Related
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.
I have read that it has something to do with time, also you get from including time.h, so I assumed that much, but how does it work exactly? Also, does it have any tendencies towards odd or even numbers or something like that? And finally is there something with better distribution in the C standard library or the Foundation framework?
Briefly:
You use time.h to get a seed, which is an initial random number. C then does a bunch of operations on this number to get the next random number, then operations on that one to get the next, then... you get the picture.
rand() is able to touch on every possible integer. It will not prefer even or odd numbers regardless of the input seed, happily. Still, it has limits - it repeats itself relatively quickly, and in almost every implementation only gives numbers up to 32767.
C does not have another built-in random number generator. If you need a real tough one, there are many packages available online, but the Mersenne Twister algorithm is probably the most popular pick.
Now, if you are interested on the reasons why the above is true, here are the gory details on how rand() works:
rand() is what's called a "linear congruential generator." This means that it employs an equation of the form:
xn+1 = (*a****xn + ***b*) mod m
where xn is the nth random number, and a and b are some predetermined integers. The arithmetic is performed modulo m, with m usually 232 depending on the machine, so that only the lowest 32 bits are kept in the calculation of xn+1.
In English, then, the idea is this: To get the next random number, multiply the last random number by something, add a number to it, and then take the last few digits.
A few limitations are quickly apparent:
First, you need a starting random number. This is the "seed" of your random number generator, and this is where you've heard of time.h being used. Since we want a really random number, it is common practice to ask the system what time it is (in integer form) and use this as the first "random number." Also, this explains why using the same seed twice will always give exactly the same sequence of random numbers. This sounds bad, but is actually useful, since debugging is a lot easier when you control the inputs to your program
Second, a and b have to be chosen very, very carefully or you'll get some disastrous results. Fortunately, the equation for a linear congruential generator is simple enough that the math has been worked out in some detail. It turns out that choosing an a which satisfies *a***mod8 = 5 together with ***b* = 1 will insure that all m integers are equally likely, independent of choice of seed. You also want a value of a that is really big, so that every time you multiply it by xn you trigger a the modulo and chop off a lot of digits, or else many numbers in a row will just be multiples of each other. As a result, two common values of a (for example) are 1566083941 and 1812433253 according to Knuth. The GNU C library happens to use a=1103515245 and b=12345. A list of values for lots of implementations is available at the wikipedia page for LCGs.
Third, the linear congruential generator will actually repeat itself because of that modulo. This gets to be some pretty heady math, but the result of it all is happily very simple: The sequence will repeat itself after m numbers of have been generated. In most cases, this means that your random number generator will repeat every 232 cycles. That sounds like a lot, but it really isn't for many applications. If you are doing serious numerical work with Monte Carlo simulations, this number is hopelessly inadequate.
A fourth much less obvious problem is that the numbers are actually not really random. They have a funny sort of correlation. If you take three consecutive integers, (x, y, z), from an LCG with some value of a and m, those three points will always fall on the lattice of points generated by all linear combinations of the three points (1, a, a2), (0, m, 0), (0, 0, m). This is known as Marsaglia's Theorem, and if you don't understand it, that's okay. All it means is this: Triplets of random numbers from an LCG will show correlations at some deep, deep level. Usually it's too deep for you or I to notice, but its there. It's possible to even reconstruct the first number in a "random" sequence of three numbers if you are given the second and third! This is not good for cryptography at all.
The good part is that LCGs like rand() are very, very low footprint. It typically requires only 32 bits to retain state, which is really nice. It's also very fast, requiring very few operations. These make it good for noncritical embedded systems, video games, casual applications, stuff like that.
PRNGs are a fascinating topic. Wikipedia is always a good place to go if you are hungry to learn more on the history or the various implementations that are around today.
rand returns numbers generated by a pseudo-random number generator (PRNG). The sequence of numbers it returns is deterministic, based on the value with which the PRNG was initialized (by calling srand).
The numbers should be distributed such that they appear somewhat random, so, for example, odd and even numbers should be returned at roughly the same frequency. The actual implementation of the random number generator is left unspecified, so the actual behavior is specific to the implementation.
The important thing to remember is that rand does not return random numbers; it returns pseudo-random numbers, and the values it returns are determined by the seed value and the number of times rand has been called. This behavior is fine for many use cases, but is not appropriate for others (for example, rand would not be appropriate for use in many cryptographic applications).
How does rand() work?
http://en.wikipedia.org/wiki/Pseudorandom_number_generator
I have read that it has something to
do with time, also you get from
including time.h
rand() has nothing at all to do with the time. However, it's very common to use time() to obtain the "seed" for the PRNG so that you get different "random" numbers each time your program is run.
Also, does it have any tendencies
towards odd or even numbers or
something like that?
Depends on the exact method used. There's one popular implementation of rand() that alternates between odd and even numbers. So avoid writing code like rand() % 2 that depends on the lowest bit being random.
Consider 2 sequences X[1..m] and Y[1..n]. The memoization algorithm would compute the LCS in time O(m*n). Is there any better algorithm to find out LCS wrt time? I guess memoization done diagonally can give us O(min(m,n)) time complexity.
Gene Myers in 1986 came up with a very nice algorithm for this, described here: An O(ND) Difference Algorithm and Its Variations.
This algorithm takes time proportional to the edit distance between sequences, so it is much faster when the difference is small. It works by looping over all possible edit distances, starting from 0, until it finds a distance for which an edit script (in some ways the dual of an LCS) can be constructed. This means that you can "bail out early" if the difference grows above some threshold, which is sometimes convenient.
I believe this algorithm is still used in many diff implementations.
If you know a priori an upper bound on the maximum size k you care about, you can force the LCS algorithm to exit early by adding an extra check in the inner loop. This means then when k << min(m,n) you can get small running times in spite of the fact you are doing LCS.
yes we could create a better algorithm than Order O(m*n)---
i.e O(min(m,n)). to find a length.....
just compare the diagonal elements.and whenever the increment is done suppose it occured in c[2,2] then increment all the value from c[2,2++] and c[2++,2] by 1..
and proceed till c[m,m]..(suppose m
I have read through various papers on the 'Balls and Bins' problem and it seems that if a hash function is working right (ie. it is effectively a random distribution) then the following should/must be true if I hash n values into a hash table with n slots (or bins):
Probability that a bin is empty, for large n is 1/e.
Expected number of empty bins is n/e.
Probability that a bin has k balls is <= 1/ek! (corrected).
Probability that a bin has at least k collisions is <= ((e/k)**k)/e (corrected).
These look easy to check. But the max-load test (the maximum number of collisions with high probability) is usually stated vaguely.
Most texts state that the maximum number of collisions in any bin is O( ln(n) / ln(ln(n)) ).
Some say it is 3*ln(n) / ln(ln(n)). Other papers mix ln and log - usually without defining them, or state that log is log base e and then use ln elsewhere.
Is ln the log to base e or 2 and is this max-load formula right and how big should n be to run a test?
This lecture seems to cover it best, but I am no mathematician.
http://pages.cs.wisc.edu/~shuchi/courses/787-F07/scribe-notes/lecture07.pdf
BTW, with high probability seems to mean 1 - 1/n.
That is a fascinating paper/lecture-- makes me wish I had taken some formal algorithms class.
I'm going to take a stab at some answers here, based on what I've just read from that, and feel free to vote me down. I'd appreciate a correction, though, rather than just a downvote :) I'm also going to use n and N interchangeably here, which is a big no-no in some circles, but since I'm just copy-pasting your formulae, I hope you'll forgive me.
First, the base of the logs. These numbers are given as big-O notation, not as absolute formulae. That means that you're looking for something 'on the order of ln(n) / ln(ln(n))', not with an expectation of an absolute answer, but more that as n gets bigger, the relationship of n to the maximum number of collisions should follow that formula. The details of the actual curve you can graph will vary by implementation (and I don't know enough about the practical implementations to tell you what's a 'good' curve, except that it should follow that big-O relationship). Those two formulae that you posted are actually equivalent in big-O notation. The 3 in the second formula is just a constant, and is related to a particular implementation. A less efficient implementation would have a bigger constant.
With that in mind, I would run empirical tests, because I'm a biologist at heart and I was trained to avoid hard-and-fast proofs as indications of how the world actually works. Start with N as some number, say 100, and find the bin with the largest number of collisions in it. That's your max-load for that run. Now, your examples should be as close as possible to what you expect actual users to use, so maybe you want to randomly pull words from a dictionary or something similar as your input.
Run that test many times, at least 30 or 40. Since you're using random numbers, you'll need to satisfy yourself that the average max-load you're getting is close to the theoretical 'expectation' of your algorithm. Expectation is just the average, but you'll still need to find it, and the tighter your std dev/std err about that average, the more you can say that your empirical average matches the theoretical expectation. One run is not enough, because a second run will (most likely) give a different answer.
Then, increase N, to say, 1000, 10000, etc. Increase it logarithmically, because your formula is logarithmic. As your N increases, your max-load should increase on the order of ln(n) / ln(ln(n)). If it increases at a rate of 3*ln(n) / ln(ln(n)), that means that you're following the theory that they put forth in that lecture.
This kind of empirical test will also show you where your approach breaks down. It may be that your algorithm works well for N < 10 million (or some other number), but above that, it starts to collapse. Why could that be? Maybe you have some limitation to 32 bits in your code without realizing it (ie, using a 'float' instead of a 'double'), or some other implementation detail. These kinds of details let you know where your code will work well in practice, and then as your practical needs change, you can modify your algorithm. Maybe making the algorithm work for very large datasets makes it very inefficient for very small ones, or vice versa, so pinpointing that tradeoff will help you further characterize how you could adapt your algorithm to particular situations. Always a useful skill to have.
EDIT: a proof of why the base of the log function doesn't matter with big-O notation:
log N = log_10 (N) = log_b (N)/log_b (10)= (1/log_b(10)) * log_b(N)
1/log_b(10) is a constant, and in big-O notation, constants are ignored. Base changes are free, which is why you're encountering such variation in the papers.
Here is a rough start to the solution of this problem involving uniform distributions and maximum load.
Instead of bins and balls or urns or boxes or buckets or m and n, people (p) and doors (d) will be used as designations.
There is an exact expected value for each of the doors given a certain number of people. For example, with 5 people and 5 doors, the expected maximum door is exactly 1.2864 {(1429-625) / 625} above the mean (p/d) and the minimum door is exactly -0.9616 {(24-625) / 625} below the mean. The absolute value of the highest door's distance from the mean is a little larger than the smallest door's because all of the people could go through one door, but no less than zero can go through one of the doors. With large numbers of people (p/d > 3000), the difference between the absolute value of the highest door's distance from the mean and the lowest door's becomes negligible.
For an odd number of doors, the center door is essentially zero and is not scalable, but all of the other doors are scalable from certain values representing p=d. These rounded values for d=5 are:
-1.163 -0.495 0* 0.495 1.163
* slowly approaching zero from -0.12
From these values, you can compute the expected number of people for any count of people going through each of the 5 doors, including the maximum door. Except for the middle ordered door, the difference from the mean is scalable by sqrt(p/d).
So, for p=50,000 and d=5:
Expected number of people going through the maximum door, which could be any of the 5 doors, = 1.163 * sqrt(p/d) + p/d.
= 1.163 * sqrt(10,000) + 10,000 = 10,116.3
For p/d < 3,000, the result from this equation must be slightly increased.
With more people, the middle door slowly becomes closer and closer to zero from -0.11968 at p=100 and d=5. It can always be rounded up to zero and like the other 4 doors has quite a variance.
The values for 6 doors are:
-1.272 -0.643 -0.202 0.202 0.643 1.272
For 1000 doors, the approximate values are:
-3.25, -2.95, -2.79 … 2.79, 2.95, 3.25
For any d and p, there is an exact expected value for each of the ordered doors. Hopefully, a good approximation (with a relative error < 1%) exists. Some professor or mathematician somewhere must know.
For testing uniform distribution, you will need a number of averaged ordered sessions (750-1000 works well) rather than a greater number of people. No matter what, the variances between valid sessions are great. That's the nature of randomness. Collisions are unavoidable. *
The expected values for 5 and 6 doors were obtained by sheer brute force computation using 640 bit integers and averaging the convergence of the absolute values of corresponding opposite doors.
For d=5 and p=170:
-6.63901 -2.95905 -0.119342 2.81054 6.90686
(27.36099 31.04095 33.880658 36.81054 40.90686)
For d=6 and p=108:
-5.19024 -2.7711 -0.973979 0.734434 2.66716 5.53372
(12.80976 15.2289 17.026021 18.734434 20.66716 23.53372)
I hope that you may evenly distribute your data.
It's almost guaranteed that all of George Foreman's sons or some similar situation will fight against your hash function. And proper contingent planning is the work of all good programmers.
After some more research and trial-and-error I think I can provide something part way to to an answer.
To start off, ln and log seem to refer to log base-e if you look into the maths behind the theory. But as mmr indicated, for the O(...) estimates, it doesn't matter.
max-load can be defined for any probability you like. The typical formula used is
1-1/n**c
Most papers on the topic use
1-1/n
An example might be easiest.
Say you have a hash table of 1000 slots and you want to hash 1000 things. Say you also want to know the max-load with a probability of 1-1/1000 or 0.999.
The max-load is the maximum number of hash values that end up being the same - ie. collisions (assuming that your hash function is good).
Using the formula for the probability of getting exactly k identical hash values
Pr[ exactly k ] = ((e/k)**k)/e
then by accumulating the probability of exactly 0..k items until the total equals or exceeds 0.999 tells you that k is the max-load.
eg.
Pr[0] = 0.37
Pr[1] = 0.37
Pr[2] = 0.18
Pr[3] = 0.061
Pr[4] = 0.015
Pr[5] = 0.003 // here, the cumulative total is 0.999
Pr[6] = 0.0005
Pr[7] = 0.00007
So, in this case, the max-load is 5.
So if my hash function is working well on my set of data then I should expect the maxmium number of identical hash values (or collisions) to be 5.
If it isn't then this could be due to the following reasons:
Your data has small values (like short strings) that hash to the same value. Any hash of a single ASCII character will pick 1 of 128 hash values (there are ways around this. For example you could use multiple hash functions, but slows down hashing and I don't know much about this).
Your hash function doesn't work well with your data - try it with random data.
Your hash function doesn't work well.
The other tests I mentioned in my question also are helpful to see that your hash function is running as expected.
Incidentally, my hash function worked nicely - except on short (1..4 character) strings.
I also implemented a simple split-table version which places the hash value into the least used slot from a choice of 2 locations. This more than halves the number of collisions and means that adding and searching the hash table is a little slower.
I hope this helps.
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