Modeling and optimization for big data analytics: (Statistical) learning tools for our era of data deluge

Konstantinos Slavakis, Georgios B. Giannakis, Gonzalo Mateos

Research output: Contribution to journalArticlepeer-review

156 Scopus citations

Abstract

With pervasive sensors continuously collecting and storing massive amounts of information, there is no doubt this is an era of data deluge. Learning from these large volumes of data is expected to bring significant science and engineering advances along with improvements in quality of life. However, with such a big blessing come big challenges. Running analytics on voluminous data sets by central processors and storage units seems infeasible, and with the advent of streaming data sources, learning must often be performed in real time, typically without a chance to revisit past entries. ?Workhorse? signal processing (SP) and statistical learning tools have to be re-examined in today?s high-dimensional data regimes. This article contributes to the ongoing cross-disciplinary efforts in data science by putting forth encompassing models capturing a wide range of SP-relevant data analytic tasks, such as principal component analysis (PCA), dictionary learning (DL), compressive sampling (CS), and subspace clustering. It offers scalable architectures and optimization algorithms for decentralized and online learning problems, while revealing fundamental insights into the various analytic and implementation tradeoffs involved. Extensions of the encompassing models to timely data-sketching, tensor-and kernel-based learning tasks are also provided. Finally, the close connections of the presented framework with several big data tasks, such as network visualization, decentralized and dynamic estimation, prediction, and imputation of network link load traffic, as well as imputation in tensor-based medical imaging are highlighted.

Original languageEnglish (US)
Article number6879577
Pages (from-to)18-31
Number of pages14
JournalIEEE Signal Processing Magazine
Volume31
Issue number5
DOIs
StatePublished - Sep 2014

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