Coresets over multiple tables for feature-rich and data-efficient machine learning

Successful machine learning (ML) needs to learn from good data. However, one common issue about train data for ML practitioners is the lack of good features. To mitigate this problem, feature augmentation is often employed by joining with (or enriching features from) multiple tables, so as to become feature-rich ML. A consequent problem is that the enriched train data may contain too many tuples, especially if the feature augmentation is obtained through 1 (or many)-to-many or fuzzy joins. Training an ML model with a very large train dataset is data-inefficient. Coreset is often used to achieve data-efficient ML training, which selects a small subset of train data that can theoretically and practically perform similarly as using the full dataset. However, coreset selection over a large train dataset is also known to be time-consuming. In this paper, we aim at achieving both feature-rich ML through feature augmentation and data-efficient ML through coreset selection. In order to avoid time-consuming coreset selection over a feature augmented (or fully materialized) table, we propose to efficiently select the coreset without materializing the augmented table. Note that coreset selection typically uses weighted gradients of the subset to approximate the full gradient of the entire train dataset. Our key idea is that the gradient computation for coreset selection of the augmented table can be pushed down to partial feature similarity of tuples within each individual table, without join materialization. These partial feature similarity values can be aggregated to estimate the gradient of the augmented table, which is upper bounded with provable theoretical guarantees. Extensive experiments show that our method can improve the efficiency by nearly 2 orders of magnitudes, while keeping almost the same accuracy as training with the fully augmented train data.