Fuzzy Prophet: Parameter Exploration in Uncertain Enterprise Scenarios

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.


Published in:
Proc. SIGMOD
Presented at:
2011 ACM SIGMOD Conference, Athens, Greece, June 12-16, 2011
Year:
2011
Keywords:
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 Record created 2011-05-23, last modified 2018-03-17

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