Optimal workload-based weighted wavelet synopses

In recent years wavelets were shown to be effective data synopses. We are concerned with the problem of finding efficiently wavelet synopses for massive data sets, in situations where information about query workload is available. We present linear time, I/O optimal algorithms for building optimal workload-based wavelet synopses for point queries. The synopses are based on a novel construction of weighted inner products and use weighted wavelets that are adapted to those products. The synopses are optimal in the sense that the subset of retained coefficients is the best possible for the bases in use with respect to either the mean-squared absolute or relative errors. For the latter, this is the first optimal wavelet synopsis even for the regular, non-workload-based case. Experimental results demonstrate the advantage obtained by the new optimal wavelet synopses.