What is the best optimization function for this multi-objective problem? - algorithm

Currently I am working on a optimalization problem in Python. I hope this is the right place to post,because I think the question has more to do with the math than the actual coding.
The context:
There is a whole group of students. The students have different characteristics.
Social skills
Motivation
Discipline
Intelligence
In addition, each students gets a relative score on the variables:
alpha
beta
gamma
Lastly, each student needs support from a teacher, but some more than the others. Therefore, a cost parameter is introduced. The 'worth' of a student is determined as follows:
$potential = \frac{(0.2 * socialskills + 0.3 * motivation + 0.4 * discipline + 0.1 * intelligence)}{costs}$
The goal is to find a group of the best $n$ students, but the with the characteristics alpha, beta and gamma evenly distributed. This is a multi-objective optimalization problem.
Important to note here, on a personal level, I have a background in engineering and I have had no formal training on mathematical optimalization. If there happens to be a mathematical more sound way, I am happy to learn.
The following blocks are just to generate the data. In the first block I create the student
class Student:
def __init__(self, alpha, beta, gamma, social_skills, motivation, discipline, intelligence, costs):
potential = 0.2 * social_skills + 0.3 * motivation + 0.4 * discipline + 0.1 * intelligence
self.alpha_relative = alpha/(alpha+beta+gamma)
self.beta_relative = beta/(alpha+beta+gamma)
self.gamma_relative = gamma/(alpha+beta+gamma)
self.ratio = potential / costs
This is also part of the data generation. Here I create a list of student objects.
def create_student_list(num_students):
list_students = []
for i in range(num_students):
#define the student characteristics
alpha = r.randint(1,10)
beta = r.randint(1,10)
gamma = r.randint(1,10)
social_skills = r.randint(1,10)
motivation = r.randint(1,10)
discipline = r.randint(1,10)
intelligence = r.randint(1,10)
costs = r.randint(1,2)
#create student objects
student = Student(alpha, beta, gamma, social_skills, motivation, discipline, intelligence, costs)
#append objects to a list
list_students.append(student)
return list_students
Now the actual work begins. I take a random sample of students, which form a group.I add up their 'worth' in the variable 'ratio_sum'.
def create_group(students, group_size):
#create array of random intergers to pick students randomly
num_students = len(students)
random_pick = r.sample(range(0,num_students),group_size)
#initate variables
ratio_sum = 0
alpha_sum = 0
beta_sum = 0
gamma_sum = 0
#calculate the characteristics of the group
for j in random_pick:
ratio_sum += students[j].ratio
alpha_sum += students[j].alpha_relative
beta_sum += students[j].beta_relative
gamma_sum += students[j].gamma_relative
var = np.var([alpha_sum, beta_sum, gamma_sum])
return random_pick, ratio_sum, var
I also compute the alpha, beta, gamma score of the group. Because the goal is have a diverse group I calculate the variance of the array:
[alpha_sum, beta_sum, gamma_sum]
In the last function the actual simulation is performed. For testing purposes I did the simulation only 10 times and formed groups of 3 students.
def simulate(num_simulations, students, group_size):
simulation = []
for i in range(num_simulations):
simulation.append(create_group(students, group_size))
return simulation
In the output, the first index of each line is the sample index. The second index is the total 'worth'. The last index is the variance.
[([4, 7, 2], 16.799999999999997, 0.06279772521858522),
([5, 3, 0], 11.0, 0.14400476660092046),
([9, 6, 4], 14.2, 0.04469349176343509),
([6, 0, 4], 13.05, 4.139179301210081e-05),
([8, 0, 2], 14.85, 0.015072541362223899),
([3, 1, 8], 15.8, 0.15864323507180644),
([4, 8, 3], 15.600000000000001, 0.061507936507936546),
([4, 3, 5], 14.250000000000002, 0.08901065357109311),
([5, 9, 4], 13.649999999999999, 0.03338968723584108),
([1, 3, 0], 15.55, 0.053101851851851845)]
One of these lines is the optimal solution. But here I start to reach the limits of my knowlegde.
First question: is it okay to use the variance as a measure of how equal the groups are in terms of alpha, beta and gamma?
Second question: I want to maximize the worth/cost ratio and minimize the variance. What is the best approach? I find it rather difficult, because the variance is of different order than the ratio, so in the (to be determined) optimization function, how do I pick the constants such that both parameters are equally important or the other is $x$ times more important than the other?
A whole story, but I hope somebody could advice me on the best way to proceed.
Thank you,
Tim

Related

How to follow-up on brms categorical model with emmeans to see whether there are group differences in choosing one particular category over another

I ran a brms model in R with a complex three-way interaction that I am trying to decompose. See below for code. I have a multinomial dependent variable with three levels (happy/angry/fear) and multiple categorical factors: group (three levels; social anxiety, other anxiety, non-anxious) / emotion (three levels; happy, angry, fear) / percentage (four levels: 10%, 30%, 50%, 70%). I am trying to figure out how I can answer the following question: Do groups differ in their responses to emotional faces (e.g., is the socially anxious group more likely than the other groups to pick angry as their response to happy or fearful faces at any of the percentage levels? The three-way interaction was significant.
My question is, how should I use emmeans to get the output I would like to answer this question? Thanks so much in advance for your response.
model code:
cormod_multi <- brm(Emochoice ~ f_group + f_emotion_r + f_percentage + f_groupf_emotion_rf_percentage + (1 + f_emotion_r*f_percentage | f_ppn), data = data_mult, family = 'categorical', warmup = 1000, iter = 10000, chains = 4, cores = 10, control = list(adapt_delta = 0.95, max_treedepth = 15))

Maximize weekly $ given changing price for parts & wholes

I have a dollar amount I wish to maximize my spend on products to purchase for a given list of projects.
For example $60. I cannot spend more than $60 a week but can hold over any left over amount. So, if I spend $58 I get to spend $62 the next week. If I purchase a product on week 1 I can use the left over amount on week 2 thereby not needing to re-purchase the same item.
The solution needs to be generic so that I can maximize between a lot of products and a lot of projects given that fixed dollar amount per week.
I need to generate a report with the list of products to purchase and the list of projects to do for that week. The prices get updates weekly so I will need to recalculate the max spend weekly (meaning forecasting is not really part of the solution) and I need to reuse the amount from the products/inventory already purchased.
I have all the data and there aren't any unknown variables. I just need to be able to figure out how to maximize what to purchase given parts and wholes under a fixed dollar amount with history.
To make it more concrete through example (although abstracted from my real data):
I have a database of products (12.5 K different ones) and their corresponding prices. I also have a list of fixed list projects (let's say 2500) I wish to do with those products. For each project I have the corresponding products needed for each. Each project takes a different amount of product. Projects can have overlapping or unique products per project.
So for example:
project 1 is building my model airplanes;
project 2 is fixing my picture frames;
project 3 is building a bird house;
etc.
Project 1 may need:
glue (1oz)
paint (3 qt)
balsam wood (2 lbs)
Project 2 may need:
glue (2 oz)
nails (10 count)
project 3 may need:
glue (10 oz)
paint (5 qts)
nails (40 count)
wood balsam (3 lbs)
wood pine (50 lbs)
Products:
Glue 4oz - $10
Paint 3qts - $30
Nails 15 count - $7
Wood Balsam 8 pounds - $12
Wood Pine 12 pounds - $8
For example, if I buy a bottle of glue (4 oz) at $10 I can use it for my airplanes and my picture frames but not my bird house. I need to do an exhaustive analysis of all products and all projects weekly given my dollar amount to spend since the prices change (sales/demand/etc.).
How can I best spend the $60 to do as many projects as possible in a given week? Week 2 I get a new $60 to spend, (most likely have leftover) money, and have product (such as glue) left over from the week before?
Any python code / projects that do something similar or exactly this already that I may be able to import and modify for my needs?
Any help in terms of algorithms, sample code, full solution!?!, ideas, etc. would be appreciated...
Thanks in advance!!! (FYI: his is for a personal project.)
This is a problem which is very well suited to be tackled with mathematical programming. With mathematical optimization you can optimize variables (e. g. a variable says if a project is conducted at some point) with an objective like the numbers of projects conducted while also considering a set of constraints. For Python there are several free libraries for optimization of mathematical programs, I will show how to get started with your problem using PuLP. Please note that free software for these kind of problems usually performs way worse than commercial one, which can be very expensive. For small or easy problems the free software suffices though.
To get started:
easy_install pulp
Now, import pulp and as a little help itertools.product. There are many ways to represent your data, I choose to declare some ranges which serve as index sets. So r = 0 would be glue and p = 0 build a model air plane. The number of time periods you have to choose. With 4 time periods all projects can be conducted eventually.
from pulp import *
from itertools import product
R = range(5) # Resources
P = range(3) # Projects
T = range(4) # Periods
Your parameters could be represented as follows. project_consumption[0, 0] expresses that project 0 needs 1/4 of material 0 (glue) to be conducted.
resource_prices = (10, 30, 7, 12, 8) # Price per unit of resource
# Needed percentage of resource r for project p
project_consumption = {(0, 0): 1/4, (0, 1): 3/3, (0, 2): 0/15, (0, 3): 2/8, (0, 4): 0/12,
(1, 0): 2/4, (1, 1): 0/3, (1, 2): 10/15, (1, 3): 0/8, (1, 4): 0/12,
(2, 0): 10/4, (2, 1): 5/3, (2, 2): 40/15, (2, 3): 3/8, (2, 4): 50/12,}
budget = 60
Next, we declare our problem formulation. We want to maximize the number of projects, so we declare the sense LpMaximize. The decision variables are declared next:
planned_project[p, t]: 1 if project p is conducted in period t, else 0
stocked_material[r, t]: Amount of material r which is on stock in t
consumption_material[r, t]: Amount of r that is consumed in period t
purchase_material[r, t]: Amount of r purchased in t
budget[t]: Money balance in t
Declare our problem:
m = LpProblem("Project planning", LpMaximize)
planned_project = LpVariable.dicts('pp', product(P, T), lowBound = 0, upBound = 1, cat = LpInteger)
stocked_material = LpVariable.dicts('ms', product(R, T), lowBound = 0)
consumption_material = LpVariable.dicts('cm', product(R, T), lowBound = 0)
purchase_material = LpVariable.dicts('pm', product(R, T), lowBound = 0, cat = LpInteger)
budget = LpVariable.dicts('b', T, lowBound = 0)
Our objective is added to the problem as follows. I multiply every variable with (len(T) - t), that means a project is worth more early rather than later.
m += lpSum((len(T) - t) * planned_project[p, t] for p in P for t in T)
Now we can restrict the values of our decision variables by adding the necessary constraints. The first constraint restricts our material stock to the difference of purchased and consumed materials.
for r in R:
for t in T:
if t != 0:
m += stocked_material[r, t] == stocked_material[r, t-1] + purchase_material[r, t] - consumption_material[r, t]
else:
m += stocked_material[r, t] == 0 + purchase_material[r, 0] - consumption_material[r, 0]
The second constraint makes sure that the correct amount of materials is consumed for the projects conducted in each period.
for r in R:
for t in T:
m += lpSum([project_consumption[p, r] * planned_project[p, t] for p in P]) <= consumption_material[r, t]
The third constraint ensures that we do not spend more than our budget, additionally the leftover amount can be used in future periods.
for t in T:
if t > 0:
m += budget[t] == budget[t-1] + 60 - lpSum([resource_prices[r] * purchase_material[r, t] for r in R])
else:
m += budget[0] == 60 - lpSum([resource_prices[r] * purchase_material[r, 0] for r in R])
Finally, each project shall only be carried out once.
for p in P:
m += lpSum([planned_project[p, t] for t in T]) <= 1
We can optimize our problem by calling:
m.solve()
After optimization we can access each optimal decision variable value with its .value() method. To print some useful information about our optimal plan of action:
for (p, t), var in planned_project.items():
if var.value() == 1:
print("Project {} is conducted in period {}".format(p, t))
for t, var in budget.items():
print("At time {} we have a balance of {} $".format(t, var.value()))
for (r, t), var in purchase_material.items():
if var.value() > 0:
print("At time {}, we purchase {} of material {}.".format(t, var.value(), r))
Output:
Project 0 is conducted in period 0
Project 2 is conducted in period 3
Project 1 is conducted in period 0
At time 0 we have a balance of 1.0 $
At time 1 we have a balance of 1.0 $
At time 2 we have a balance of 61.0 $
At time 3 we have a balance of 0.0 $
At time 0, we purchase 1.0 of material 0.
At time 3, we purchase 1.0 of material 3.
At time 0, we purchase 1.0 of material 3.
At time 1, we purchase 2.0 of material 1.
At time 0, we purchase 1.0 of material 2.
At time 3, we purchase 3.0 of material 2.
At time 3, we purchase 6.0 of material 4.
At time 0, we purchase 1.0 of material 1.
At time 3, we purchase 4.0 of material 0.
Note in the solution we purchase 6 units of material 4 (6*12 wood pine) at time 3. We never really use that much but the solution is still considered optimal, since we do not have budget in our objective and it does not impact the amounts of project we can do if we buy more or less. So there are multiple optimal solutions. As a multi-criteria optimization problem, you could use Big-M values to also minimize budget utilization in the objective.
I hope this gets you started for your problem. You can find countless resources and examples for mathematical programming on the internet.
Something like this could work, creating a list of materials for each project, a list of projects, and dictionary of prices. Each call of compareAll() would show the cheapest project in the list. You could also add a loop which removes the cheapest project from the list and adds it to a to-do list each time it runs, so that the next run finds the next cheapest.
p1 = ["glue","wood","nails"]
p2 = ["screws","wood"]
p3 = ["screws","wood","glue","nails"]
projects = [p1,p2,p3]
prices = {"glue":1,"wood":4,"nails":2,"screws":1}
def check(project,prices):
for i in project:
iPrice = 0
projectTotal = 0
total = 0
for n in prices:
if(i == n):
iPrice = prices[n]
total = total + iPrice
print("Total: " + str(total))
return total
def compareAll(projectList):
best = 100 #Or some other number which exceeds your budget
for i in projectList:
if (check(i,prices) < best):
best = check(i,prices)

Q: Randomised character creation using a points system

This is more an abstract "How would I approach this" question than me struggling with coding. I want to make a character creation screen where you have 0 points but can take away from one stat and put it into another. How, under this system would you randomise stats. I have base stats and the max deviation but I don't know how to got about randomising the stats so it makes specialized characters. They're not all going to be 150% in one and 75% in the other two stats but I think gentle specialization, probably with some form of weighted randomizer, would be nice. Feel free to respond with pseudo code or just an explanation of how you would do it. :D
Here's my solution in python:
import random
from operator import add, sub
baseStats = {
"baseHealth":10.00,
"baseSpeed":10.00,
"baseAccuracy":10.00,
}
baseDeviation = 3
ops = (add, sub)
charStats = {}
#Make spread. Eg: If the deviation is 3 It'll be [0, 0, 0, 0, 1, 1, 1, 2, 2, 3]
#With the highest deviations being the rarest
spread = []
for i in range(1,baseDeviation+2):
for j in range(1,baseDeviation+2-i):
spread.append(i)
print(spread)
#Make a list of stats without the base values.
remainingStats = []
for key, value in baseStats.items():
charStats[key] = value
remainingStats.append(key)
#Choose a stat and add or subract a random choice from our weighted spread
op = random.choice(ops)
chosenOne = random.choice(remainingStats)
remainingStats.remove(chosenOne)
chosenNumber = random.choice(spread)
charStats[chosenOne] = op(charStats[chosenOne],chosenNumber)
spread.remove(chosenNumber)
#Work out the difference between the randomised stat and the standard then give
#it to one and leave the other be.
difference = baseStats[chosenOne] - charStats[chosenOne]
charStats[random.choice(remainingStats)] = charStats[random.choice(remainingStats)] + difference
print(charStats)

How to determine best combinations from 2 lists

I'm looking for a way to make the best possible combination of people in groups. Let me sketch the situation.
Say we have persons A, B, C and D. Furthermore we have groups 1, 2, 3, 4 and 5. Both are examples and can be less or more. Each person gives a rating to each other person. So for example A rates B a 3, C a 2, and so on. Each person also rates each group. (Say ratings are 0-5). Now I need some sort of algorithm to distribute these people evenly over the groups while keeping them as happy as possible (as in: They should be in a highrated group, with highrated people). Now I know it's not possible for the people to be in the best group (the one they rated a 5) but I need them to be in the best possible solution for the entire group.
I think this is a difficult question, and I would be happy if someone could direct me to some more information about this types of problems, or help me with the algo I'm looking for.
Thanks!
EDIT:
I see a lot of great answers but this problem is too great for me too solve correctly. However, the answers posted so far give me a great starting point too look further into the subject. Thanks a lot already!
after establishing this is NP-Hard problem, I would suggest as a heuristical solution: Artificial Intelligence tools.
A possible approach is steepest ascent hill climbing [SAHC]
first, we will define our utility function (let it be u). It can be the sum of total happiness in all groups.
next,we define our 'world': S is the group of all possible partitions.
for each legal partition s of S, we define:
next(s)={all possibilities moving one person to a different group}
all we have to do now is run SAHC with random restarts:
1. best<- -INFINITY
2. while there is more time
3. choose a random partition as starting point, denote it as s.
4. NEXT <- next(s)
5. if max{ U(NEXT) } < u(s): //s is the top of the hill
5.1. if u(s) > best: best <- u(s) //if s is better then the previous result - store it.
5.2. go to 2. //restart the hill climbing from a different random point.
6. else:
6.1. s <- max{ NEXT }
6.2. goto 4.
7. return best //when out of time, return the best solution found so far.
It is anytime algorithm, meaning it will get a better result as you give it more time to run, and eventually [at time infinity] it will find the optimal result.
The problem is NP-hard: you can reduce from Maximum Triangle Packing, that is, finding at least k vertex-disjoint triangles in a graph, to the version where there are k groups of size 3, no one cares about which group he is in, and likes everyone for 0 or for 1. So even this very special case is hard.
To solve it, I would try using an ILP: have binary variables g_ik indicating that person i is in group k, with constraints to ensure a person is only in one group and a group has an appropriate size. Further, binary variables t_ijk that indicate that persons i and j are together in group k (ensured by t_ijk <= 0.5 g_ik + 0.5 g_jk) and binary variables t_ij that indicate that i and j are together in any group (ensured by t_ij <= sum_k t_ijk). You can then maximize the happiness function under these constraints.
This ILP has very many variables, but modern solvers are pretty good and this approach is very easy to implement.
This is an example of an optimization problem. It is a very well
studied type of problems with very good methods to solve them. Read
Programming Collective Intelligence which explains it much better
than me.
Basically, there are three parts to any kind of optimization problem.
The input to the problem solving function.
The solution outputted by the problem solving function.
A scoring function that evaluates how optimal the solution is by
scoring it.
Now the problem can be stated as finding the solution that produces
the highest score. To do that, you first need to come up with a format
to represent a possible solution that the scoring function can then
score. Assuming 6 persons (0-5) and 3 groups (0-2), this python data structure
would work and would be a possible solution:
output = [
[0, 1],
[2, 3],
[4, 5]
]
Person 0 and 1 is put in group 0, person 2 and 3 in group 1 and so
on. To score this solution, we need to know the input and the rules for
calculating the output. The input could be represented by this data
structure:
input = [
[0, 4, 1, 3, 4, 1, 3, 1, 3],
[5, 0, 1, 2, 1, 5, 5, 2, 4],
[4, 1, 0, 1, 3, 2, 1, 1, 1],
[2, 4, 1, 0, 5, 4, 2, 3, 4],
[5, 5, 5, 5, 0, 5, 5, 5, 5],
[1, 2, 1, 4, 3, 0, 4, 5, 1]
]
Each list in the list represents the rating the person gave. For
example, in the first row, the person 0 gave rating 0 to person 0 (you
can't rate yourself), 4 to person 1, 1 to person 2, 3 to 3, 4 to 4 and
1 to person 5. Then he or she rated the groups 0-2 3, 1 and 3
respectively.
So above is an example of a valid solution to the given input. How do
we score it? That's not specified in the question, only that the
"best" combination is desired therefore I'll arbitrarily decide that
the score for a solution is the sum of each persons happiness. Each
persons happiness is determined by adding his or her rating of the
group with the average of the rating for each person in the group,
excluding the person itself.
Here is the scoring function:
N_GROUPS = 3
N_PERSONS = 6
def score_solution(input, output):
tot_score = 0
for person, ratings in enumerate(input):
# Check what group the person is a member of.
for group, members in enumerate(output):
if person in members:
# Check what rating person gave the group.
group_rating = ratings[N_PERSONS + group]
# Check what rating the person gave the others.
others = list(members)
others.remove(person)
if not others:
# protect against zero division
person_rating = 0
else:
person_ratings = [ratings[o] for o in others]
person_rating = sum(person_ratings) / float(len(person_ratings))
tot_score += group_rating + person_rating
return tot_score
It should return a score of 37.0 for the given solution. Now what
we'll do is to generate valid outputs while keeping track of which one
is best until we are satisfied:
from random import choice
def gen_solution():
groups = [[] for x in range(N_GROUPS)]
for person in range(N_PERSONS):
choice(groups).append(person)
return groups
# Generate 10000 solutions
solutions = [gen_solution() for x in range(10000)]
# Score them
solutions = [(score_solution(input, sol), sol) for sol in solutions]
# Sort by score, take the best.
best_score, best_solution = sorted(solutions)[-1]
print 'The best solution is %s with score %.2f' % (best_solution, best_score)
Running this on my computer produces:
The best solution is [[0, 1], [3, 5], [2, 4]] with score 47.00
Obviously, you may think it is a really stupid idea to randomly just
generate solutions to throw at the problem, and it is. There are much
more sophisticated methods to generate solutions such as simulated
annealing or genetic optimization. But they all build upon the same
framework as given above.

What is the best way to compute trending topics or tags?

Many sites offer some statistics like "The hottest topics in the last 24h". For example, Topix.com shows this in its section "News Trends". There, you can see the topics which have the fastest growing number of mentions.
I want to compute such a "buzz" for a topic, too. How could I do this? The algorithm should weight the topics which are always hot less. The topics which normally (almost) no one mentions should be the hottest ones.
Google offers "Hot Trends", topix.com shows "Hot Topics", fav.or.it shows "Keyword Trends" - all these services have one thing in common: They only show you upcoming trends which are abnormally hot at the moment.
Terms like "Britney Spears", "weather" or "Paris Hilton" won't appear in these lists because they're always hot and frequent. This article calls this "The Britney Spears Problem".
My question: How can you code an algorithm or use an existing one to solve this problem? Having a list with the keywords searched in the last 24h, the algorithm should show you the 10 (for example) hottest ones.
I know, in the article above, there is some kind of algorithm mentioned. I've tried to code it in PHP but I don't think that it'll work. It just finds the majority, doesn't it?
I hope you can help me (coding examples would be great).
This problem calls for a z-score or standard score, which will take into account the historical average, as other people have mentioned, but also the standard deviation of this historical data, making it more robust than just using the average.
In your case a z-score is calculated by the following formula, where the trend would be a rate such as views / day.
z-score = ([current trend] - [average historic trends]) / [standard deviation of historic trends]
When a z-score is used, the higher or lower the z-score the more abnormal the trend, so for example if the z-score is highly positive then the trend is abnormally rising, while if it is highly negative it is abnormally falling. So once you calculate the z-score for all the candidate trends the highest 10 z-scores will relate to the most abnormally increasing z-scores.
Please see Wikipedia for more information, about z-scores.
Code
from math import sqrt
def zscore(obs, pop):
# Size of population.
number = float(len(pop))
# Average population value.
avg = sum(pop) / number
# Standard deviation of population.
std = sqrt(sum(((c - avg) ** 2) for c in pop) / number)
# Zscore Calculation.
return (obs - avg) / std
Sample Output
>>> zscore(12, [2, 4, 4, 4, 5, 5, 7, 9])
3.5
>>> zscore(20, [21, 22, 19, 18, 17, 22, 20, 20])
0.0739221270955
>>> zscore(20, [21, 22, 19, 18, 17, 22, 20, 20, 1, 2, 3, 1, 2, 1, 0, 1])
1.00303599234
>>> zscore(2, [21, 22, 19, 18, 17, 22, 20, 20, 1, 2, 3, 1, 2, 1, 0, 1])
-0.922793112954
>>> zscore(9, [1, 2, 0, 3, 1, 3, 1, 2, 9, 8, 7, 10, 9, 5, 2, 4, 1, 1, 0])
1.65291949506
Notes
You can use this method with a sliding window (i.e. last 30 days) if you wish not to take to much history into account, which will make short term trends more pronounced and can cut down on the processing time.
You could also use a z-score for values such as change in views from one day to next day to locate the abnormal values for increasing/decreasing views per day. This is like using the slope or derivative of the views per day graph.
If you keep track of the current size of the population, the current total of the population, and the current total of x^2 of the population, you don't need to recalculate these values, only update them and hence you only need to keep these values for the history, not each data value. The following code demonstrates this.
from math import sqrt
class zscore:
def __init__(self, pop = []):
self.number = float(len(pop))
self.total = sum(pop)
self.sqrTotal = sum(x ** 2 for x in pop)
def update(self, value):
self.number += 1.0
self.total += value
self.sqrTotal += value ** 2
def avg(self):
return self.total / self.number
def std(self):
return sqrt((self.sqrTotal / self.number) - self.avg() ** 2)
def score(self, obs):
return (obs - self.avg()) / self.std()
Using this method your work flow would be as follows. For each topic, tag, or page create a floating point field, for the total number of days, sum of views, and sum of views squared in your database. If you have historic data, initialize these fields using that data, otherwise initialize to zero. At the end of each day, calculate the z-score using the day's number of views against the historic data stored in the three database fields. The topics, tags, or pages, with the highest X z-scores are your X "hotest trends" of the day. Finally update each of the 3 fields with the day's value and repeat the process next day.
New Addition
Normal z-scores as discussed above do not take into account the order of the data and hence the z-score for an observation of '1' or '9' would have the same magnitude against the sequence [1, 1, 1, 1, 9, 9, 9, 9]. Obviously for trend finding, the most current data should have more weight than older data and hence we want the '1' observation to have a larger magnitude score than the '9' observation. In order to achieve this I propose a floating average z-score. It should be clear that this method is NOT guaranteed to be statistically sound but should be useful for trend finding or similar. The main difference between the standard z-score and the floating average z-score is the use of a floating average to calculate the average population value and the average population value squared. See code for details:
Code
class fazscore:
def __init__(self, decay, pop = []):
self.sqrAvg = self.avg = 0
# The rate at which the historic data's effect will diminish.
self.decay = decay
for x in pop: self.update(x)
def update(self, value):
# Set initial averages to the first value in the sequence.
if self.avg == 0 and self.sqrAvg == 0:
self.avg = float(value)
self.sqrAvg = float((value ** 2))
# Calculate the average of the rest of the values using a
# floating average.
else:
self.avg = self.avg * self.decay + value * (1 - self.decay)
self.sqrAvg = self.sqrAvg * self.decay + (value ** 2) * (1 - self.decay)
return self
def std(self):
# Somewhat ad-hoc standard deviation calculation.
return sqrt(self.sqrAvg - self.avg ** 2)
def score(self, obs):
if self.std() == 0: return (obs - self.avg) * float("infinity")
else: return (obs - self.avg) / self.std()
Sample IO
>>> fazscore(0.8, [1, 1, 1, 1, 1, 1, 9, 9, 9, 9, 9, 9]).score(1)
-1.67770595327
>>> fazscore(0.8, [1, 1, 1, 1, 1, 1, 9, 9, 9, 9, 9, 9]).score(9)
0.596052006642
>>> fazscore(0.9, [2, 4, 4, 4, 5, 5, 7, 9]).score(12)
3.46442230724
>>> fazscore(0.9, [2, 4, 4, 4, 5, 5, 7, 9]).score(22)
7.7773245459
>>> fazscore(0.9, [21, 22, 19, 18, 17, 22, 20, 20]).score(20)
-0.24633160155
>>> fazscore(0.9, [21, 22, 19, 18, 17, 22, 20, 20, 1, 2, 3, 1, 2, 1, 0, 1]).score(20)
1.1069362749
>>> fazscore(0.9, [21, 22, 19, 18, 17, 22, 20, 20, 1, 2, 3, 1, 2, 1, 0, 1]).score(2)
-0.786764452966
>>> fazscore(0.9, [1, 2, 0, 3, 1, 3, 1, 2, 9, 8, 7, 10, 9, 5, 2, 4, 1, 1, 0]).score(9)
1.82262469243
>>> fazscore(0.8, [40] * 200).score(1)
-inf
Update
As David Kemp correctly pointed out, if given a series of constant values and then a zscore for an observed value which differs from the other values is requested the result should probably be non-zero. In fact the value returned should be infinity. So I changed this line,
if self.std() == 0: return 0
to:
if self.std() == 0: return (obs - self.avg) * float("infinity")
This change is reflected in the fazscore solution code. If one does not want to deal with infinite values an acceptable solution could be to instead change the line to:
if self.std() == 0: return obs - self.avg
You need an algorithm that measures the velocity of a topic - or in other words, if you graph it you want to show those that are going up at an incredible rate.
This is the first derivative of the trend line, and it is not difficult to incorporate as a weighted factor of your overall calculation.
Normalize
One technique you'll need to do is to normalize all your data. For each topic you are following, keep a very low pass filter that defines that topic's baseline. Now every data point that comes in about that topic should be normalized - subtract its baseline and you'll get ALL of your topics near 0, with spikes above and below the line. You may instead want to divide the signal by its baseline magnitude, which will bring the signal to around 1.0 - this not only brings all signals in line with each other (normalizes the baseline), but also normalizes the spikes. A britney spike is going to be magnitudes larger than someone else's spike, but that doesn't mean you should pay attention to it - the spike may be very small relative to her baseline.
Derive
Once you've normalized everything, figure out the slope of each topic. Take two consecutive points, and measure the difference. A positive difference is trending up, a negative difference is trending down. Then you can compare the normalized differences, and find out what topics are shooting upward in popularity compared to other topics - with each topic scaled appropriate to it's own 'normal' which may be magnitudes of order different from other topics.
This is really a first-pass at the problem. There are more advanced techniques which you'll need to use (mostly a combination of the above with other algorithms, weighted to suit your needs) but it should be enough to get you started.
Regarding the article
The article is about topic trending, but it's not about how to calculate what's hot and what's not, it's about how to process the huge amount of information that such an algorithm must process at places like Lycos and Google. The space and time required to give each topic a counter, and find each topic's counter when a search on it goes through is huge. This article is about the challenges one faces when attempting such a task. It does mention the Brittney effect, but it doesn't talk about how to overcome it.
As Nixuz points out this is also referred to as a Z or Standard Score.
Chad Birch and Adam Davis are correct in that you will have to look backward to establish a baseline. Your question, as phrased, suggests that you only want to view data from the past 24 hours, and that won't quite fly.
One way to give your data some memory without having to query for a large body of historical data is to use an exponential moving average. The advantage of this is that you can update this once per period and then flush all old data, so you only need to remember a single value. So if your period is a day, you have to maintain a "daily average" attribute for each topic, which you can do by:
a_n = a_(n-1)*b + c_n*(1-b)
Where a_n is the moving average as of day n, b is some constant between 0 and 1 (the closer to 1, the longer the memory) and c_n is the number of hits on day n. The beauty is if you perform this update at the end of day n, you can flush c_n and a_(n-1).
The one caveat is that it will be initially sensitive to whatever you pick for your initial value of a.
EDIT
If it helps to visualize this approach, take n = 5, a_0 = 1, and b = .9.
Let's say the new values are 5,0,0,1,4:
a_0 = 1
c_1 = 5 : a_1 = .9*1 + .1*5 = 1.4
c_2 = 0 : a_2 = .9*1.4 + .1*0 = 1.26
c_3 = 0 : a_3 = .9*1.26 + .1*0 = 1.134
c_4 = 1 : a_4 = .9*1.134 + .1*1 = 1.1206
c_5 = 4 : a_5 = .9*1.1206 + .1*5 = 1.40854
Doesn't look very much like an average does it? Note how the value stayed close to 1, even though our next input was 5. What's going on? If you expand out the math, what you get that:
a_n = (1-b)*c_n + (1-b)*b*c_(n-1) + (1-b)*b^2*c_(n-2) + ... + (leftover weight)*a_0
What do I mean by leftover weight? Well, in any average, all weights must add to 1. If n were infinity and the ... could go on forever, then all weights would sum to 1. But if n is relatively small, you get a good amount of weight left on the original input.
If you study the above formula, you should realize a few things about this usage:
All data contributes something to the average forever. Practically speaking, there is a point where the contribution is really, really small.
Recent values contribute more than older values.
The higher b is, the less important new values are and the longer old values matter. However, the higher b is, the more data you need to water down the initial value of a.
I think the first two characteristics are exactly what you are looking for. To give you an idea of simple this can be to implement, here is a python implementation (minus all the database interaction):
>>> class EMA(object):
... def __init__(self, base, decay):
... self.val = base
... self.decay = decay
... print self.val
... def update(self, value):
... self.val = self.val*self.decay + (1-self.decay)*value
... print self.val
...
>>> a = EMA(1, .9)
1
>>> a.update(10)
1.9
>>> a.update(10)
2.71
>>> a.update(10)
3.439
>>> a.update(10)
4.0951
>>> a.update(10)
4.68559
>>> a.update(10)
5.217031
>>> a.update(10)
5.6953279
>>> a.update(10)
6.12579511
>>> a.update(10)
6.513215599
>>> a.update(10)
6.8618940391
>>> a.update(10)
7.17570463519
Typically "buzz" is figured out using some form of exponential/log decay mechanism. For an overview of how Hacker News, Reddit, and others handle this in a simple way, see this post.
This doesn't fully address the things that are always popular. What you're looking for seems to be something like Google's "Hot Trends" feature. For that, you could divide the current value by a historical value and then subtract out ones that are below some noise threshold.
I think they key word you need to notice is "abnormally". In order to determine when something is "abnormal", you have to know what is normal. That is, you're going to need historical data, which you can average to find out the normal rate of a particular query. You may want to exclude abnormal days from the averaging calculation, but again that'll require having enough data already, so that you know which days to exclude.
From there, you'll have to set a threshold (which would require experimentation, I'm sure), and if something goes outside the threshold, say 50% more searches than normal, you can consider it a "trend". Or, if you want to be able to find the "Top X Trendiest" like you mentioned, you just need to order things by how far (percentage-wise) they are away from their normal rate.
For example, let's say that your historical data has told you that Britney Spears usually gets 100,000 searches, and Paris Hilton usually gets 50,000. If you have a day where they both get 10,000 more searches than normal, you should be considering Paris "hotter" than Britney, because her searches increased 20% more than normal, while Britney's were only 10%.
God, I can't believe I just wrote a paragraph comparing "hotness" of Britney Spears and Paris Hilton. What have you done to me?
I was wondering if it is at all possible to use regular physics acceleration formula in such a case?
v2-v1/t or dv/dt
We can consider v1 to be initial likes/votes/count-of-comments per hour and v2 to be current "velocity" per hour in last 24 hours?
This is more like a question than an answer, but seems it may just work. Any content with highest acceleration will be the trending topic...
I am sure this may not solve Britney Spears problem :-)
probably a simple gradient of topic frequency would work -- large positive gradient = growing quickly in popularity.
the easiest way would be to bin the number of searched each day, so you have something like
searches = [ 10, 7, 14, 8, 9, 12, 55, 104, 100 ]
and then find out how much it changed from day to day:
hot_factor = [ b-a for a, b in zip(searches[:-1], searches[1:]) ]
# hot_factor is [ -3, 7, -6, 1, 3, 43, 49, -4 ]
and just apply some sort of threshold so that days where the increase was > 50 are considered 'hot'. you could make this far more complicated if you'd like, too. rather than absolute difference you can take the relative difference so that going from 100 to 150 is considered hot, but 1000 to 1050 isn't. or a more complicated gradient that takes into account trends over more than just one day to the next.
I had worked on a project, where my aim was finding Trending Topics from Live Twitter Stream and also doing sentimental analysis on the trending topics (finding if Trending Topic positively/negatively talked about). I've used Storm for handling twitter stream.
I've published my report as a blog: http://sayrohan.blogspot.com/2013/06/finding-trending-topics-and-trending.html
I've used Total Count and Z-Score for the ranking.
The approach that I've used is bit generic, and in the discussion section, I've mentioned that how we can extend the system for non-Twitter Application.
Hope the information helps.
You could use log-likelihood-ratios to compare the current date with the last month or year. This is statistically sound (given that your events are not normally distributed, which is to be assumed from your question).
Just sort all your terms by logLR and pick the top ten.
public static void main(String... args) {
TermBag today = ...
TermBag lastYear = ...
for (String each: today.allTerms()) {
System.out.println(logLikelihoodRatio(today, lastYear, each) + "\t" + each);
}
}
public static double logLikelihoodRatio(TermBag t1, TermBag t2, String term) {
double k1 = t1.occurrences(term);
double k2 = t2.occurrences(term);
double n1 = t1.size();
double n2 = t2.size();
double p1 = k1 / n1;
double p2 = k2 / n2;
double p = (k1 + k2) / (n1 + n2);
double logLR = 2*(logL(p1,k1,n1) + logL(p2,k2,n2) - logL(p,k1,n1) - logL(p,k2,n2));
if (p1 < p2) logLR *= -1;
return logLR;
}
private static double logL(double p, double k, double n) {
return (k == 0 ? 0 : k * Math.log(p)) + ((n - k) == 0 ? 0 : (n - k) * Math.log(1 - p));
}
PS, a TermBag is an unordered collection of words. For each document you create one bag of terms. Just count the occurrences of words. Then the method occurrences returns the number of occurrences of a given word, and the method size returns the total number of words. It is best to normalize the words somehow, typically toLowerCase is good enough. Of course, in the above examples you would create one document with all queries of today, and one with all queries of the last year.
If you simply look at tweets, or status messages to get your topics, you're going to encounter a lot of noise. Even if you remove all stop words. One way to get a better subset of topic candidates is to focus only on tweets/messages that share a URL, and get the keywords from the title of those web pages. And make sure you apply POS tagging to get nouns + noun phrases as well.
Titles of web pages usually are more descriptive and contain words that describe what the page is about. In addition, sharing a web page usually is correlated with sharing news that is breaking (ie if a celebrity like Michael Jackson died, you're going to get a lot of people sharing an article about his death).
I've ran experiments where I only take popular keywords from titles, AND then get the total counts of those keywords across all status messages, and they definitely remove a lot of noise. If you do it this way, you don't need a complex algorith, just do a simple ordering of the keyword frequencies, and you're halfway there.
The idea is to keep track of such things and notice when they jump significantly as compared to their own baseline.
So, for queries that have more than a certain threshhold, track each one and when it changes to some value (say almost double) of its historical value, then it is a new hot trend.

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