Generating Matched Pairs for Statistical Analysis - optimization

In my study, a person is represented as a pair of real numbers (x, y). x is on [30, 80] and y is [60, 120]. There are two types of people, A and B. I have ~300 of each type. How can I generate the largest (or even a large) set of pairs of one person from A with one from B: ((xA, yA), (xB, yB)) such that each pair of points is close? Two points are close if abs(x1-x2) < dX and abs(y1 - y2) < dY. Similar constraints are acceptable. (That is, this constraint is roughly a Manhattan metric, but euclidean/etc is ok too.) Not all points need be used, but no point can be reused.

You're looking for the Hungarian Algorithm.
Suggested formulation: A are rows, B are columns, each cell contains a distance metric between Ai and Bi, e.g. abs(X(Ai)-X(Bi)) + abs(Y(Ai)-Y(Bi)). (You can normalize the X and Y values to [0,1] if you want distances to be proportional to the range of each variable)
Then use the Hungarian Algorithm to minimize matching weight.
You can filter out matches with distances over your threshold. If you're worried that this filtering might cause the approach to be sub-optimal, you could set distances over your threshold to a very high number.
There are many implementations of this algorithm. A short search found one in any conceivable language, including VBA for Excel and some online solvers (not sure about matching 300x300 matrix with them, though)

Hungarian algorithm did it, thanks Etov.
Source code available here: http://www.filedropper.com/stackoverflow1

Related

Determine the running time of an algorithm with two parameters

I have implemented an algorithm that uses two other algorithms for calculating the shortest path in a graph: Dijkstra and Bellman-Ford. Based on the time complexity of the these algorithms, I can calculate the running time of my implementation, which is easy giving the code.
Now, I want to experimentally verify my calculation. Specifically, I want to plot the running time as a function of the size of the input (I am following the method described here). The problem is that I have two parameters - number of edges and number of vertices.
I have tried to fix one parameter and change the other, but this approach results in two plots - one for varying number of edges and the other for varying number of vertices.
This leads me to my question - how can I determine the order of growth based on two plots? In general, how can one experimentally determine the running time complexity of an algorithm that has more than one parameter?
It's very difficult in general.
The usual way you would experimentally gauge the running time in the single variable case is, insert a counter that increments when your data structure does a fundamental (putatively O(1)) operation, then take data for many different input sizes, and plot it on a log-log plot. That is, log T vs. log N. If the running time is of the form n^k you should see a straight line of slope k, or something approaching this. If the running time is like T(n) = n^{k log n} or something, then you should see a parabola. And if T is exponential in n you should still see exponential growth.
You can only hope to get information about the highest order term when you do this -- the low order terms get filtered out, in the sense of having less and less impact as n gets larger.
In the two variable case, you could try to do a similar approach -- essentially, take 3 dimensional data, do a log-log-log plot, and try to fit a plane to that.
However this will only really work if there's really only one leading term that dominates in most regimes.
Suppose my actual function is T(n, m) = n^4 + n^3 * m^3 + m^4.
When m = O(1), then T(n) = O(n^4).
When n = O(1), then T(n) = O(m^4).
When n = m, then T(n) = O(n^6).
In each of these regimes, "slices" along the plane of possible n,m values, a different one of the terms is the dominant term.
So there's no way to determine the function just from taking some points with fixed m, and some points with fixed n. If you did that, you wouldn't get the right answer for n = m -- you wouldn't be able to discover "middle" leading terms like that.
I would recommend that the best way to predict asymptotic growth when you have lots of variables / complicated data structures, is with a pencil and piece of paper, and do traditional algorithmic analysis. Or possibly, a hybrid approach. Try to break the question of efficiency into different parts -- if you can split the question up into a sum or product of a few different functions, maybe some of them you can determine in the abstract, and some you can estimate experimentally.
Luckily two input parameters is still easy to visualize in a 3D scatter plot (3rd dimension is the measured running time), and you can check if it looks like a plane (in log-log-log scale) or if it is curved. Naturally random variations in measurements plays a role here as well.
In Matlab I typically calculate a least-squares solution to two-variable function like this (just concatenates different powers and combinations of x and y horizontally, .* is an element-wise product):
x = log(parameter_x);
y = log(parameter_y);
% Find a least-squares fit
p = [x.^2, x.*y, y.^2, x, y, ones(length(x),1)] \ log(time)
Then this can be used to estimate running times for larger problem instances, ideally those would be confirmed experimentally to know that the fitted model works.
This approach works also for higher dimensions but gets tedious to generate, maybe there is a more general way to achieve that and this is just a work-around for my lack of knowledge.
I was going to write my own explanation but it wouldn't be any better than this.

Checking containment using integer programming

For this question, a region is a subset of Zd defined by finitely many linear inequalities with integer coefficients, where Zd is the set of d-tuples of integers. For example, the set of pairs (x, y) of non-negative integers with 2x+3y >= 10 constitutes a region with d=2 (non-negativity just imposes the additional inequalities x>=0 and y>=0).
Question: is there a good way, using integer programming (or something else?), to check if one region is contained in a union of finitely many other regions?
I know one way to check containment, which I describe below, but I'm hoping someone may be able to offer some improvements, as it's not too efficient.
Here's the way I know to check containment. First, integer programming libraries can directly check if a region is empty: in integer programming terminology (as I understand it), emptiness of a region corresponds to infeasibility of a model. I have coded up something using the gurobi library to check emptiness, and it seems to work well in practice for the kind of regions I care about.
Suppose now that we want to check if a region X is contained in another region Y (a special case of the question). Let Z be the intersection of X with the complement of Y. Then X is contained in Y if and only if Z is empty. Now, Z itself is not a region in my sense of the word, but it is a union of regions Z_1, ..., Z_n, where n is the number of inequalities used to define Y. We can check if Z is empty by checking that each of Z_1, ..., Z_n is empty, and we can do this as described above.
The general case can be handled in exactly the same way: if Y is a finite union of regions Y_1, ..., Y_k then Z is still a finite union of regions Z_1, ..., Z_n, and so we just check that each Z_i is empty. If Y_i is defined by m_i inequalities then n = m_1 * m_2 * ... * m_k.
So to summarize, we can reduce the containment problem to the emptiness problem, which the library can solve directly. The issue is that we may have to solve a very large number of emptiness problems to solve containment (e.g., if each Y_i is defined by only two inequalities then n = 2^k grows exponentially with k), and so this may take a lot of time.
You can't really expect a simple answer. Suppose that A is defined by all constraints of the form 0 <= x_i <= 1. A can be thought of as the collection of all possible rows of a truth table. Given any logical expression of the form e.g. x or (not y) or z, you can express it as a linear inequality
such as x + (1-y) + z >= 1 (along with the 0-1 constraints). Using this approach, any Boolean formula in conjunctive normal form (CNF) can be expressed as a region in Z^n. If A is defined as above and B_1, B_2, ...., B_k is a list of regions corresponding to CNFs then A is contained in the union of the B_i if and only if the disjunction of those CNFs is a tautology. But tautology-checking is a canonical example of an NP-complete problem.
None of this is to say that it can't be usefully reduced to ILP (which itself is NP-complete). I don't see of any direct way to do so, though I suspect that some of the techniques used to identify redundant constraints would be relevant.

approximating log10[x^k0 + k1]

Greetings. I'm trying to approximate the function
Log10[x^k0 + k1], where .21 < k0 < 21, 0 < k1 < ~2000, and x is integer < 2^14.
k0 & k1 are constant. For practical purposes, you can assume k0 = 2.12, k1 = 2660. The desired accuracy is 5*10^-4 relative error.
This function is virtually identical to Log[x], except near 0, where it differs a lot.
I already have came up with a SIMD implementation that is ~1.15x faster than a simple lookup table, but would like to improve it if possible, which I think is very hard due to lack of efficient instructions.
My SIMD implementation uses 16bit fixed point arithmetic to evaluate a 3rd degree polynomial (I use least squares fit). The polynomial uses different coefficients for different input ranges. There are 8 ranges, and range i spans (64)2^i to (64)2^(i + 1).
The rational behind this is the derivatives of Log[x] drop rapidly with x, meaning a polynomial will fit it more accurately since polynomials are an exact fit for functions that have a derivative of 0 beyond a certain order.
SIMD table lookups are done very efficiently with a single _mm_shuffle_epi8(). I use SSE's float to int conversion to get the exponent and significand used for the fixed point approximation. I also software pipelined the loop to get ~1.25x speedup, so further code optimizations are probably unlikely.
What I'm asking is if there's a more efficient approximation at a higher level?
For example:
Can this function be decomposed into functions with a limited domain like
log2((2^x) * significand) = x + log2(significand)
hence eliminating the need to deal with different ranges (table lookups). The main problem I think is adding the k1 term kills all those nice log properties that we know and love, making it not possible. Or is it?
Iterative method? don't think so because the Newton method for log[x] is already a complicated expression
Exploiting locality of neighboring pixels? - if the range of the 8 inputs fall in the same approximation range, then I can look up a single coefficient, instead of looking up separate coefficients for each element. Thus, I can use this as a fast common case, and use a slower, general code path when it isn't. But for my data, the range needs to be ~2000 before this property hold 70% of the time, which doesn't seem to make this method competitive.
Please, give me some opinion, especially if you're an applied mathematician, even if you say it can't be done. Thanks.
You should be able to improve on least-squares fitting by using Chebyshev approximation. (The idea is, you're looking for the approximation whose worst-case deviation in a range is least; least-squares instead looks for the one whose summed squared difference is least.) I would guess this doesn't make a huge difference for your problem, but I'm not sure -- hopefully it could reduce the number of ranges you need to split into, somewhat.
If there's already a fast implementation of log(x), maybe compute P(x) * log(x) where P(x) is a polynomial chosen by Chebyshev approximation. (Instead of trying to do the whole function as a polynomial approx -- to need less range-reduction.)
I'm an amateur here -- just dipping my toe in as there aren't a lot of answers already.
One observation:
You can find an expression for how large x needs to be as a function of k0 and k1, such that the term x^k0 dominates k1 enough for the approximation:
x^k0 +k1 ~= x^k0, allowing you to approximately evaluate the function as
k0*Log(x).
This would take care of all x's above some value.
I recently read how the sRGB model compresses physical tri stimulus values into stored RGB values.
It basically is very similar to the function I try to approximate, except that it's defined piece wise:
k0 x, x < 0.0031308
k1 x^0.417 - k2 otherwise
I was told the constant addition in Log[x^k0 + k1] was to make the beginning of the function more linear. But that can easily be achieved with a piece wise approximation. That would make the approximation a lot more "uniform" - with only 2 approximation ranges. This should be cheaper to compute due to no longer needing to compute an approximation range index (integer log) and doing SIMD coefficient lookup.
For now, I conclude this will be the best approach, even though it doesn't approximate the function precisely. The hard part will be proposing this change and convincing people to use it.

How to make a start on the "crackless wall" problem

Here's the problem statement:
Consider the problem of building a wall out of 2x1 and 3x1 bricks (horizontal×vertical dimensions) such that, for extra strength, the gaps between horizontally-adjacent bricks never line up in consecutive layers, i.e. never form a "running crack".
There are eight ways of forming a crack-free 9x3 wall, written W(9,3) = 8.
Calculate W(32,10). < Generalize it to W(x,y) >
http://www.careercup.com/question?id=67814&form=comments
The above link gives a few solutions, but I'm unable to understand the logic behind them. I'm trying to code this in Perl and have done so far:
input : W(x,y)
find all possible i's and j's such that x == 3(i) + 2(j);
for each pair (i,j) ,
find n = (i+j)C(j) # C:combinations
Adding all these n's should give the count of all possible combinations. But I have no idea on how to find the real combinations for one row and how to proceed further.
Based on the claim that W(9,3)=8, I'm inferring that a "running crack" means any continuous vertical crack of height two or more. Before addressing the two-dimensional problem as posed, I want to discuss an analogous one-dimensional problem and its solution. I hope this will make it more clear how the two-dimensional problem is thought of as one-dimensional and eventually solved.
Suppose you want to count the number of lists of length, say, 40, whose symbols come from a reasonably small set of, say, the five symbols {a,b,c,d,e}. Certainly there are 5^40 such lists. If we add an additional constraint that no letter can appear twice in a row, the mathematical solution is still easy: There are 5*4^39 lists without repeated characters. If, however, we instead wish to outlaw consonant combinations such as bc, cb, bd, etc., then things are more difficult. Of course we would like to count the number of ways to choose the first character, the second, etc., and multiply, but the number of ways to choose the second character depends on the choice of the first, and so on. This new problem is difficult enough to illustrate the right technique. (though not difficult enough to make it completely resistant to mathematical methods!)
To solve the problem of lists of length 40 without consonant combinations (let's call this f(40)), we might imagine using recursion. Can you calculate f(40) in terms of f(39)? No, because some of the lists of length 39 end with consonants and some end with vowels, and we don't know how many of each type we have. So instead of computing, for each length n<=40, f(n), we compute, for each n and for each character k, f(n,k), the number of lists of length n ending with k. Although f(40) cannot be
calculated from f(39) alone, f(40,a) can be calculated in terms of f(30,a), f(39,b), etc.
The strategy described above can be used to solve your two-dimensional problem. Instead of characters, you have entire horizontal brick-rows of length 32 (or x). Instead of 40, you have 10 (or y). Instead of a no-consonant-combinations constraint, you have the no-adjacent-cracks constraint.
You specifically ask how to enumerate all the brick-rows of a given length, and you're right that this is necessary, at least for this approach. First, decide how a row will be represented. Clearly it suffices to specify the locations of the 3-bricks, and since each has a well-defined center, it seems natural to give a list of locations of the centers of the 3-bricks. For example, with a wall length of 15, the sequence (1,8,11) would describe a row like this: (ooo|oo|oo|ooo|ooo|oo). This list must satisfy some natural constraints:
The initial and final positions cannot be the centers of a 3-brick. Above, 0 and 14 are invalid entries.
Consecutive differences between numbers in the sequence must be odd, and at least three.
The position of the first entry must be odd.
The difference between the last entry and the length of the list must also be odd.
There are various ways to compute and store all such lists, but the conceptually easiest is a recursion on the length of the wall, ignoring condition 4 until you're done. Generate a table of all lists for walls of length 2, 3, and 4 manually, then for each n, deduce a table of all lists describing walls of length n from the previous values. Impose condition 4 when you're finished, because it doesn't play nice with recursion.
You'll also need a way, given any brick-row S, to quickly describe all brick-rows S' which can legally lie beneath it. For simplicity, let's assume the length of the wall is 32. A little thought should convince you that
S' must satisfy the same constraints as S, above.
1 is in S' if and only if 1 is not in S.
30 is in S' if and only if 30 is not in S.
For each entry q in S, S' must have a corresponding entry q+1 or q-1, and conversely every element of S' must be q-1 or q+1 for some element q in S.
For example, the list (1,8,11) can legally be placed on top of (7,10,30), (7,12,30), or (9,12,30), but not (9,10,30) since this doesn't satisfy the "at least three" condition. Based on this description, it's not hard to write a loop which calculates the possible successors of a given row.
Now we put everything together:
First, for fixed x, make a table of all legal rows of length x. Next, write a function W(y,S), which is to calculate (recursively) the number of walls of width x, height y, and top row S. For y=1, W(y,S)=1. Otherwise, W(y,S) is the sum over all S' which can be related to S as above, of the values W(y-1,S').
This solution is efficient enough to solve the problem W(32,10), but would fail for large x. For example, W(100,10) would almost certainly be infeasible to calculate as I've described. If x were large but y were small, we would break all sensible brick-laying conventions and consider the wall as being built up from left-to-right instead of bottom-to-top. This would require a description of a valid column of the wall. For example, a column description could be a list whose length is the height of the wall and whose entries are among five symbols, representing "first square of a 2x1 brick", "second square of a 2x1 brick", "first square of a 3x1 brick", etc. Of course there would be constraints on each column description and constraints describing the relationship between consecutive columns, but the same approach as above would work this way as well, and would be more appropriate for long, short walls.
I found this python code online here and it works fast and correctly. I do not understand how it all works though. I could get my C++ to the last step (count the total number of solutions) and could not get it to work correctly.
def brickwall(w,h):
# generate single brick layer of width w (by recursion)
def gen_layers(w):
if w in (0,1,2,3):
return {0:[], 1:[], 2:[[2]], 3:[[3]]}[w]
return [(layer + [2]) for layer in gen_layers(w-2)] + \
[(layer + [3]) for layer in gen_layers(w-3)]
# precompute info about whether pairs of layers are compatible
def gen_conflict_mat(layers, nlayers, w):
# precompute internal brick positions for easy comparison
def get_internal_positions(layer, w):
acc = 0; intpos = set()
for brick in layer:
acc += brick; intpos.add(acc)
intpos.remove(w)
return intpos
intpos = [get_internal_positions(layer, w) for layer in layers]
mat = []
for i in range(nlayers):
mat.append([j for j in range(nlayers) \
if intpos[i].isdisjoint(intpos[j])])
return mat
layers = gen_layers(w)
nlayers = len(layers)
mat = gen_conflict_mat(layers, nlayers, w)
# dynamic programming to recursively compute wall counts
nwalls = nlayers*[1]
for i in range(1,h):
nwalls = [sum(nwalls[k] for k in mat[j]) for j in range(nlayers)]
return sum(nwalls)
print(brickwall(9,3)) #8
print(brickwall(9,4)) #10
print(brickwall(18,5)) #7958
print(brickwall(32,10)) #806844323190414

Need help generating discrete random numbers from distribution

I searched the site but did not find exactly what I was looking for... I wanted to generate a discrete random number from normal distribution.
For example, if I have a range from a minimum of 4 and a maximum of 10 and an average of 7. What code or function call ( Objective C preferred ) would I need to return a number in that range. Naturally, due to normal distribution more numbers returned would center round the average of 7.
As a second example, can the bell curve/distribution be skewed toward one end of the other? Lets say I need to generate a random number with a range of minimum of 4 and maximum of 10, and I want the majority of the numbers returned to center around the number 8 with a natural fall of based on a skewed bell curve.
Any help is greatly appreciated....
Anthony
What do you need this for? Can you do it the craps player's way?
Generate two random integers in the range of 2 to 5 (inclusive, of course) and add them together. Or flip a coin (0,1) six times and add 4 to the result.
Summing multiple dice produces a normal distribution (a "bell curve"), while eliminating high or low throws can be used to skew the distribution in various ways.
The key is you are going for discrete numbers (and I hope you mean integers by that). Multiple dice throws famously generate a normal distribution. In fact, I think that's how we were first introduced to the Gaussian curve in school.
Of course the more throws, the more closely you approximate the bell curve. Rolling a single die gives a flat line. Rolling two dice just creates a ramp up and down that isn't terribly close to a bell. Six coin flips gets you closer.
So consider this...
If I understand your question correctly, you only have seven possible outcomes--the integers (4,5,6,7,8,9,10). You can set up an array of seven probabilities to approximate any distribution you like.
Many frameworks and libraries have this built-in.
Also, just like TokenMacGuy said a normal distribution isn't characterized by the interval it's defined on, but rather by two parameters: Mean μ and standard deviation σ. With both these parameters you can confine a certain quantile of the distribution to a certain interval, so that 95 % of all points fall in that interval. But resticting it completely to any interval other than (−∞, ∞) is impossible.
There are several methods to generate normal-distributed values from uniform random values (which is what most random or pseudorandom number generators are generating:
The Box-Muller transform is probably the easiest although not exactly fast to compute. Depending on the number of numbers you need, it should be sufficient, though and definitely very easy to write.
Another option is Marsaglia's Polar method which is usually faster1.
A third method is the Ziggurat algorithm which is considerably faster to compute but much more complex to program. In applications that really use a lot of random numbers it may be the best choice, though.
As a general advice, though: Don't write it yourself if you have access to a library that generates normal-distributed random numbers for you already.
For skewing your distribution I'd just use a regular normal distribution, choosing μ and σ appropriately for one side of your curve and then determine on which side of your wanted mean a point fell, stretching it appropriately to fit your desired distribution.
For generating only integers I'd suggest you just round towards the nearest integer when the random number happens to fall within your desired interval and reject it if it doesn't (drawing a new random number then). This way you won't artificially skew the distribution (such as you would if you were clamping the values at 4 or 10, respectively).
1 In testing with deliberately bad random number generators (yes, worse than RANDU) I've noticed that the polar method results in an endless loop, rejecting every sample. Won't happen with random numbers that fulfill the usual statistic expectations to them, though.
Yes, there are sophisticated mathematical solutions, but for "simple but practical" I'd go with Nosredna's comment. For a simple Java solution:
Random random=new Random();
public int bell7()
{
int n=4;
for (int x=0;x<6;++x)
n+=random.nextInt(2);
return n;
}
If you're not a Java person, Random.nextInt(n) returns a random integer between 0 and n-1. I think the rest should be similar to what you'd see in any programming language.
If the range was large, then instead of nextInt(2)'s I'd use a bigger number in there so there would be fewer iterations through the loop, depending on frequency of call and performance requirements.
Dan Dyer and Jay are exactly right. What you really want is a binomial distribution, not a normal distribution. The shape of a binomial distribution looks a lot like a normal distribution, but it is discrete and bounded whereas a normal distribution is continuous and unbounded.
Jay's code generates a binomial distribution with 6 trials and a 50% probability of success on each trial. If you want to "skew" your distribution, simply change the line that decides whether to add 1 to n so that the probability is something other than 50%.
The normal distribution is not described by its endpoints. Normally it's described by it's mean (which you have given to be 7) and its standard deviation. An important feature of this is that it is possible to get a value far outside the expected range from this distribution, although that will be vanishingly rare, the further you get from the mean.
The usual means for getting a value from a distribution is to generate a random value from a uniform distribution, which is quite easily done with, for example, rand(), and then use that as an argument to a cumulative distribution function, which maps probabilities to upper bounds. For the standard distribution, this function is
F(x) = 0.5 - 0.5*erf( (x-μ)/(σ * sqrt(2.0)))
where erf() is the error function which may be described by a taylor series:
erf(z) = 2.0/sqrt(2.0) * Σ∞n=0 ((-1)nz2n + 1)/(n!(2n + 1))
I'll leave it as an excercise to translate this into C.
If you prefer not to engage in the exercise, you might consider using the Gnu Scientific Library, which among many other features, has a technique to generate random numbers in one of many common distributions, of which the Gaussian Distribution (hint) is one.
Obviously, all of these functions return floating point values. You will have to use some rounding strategy to convert to a discrete value. A useful (but naive) approach is to simply downcast to integer.