Compared to DRAM, PMem can have much lower per-GB cost, higher density, and non-volatility, while with slightly low access performance to DRAM. OpenEmbedding uses DRAM as cache and PMem as storage for the sparse features and develops a simple but effective pipeline processing approach to optimize the access latency of the sparse features in PMem. For reliability, we develop a lightweight synchronous checkpointing scheme that is specially co-designed with the pipelined cache to reduce the run-time overhead of checkpointing. Our evaluations on a real-world industry workload consisting of billions of parameters demonstrate 1) the effectiveness of our PMem-aware optimizations, 2) checkpointing mechanism with near-zero run-time overhead to the training performance and 3) fast recovery with up to 3.97× speedup compared to the state-of-the-art. OpenEmbedding has been deployed in hundreds of scenarios in industry within 4Paradigm, and is open-sourced1.

OpenMLDB is an open-source machine learning database, that provides a feature platform computing consistent features for training and inference. The online interval join (OIJ), i.e., joining two input streams over relative time intervals, is becoming a core operation in OpenMLDB. Its costly nature and intrinsic parallelism opportunities have created significant interest in accelerating OIJ on modern multicore processors. In this work, we first present an in-depth empirical study on an existing parallel OIJ algorithm (Key-OIJ), which applies a key-partitioned parallelization strategy. Key-OIJ has been implemented in Apache Flink and used in real-world applications. However, our study points out the limitations of Key-OIJ, and reveals that Key-OIJ is not capable of fully exploiting modern multicore processors. Based on our analysis, we propose a new approach, the Scale-OIJ algorithm with a set of optimization techniques. Compared with Key-OIJ, Scale-OIJ is particularly efficient for handling workloads involving fewer keys, large time intervals, and large lateness configurations. The extensive experiments using real workloads have demonstrated the superior performance of Scale-OIJ. Furthermore, we have partially integrated and tested Scale-OIJ in the latest version of OpenMLDB, demonstrating its practicality in a machine learning database.

As the use of online AI inference services rapidly expands in various applications (e.g., fraud detection in banking, product recommendation in e-commerce), real-time feature extraction (RTFE) systems have been developed to compute the requested features from incoming data tuples in ultra-low latency. Similar to relational databases, these RTFE procedures can be expressed using SQL-like languages. However, there is a lack of research on the workload characteristics and specialized benchmarks for RTFE, especially in comparison with existing database workloads and benchmarks (e.g., concurrent transactions in TPC-C). In this paper, we study the RTFE workload characteristics using over one hundred real datasets from open repositories (e.g. Kaggle, Tianchi, UCI ML, KiltHub) and those from 4Paradigm. The study highlights the significant differences between RTFE workloads and existing database benchmarks in terms of application scenarios, operator distributions, and query structures. Based on these findings, we propose to develop a realtime feature extraction benchmark named FEBench based on the four important criteria for a domain-specific benchmark proposed by Jim Gray. FEBench consists of selected representative datasets, query templates, and an online request simulator. We use FEBench to evaluate the effectiveness of feature extraction systems including OpenMLDB and Flink and find that each system exhibits distinct advantages and limitations in terms of overall latency, tail latency, and concurrency performance.

Federated learning (FL), which enables collaborative learning without revealing raw data, is an emerging topic in privacy-preserving machine learning. Based on our experiences in thousands of real-world applications, time-series feature extraction plays a significant role in improving model quality. In this work, we propose a system automatically integrating time series feature extraction for training FL models. Our experiments show that by adopting time series feature extraction, the model accuracy (AUC) is improved by 3% on average, and recall is increased by 10% in recommender systems. We have open-sourced the project https://github.com/4paradigm/tsfe and provided a step by step demonstration on how audiences can use our system to create their own FL pipeline that extracts time series features. Demonstration video at: https://youtu.be/UW27dWT-ays

On-line decision augmentation (OLDA) has been considered as a promising paradigm for real-time decision making powered by Artificial Intelligence (AI). OLDA has been widely used in many applications such as real-time fraud detection, personalized recommendation, etc. On-line inference puts real-time features extracted from multiple time windows through a pre-trained model to evaluate new data to support decision making. Feature extraction is usually the most time-consuming operation in many OLDA data pipelines. In this work, we started by studying how existing in-memory databases can be leveraged to efficiently support such real-time feature extractions. However, we found that existing in-memory databases cost hundreds or even thousands of milliseconds. This is unacceptable for OLDA applications with strict real-time constraints. We therefore propose FEDB ( F eature E ngineering D ata b ase), a distributed in-memory database system designed to efficiently support on-line feature extraction. Our experimental results show that FEDB can be one to two orders of magnitude faster than the state-of-the-art in-memory databases on real-time feature extraction. Furthermore, we explore the use of the Intel Optane DC Persistent Memory Module (PMEM) to make FEDB more cost-effective. When comparing the proposed PMEM-optimized persistent skiplist to the FEDB using DRAM+SSD, PMEM-based FEDB can shorten the tail latency up to 19.7%, reduce the recovery time up to 99.7%, and save up to 58.4% total cost of a real OLDA pipeline.