Optimization through machine learning - optimization

I've got a system that takes 15 points out of a 17 by 17 grid as input (order doesn't matter), and generates a single scalar as output. The system is not representable by a formal function.
The goal is to find the optimal 15 points so that the output scalar is minimum. Solving this problem exhaustively simply takes too much time to be practical as each run takes 14 seconds.
I've started taking a machine learning course online. But this problem does seem to be rather unsophisticated and I wonder if anyone can point me to the right direction. Any help is greatly appreciated!

Use simulated annealing. I guess this will be close to optimal here.
Therefore, start with a random distribution of the 15 points. Then, in each iteration change one and accept the new state if the resulting scalar value is lower. If it is larger, accept with a certain probability (a Boltzmann factor). Eventually you have to try this for a small number of randomly chosen initial states and afterwards accept the lowest value.

Related

Determining a program's execution time by its length in bits?

This is a question popped into my mind while reading the halting problem, collatz conjecture and Kolmogorov complexity. I have tried to search for something similar but I was unable to find a particular topic maybe because it is not of great value or it could just be a trivial question.
For the sake of simplicity I will give three examples of programs/functions.
function one(s):
return s
function two(s):
while (True):
print s
function three(s):
for i from 0 to 10^10:
print(s)
So my questions is, if there is a way to formalize the length of a program (like the bits used to describe it) and also the internal memory used by the program, to determine the minimum/maximum number of time/steps needed to decide whether the program will terminate or run forever.
For example, in the first function the program doesn't alter its internal memory and halts after some time steps.
In the second example, the program runs forever but the program also doesn't alter its internal memory. For example, if we considered all the programs with the same length as with the program two that do not alter their state, couldn't we determine an upper bound of steps, which if surpassed we could conclude that this program will never terminate ? (If not why ?)
On the last example, the program alters its state (variable i). So, at each step the upper bound may change.
[In short]
Kolmogorov complexity suggests a way of finding the (descriptive) complexity of an object such as a piece of text. I would like to know, given a formal way of describing the memory-space used by a program (computed in runtime), if we could compute a maximum number of steps, which if surpassed would allow us to know whether this program will terminate or run forever.
Finally, I would like to suggest me any source that I might find useful and help me figure out what I am exactly looking for.
Thank you. (sorry for my English, not my native language. I hope I was clear)
If a deterministic Turing machine enters precisely the same configuration twice (which we can detect b keeping a trace of configurations seen so far), then we immediately know the TM will loop forever.
If it known in advance that a deterministic Turing machine cannot possibly use more than some fixed constant amount of its input tape, then the TM must explicitly halt or eventually enter some configuration it has already visited. Suppose the TM can use at most k tape cells, the tape alphabet is T and the set of states is Q. Then there are (|T|+1)^k * |Q| unique configurations (the number of strings over (T union blank) of length k times the number of states) and by the pigeonhole principle we know that a TM that takes that many steps must enter some configuration it has already been to before.
one: because we are given that this function does not use internal memory, we know that it either halts or loops forever.
two: because we are given that this function does not use internal memory, we know that it either halts or loops forever.
three: because we are given that this function only uses a fixed amount of internal memory (like 34 bits) we can tell in fewer than 2^34 iterations of the loop whether the TM will halt or not for any given input s, guaranteed.
Now, knowing how much tape a TM is going to use, or how much memory a program is going to use, is not a problem a TM can solve. But if you have an oracle (like a person who was able to do a proof) that tells you a correct fixed upper bound on memory, then the halting problem is solvable.

Chess engine Alpha Beta expected time to calculate depth 20

I am working on a chess-like-game engine (its the same as chess except each player gets to make 2 moves), and would like to be able to calculate a search to around depth 8(which i guess translates to around depth 16 for regular chess or more since there is no pruning of the 2-moves). I am running alphaBeta pruning.
Currently I seem to be able to get depth 6 (12+ for regular chess) within 20-30ish minutes. Relatively speaking how bad is this performance?
Any tips would be appreciated.
Each ply costs you a multiple of time equal to the number of moves being considered.
If you need 20-30 mins to reach only depth 6, it'll take exponential more time to reach depth 8. So the answer is NO.
You should go back to your algorithm and check for any possible improvement. Null-move reduction, heavy pruning etc are required.

Optimizing Parameters using AI technique

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.

optimizing a function to find global and local peaks with R

Y
I have 6 parameters for which I know maxi and mini values. I have a complex function that includes the 6 parameters and return a 7th value (say Y). I say complex because Y is not directly related to the 6 parameters; there are many embeded functions in between.
I would like to find the combination of the 6 parameters which returns the highest Y value. I first tried to calculate Y for every combination by constructing an hypercube but I have not enough memory in my computer. So I am looking for kinds of markov chains which progress in the delimited parameter space, and are able to overpass local peaks.
when I give one combination of the 6 parameters, I would like to know the highest local Y value. I tried to write a code with an iterative chain like a markov's one, but I am not sure how to process when the chain reach an edge of the parameter space. Obviously, some algorythms should already exist for this.
Question: Does anybody know what are the best functions in R to do these two things? I read that optim() could be appropriate to find the global peak but I am not sure that it can deal with complex functions (I prefer asking before engaging in a long (for me) process of code writing). And fot he local peaks? optim() should not be able to do this
In advance, thank you for any lead
Julien from France
Take a look at the Optimization and Mathematical Programming Task View on CRAN. I've personally found the differential evolution algorithm to be very fast and robust. It's implemented in the DEoptim package. The rgenoud package is another good candidate.
I like to use the Metropolis-Hastings algorithm. Since you are limiting each parameter to a range, the simple thing to do is let your proposal distribution simply be uniform over the range. That way, you won't run off the edges. It won't be fast, but if you let it run long enough, it will do a good job of sampling your space. The samples will congregate at each peak, and will spread out around them in a way that reflects the local curvature.

Storage algorithm question - verify sequential data with little memory

I found this on an "interview questions" site and have been pondering it for a couple of days. I will keep churning, but am interested what you guys think
"10 Gbytes of 32-bit numbers on a magnetic tape, all there from 0 to 10G in random order. You have 64 32 bit words of memory available: design an algorithm to check that each number from 0 to 10G occurs once and only once on the tape, with minimum passes of the tape by a read head connected to your algorithm."
32-bit numbers can take 4G = 2^32 different values. There are 2.5*2^32 numbers on tape total. So after 2^32 count one of numbers will repeat 100%. If there were <= 2^32 numbers on tape then it was possible that there are two different cases – when all numbers are different or when at least one repeats.
It's a trick question, as Michael Anderson and I have figured out. You can't store 10G 32b numbers on a 10G tape. The interviewer (a) is messing with you and (b) is trying to find out how much you think about a problem before you start solving it.
The utterly naive algorithm, which takes as many passes as there are numbers to check, would be to walk through and verify that the lowest number is there. Then do it again checking that the next lowest is there. And so on.
This requires one word of storage to keep track of where you are - you could cut down the number of passes by a factor of 64 by using all 64 words to keep track of where you're up to in several different locations in the search space - checking all of your current ones on each pass. Still O(n) passes, of course.
You could probably cut it down even more by using portions of the words - given that your search space for each segment is smaller, you won't need to keep track of the full 32-bit range.
Perform an in-place mergesort or quicksort, using tape for storage? Then iterate through the numbers in sequence, tracking to see that each number = previous+1.
Requires cleverly implemented sort, and is fairly slow, but achieves the goal I believe.
Edit: oh bugger, it's never specified you can write.
Here's a second approach: scan through trying to build up to 30-ish ranges of contiginous numbers. IE 1,2,3,4,5 would be one range, 8,9,10,11,12 would be another, etc. If ranges overlap with existing, then they are merged. I think you only need to make a limited number of passes to either get the complete range or prove there are gaps... much less than just scanning through in blocks of a couple thousand to see if all digits are present.
It'll take me a bit to prove or disprove the limits for this though.
Do 2 reduces on the numbers, a sum and a bitwise XOR.
The sum should be (10G + 1) * 10G / 2
The XOR should be ... something
It looks like there is a catch in the question that no one has talked about so far; the interviewer has only asked the interviewee to write a program that CHECKS
(i) if each number that makes up the 10G is present once and only once--- what should the interviewee do if the numbers in the given list are present multple times? should he assume that he should stop execting the programme and throw exception or should he assume that he should correct the mistake by removing the repeating number and replace it with another (this may actually be a costly excercise as this involves complete reshuffle of the number set)? correcting this is required to perform the second step in the question, i.e. to verify that the data is stored in the best possible way that it requires least possible passes.
(ii) When the interviewee was asked to only check if the 10G weight data set of numbers are stored in such a way that they require least paases to access any of those numbers;
what should the interviewee do? should he stop and throw exception the moment he finds an issue in the algorithm they were stored in, or correct the mistake and continue till all the elements are sorted in the order of least possible passes?
If the intension of the interviewer is to ask the interviewee to write an algorithm that finds the best combinaton of numbers that can be stored in 10GB, given 64 32 Bit registers; and also to write an algorithm to save these chosen set of numbers in the best possible way that require least number of passes to access each; he should have asked this directly, woudn't he?
I suppose the intension of the interviewer may be to only see how the interviewee is approaching the problem rather than to actually extract a working solution from the interviewee; wold any buy this notion?
Regards,
Samba