I am working on a system of optimisation problems. These tasks can be solved by a generic optimization accross all the state space. But some of my equations are independent of the remaining system( imagine a Jacobian Matrix with some blocks full of zero ) and i would like to use this fact to optimize first the joint equations and then taking the previous solution as an input finish to solve the independent components.
The rules that say the relation between the tasks can be represented as an oriented graph, but this graph contains cycle because of the joint equations, which mean that i can't use a topological sort on it.
Does anyone have an idea of how to solve this kind of pb?
Thx
There are a couple of types of frameworks you can look into (instead of inventing it yourself), which might solve your problem. The question is a bit to abstract to tell which one suits your needs, so take a look at these:
Use a solver framework to solve this optimization and look through the search space of. Take a look at Drools Planner, Gurobi, JGap, OpenTS, ...
Use a rules engine to apply the optimization changes. Take a look at Drools Expert, JESS, ...
Related
I'm working on a problem that will eventually run in an embedded microcontroller (ESP8266). I need to perform some fairly simple operations on linear equations. I don't need much, but do need to be able work with points and linear equations to:
Define an equations for lines either from two known points, or one
point and a gradient
Calculate a new x,y point on an equation line that is a specific distance from another point on that equation line
Drop a perpendicular onto an equation line from a point
Perform variations of cosine-rule calculations on points and triangle sides defined as equations
I've roughed up some code for this a while ago based on high school "y = mx + c" concepts, but it's flawed (it fails with infinities when lines are vertical), and currently in Scala. Since I suspect I'm reinventing a wheel that's not my primary goal, I'd like to use someone else's work for this!
I've come across CGAL, and it seems very likely it's capable of all this and more, but I have two questions about it (given that it seems to take ages to get enough understanding of this kind of huge library to actually be able to answer simple questions!)
It seems to assert some kind of mathematical perfection in it's calculations, but that's not important to me, and my system will be severely memory constrained. Does it use/offer memory efficient approximations?
Is it possible (and hopefully easy) to separate out just a limited subset of features, or am I going to find the entire library (or even a very large subset) heading into my memory limited machine?
And, I suppose the inevitable follow up: are there more suitable libraries I'm unaware of?
TIA!
The problems that you are mentioning sound fairly simple indeed, so I'm wondering if you really need any library at all. Maybe if you post your original code we could help you fix it--your problem sounds like you need to redo a calculation avoiding a division by zero.
As for your point (2) about separating a limited number of features from CGAL, giving the size and the coding style of that project, from my experience that will be significantly more complicated (if at all possible) than fixing your own code.
In case you want to try a simpler library than CGAL, maybe you could try Boost.Geometry
Regards,
I ran into some slow downs on a tight loop today caused by an If statement, which surprised me some because I expected branch prediction to successfully pipeline the particular statement to minimize the cost of the conditional.
When I sat down to think more about why it wasn't better handled I realized I didn't know much about how branch prediction was being handled at all. I know the concept of branch prediction quite well and it's benefits, but the problem is that I didn't know who was implementing it and what approach they were utilizing for predicting the outcome of a conditional.
Looking deeper I know branch prediction can be done at a few levels:
Hardware itself with instruction pipelining
C++ style compiler
Interpreter of interpreted language.
half-compiled language like java may do two and three above.
However, because optimization can be done in many areas I'm left uncertain as to how to anticipate branch prediction. If I'm writing in Java, for example, is my conditional optimized when compiled, when interpreted, or by the hardware after interpretation!? More interesting, does this mean if someone uses a different runtime enviroment? Could a different branch prediction algorithm used in a different interpreter result in a tight loop based around a conditional showing significant different performance depending on which interpreter it's run with?
Thus my question, how does one generalize an optimization around branch prediction if the software could be run on very different computers which may mean different branch prediction? If the hardware and interpreter could change their approach then profiling and using whichever approach proved fastest isn't a guarantee. Lets ignore C++ where you have compile level ability to force this, looking at the interpreted languages if someone still needed to optimize a tight loop within them.
Are there certain presumptions that are generally safe to make regardless of interpreter used? Does one have to dive into the intricate specification of a language to make any meaningful presumption about branch prediction?
Short answer:
To help improve the performance of the branch predictor try to structure your program so that conditional statements don't depend on apparently random data.
Details
One of the other answers to this question claims:
There is no way to do anything at the high level language to optimize for branch prediction, caching sure, sometimes you can, but branch prediction, no not at all.
However, this is simply not true. A good illustration of this fact comes from one of the most famous questions on Stack Overflow.
All branch predictors work by identifying patterns of repeated code execution and using this information to predict the outcome and/or target of branches as necessary.
When writing code in a high-level language it's typically not necessary for an application programmer to worry about trying to optimizing conditional branches. For instance gcc has the __builtin_expect function which allows the programmer to specify the expected outcome of a conditional branch. But even if an application programmer is certain they know the typical outcome of a specific branch it's usually not necessary to use the annotation. In a hot loop using this directive is unlikely to help improve performance. If the branch really is strongly biased the the predictor will be able to correctly predict the outcome most of the time even without the programmer annotation.
On most modern processors branch predictors perform incredibly well (better than 95% accurate even on complex workloads). So as a micro-optimization, trying to improve branch prediction accuracy is probably not something that an application programmer would want to focus on. Typically the compiler is going to do a better job of generating optimal code that works for the specific hardware platform it is targeting.
But branch predictors rely on identifying patterns, and if an application is written in such a way that patterns don't exist, then the branch predictor will perform poorly. If the application can be modified so that there is a pattern then the branch predictor has a chance to do better. And that is something you might be able to consider at the level of a high-level language, if you find a situation where a branch really is being poorly predicted.
branch prediction like caching and pipelining are things done to make code run faster in general overcoming bottlenecks in the system (super slow cheap dram which all dram is, all the layers of busses between X and Y, etc).
There is no way to do anything at the high level language to optimize for branch prediction, caching sure, sometimes you can, but branch prediction, no not at all. in order to predict, the core has to have the branch in the pipe along with the instructions that preceed it and across architectures and implementations not possible to find one rule that works. Often not even within one architecture and implementation from the high level language.
you could also easily end up in a situation where tuning for branch predictions you de-tune for cache or pipe or other optimizations you might want to use instead. and the overall performance first and foremost is application specific then after that something tuned to that application, not something generic.
For as much as I like to preach and do optimizations at the high level language level, branch prediction is one that falls into the premature optimization category. Just enable it it in the core if not already enabled and sometimes it saves you a couple of cycles, most of the time it doesnt, and depending on the implementation, it can cost more cycles than it saves. Like a cache it has to do with the hits vs misses, if it guesses right you have code in a faster ram sooner on its way to the pipe, if it guesses wrong you have burned bus cycles that could have been used by code that was going to be run.
Caching is usually a benefit (although not hard to write high level code that shows it costing performance instead of saving) as code usually runs linearly for some number of instructions before branching. Likewise data is accessed in order often enough to overcome the penalties. Branching is not something we do every instruction and where we branch to does not have a common answer.
Your backend could try to tune for branch prediction by having the pre-branch decisions happen a few cycles before the branch but all within a pipe size and tuned for fetch line or cache line alignments. again this messes with tuning for other features in the core.
I have to design a branch-and bound algorithm that solves the optimal tour of a graph on the cartesian plane every time. I have been given the hint that identifying hopeless branches earlier in the runtime will compound into a program that runs "a hundred times faster". I had the idea of assuming that the shortest edge connected to the starting/ending node will be either the first or last edge in the tour but a thin diamond shaped graph proves otherwise. Does any one have ideas for how to eliminate these hopeless branches or a reference that talks about this?
Basically, is there a better way to branch to subsets of solutions better than just lexicographically, eg. first branch is including and excluding edge a-b, second branch includes and excludes branch a-c
So somewhere in your branch-and-bound algorithm, you look at possible places to go, and then somehow keep track of them to do later.
To make this more efficient, you can do a couple things:
Write a better bound calculator. In other words, come up with an algorithm that determines the bound more accurately. This will result in less time spent on paths that turn out to be poor.
Instead of using a stack to keep track of things to do, use a queue. Instead of using a queue, use a priority queue (heap) ordered by bound, e.g. the things that seem best are put at the top of the heap, and the things that seem bad are put on the bottom.
Nearest-neighbor is a simple algorithm. Branch-and-Bound is just an optimizing loop and additionally you need a sub-problem solver. I think nearest-neighbor is also a branch-and-bound algorithm. Instead I would look into the simplex algorithm. It's a linear programming algorithm. Also cutting-plane algorithm to solve tsp.
I'm looking for ideas/experiences/references/keywords regarding an adaptive-parameter-control of search algorithm parameters (online-learning) in combinatorial-optimization.
A bit more detail:
I have a framework, which is responsible for optimizing a hard combinatorial-optimization-problem. This is done with the help of some "small heuristics" which are used in an iterative manner (large-neighborhood-search; ruin-and-recreate-approach). Every algorithm of these "small heuristics" is taking some external parameters, which are controlling the heuristic-logic in some extent (at the moment: just random values; some kind of noise; diversify the search).
Now i want to have a control-framework for choosing these parameters in a convergence-improving way, as general as possible, so that later additions of new heuristics are possible without changing the parameter-control.
There are at least two general decisions to make:
A: Choose the algorithm-pair (one destroy- and one rebuild-algorithm) which is used in the next iteration.
B: Choose the random parameters of the algorithms.
The only feedback is an evaluation-function of the new-found-solution. That leads me to the topic of reinforcement-learning. Is that the right direction?
Not really a learning-like-behavior, but the simplistic ideas at the moment are:
A: A roulette-wheel-selection according to some performance-value collected during the iterations (near past is more valued than older ones).
So if heuristic 1 did find all the new global best solutions -> high probability of choosing this one.
B: No idea yet. Maybe it's possible to use some non-uniform random values in the range (0,1) and i'm collecting some momentum of the changes.
So if heuristic 1 last time used alpha = 0.3 and found no new best solution, then used 0.6 and found a new best solution -> there is a momentum towards 1
-> next random value is likely to be bigger than 0.3. Possible problems: oscillation!
Things to remark:
- The parameters needed for good convergence of one specific algorithm can change dramatically -> maybe more diversify-operations needed at the beginning, more intensify-operations needed at the end.
- There is a possibility of good synergistic-effects in a specific pair of destroy-/rebuild-algorithm (sometimes called: coupled neighborhoods). How would one recognize something like that? Is that still in the reinforcement-learning-area?
- The different algorithms are controlled by a different number of parameters (some taking 1, some taking 3).
Any ideas, experiences, references (papers), keywords (ml-topics)?
If there are ideas regarding the decision of (b) in a offline-learning-manner. Don't hesitate to mention that.
Thanks for all your input.
Sascha
You have a set of parameter variables which you use to control your set of algorithms. Selection of your algorithms is just another variable.
One approach you might like to consider is to evolve your 'parameter space' using a genetic algorithm. In short, GA uses an analogue of the processes of natural selection to successively breed ever better solutions.
You will need to develop an encoding scheme to represent your parameter space as a string, and then create a large population of candidate solutions as your starting generation. The genetic algorithm itself takes the fittest solutions in your set and then applies various genetic operators to them (mutation, reproduction etc.) to breed a better set which then become the next generation.
The most difficult part of this process is developing an appropriate fitness function: something to quantitatively measure the quality of a given parameter space. Your search problem may be too complex to measure for each candidate in the population, so you will need a proxy model function which might be as hard to develop as the ideal solution itself.
Without understanding more of what you've written it's hard to see whether this approach is viable or not. GA is usually well suited to multi-variable optimisation problems like this, but it's not a silver bullet. For a reference start with Wikipedia.
This sounds like hyper heuristics which you're trying to do. Try looking for that keyword.
In Drools Planner (open source, java) I have support for tabu search and simulated annealing out the box.
I haven't implemented the ruin-and-recreate-approach (yet), but that should be easy, although I am not expecting better results. Challenge: Prove me wrong and fork it and add it and beat me in the examples.
Hyper heuristics are on my TODO list.
An article has been making the rounds lately discussing the use of genetic algorithms to optimize "build orders" in StarCraft II.
http://lbrandy.com/blog/2010/11/using-genetic-algorithms-to-find-starcraft-2-build-orders/
The initial state of a StarCraft match is pre-determined and constant. And like chess, decisions made in this early stage of the match have long-standing consequences to a player's ability to perform in the mid and late game. So the various opening possibilities or "build orders" are under heavy study and scrutiny. Until the circulation of the above article, computer-assisted build order creation probably wasn't as popularity as it has been recently.
My question is... Is a genetic algorithm really the best way to model optimizing build orders?
A build order is a sequence of actions. Some actions have prerequisites like, "You need building B before you can create building C, but you can have building A at any time." So a chromosome may look like AABAC.
I'm wondering if a genetic algorithm really is the best way to tackle this problem. Although I'm not too familiar with the field, I'm having a difficult time shoe-horning the concept of genes into a data structure that is a sequence of actions. These aren't independent choices that can be mixed and matched like a head and a foot. So what value is there to things like reproduction and crossing?
I'm thinking whatever chess AIs use would be more appropriate since the array of choices at any given time could be viewed as tree-like in a way.
Although I'm not too familiar with the field, I'm having a difficult time shoe-horning the concept of genes into a data structure that is a sequence of actions. These aren't independent choices that can be mixed and matched like a head and a foot. So what value is there to things like reproduction and crossing?
Hmm, that's a very good question. Perhaps the first few moves in Starcraft can indeed be performed in pretty much any order, since contact with the enemy is not as immediate as it can be in Chess, and therefore it is not as important to remember the order of the first few moves as it is to know which of the many moves are included in those first few. But the link seems to imply otherwise, which means the 'genes' are indeed not all that amenable to being swapped around, unless there's something cunning in the encoding that I'm missing.
On the whole, and looking at the link you supplied, I'd say that genetic algorithms are a poor choice for this situation, which could be accurately mathematically modelled in some parts and the search tree expanded out in others. They may well be better than an exhaustive search of the possibility space, but may not be - especially given that there are multiple populations and poorer ones are just wasting processing time.
However, what I mean by "a poor choice" is that it is inefficient relative to a more appropriate approach; that's not to say that it couldn't still produce 98% optimal results in under a second or whatever. In situations such as this where the brute force of the computer is useful, it is usually more important that you have modelled the search space correctly than to have used the most effective algorithm.
As TaslemGuy pointed out, Genetic Algorithms aren't guaranteed to be optimal, even though they usually give good results.
To get optimal results you would have to search through every possible combination of actions until you find the optimal path through the tree-like representation. However, doing this for StarCraft is difficult, since there are so many different paths to reach a goal. In chess you move a pawn from e2 to e4 and then the opponent moves. In StarCraft you can move a unit at instant x or x+1 or x+10 or ...
A chess engine can look at many different aspects of the board (e.g. how many pieces does it have and how many does the opponent have), to guide it's search. It can ignore most of the actions available if it knows that they are strictly worse than others.
For a build-order creator only time really matters. Is it better to build another drone to get minerals faster, or is it faster to start that spawning pool right away? Not as straightforward as with chess.
These kinds of decisions happen pretty early on, so you will have to search each alternative to conclusion before you can decide on the better one, which will take a long time.
If I were to write a build-order optimizer myself, I would probably try to formulate a heuristic that estimates how good (close the to the goal state) the current state is, just as chess engines do:
Score = a*(Buildings_and_units_done/Buildings_and_units_required) - b*Time_elapsed - c*Minerals - d*Gas + e*Drone_count - f*Supply_left
This tries to keep the score tied to the completion percentage as well as StarCraft common knowledge (keep your ressources low, build drones, don't build more supply than you need). The variables a to f would need tweaking, of course.
After you've got a heuristic that can somewhat estimate the worth of a situation, I would use Best-first search or maybe IDDFS to search through the tree of possibilities.
Edit:
I recently found a paper that actually describes build order optimization in StarCraft, in real time even. The authors use depth-first search with branch and bound and heuristics that estimate the minimum amount of effort required to reach the goal based on the tech tree (e.g. zerglings need a spawning pool) and the time needed to gather the required minerals.
Genetic Algorithm can be, or can sometimes not be, the optimal or non-optimal solution. Based on the complexity of the Genetic Algorithm, how much mutation there is, the forms of combinations, and how the chromosomes of the genetic algorithm is interpreted.
So, depending on how your AI is implemented, Genetic Algorithms can be the best.
You are looking at a SINGLE way to implement genetic algorithms, while forgetting about genetic programming, the use of math, higher-order functions, etc. Genetic algorithms can be EXTREMELY sophisticated, and by using clever combining systems for crossbreeding, extremely intelligent.
For instance, neural networks are optimized by genetic algorithms quite often.
Look up "Genetic Programming." It's similar, but uses tree-structures instead of lines of characters, which allows for more complex interactions that breed better. For more complex stuff, they typically work out better.
There's been some research done using hierarchical reinforcement learning to build a layered ordering of actions that efficiently maximizes a reward. I haven't found much code implementing the idea, but there are a few papers describing MAXQ-based algorithms that have been used to explicitly tackle real-time strategy game domains, such as this and this.
This Genetic algorithm only optimizes the strategy for one very specific part of the game: The order of the first few build actions of the game. And it has a very specific goal as well: To have as many roaches as quickly as possible.
The only aspects influencing this system seem to be (I'm no starcraft player):
build time of the various units and
buildings
allowed units and buildings given the available units and buildings
Larva regeneration rate.
This is a relatively limited, relatively well defined problem with a large search space. As such it is very well suited for genetic algorithms (and quite a few other optimization algorithm at that). A full gene is a specific set of build orders that ends in the 7th roach. From what I understand you can just "play" this specific gene to see how fast it finishes, so you have a very clear fitness test.
You also have a few nice constraints on the build order, so you can combine different genes slightly smarter than just randomly.
A genetic algorithm used in this way is a very good tool to find a more optimal build order for the first stage of a game of starcraft. Due to its random nature it is also good at finding a surprising strategy, which might have been an additional goal of the author.
To use a genetic algorithm as the algorithm in an RTS game you'd have to find a way to encode reactions to situations rather than just plain old build orders. This also involves correctly identifying situations which can be a difficult task in itself. Then you'd have to let these genes play thousands of games of starcraft, against each other and (possibly) against humans, selecting and combining winners (or longer-lasting losers). This is also a good application of genetic algorithms, but it involves solving quite a few very hard problems before you even get to the genetic algorithm part.