Need advice here on metaheuristic algorithms.
I have a set of numerical data (a population if you will) given to me by several people regarding the way they approach a certain problem (how much time did they take, how many resources, number of people for task, etc or failing that how hard/easy certain things within the problem was to do using a Fibonacci sequence). The results have low ends, high ends and numbers between those two so i cant really know which one is the most correct
Using metaheuristic algorithms (and which ones) how do i find which numbers are more accurate/optimal
Related
I'm basically trying to use Genetic Algorithm or Iterated Local Search Algorithm to get an optimal solution for a question.Can someone please explain what is the basic difference between these two algorithms and is there any situations where one of them is better than the other?
Let me start from the second question. I believe that there is no way to determine a better algorithm for a given problem without any trials and tests. The behavior of an algorithm heavily depends on problem's properties. If we are talking about complex problems with hundreds and thousands of variables, it's just too difficult to predict anything. I'm not talking about your engineer's intuition, some deep problem understanding, previous experience, etc, they are not really measurable.
The main difference between global and local search is quite straightforward - local search considers just one or a few of possible solutions at a single point of time and it tries to improve them with some modifications. Thus, each iteration it considers just a small portion of a search space (=local neighboorhood). Global search tries to take into account whole problem with all its parameters at the same time. For example, PSO samples huge amount of candidates and tries to move all of them into the global optimum's direction using some simple formula.
A coworker was recently asked this when trying to land a (different) research job:
Given 10 128-character strings which have been permutated in exactly the same way, decode the strings. The original strings are English text with spaces, numbers, punctuation and other non-alpha characters removed.
He was given a few days to think about it before an answer was expected. How would you do this? You can use any computer resource, including character/word level language models.
This is a basic transposition cipher. My question above was simply to determine if it was a transposition cipher or a substitution cipher. Cryptanalysis of such systems is fairly straightforward. Others have already alluded to basic methods. Optimal approaches will attempt to place the hardest and rarest letters first, as these will tend to uniquely identify the letters around them, which greatly reduces the subsequent search space. Simply finding a place to place an "a" (no pun intended) is not hard, but finding a location for a "q", "z", or "x" is a bit more work.
The overarching goal for an algorithm's quality isn't to decipher the text, as it can be done by better than brute force methods, nor is it simply to be fast, but it should eliminate possibilities absolutely as fast as possible.
Since you can use multiple strings simultaneously, attempting to create words from the rarest characters is going to allow you to test dictionary attacks in parallel. Finding the correct placement of the rarest terms in each string as quickly as possible will decipher that ciphertext PLUS all of the others at the same time.
If you search for cryptanalysis of transposition ciphers, you'll find a bunch with genetic algorithms. These are meant to advance the research cred of people working in GA, as these are not really optimal in practice. Instead, you should look at some basic optimizatin methods, such as branch and bound, A*, and a variety of statistical methods. (How deep you should go depends on your level of expertise in algorithms and statistics. :) I would switch between deterministic methods and statistical optimization methods several times.)
In any case, the calculations should be dirt cheap and fast, because the scale of initial guesses could be quite large. It's best to have a cheap way to filter out a LOT of possible placements first, then spend more CPU time on sifting through the better candidates. To that end, it's good to have a way of describing the stages of processing and the computational effort for each stage. (At least that's what I would expect if I gave this as an interview question.)
You can even buy a fairly credible reference book on deciphering double transposition ciphers.
Update 1: Take a look at these slides for more ideas on iterative improvements. It's not a great reference set of slides, but it's readily accessible. What's more, although the slides are about GA and simulated annealing (methods that come up a lot in search results for transposition cipher cryptanalysis), the author advocates against such methods when you can use A* or other methods. :)
first, you'd need a test for the correct ordering. something fairly simple like being able to break the majority of texts into words using a dictionary ordered by frequency of use without backtracking.
one you have that, you can play with various approaches. two i would try are:
using a genetic algorithm, with scoring based on 2 and 3-letter tuples (which you can either get from somewhere or generate yourself). the hard part of genetic algorithms is finding a good description of the process that can be fragmented and recomposed. i would guess that something like "move fragment x to after fragment y" would be a good approach, where the indices are positions in the original text (and so change as the "dna" is read). also, you might need to extend the scoring with something that gets you closer to "real" text near the end - something like the length over which the verification algorithm runs, or complete words found.
using a graph approach. you would need to find a consistent path through the graph of letter positions, perhaps with a beam-width search, using the weights obtained from the pair frequencies. i'm not sure how you'd handle reaching the end of the string and restarting, though. perhaps 10 sentences is sufficient to identify with strong probability good starting candidates (from letter frequency) - wouldn't surprise me.
this is a nice problem :o) i suspect 10 sentences is a strong constraint (for every step you have a good chance of common letter pairs in several strings - you probably want to combine probabilities by discarding the most unlikely, unless you include word start/end pairs) so i think the graph approach would be most efficient.
Frequency analysis would drastically prune the search space. The most-common letters in English prose are well-known.
Count the letters in your encrypted input, and put them in most-common order. Matching most-counted to most-counted, translated the cypher text back into an attempted plain text. It will be close to right, but likely not exactly. By hand, iteratively tune your permutation until plain text emerges (typically few iterations are needed.)
If you find checking by hand odious, run attempted plain texts through a spell checker and minimize violation counts.
First you need a scoring function that increases as the likelihood of a correct permutation increases. One approach is to precalculate the frequencies of triplets in standard English (get some data from Project Gutenburg) and add up the frequencies of all the triplets in all ten strings. You may find that quadruplets give a better outcome than triplets.
Second you need a way to produce permutations. One approach, known as hill-climbing, takes the ten strings and enters a loop. Pick two random integers from 1 to 128 and swap the associated letters in all ten strings. Compute the score of the new permutation and compare it to the old permutation. If the new permutation is an improvement, keep it and loop, otherwise keep the old permutation and loop. Stop when the number of improvements slows below some predetermined threshold. Present the outcome to the user, who may accept it as given, accept it and make changes manually, or reject it, in which case you start again from the original set of strings at a different point in the random number generator.
Instead of hill-climbing, you might try simulated annealing. I'll refer you to Google for details, but the idea is that instead of always keeping the better of the two permutations, sometimes you keep the lesser of the two permutations, in the hope that it leads to a better overall outcome. This is done to defeat the tendency of hill-climbing to get stuck at a local maximum in the search space.
By the way, it's "permuted" rather than "permutated."
I have a need for an unusual sorting algorithm which would be massively useful to a lot of people, but I would prefer to leave the specific application vague as I have not found particularly good solutions in my research and was wondering if folks here could bring new ideas to the table. This is a real-world sort, so it has some restrictions which are different from many algorithms. Here are the requirements.
The lists to be sorted are of no uniform number of elements.
The values by which elements are sorted are not directly observable.
The comparison operation of two elements is expensive.
You may run as many comparison operations as you wish in parallel as you wish with no increase in expense.
Each element may only participate in one comparison operation at a time.
The result of a comparison operation only gives greater than, less than, or equal.
There is a probability that the comparison operation results in an incorrect value which is dynamic given the difference in the hidden values of the elements.
We have no indication when the comparison gives an incorrect value.
We may assume that the dynamic error rate of comparison is normally distributed.
Elements might intermittently be unavailable for comparison.
So, shot in the dark, hoping for somebody with an itch. The general gist is that you want to find the best way to set up a set of parallel comparisons to reveal as much information about the proper sort order as possible. A good answer would be able to describe the probability of error after n groups of actions. I'm sure some folks will be able to figure out what is being sorted based on this information, but for those who can't, believe me, there are many, many people who would benefit from this algorithm.
I'd look at comparator networks. One of the assumptions is the ability of doing multiple comparisons in parallel, and the usual goal is to minimize number of "layers" of comparisons. A so-called AKS network can achieve O(log n) time this way.
But they work with an assumption of all comparisons done correctly. I guess that handling errors could be done afterwards, by making additional layer of comparators to compare every two consecutive items after main sorting...
Starting point: Wikipedia
Anyway, this looks more like a scientific research topic.
I'm looking for algorithms to find a "best" set of parameter values. The function in question has a lot of local minima and changes very quickly. To make matters even worse, testing a set of parameters is very slow - on the order of 1 minute - and I can't compute the gradient directly.
Are there any well-known algorithms for this kind of optimization?
I've had moderate success with just trying random values. I'm wondering if I can improve the performance by making the random parameter chooser have a lower chance of picking parameters close to ones that had produced bad results in the past. Is there a name for this approach so that I can search for specific advice?
More info:
Parameters are continuous
There are on the order of 5-10 parameters. Certainly not more than 10.
How many parameters are there -- eg, how many dimensions in the search space? Are they continuous or discrete - eg, real numbers, or integers, or just a few possible values?
Approaches that I've seen used for these kind of problems have a similar overall structure - take a large number of sample points, and adjust them all towards regions that have "good" answers somehow. Since you have a lot of points, their relative differences serve as a makeshift gradient.
Simulated
Annealing: The classic approach. Take a bunch of points, probabalistically move some to a neighbouring point chosen at at random depending on how much better it is.
Particle
Swarm Optimization: Take a "swarm" of particles with velocities in the search space, probabalistically randomly move a particle; if it's an improvement, let the whole swarm know.
Genetic Algorithms: This is a little different. Rather than using the neighbours information like above, you take the best results each time and "cross-breed" them hoping to get the best characteristics of each.
The wikipedia links have pseudocode for the first two; GA methods have so much variety that it's hard to list just one algorithm, but you can follow links from there. Note that there are implementations for all of the above out there that you can use or take as a starting point.
Note that all of these -- and really any approach to this large-dimensional search algorithm - are heuristics, which mean they have parameters which have to be tuned to your particular problem. Which can be tedious.
By the way, the fact that the function evaluation is so expensive can be made to work for you a bit; since all the above methods involve lots of independant function evaluations, that piece of the algorithm can be trivially parallelized with OpenMP or something similar to make use of as many cores as you have on your machine.
Your situation seems to be similar to that of the poster of Software to Tune/Calibrate Properties for Heuristic Algorithms, and I would give you the same advice I gave there: consider a Metropolis-Hastings like approach with multiple walkers and a simulated annealing of the step sizes.
The difficulty in using a Monte Carlo methods in your case is the expensive evaluation of each candidate. How expensive, compared to the time you have at hand? If you need a good answer in a few minutes this isn't going to be fast enough. If you can leave it running over night, it'll work reasonably well.
Given a complicated search space, I'd recommend a random initial distributed. You final answer may simply be the best individual result recorded during the whole run, or the mean position of the walker with the best result.
Don't be put off that I was discussing maximizing there and you want to minimize: the figure of merit can be negated or inverted.
I've tried Simulated Annealing and Particle Swarm Optimization. (As a reminder, I couldn't use gradient descent because the gradient cannot be computed).
I've also tried an algorithm that does the following:
Pick a random point and a random direction
Evaluate the function
Keep moving along the random direction for as long as the result keeps improving, speeding up on every successful iteration.
When the result stops improving, step back and instead attempt to move into an orthogonal direction by the same distance.
This "orthogonal direction" was generated by creating a random orthogonal matrix (adapted this code) with the necessary number of dimensions.
If moving in the orthogonal direction improved the result, the algorithm just continued with that direction. If none of the directions improved the result, the jump distance was halved and a new set of orthogonal directions would be attempted. Eventually the algorithm concluded it must be in a local minimum, remembered it and restarted the whole lot at a new random point.
This approach performed considerably better than Simulated Annealing and Particle Swarm: it required fewer evaluations of the (very slow) function to achieve a result of the same quality.
Of course my implementations of S.A. and P.S.O. could well be flawed - these are tricky algorithms with a lot of room for tweaking parameters. But I just thought I'd mention what ended up working best for me.
I can't really help you with finding an algorithm for your specific problem.
However in regards to the random choosing of parameters I think what you are looking for are genetic algorithms. Genetic algorithms are generally based on choosing some random input, selecting those, which are the best fit (so far) for the problem, and randomly mutating/combining them to generate a next generation for which again the best are selected.
If the function is more or less continous (that is small mutations of good inputs generally won't generate bad inputs (small being a somewhat generic)), this would work reasonably well for your problem.
There is no generalized way to answer your question. There are lots of books/papers on the subject matter, but you'll have to choose your path according to your needs, which are not clearly spoken here.
Some things to know, however - 1min/test is way too much for any algorithm to handle. I guess that in your case, you must really do one of the following:
get 100 computers to cut your parameter testing time to some reasonable time
really try to work out your parameters by hand and mind. There must be some redundancy and at least some sanity check so you can test your case in <1min
for possible result sets, try to figure out some 'operations' that modify it slightly instead of just randomizing it. For example, in TSP some basic operator is lambda, that swaps two nodes and thus creates new route. Your can be shifting some number up/down for some value.
then, find yourself some nice algorithm, your starting point can be somewhere here. The book is invaluable resource for anyone who starts with problem-solving.
I did a little GP (note:very little) work in college and have been playing around with it recently. My question is in regards to the intial run settings (population size, number of generations, min/max depth of trees, min/max depth of initial trees, percentages to use for different reproduction operations, etc.). What is the normal practice for setting these parameters? What papers/sites do people use as a good guide?
You'll find that this depends very much on your problem domain - in particular the nature of the fitness function, your implementation DSL etc.
Some personal experience:
Large population sizes seem to work
better when you have a noisy fitness
function, I think this is because the growth
of sub-groups in the population over successive generations acts
to give more sampling of
the fitness function. I typically use
100 for less noisy/deterministic functions, 1000+
for noisy.
For number of generations it is best to measure improvements in the
fitness function and stop when it
meets your target criteria. I normally run a few hundred generations and see what kind of answers are coming out, if it is showing no improvement then you probably have an issue elsewhere.
Tree depth requirements are really dependent on your DSL. I sometimes try to do an
implementation without explicit
limits but penalise or eliminate
programs that run too long (which is probably
what you really care about....). I've also found total node counts of ~1000 to be quite useful hard limits.
Percentages for different mutation / recombination operators don't seem
to matter all that much. As long as
you have a comprehensive set of mutations, any reasonably balanced
distribution will usually work. I think the reason for this is that you are basically doing a search for favourable improvements so the main objective is just to make sure the trial improvements are reasonably well distributed across all the possibilities.
Why don't you try using a genetic algorithm to optimise these parameters for you? :)
Any problem in computer science can be
solved with another layer of
indirection (except for too many
layers of indirection.)
-David J. Wheeler
When I started looking into Genetic Algorithms I had the same question.
I wanted to collect data variating parameters on a very simple problem and link given operators and parameters values (such as mutation rates, etc) to given results in function of population size etc.
Once I started getting into GA a bit more I then realized that given the enormous number of variables this is a huge task, and generalization is extremely difficult.
talking from my (limited) experience, if you decide to simplify the problem and use a fixed way to implement crossover, selection, and just play with population size and mutation rate (implemented in a given way) trying to come up with general results you'll soon realize that too many variables are still into play because at the end of the day the number of generations after which statistically you will get a decent result (whatever way you wanna define decent) still obviously depend primarily on the problem you're solving and consequently on the genome size (representing the same problem in different ways will obviously lead to different results in terms of effect of given GA parameters!).
It is certainly possible to draft a set of guidelines - as the (rare but good) literature proves - but you will be able to generalize the results effectively in statistical terms only when the problem at hand can be encoded in the exact same way and the fitness is evaluated in a somehow an equivalent way (which more often than not means you're ealing with a very similar problem).
Take a look at Koza's voluminous tomes on these matters.
There are very different schools of thought even within the GP community -
Some regard populations in the (low) thousands as sufficient whereas Koza and others often don't deem if worthy to start a GP run with less than a million individuals in the GP population ;-)
As mentioned before it depends on your personal taste and experiences, resources and probably the GP system used!
Cheers,
Jan