Learning-Augmented Moment Estimation on Time-Decay Models

Fuente: arXiv
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Auteurs principaux: Nagawanshi, Soham, Panthangi, Shalini, Wang, Chen, Woodruff, David P., Zhou, Samson
Format: Preprint
Publié: 2026
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author Nagawanshi, Soham
Panthangi, Shalini
Wang, Chen
Woodruff, David P.
Zhou, Samson
author_facet Nagawanshi, Soham
Panthangi, Shalini
Wang, Chen
Woodruff, David P.
Zhou, Samson
contents Motivated by the prevalence and success of machine learning, a line of recent work has studied learning-augmented algorithms in the streaming model. These results have shown that for natural and practical oracles implemented with machine learning models, we can obtain streaming algorithms with improved space efficiency that are otherwise provably impossible. On the other hand, our understanding is much more limited when items are weighted unequally, for example, in the sliding-window model, where older data must be expunged from the dataset, e.g., by privacy regulation laws. In this paper, we utilize an oracle for the heavy-hitters of datasets to give learning-augmented algorithms for a number of fundamental problems, such as norm/moment estimation, frequency estimation, cascaded norms, and rectangular moment estimation, in the time-decay setting. We complement our theoretical results with a number of empirical evaluations that demonstrate the practical efficiency of our algorithms on real and synthetic datasets.
format Preprint
id arxiv_https___arxiv_org_abs_2603_02488
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Learning-Augmented Moment Estimation on Time-Decay Models
Nagawanshi, Soham
Panthangi, Shalini
Wang, Chen
Woodruff, David P.
Zhou, Samson
Data Structures and Algorithms
Machine Learning
Motivated by the prevalence and success of machine learning, a line of recent work has studied learning-augmented algorithms in the streaming model. These results have shown that for natural and practical oracles implemented with machine learning models, we can obtain streaming algorithms with improved space efficiency that are otherwise provably impossible. On the other hand, our understanding is much more limited when items are weighted unequally, for example, in the sliding-window model, where older data must be expunged from the dataset, e.g., by privacy regulation laws. In this paper, we utilize an oracle for the heavy-hitters of datasets to give learning-augmented algorithms for a number of fundamental problems, such as norm/moment estimation, frequency estimation, cascaded norms, and rectangular moment estimation, in the time-decay setting. We complement our theoretical results with a number of empirical evaluations that demonstrate the practical efficiency of our algorithms on real and synthetic datasets.
title Learning-Augmented Moment Estimation on Time-Decay Models
topic Data Structures and Algorithms
Machine Learning
url https://arxiv.org/abs/2603.02488