BPTree: an ell₂ heavy hitters algorithm using constant memory

The task of finding heavy hitters is one of the best known and well studied problems in the area of data streams. One is given a list $i_1,i_2,\ldots,i_m\in[n]$ and the goal is to identify the items among $[n]$ that appear frequently in the list. In sub-polynomial space, the strongest guarantee available is the $\ell_2$ guarantee, which requires finding all items that occur at least $\epsilon\|f\|_2$ times in the stream, where the vector $f\in\mathbb{R}^n$ is the count histogram of the stream with $i$th coordinate equal to the number of times~$i$ appears $f_i:=\#\{j\in[m]:i_j=i\}$. The first algorithm to achieve the $\ell_2$ guarantee was the CountSketch of [CCF04], which requires $O(\epsilon^{-2}\log n)$ words of memory and $O(\log n)$ update time and is known to be space-optimal if the stream allows for deletions. The recent work of [BCIW16] gave an improved algorithm for insertion-only streams, using only $O(\epsilon^{-2}\log\epsilon^{-1}\log\log n)$ words of memory. In this work, we give an algorithm \bptree for $\ell_2$ heavy hitters in insertion-only streams that achieves $O(\epsilon^{-2}\log\epsilon^{-1})$ words of memory and $O(\log\epsilon^{-1})$ update time, which is the optimal dependence on $n$ and $m$. In addition, we describe an algorithm for tracking $\|f\|_2$ at all times with $O(\epsilon^{-2})$ memory and update time. Our analyses rely on bounding the expected supremum of a Bernoulli process involving Rademachers with limited independence, which we accomplish via a Dudley-like chaining argument that may have applications elsewhere.