Suppose i have a bivariate random vector which i can simulate from, taking values in a given domain, and for the sake of simplicity let's suppose that it takes values in whole $R^2$.
Suppose now that the density of my random vector in a given subdomain (e.g [0,1]^2) is very small.
To simulate the random values conditionally on being in this given subdomain, the easy technique "simulate unconditionally and discard if it's not in the subdomain" wont be very efficient.
Is there a generic way to simulate conditionally on being in a sub-domain that would be more efficient that this easy trick ?
I have access to a random number generator from my bivariate law, but i don't have access to the law itself (no expression of density, cdf or whatever).
Maybe it's not the right place to post this ?
Related
I am creating a machine learning model that essentially returns the correctness of one text to another.
For example; “the cat and a dog”, “a dog and the cat”. The model needs to be able to identify that some words (“cat”/“dog”) are more important/significant than others (“a”/“the”). I am not interested in conjunction words etc. I would like to be able to tell the model which words are the most “significant” and have it determine how correct text 1 is to text 2, with the “significant” words bearing more weight than others.
It also needs to be able to recognise that phrases don’t necessarily have to be in the same order. The two above sentences should be an extremely high match.
What is the basic algorithm I should use to go about this? Is there an alternative to just creating a dataset with thousands of example texts and a score of correctness?
I am only after a broad overview/flowchart/process/algorithm.
I think TF-IDF might be a good fit to your problem, because:
Emphasis on words occurring in many documents (say, 90% of your sentences/documents contain the conjuction word 'and') is much smaller, essentially giving more weight to the more document specific phrasing (this is the IDF part).
Ordering in Term Frequency (TF) does not matter, as opposed to methods using sliding windows etc.
It is very lightweight when compared to representation oriented methods like the one mentioned above.
Big drawback: Your data, depending on the size of corpus, may have too many dimensions (the same number of dimensions as unique words), you could use stemming/lemmatization in order to mitigate this problem to some degree.
You may calculate similiarity between two TF-IDF vector using cosine similiarity for example.
EDIT: Woops, this question is 8 months old, sorry for the bump, maybe it will be of use to someone else though.
I have products with different details in different attributes and I need to develop an algorithm to find the most similar to the one I'm trying to find.
For example, if a product has:
Weight: 100lb
Color: Black, Brown, White
Height: 10in
Conditions: new
Others can have different colors, weight, etc. Then I need to do a search where the most similar return first. For example, if everything matches but the color is only Black and White but not Brown, it's a better match than another product that is only Black but not White or Brown.
I'm open to suggestions as the project is just starting.
One approach, for example, I could do is restrict each attribute (weight, color, size) a limited set of option, so I can build a binary representation. So I have something like this for each product:
Colors Weight Height Condition
00011011000 10110110 10001100 01
Then if I do an XOR between the product's binary representation and my search, I can calculate the number of set bits to see how similar they are (all zeros would mean exact match).
The problem with this approach is that I cannot index that on a database, so I would need to read all the products to make the comparison.
Any suggestions on how I can approach this? Ideally I would like to have something I can index on a database so it's fast to query.
Further question: also if I could use different weights for each attribute, it would be awesome.
You basically need to come up with a distance metric to define the distance between two objects. Calculate the distance from the object in question to each other object, then you can either sort by minimum distance or just select the best.
Without some highly specialized algorithm based on the full data set, the best you can do is a linear time distance comparison with every other item.
You can estimate the nearest by keeping sorted lists of certain fields such as Height and Weight and cap the distance at a threshold (like in broad phase collision detection), then limit full distance comparisons to only those items that meet the thresholds.
What you want to do is a perfect use case for elasticsearch and other similar search oriented databases. I don't think you need to hack with bitmasks/etc.
You would typically maintain your primary data in your existing database (sql/cassandra/mongo/etc..anything works), and copy things that need searching to elasticsearch.
What are you talking about very similar to BK-trees. BK-tree constructs search tree with some metric associated with keys of this tree. Most common use of this tree is string corrections with Levenshtein or Damerau-Levenshtein distances. This is not static data structure, so it supports future insertions of elements.
When you search exact element (or insert element), you need to look through nodes of this tree and go to links with weight equal to distance between key of this node and your element. if you want to find similar objects, you need to go to several nodes simultaneously that supports your wishes of constrains of distances. (Maybe it can be even done with A* to fast finding one most similar object).
Simple example of BK-tree (from the second link)
BOOK
/ \
/(1) \(4)
/ \
BOOKS CAKE
/ / \
/(2) /(1) \(2)
/ | |
BOO CAPE CART
Your metric should be Hamming distance (count of differences between bit representations of two objects).
BUT! is it good to compare two integers as count of different bits in their representation? With Hamming distance HD(10000, 00000) == HD(10000, 10001). I.e. difference between numbers 16 and 0, and 16 and 17 is equal. Is it really what you need?
BK-tree with details:
https://hamberg.no/erlend/posts/2012-01-17-BK-trees.html
https://nullwords.wordpress.com/2013/03/13/the-bk-tree-a-data-structure-for-spell-checking/
I know that my question is general, but I'm new to AI area.
I have an experiment with some parameters (almost 6 parameters). Each one of them is independent one, and I want to find the optimal solution for maximum or minimum the output function. However, if I want to do it in traditional programming technique it will take much time since i will use six nested loops.
I just want to know which AI technique to use for this problem? Genetic Algorithm? Neural Network? Machine learning?
Update
Actually, the problem could have more than one evaluation function.
It will have one function that we should minimize it (Cost)
and another function the we want to maximize it (Capacity)
Maybe another functions can be added.
Example:
Construction a glass window can be done in a million ways. However, we want the strongest window with lowest cost. There are many parameters that affect the pressure capacity of the window such as the strength of the glass, Height and Width, slope of the window.
Obviously, if we go to extreme cases (Largest strength glass, with smallest width and height, and zero slope) the window will be extremely strong. However, the cost for that will be very high.
I want to study the interaction between the parameters in specific range.
Without knowing much about the specific problem it sounds like Genetic Algorithms would be ideal. They've been used a lot for parameter optimisation and have often given good results. Personally, I've used them to narrow parameter ranges for edge detection techniques with about 15 variables and they did a decent job.
Having multiple evaluation functions needn't be a problem if you code this into the Genetic Algorithm's fitness function. I'd look up multi objective optimisation with genetic algorithms.
I'd start here: Multi-Objective optimization using genetic algorithms: A tutorial
First of all if you have multiple competing targets the problem is confused.
You have to find a single value that you want to maximize... for example:
value = strength - k*cost
or
value = strength / (k1 + k2*cost)
In both for a fixed strength the lower cost wins and for a fixed cost the higher strength wins but you have a formula to be able to decide if a given solution is better or worse than another. If you don't do this how can you decide if a solution is better than another that is cheaper but weaker?
In some cases a correctly defined value requires a more complex function... for example for strength the value could increase up to a certain point (i.e. having a result stronger than a prescribed amount is just pointless) or a cost could have a cap (because higher than a certain amount a solution is not interesting because it would place the final price out of the market).
Once you find the criteria if the parameters are independent a very simple approach that in my experience is still decent is:
pick a random solution by choosing n random values, one for each parameter within the allowed boundaries
compute target value for this starting point
pick a random number 1 <= k <= n and for each of k parameters randomly chosen from the n compute a random signed increment and change the parameter by that amount.
compute the new target value from the translated solution
if the new value is better keep the new position, otherwise revert to the original one.
repeat from 3 until you run out of time.
Depending on the target function there are random distributions that work better than others, also may be that for different parameters the optimal choice is different.
Some time ago I wrote a C++ code for solving optimization problems using Genetic Algorithms. Here it is: http://create-technology.blogspot.ro/2015/03/a-genetic-algorithm-for-solving.html
It should be very easy to follow.
I'd like to use the Levenshtein algorithm to compare two files in VB.NET. I know I can use an MD5 hash to determine if they're different, but I want to know HOW MUCH different the two files are. The files I'm working with are both around 250 megs. I've experimented with different ways of doing this and I've realized I really can't load both files into memory (all kinds of string-related issues). So I figured I'd just stream the bytes I need as I go. Fine. But the implementations that I've found of the Levenshtein algorithm all dimension a matrix that's length 1 * length 2 in size, which in this case is impossible to work with. I've heard there's a way to do this with just two vectors instead of the whole matrix.
How can I compute Levenshtein distance of two large files without declaring a matrix that's the product of their file sizes?
Note that the values in each row of the Levenshtein matrix depend only on the values in the row above it. This means that you only need two one-dimensional arrays: one contains the values of the current row; the other is populated with the new values that you can compute from the current row. Then, you swap their roles (the "new" row becomes the "current" row and vice versa) and continue.
Note that this approach only lets you compute the Levenshtein distance (which seems to be what you want); it cannot tell you which operations must be done in order to transform one string into the other. There exists a very clever modification of the algorithm that lets you reconstruct the edit operations without using nm memory, but I've forgotten how it works.
Question after BIG edition :
I need to built a ranking using genetic algorithm, I have data like this :
P(a>b)=0.9
P(b>c)=0.7
P(c>d)=0.8
P(b>d)=0.3
now, lets interpret a,b,c,d as names of football teams, and P(x>y) is probability that x wins with y. We want to build ranking of teams, we lack some observations P(a>d),P(a>c) are missing due to lack of matches between a vs d and a vs c.
Goal is to find ordering of team names, which the best describes current situation in that four team league.
If we have only 4 teams than solution is straightforward, first we compute probabilities for all 4!=24 orderings of four teams, while ignoring missing values we have :
P(abcd)=P(a>b)P(b>c)P(c>d)P(b>d)
P(abdc)=P(a>b)P(b>c)(1-P(c>d))P(b>d)
...
P(dcba)=(1-P(a>b))(1-P(b>c))(1-P(c>d))(1-P(b>d))
and we choose the ranking with highest probability. I don't want to use any other fitness function.
My question :
As numbers of permutations of n elements is n! calculation of probabilities for all
orderings is impossible for large n (my n is about 40). I want to use genetic algorithm for that problem.
Mutation operator is simple switching of places of two (or more) elements of ranking.
But how to make crossover of two orderings ?
Could P(abcd) be interpreted as cost function of path 'abcd' in assymetric TSP problem but cost of travelling from x to y is different than cost of travelling from y to x, P(x>y)=1-P(y<x) ? There are so many crossover operators for TSP problem, but I think I have to design my own crossover operator, because my problem is slightly different from TSP. Do you have any ideas for solution or frame for conceptual analysis ?
The easiest way, on conceptual and implementation level, is to use crossover operator which make exchange of suborderings between two solutions :
CrossOver(ABcD,AcDB) = AcBD
for random subset of elements (in this case 'a,b,d' in capital letters) we copy and paste first subordering - sequence of elements 'a,b,d' to second ordering.
Edition : asymetric TSP could be turned into symmetric TSP, but with forbidden suborderings, which make GA approach unsuitable.
It's definitely an interesting problem, and it seems most of the answers and comments have focused on the semantic aspects of the problem (i.e., the meaning of the fitness function, etc.).
I'll chip in some information about the syntactic elements -- how do you do crossover and/or mutation in ways that make sense. Obviously, as you noted with the parallel to the TSP, you have a permutation problem. So if you want to use a GA, the natural representation of candidate solutions is simply an ordered list of your points, careful to avoid repitition -- that is, a permutation.
TSP is one such permutation problem, and there are a number of crossover operators (e.g., Edge Assembly Crossover) that you can take from TSP algorithms and use directly. However, I think you'll have problems with that approach. Basically, the problem is this: in TSP, the important quality of solutions is adjacency. That is, abcd has the same fitness as cdab, because it's the same tour, just starting and ending at a different city. In your example, absolute position is much more important that this notion of relative position. abcd means in a sense that a is the best point -- it's important that it came first in the list.
The key thing you have to do to get an effective crossover operator is to account for what the properties are in the parents that make them good, and try to extract and combine exactly those properties. Nick Radcliffe called this "respectful recombination" (note that paper is quite old, and the theory is now understood a bit differently, but the principle is sound). Taking a TSP-designed operator and applying it to your problem will end up producing offspring that try to conserve irrelevant information from the parents.
You ideally need an operator that attempts to preserve absolute position in the string. The best one I know of offhand is known as Cycle Crossover (CX). I'm missing a good reference off the top of my head, but I can point you to some code where I implemented it as part of my graduate work. The basic idea of CX is fairly complicated to describe, and much easier to see in action. Take the following two points:
abcdefgh
cfhgedba
Pick a starting point in parent 1 at random. For simplicity, I'll just start at position 0 with the "a".
Now drop straight down into parent 2, and observe the value there (in this case, "c").
Now search for "c" in parent 1. We find it at position 2.
Now drop straight down again, and observe the "h" in parent 2, position 2.
Again, search for this "h" in parent 1, found at position 7.
Drop straight down and observe the "a" in parent 2.
At this point note that if we search for "a" in parent one, we reach a position where we've already been. Continuing past that will just cycle. In fact, we call the sequence of positions we visited (0, 2, 7) a "cycle". Note that we can simply exchange the values at these positions between the parents as a group and both parents will retain the permutation property, because we have the same three values at each position in the cycle for both parents, just in different orders.
Make the swap of the positions included in the cycle.
Note that this is only one cycle. You then repeat this process starting from a new (unvisited) position each time until all positions have been included in a cycle. After the one iteration described in the above steps, you get the following strings (where an "X" denotes a position in the cycle where the values were swapped between the parents.
cbhdefga
afcgedbh
X X X
Just keep finding and swapping cycles until you're done.
The code I linked from my github account is going to be tightly bound to my own metaheuristics framework, but I think it's a reasonably easy task to pull the basic algorithm out from the code and adapt it for your own system.
Note that you can potentially gain quite a lot from doing something more customized to your particular domain. I think something like CX will make a better black box algorithm than something based on a TSP operator, but black boxes are usually a last resort. Other people's suggestions might lead you to a better overall algorithm.
I've worked on a somewhat similar ranking problem and followed a technique similar to what I describe below. Does this work for you:
Assume the unknown value of an object diverges from your estimate via some distribution, say, the normal distribution. Interpret your ranking statements such as a > b, 0.9 as the statement "The value a lies at the 90% percentile of the distribution centered on b".
For every statement:
def realArrival = calculate a's location on a distribution centered on b
def arrivalGap = | realArrival - expectedArrival |
def fitness = Σ arrivalGap
Fitness function is MIN(fitness)
FWIW, my problem was actually a bin-packing problem, where the equivalent of your "rank" statements were user-provided rankings (1, 2, 3, etc.). So not quite TSP, but NP-Hard. OTOH, bin-packing has a pseudo-polynomial solution proportional to accepted error, which is what I eventually used. I'm not quite sure that would work with your probabilistic ranking statements.
What an interesting problem! If I understand it, what you're really asking is:
"Given a weighted, directed graph, with each edge-weight in the graph representing the probability that the arc is drawn in the correct direction, return the complete sequence of nodes with maximum probability of being a topological sort of the graph."
So if your graph has N edges, there are 2^N graphs of varying likelihood, with some orderings appearing in more than one graph.
I don't know if this will help (very brief Google searches did not enlighten me, but maybe you'll have more success with more perseverance) but my thoughts are that looking for "topological sort" in conjunction with any of "probabilistic", "random", "noise," or "error" (because the edge weights can be considered as a reliability factor) might be helpful.
I strongly question your assertion, in your example, that P(a>c) is not needed, though. You know your application space best, but it seems to me that specifying P(a>c) = 0.99 will give a different fitness for f(abc) than specifying P(a>c) = 0.01.
You might want to throw in "Bayesian" as well, since you might be able to start to infer values for (in your example) P(a>c) given your conditions and hypothetical solutions. The problem is, "topological sort" and "bayesian" is going to give you a whole bunch of hits related to markov chains and markov decision problems, which may or may not be helpful.