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Fuzzy prophet: Parameter exploration in uncertain enterprise scenarios

  • Microsoft USA

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

We present Fuzzy Prophet, a probabilistic database tool for constructing, simulating and analyzing business scenarios with uncertain data. Fuzzy Prophet takes externally defined probability distribution (so called VG-Functions) and a declarative description of a target scenario, and performs Monte Carlo simulation to compute probability distribution of the scenario's outcomes. In addition, Fuzzy Prophet supports parameter optimization,where probabilistic models are parameterized and a large parameter space must be explored to find parameters that optimize or achieve a desired goal. Fuzzy Prophet's key innovation is to use 'fingerprints' that can identify parameter values producing correlated outputs of a user-provided stochastic function and to reuse computations across such values. Fingerprints significantly expedite the process of parameter exploration in offline optimization and interactive what-if exploration tasks.

Original languageEnglish
Title of host publicationProceedings of SIGMOD 2011 and PODS 2011
PublisherAssociation for Computing Machinery
Pages1303-1305
Number of pages3
ISBN (Print)9781450306614
DOIs
StatePublished - 2011
Event2011 ACM SIGMOD and 30th PODS 2011 Conference - Athens, Greece
Duration: Jun 12 2011Jun 16 2011

Publication series

NameProceedings of the ACM SIGMOD International Conference on Management of Data
ISSN (Print)0730-8078

Conference

Conference2011 ACM SIGMOD and 30th PODS 2011 Conference
Country/TerritoryGreece
CityAthens
Period06/12/1106/16/11

Keywords

  • black box
  • Monte Carlo
  • probabilistic database
  • simulation

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