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Change point detection for load balancing based on content popularity Sotiris Skaperas 1 Lefteris Mamatas 1 1 Department of Applied Informatics, University of Macedonia, e-mail: [email protected]; [email protected] Mathematics of Networks meeting, University of Sussex September 12, 2017

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Page 1: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Change point detection for load balancing

based on content popularity

Sotiris Skaperas 1 Lefteris Mamatas 1

1 Department of Applied Informatics,University of Macedonia,

e-mail: [email protected]; [email protected]

Mathematics of Networks meeting, University of SussexSeptember 12, 2017

Page 2: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Outline

1 Problem description

2 Mathematical approach

3 Results

4 Conclusions

Page 3: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Problem description

Traffic load balancing for content distribution

We propose to use lightweight web servers that areephemeral:

appear and disappear rapidly.consume very low resources.

The idea is to host one video per web server.

Using the unikernel technology is ideal:

Single-purpose lightweight virtual machines.A webserver can boot up in 80 ms and have a size of10MB.A physical machine can host hundreds (e.g., 500 in alaptop).

Page 4: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

We have as an input the content popularity

whenever a content starting becoming popular,significant traffic will arrive soon.

we require a rapid response, i.e., deploy more unikernelswith content replicas

This talk focuses on the detection of content popularity alongthe above lines.

Page 5: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Requirements for video popularity detection

Low complexity while accurate

quick estimation, e.g., low convergence time.

Non parametric framework

no restrictive assumptions in the time series structure.

Magnitude estimation

Adjusts the volume of traffic peak mitigation strategy.

On-line operation

Page 6: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

0 50 100 150 200 250 300 350 400

Views

Time

off−line cpon−line cp for differents w.l

Page 7: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Our contribution

Real youtube video views

Selected around 1000 videos.

Off-line change point detection (cpd)

Augmented with trend indicator and our heuristicsegmentation algorithm.Studying detected change point characteristics.Adjusting online cpd method.Acting as a reference point to validate the on-line cpd.

Selecting and adjusting an on-line c.p methodalong these lines.

produces promising results.will be deployed in a real test-bed.

Page 8: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Mathematical approach

Page 9: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Overview

Change point analysis

Moving average convergence divergence

Page 10: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Change point in the mean structure

0 100 200 300 400 500 600 700 800 900 1000

Views

Time

Page 11: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Change point in the variance structure

0 100 200 300 400 500 600 700 800 900 1000

Simple returns of views

Time

Page 12: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Classification of change-point problems

1 How data is received.

Off- line data collection i.e, retrospective methods.On- line data collection i.e, sequential methods.

2 Statistical information of the r.v sequence.

Non- parametric methods.Parametric methods.

3 Type of change point

Mean2nd order characteristics

Page 13: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Assumption for the process yt : tεZ under H0

Assumption

1 f : Rd ′x∞ → Rd

yt = f (εt , εt−1, · · · ), (εt : tεZ) iid process.

2 f (m) : Rd ′x(m+1) → Rd

y(m)t = f (m)(εt , ..., εt−m), (y

(m)t : tεZ) a sequence of m-

dependent r.v.

3∑

m≥1 ‖y0 − y(m)0 ‖ <∞.

Assumption admits a causal representation (not only linear) interms of the iid sequence. Also a weak dependence structure isenabled.

Page 14: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Change point in the unconditional mean

Let Yt : tεZ be a sequence of d- dimensional randomvectors, where,

Yj = µt + εt

Null hypothesis is

H0 : µ1 = · · · = µn = µ

against the hypothesis of at least one change.

Horvath et al. (1999)

CUSUM process Zn is defined as,

Zn(k) =1√n

(k∑

t=1

Yt −k

n

n∑t=1

Yt

)

Page 15: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Change point in the unconditional mean

Test statistic is given by,

Mn = max16k6n

Z ′kΩ−1n Zk .

Asymptotic behaviour under H0,

Mn ⇒ sup06t61

d∑l=1

B2l (t) (n→∞)

Point estimator,

cp =1

nargmax16k6nMn

Page 16: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Change point in the covariance matrix

Let Yt : tεZ be a sequence of d- dimensional randomvectors

Null hypothesis isH0 : Cov(Y1) = · · · = Cov(Yn)

against the hypothesis of at least one change.

Aue et al. (2009)

CUSUM process,

Sk =1√n

(k∑

t=1

vech[YtY′t ]− k

n

n∑t=1

vech[YtY′t ]

),

where Yt = Yt − Yt .

Page 17: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Change point in the covariance matrix

Test statistic is given by,

Cn = max16k6n

S ′kΩ−1n Sk .

Asymptotic behaviour under H0,

Cn ⇒ sup06t61

d(d+1)/2∑l=1

B2l (t) (n→∞).

Point estimator,

cp =1

nargmax16k6nCn

Page 18: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

long-run covariance estimation

Ω =∑tεZ

Cov ([Y0Y′0], [YtY

′t ])

Ωn → Ω (n→∞)

Two general approaches for the non parametric estimation of

Ωn.

bootstrap [Wied et al. (2014)]

kernel based

Page 19: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Kernel based estimation

Non-parametric Newey-West estimator [Newey et al. (1989)],

Ωn = Σ0 +H∑

h=1

k

(h

H + 1

)(Σh + Σ′h

)

k(.), the Bartlett kernel, where,

k(x) =

1− |x |, for |x | ≤ 10, otherwise

Σ, the covariance matrix

H , the bandwidth H = bn1/3c (minimize overestimation)

Page 20: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Segmentation algorithms

Address the issue of multiple change points detection.

Class of Binary segmentation algorithms:

first, search for a single change point in the wholesequence.then the sequence is split in two subsequences until nomore points are detected.

Our approach combines:

ICSS algorithm [Inclan et al. (1994)].BS algorithm [Vostrikova et al. (1981)].the CUSUM test statistics previously presented.

Page 21: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Algorithm steps

1 Obtain the test statistic ST1:N .

If ST1:N > CV , cp1 the c.p estimation, divide theoriginal sequence into two subsequences and proceed tothe Step 2.If ST1:N 6 CV , no change points are detected.

2 For each subsequence, detect a change (Step 1) andcontinue the process until no more changes are found.

3 L = (cp0, · · · , cps+1), where cp0 = 1, cps+1 = N andcp1, · · · , cps are the c.p previous detected in increasingorder. Obtain the test statistic in the intervals(cpi−1, cpi+1). Eliminate the corresponding point if itsmaximum is not significant.

4 Vector L = (cp1 + 1, · · · , cps + 1) are the points ofchange.

Page 22: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

On-line test in the unconditional mean

Assumption: µ1 = · · · = µm.

H0 : µm+1 = µm+2 = · · ·

H1 : µm+1 = · · · = µm+k∗−1 6= µm+k∗ = µm+k∗+1 = · · ·

where 1 6 k∗ <∞ denotes the unknown time of change.m: the length of the training period (model is assumed to bestable).

g(m, k) =√m (1 + k/m) (k/k + m)γ , γ ∈ [0, 1/2)

Page 23: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Stefan Fremdt. (2014)

CUSUM detector is given by,

Q(m, k) =m+k∑

i=m+1

Yi −k

m

m∑i=1

Yi

Stopping time,

τm = mink ≥ 1 : Q(m, k) ≥ ωmc1,a g(m, k)

Under H0,

= P( sup0<t<1

W (t)

tγ> c1,a) = a

Page 24: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

On-line test in the variance

Pape et al. (2016)

Test statistic is given by,

V (m, k) = kD−1/2(Var |m+k

m+1 − Var |m1)

D is an estimator necessary for deriving the asymptoticdistribution.

τm = mink 6 bmBc : ‖Vk‖2 > cag(m, k)

B constant that denotes the detection time.Under the null,

‖Vk‖2g(m, k)

→ supt∈[0,1]

(B

1 + B

)1/2−γ√∑d

l=1 [Wl(t)]2

Page 25: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Critical values estimation

Crucial issue for the application. Two general methods:

Approximation of the quantiles of the limit distributionsby simulating Brownian motions or bridges on a fine grid.

alternatively,

Generation of standard normal distributed randomvariables and application of the test statistics to thesample.

Page 26: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Direction of changes detection

Traditional detection methods do not consider thedirection of changes.

We calculate an indicator to solve the problem.

The Moving Average Convergence Divergence (MACD)indicator :

describes the direction of the trend of the data.

does not need preliminary learning phase.

although,

is a trend follower

does not describe the strength of the trend.

Page 27: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

MACD

MACD

The MACD at the observation x associated to the movinglengths Nshort and Nlong is defined as,

MACDNshort,Nlong(x) = EMANshort

(x)− EMANlong(x).

and the corresponding histogram as,h(x) = MACD(x)− EMANshort-1

(MACD(x))

large N produces an output sensitive to slow variations.

small N results in an output sensitive to fast variations.

EMA

yn = EMAN(x)n =2

N + 1xn −

N − 1

N + 1yn−1.

Page 28: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

0 100 200 300 400 500 600 700 800 900 10000

500

1000Views

Time

positive cp negative cp mean

0 100 200 300 400 500 600 700 800 900 1000−200

−100

0

100

200MACD

Time

Page 29: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Results

Page 30: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Comparative histograms

Number of cp

0 1 2 3 4 5 6 7 8 9 10 11 120

0.5

number of cp in the mean

frequency

0 1 2 3 4 5 6 7 8 9 10 11 120

0.5

number of cp in the variance

frequency

Page 31: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Comparative histograms

[2,3) [3,4) [4,5) [5,6) [6,7) [7,8) [8,9) [9,10) [10,11) [11,12) [12,13)0

0.1

0.2

0.3

0.4

0.5

0.6

0.7Critical values of detected c.p

Time

fe

qu

en

cy

mean c.vvariance c.v

[0,100) [100,200) [200,300) [300.400) [400,500) [500,600) [600,700) [700,800) [800,900) [900,1000)0

0.02

0.04

0.06

0.08

0.1

0.12

0.14

0.16

0.18

0.2Time of detected cp

Time

fre

qu

en

cy

mean timevariance time

Page 32: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Comparative histograms

[0,100) [100,200) [200,300) [300,400) [400,500) [500,600) [600,700) [700,800) [800,900) [900,1000)0

0.05

0.1

0.15

0.2

0.25

0.3

0.35

0.4

0.45

0.5upward and downward c.p in the variance

Time

fre

qu

en

cy

upward c.pdownward c.p

[0,100) [100,200) [200,300) [300,400) [400,500) [500,600) [600,700) [700,800) [800,900) [900,10000.02

0.04

0.06

0.08

0.1

0.12

0.14

0.16

0.18upward and downward c.p in the mean

Time

fre

qu

en

cy

upward c.pdownward c.p

Page 33: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Successful identifications of upward changes in the

mean and the variance structure.

step mean variance

critical value critical value

2.4 3 2.4 3

0 0.5938 0.6378 0.8764 0.93103 0.8310 0.864 0.9441 17 0.8808 0.9026 0.9141 1

Page 34: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

On-line detection in the mean structure.

step=0m=80 m=100 m=150

γ=0 0.9 (22) 0.89 (13) 0.9 (10)

γ=0.25 0.88 (27) 0.87 (14) 0.88 (11)γ=0.45 0.88 (26) 0.89 (18) 0.87 (12)

step=5m=80 m=100 m=150

γ=0 0.89 (18) 0.9 (12) 0.9 (8)

γ=0.25 0.9 (22) 0.89 (13) 0.9 (9)γ=0.45 0.88 (19) 0.88 (16) 0.89 (9)

Page 35: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Conclusions

Page 36: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Conclusions

CUSUM detector is indeed useful for traffic loadbalancing.

Variance approach appears less complicate and moreaccurate.

The trend indicator is highly accurate, especially forvariance changes.

The online approach was validated.

especially for γ = 0.25 and γ = 0.45

Our next steps:

Multi-variate approach with the existing methodology(e.g., multiple videos per unikernel).Real experiments and comparisons.

Page 37: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Acknowledgements

This work is funded by the European Union’s Horizon 2020research and innovation programme under grant agreement No.644399 (MONROE) through the open call project MEC. The viewsexpressed are solely those of the author(s).

Page 38: Change point detection for load balancing based on content ...Obtain the test statistic in the intervals (cp i 1;cp i+1). Eliminate the corresponding point if its maximum is not signi

Thank You!