Summarizing Hierarchical Multidimensional Data

Data scientists typically analyze and extract insights from large multidimensional data sets such as US census data, enterprise sales data, and so on. But before sophisticated machine learning and statistical methods are employed, it is useful to build and explore concise summaries of the data set. While a variety of summaries have been proposed over the years, the goal of creating a concise summary of multidimensional data that can provide worst-case accuracy guarantees has remained elusive. In this paper, we propose Tree Summaries, which attain this challenging goal over arbitrary hierarchical multidimensional data sets. Intuitively, a Tree Summary is a weighted "embedded tree" in the lattice that is the cross-product of the dimension hierarchies; individual data values can be efficiently estimated by looking up the weight of their unique closest ancestor in the Tree Summary. We study the problems of generating lossless as well as (given a desired worst-case accuracy guarantee a) lossy Tree Summaries. We develop a polynomial-time algorithm that constructs the optimal (i.e., most concise) Tree Summary for each of these problems; this is a surprising result given the NP-hardness of constructing a variety of other optimal summaries over multidimensional data. We complement our analytical results with an empirical evaluation of our algorithm, and demonstrate with a detailed set of experiments on real and synthetic data sets that our algorithm outperforms prior methods in terms of conciseness of summaries or accuracy of estimation.