How can I select features for Symbolic Regression - genetic-algorithm

How can I select features for Symbolic Regression ?
I have 30 features, I want to use only the most sensitive features for Symbolic Regression.
As an example, this dataset can be used which is similar to my dataset. https://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_boston.html

One possibility is to first use a random forest to fit the data, and then select the features that the random forest deems to be the most important.

30 features are not so many.
Genetic Programming should be able to automatically select the most useful ones.
Of course, you should not use constants. Using constants might allow some not important features to be included in the final expression by multiplying them with a very small constant.
However, it is difficult to totally exclude constants. For instance, if you use the division operator, it will generate constants as a side effect: x/x = 1 and if you have the constant 1, then you can obtain 1+1, and then 1/(1+1) and so on ...
Anyway, do you have some data to test on?
I maintain a free software implementing a GP variant (Multi Expression Programming). If you send me the data I can run them, or you try by yourself from my website: https://mepx.org
Update: I've run my program on the Boston house price dataset and I have obtained an error of about 4% from the expected output with 8 features only. Attached is a screenshot. However, I'm not very sure if the program does not try to discover some constants by itself, because the solution is too long (has 37 instructions).

Related

How many simulations need to do?

Hello my problem is more related with the validation of a model. I have done a program in netlogo that i'm gonna use in a report for my thesis but now the question is, how many repetitions (simulations) i need to do for justify my results? I already have read some methods using statistical approach and my colleagues have suggested me some nice mathematical operations, but i also want to know from people who works with computational models what kind of statistical test or mathematical method used to know that.
There are two aspects to this (1) How many parameter combinations (2) How many runs for each parameter combination.
(1) Generally you would do experiments, where you vary some of your input parameter values and see how some model output changes. Take the well known Schelling segregation model as an example, you would vary the tolerance value and see how the segregation index is affected. In this case you might vary the tolerance from 0 to 1 by 0.01 (if you want discrete) or you could just take 100 different random values in the range [0,1]. This is a matter of experimental design and is entirely affected by how fine you wish to examine your parameter space.
(2) For each experimental value, you also need to run multiple simulations so that you can can calculate the average and reduce the impact of randomness in the simulation run. For example, say you ran the model with a value of 3 for your input parameter (whatever it means) and got a result of 125. How do you know whether the 'real' answer is 125 or something else. If you ran it 10 times and got 10 different numbers in the range 124.8 to 125.2 then 125 is not an unreasonable estimate. If you ran it 10 times and got numbers ranging from 50 to 500, then 125 is not a useful result to report.
The number of runs for each experiment set depends on the variability of the output and your tolerance. Even the 124.8 to 125.2 is not useful if you want to be able to estimate to 1 decimal place. Look up 'standard error of the mean' in any statistics text book. Basically, if you do N runs, then a 95% confidence interval for the result is the average of the results for your N runs plus/minus 1.96 x standard deviation of the results / sqrt(N). If you want a narrower confidence interval, you need more runs.
The other thing to consider is that if you are looking for a relationship over the parameter space, then you need fewer runs at each point than if you are trying to do a point estimate of the result.
Not sure exactly what you mean, but maybe you can check the books of Hastie and Tishbiani
http://web.stanford.edu/~hastie/local.ftp/Springer/OLD/ESLII_print4.pdf
specially the sections on resampling methods (Cross-Validation and bootstrap).
They also have a shorter book that covers the possible relevant methods to your case along with the commands in R to run this. However, this book, as a far as a I know, is not free.
http://www.springer.com/statistics/statistical+theory+and+methods/book/978-1-4614-7137-0
Also, could perturb the initial conditions to see you the outcome doesn't change after small perturbations of the initial conditions or parameters. On a larger scale, sometimes you can break down the space of parameters with regard to final state of the system.
1) The number of simulations for each parameter setting can be decided by studying the coefficient of variance Cv = s / u, here s and u are standard deviation and mean of the result respectively. It is explained in detail in this paper Coefficient of variance.
2) The simulations where parameters are changed can be analyzed using several methods illustrated in the paper Testing methods.
These papers provide scrupulous analyzing methods and refer to other papers which may be relevant to your question and your research.

Which is more efficient - Computing results using a functionin realtime or reading the results directly from a database?

Let us take this example scenario:
There exists a really complex function that involves mathematical square roots and cube roots (which are slower to process) to compute its output. As an example, let us assume the function accepts two parameters a and b and the input range for both the values a and b are well-defined. Let us assume the input values a and b can range from 0 to 100.
So essentially fn(a,b) can be either computed in real time or its results can be pre-filled in a database and fetched as and when required.
Method 1: Compute in realtime
function fn(a,b){
result = compute_using_cuberoots(a,b)
return result
}
Method 2: Fetch the function result from a database
We have a database pre-filled with the input values mapped to the corresponding result:
a | b | result
0 | 0 | 12.4
1 | 0 | 14.8
2 | 0 | 18.6
. | . | .
. | . | .
100 | 100 | 1230.1
And we can
function fn(a,b){
result = fetch_from_db(a,b)
return result
}
My question:
Which method would you advocate and why? Why do you think one method is more efficient than the other?
I believe this is a scenario that most of us will face at some point during our programming life and hence this question.
Thank you.
Question Background (might not be relevant)
Example : In scenarios like Image-Processing, it is possible to come across such situations more often, where the range of values for the input (R,G,B) are known (0-255) and mathematical computation of square-roots and cube-roots introduce too much time for the server requests to be completed.
Let us take for an example you're building an app like Instagram - The time taken to process an image sent to the server by the user and the time taken to return the processed image must be kept minimal for an optimal User-Experience. In such situations, it is important to minimize the time taken to process the image. Worse yet, scalability problems are introduced when the number of such processing requests grow large.
Hence it is necessary to choose between one of the methods described above that will also be the most optimal method in such situations.
More details on my situation (if required):
Framework: Ruby on Rails, Database: MongodB
I wouldn't advocate either method, I'd test them both (if I thought they were both reasonable) and get some data.
Having written that, I'll rise to the bait: given the relative speed of computation vs I/O I would expect computation to be faster than retrieving the function values from a database. I'll acknowledge the possibility (and no more) that in some special cases an in-memory database will be able to outperform (re-)computation, but as a general rule, no.
"More efficient" is a fuzzy term. "Faster" is more concrete.
If you're talking about a few million rows in a SQL database table, then selecting a single row might well be faster than calculating the result. On commodity hardware, using an untuned server, I can usually return a single row from an indexed table of millions of rows in just a few tenths of a millisecond. But I'd think hard before installing a dbms server and building a database only for this one purpose.
To make "faster" a little less concrete, when you're talking about user experience, and within certain limits, actual speed is less important than apparent speed. The right kind of feedback at the right time makes people either feel like things are running fast, or at least makes them feel like waiting just a little bit is not a big deal. For details about exactly how to do that, I'd look at User Experience on the Stack Exchange network.
The good thing is that it's pretty simple to test both ways. For speed testing just this particular issue, you don't even need to store the right values in the database. You just need to have the right keys and indexes. I'd consider doing that if calculating the right values is going to take all day.
You should probably test over an extended period of time. I'd expect there to be more variation in speed from the dbms. I don't know how much variation you should expect, though.
Computing results and reading from a table can be a good solution if inputs are fixed values. Computing real time and caching results for an optimum time can be a good solution if inputs varies in different situations.
"We should forget about small efficiencies, say about 97% of the time: premature optimization is the root of all evil" Donald Knuth
I'd consider using a hash as a combination of calculating and storing. With he really complex function represented as a**b:
lazy = Hash.new{|h,(a,b)|h[[a,b]] = a**b}
lazy[[4,4]]
p lazy #=> {[4, 4]=>256}
I'd think about storing the values on the code itself:
class MyCalc
RESULTS = [
[12.4, 14.8, 18.6, ...]
...
[..., 1230.1]
]
def self.fn a, b
RESULTS[a][b]
end
end
MyCalc.fn(0,1) #=> 14.8

Machine Learning: Good way to represent word features

Not quite sure if this is the right place or not..
But here is my question.
So for features which are numeric in nature, it is quite natural to represent them, plot them, etc., but what about words?
How do you deal with data where you have words as features? So let's say I have a dataset with following features:
InventoryVal, Number of Units, Avg Price, Category of Event and so on..
InventoryVal is a number
Number of Units is a number
Avg Price is a number
Category of Event is a word that is assigned by humans.
Event if I replace category (example) "books" by an id...... (say 1) but then that is also something which I have assigned and that's not something intrinsic of data.
What is a good metric to represent that a product belongs to category "art" without artificially assigning anything?
Eghh.. too vague or loosely worded question?/
So as you might have guessed there are entire ML libraries directed to this problem, but if you just want to get started, the simplest (and perhaps most common) is word frequency. In other words, you represent each word as a feature whose value is a function of the number of times that words occurs in each document.
But the most common words (a, and, the, this, etc.) are the most commonly occurring (in ordinary text documents (e.g, email messages) but are hardly the most important, so it is common to express a word feature as the inverse of it's frequency.
So again, this is the simplest methodology (bag of words is how it's usually referred to); more sophisticated analysis (which are not always required) pre-process the individual words to categorize them into e.g., parts-of-speech analysis.
If you like python, i recommend NLTK (Natural Language Tool Kit) is a mature and well-documented python library. There are quite a few "getting started" tutorials, but perhaps begin with ones created by the NLTK contributors and which are referenced on the NLTK homepage; these tutorials usually rely on corpus (data set) included in the base NLTK install.
If you are using an existing machine learning package, or a packaged machine learning algorithm, there may be a way to tell it that a particular field holds e.g. integers which are to be treated as identifiers, in which only comparisons for equality and inequality make sense. If not, if there are only a small number of distinct categories, it might make sense to replace a category field with 10 values with 10 binary fields, holding 1 if the object is in that particular category, or 0 if not (or 9 fields, with the object in the 10th category if all of them are 0).

Shuffle and deal a deck of card with constraints

Here is the facts first.
In the game of bridge there are 4
players named North, South, East and
West.
All 52 cards are dealt with 13 cards
to each player.
There is a Honour counting systems.
Ace=4 points, King=3 points, Queen=2
points and Jack=1 point.
I'm creating a "Card dealer" with constraints where for example you might say that the hand dealt to north has to have exactly 5 spades and between 13 to 16 Honour counting points, the rest of the hands are random.
How do I accomplish this without affecting the "randomness" in the best way and also having effective code?
I'm coding in C# and .Net but some idea in Pseudo code would be nice!
Since somebody already mentioned my Deal 3.1, I'd like to point out some of the optimizations I made in that code.
First of all, to get the most flexibly constraints, I wanted to add a complete programming language to my dealer, so you could generate whole libraries of constraints with different types of evaluators and rules. I used Tcl for that language, because I was already learning it for work, and, in 1994 when Deal 0.0 was released, Tcl was the easiest language to embed inside a C application.
Second, I needed the constraint language to run fairly fast. The constraints are running deep inside the loop. Quite a lot of code in my dealer is little optimizations with lookup tables and the like.
One of the most surprising and simple optimizations was to not deal cards to a seat until a constraint is checked on that seat. For example, if you want north to match constraint A and south to match constraint B, and your constraint code is:
match constraint A to north
match constraint B to south
Then only when you get to the first line do you fill out the north hand. If it fails, you reject the complete deal. If it passes, next fill out the south hand and check its constraint. If it fails, throw out the entire deal. Otherwise, finish the deal and accept it.
I found this optimization when doing some profiling and noticing that most of the time was spent in the random number generator.
There is one fancy optimization, which can work in some instances, call "smart stacking."
deal::input smartstack south balanced hcp 20 21
This generates a "factory" for the south hand which takes some time to build but which can then very quickly fill out the one hand to match this criteria. Smart stacking can only be applied to one hand per deal at a time, because of conditional probability problems. [*]
Smart stacking takes a "shape class" - in this case, "balanced," a "holding evaluator", in this case, "hcp", and a range of values for the holding evaluator. A "holding evaluator" is any evaluator which is applied to each suit and then totaled, so hcp, controls, losers, and hcp_plus_shape, etc. are all holding evalators.
For smartstacking to be effective, the holding evaluator needs to take a fairly limited set of values. How does smart stacking work? That might be a bit more than I have time to post here, but it's basically a huge set of tables.
One last comment: If you really only want this program for bidding practice, and not for simulations, a lot of these optimizations are probably unnecessary. That's because the very nature of practicing makes it unworthy of the time to practice bids that are extremely rare. So if you have a condition which only comes up once in a billion deals, you really might not want to worry about it. :)
[Edit: Add smart stacking details.]
Okay, there are exactly 8192=2^13 possible holdings in a suit. Group them by length and honor count:
Holdings(length,points) = { set of holdings with this length and honor count }
So
Holdings(3,7) = {AK2, AK3,...,AKT,AQJ}
and let
h(length,points) = |Holdings(length,points)|
Now list all shapes that match your shape condition (spades=5):
5-8-0-0
5-7-1-0
5-7-0-1
...
5-0-0-8
Note that the collection of all possible hand shapes has size 560, so this list is not huge.
For each shape, list the ways you can get the total honor points you are looking for by listing the honor points per suit. For example,
Shape Points per suit
5-4-4-0 10-3-0-0
5-4-4-0 10-2-1-0
5-4-4-0 10-1-2-0
5-4-4-0 10-0-3-0
5-4-4-0 9-4-0-0
...
Using our sets Holdings(length,points), we can compute the number of ways to get each of these rows.
For example, for the row 5-4-4-0 10-3-0-0, you'd have:
h(5,10)*h(4,3)*h(4,0)*h(0,0)
So, pick one of these rows at random, with relative probability based on the count, and then, for each suit, choose a holding at random from the correct Holdings() set.
Obviously, the wider the range of hand shapes and points, the more rows you will need to pre-compute. A little more code, you can still do this with some cards pre-determined - if you know where the ace of spades or west's whole hand or whatever.
[*] In theory, you can solve these conditional probability issues for smart stacking with multiple hands, but the solution to the problem would make it effective only for extremely rare types of deals. That's because the number of rows in the factory's table is roughly the product of the number of rows for stacking one hand times the number of rows for stacking the other hand. Also, the h() table has to be keyed on the number of ways of dividing the n cards amongst hand 1, hand 2, and other hands, which changes the number of values from roughly 2^13 to 3^13 possible values, which is about two orders of magnitude bigger.
Since the numbers are quite small here, you could just take the heuristic approach: Randomly deal your cards, evaluate the constraints and just deal again if they are not met.
Depending on how fast your computer is, it might be enough to do this:
Repeat:
do a random deal
Until the board meets all the constraints
As with all performance questions, the thing to do is try it and see!
edit I tried it and saw:
done 1000000 hands in 12914 ms, 4424 ok
This is without giving any thought to optimisation - and it produces 342 hands per second meeting your criteria of "North has 5 spades and 13-16 honour points". I don't know the details of your application but it seems to me that this might be enough.
I would go for this flow, which I think does not affect the randomness (other than by pruning solutions that do not meet constraints):
List in your program all possible combinations of "valued" cards whose total Honour points count is between 13 and 16. Then pick randomly one of these combinations, removing the cards from a fresh deck.
Count how many spades you already have among the valued cards, and pick randomly among the remaining spades of the deck until you meet the count.
Now pick from the deck as much non-spades, non-valued cards as you need to complete the hand.
Finally pick the other hands among the remaining cards.
You can write a program that generates the combinations of my first point, or simply hardcode them while accounting for color symmetries to reduce the number of lines of code :)
Since you want to practise bidding, I guess you will likely be having various forms of constraints (and not just 1S opening, as I guess for this current problem) coming up in the future. Trying to come up with the optimal hand generation tailored to the constraints could be a huge time sink and not really worth the effort.
I would suggest you use rejection sampling: Generate a random deal (without any constraints) and test if it satisfies your constraints.
In order to make this feasible, I suggest you concentrate on making the random deal generation (without any constraints) as fast as you can.
To do this, map each hand to a 12byte integer (the total number of bridge hands fits in 12 bytes). Generating a random 12 byte integer can be done in just 3, 4 byte random number calls, of course since the number of hands is not exactly fitting in 12 bytes, you might have a bit of processing to do here, but I expect it won't be too much.
Richard Pavlicek has an excellent page (with algorithms) to map a deal to a number and back.
See here: http://www.rpbridge.net/7z68.htm
I would also suggest you look at the existing bridge hand dealing software (like Deal 3.1, which is freely available) too. Deal 3.1 also supports doing double dummy analysis. Perhaps you could make it work for you without having to roll one of your own.
Hope that helps.

Good Data Structure for Unit Conversion? [closed]

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StackOverflow crowd. I have a very open-ended software design question.
I've been looking for an elagant solution to this for a while and I was wondering if anyone here had some brilliant insight into the problem. Consider this to be like a data structures puzzle.
What I am trying to do is to create a unit converter that is capable of converting from any unit to any unit. Assume that the lexing and parsing is already done. A few simple examples:
Convert("days","hours") // Yields 24
Convert("revolutions", "degrees") // Yields 360
To make things a little more complicated, it must smoothly handle ambiguities between inputs:
Convert("minutes","hours") // Yields (1/60)
Convert("minutes","revolutions") // Yields (1/21600)
To make things even more fun, it must handle complex units without needing to enumerate all possibilities:
Convert("meters/second","kilometers/hour")
Convert("miles/hour","knots")
Convert("Newton meters","foot pounds")
Convert("Acre feet","meters^3")
There's no right or wrong answer, I'm looking for ideas on how to accomplish this. There's always a brute force solution, but I want something elegant that is simple and scalable.
I would start with a hashtable (or persisted lookup table - your choice how you implement) that carries unit conversions between as many pairs as you care to put in. If you put in every possible pair, then this is your brute force approach.
If you have only partial pairs, you can then do a search across the pairs you do have to find a combination. For example, let's say I have these two entries in my hashtable:
Feet|Inches|1/12
Inches|Centimeters|2.54
Now if I want to convert feet to centimeters, I have a simple graph search: vertices are Feet, Inches, and Centimeters, and edges are the 1/12 and 2.54 conversion factors. The solution in this case is the two edges 1/12, 2.54 (combined via multiplication, of course). You can get fancier with the graph parameters if you want to.
Another approach might be applying abductive reasoning - look into AI texts about algebraic problem solvers for this...
Edit: Addressing Compound Units
Simplified problem: convert "Acres" to "Meters^2"
In this case, the keys are understanding that we are talking about units of length, so why don't we insert a new column into the table for unit type, which can be "length" or "area". This will help performance even in the earlier cases as it gives you an easy column to pare down your search space.
Now the trick is to understand that length^2 = area. Why not add another lookup that stores this metadata:
Area|Length|Length|*
We couple this with the primary units table:
Meters|Feet|3.28|Length
Acres|Feet^2|43560|Area
So the algorithm goes:
Solution is m^2, which is m * m, which is a length * length.
Input is acres, which is an area.
Search the meta table for m, and find the length * length mapping. Note that in more complex examples there may be more than one valid mapping.
Append to the solution a conversion Acres->Feet^2.
Perform the original graph search for Feet->M.
Note that:
The algorithm won't know whether to use area or length as the basic domain in which to work. You can provide it hints, or let it search both spaces.
The meta table gets a little brute-force-ish.
The meta table will need to get smarter if you start mixing types (e.g. Resistance = Voltage / Current) or doing something really ugly and mixing unit systems (e.g. a FooArea = Meters * Feet).
Whatever structure you choose, and your choice may well be directed by your preferred implementation (OO ? functional ? DBMS table ?) I think you need to identify the structure of units themselves.
For example a measurement of 1000km/hr has several components:
a scalar magnitude, 1000;
a prefix, in this case kilo; and
a dimension, in this case L.T^(-1), that is, length divided by time.
Your modelling of measurements with units needs to capture at least this complexity.
As has already been suggested, you should establish what the base set of units you are going to use are, and the SI base units immediately suggest themselves. Your data structure(s) for modelling units would then be defined in terms of those base units. You might therefore define a table (thinking RDBMS here, but easily translatable into your preferred implementation) with entries such as:
unit name dimension conversion to base
foot Length 0.3048
gallon(UK) Length^3 4.546092 x 10^(-3)
kilowatt-hour Mass.Length^2.Time^(-2) 3.6 x 10^6
and so forth. You'll also need a table to translate prefixes (kilo-, nano-, mega-, mibi- etc) into multiplying factors, and a table of base units for each of the dimensions (ie meter is the base unit for Length, second for Time, etc). You'll also have to cope with units such as feet which are simply synonyms for other units.
The purpose of dimension is, of course, to ensure that your conversions and other operations (such as adding 2 feet to 3.5 metres) are commensurate.
And, for further reading, I suggest this book by Cardarelli.
EDIT in response to comments ...
I'm trying to veer away from suggesting (implementation-specific) solutions so I'll waffle a bit more. Compound units, such as kilowatt-hours, do pose a problem. One approach would be to tag measurements with multiple unit-expressions, such as kilowatt and hour, and a rule for combining them, in this case multiplication I could see this getting quite hairy quite quickly. It might be better to restrict the valid set of units to the most common ones in the domain of the application.
As to dealing with measurements in mixed units, well the purpose of defining the Dimension of a unit is to provide some means to ensure that only sensible operations can be applied to measurements-with-units. So, it's sensible to add two lengths (L+L) together, but not a length (L) and a volume (L^3). On the other hand it is sensible to divide a volume by a length (to get an area (L^2)). And it's kind of up to the application to determine if strange units such as kilowatt-hours per square metre are valid.
Finally, the book I link to does enumerate all the possibilities, I guess most sensible applications with units will implement only a selection.
I would start by choosing a standard unit for every quantity(eg. meters for length, newtons for force, etc) and then storing all the conversion factors to that unit in a table
then to go from days to hours, for example, you find the conversion factors for seconds per day and seconds per hour and divide them to find the answer.
for ambiguities, each unit could be associated with all the types of quantities it measures, and to determine which conversion to do, you would take the intersection of those two sets of types(and if you're left with 0 or more than one you would spit out an error)
I assume that you want to hold the data about conversion in some kind of triples (fstUnit, sndUnit, multiplier).
For single unit conversions:
Use some hash functions in O(1) to change the unit stucture to a number, and then put all multipliers in a matrix (you only have to remember the upper-right part, because the reflection is the same, but inversed).
For complex cases:
Example 1. m/s to km/h. You check (m,km) in the matrix, then the (s,h), then multiply the results.
Example 2. m^3 to km^3. You check (m,km) and take it to the third power.
Of course some errors, when types don't match like field and volume.
You can make a class for Units that takes the conversion factor and the exponents of all basic units (I'd suggest to use metric units for this, that makes your life easier). E.g. in Pseudo-Java:
public class Unit {
public Unit(double factor, int meterExp, int secondExp, int kilogrammExp ... [other base units]) {
...
}
}
//you need the speed in km/h (1 m/s is 3.6 km/h):
Unit kmPerH = new Unit(1 / 3.6, 1, -1, 0, ...)
I would have a table with these fields:
conversionID
fromUnit
toUnit
multiplier
and however many rows you need to store all the conversions you want to support
If you want to support a multi-step process (degrees F to C), you'd need a one-to-many relationship with the units table, say called conversionStep, with fields like
conversionID
sequence
operator
value
If you want to store one set of conversions but support multi-step conversions, like storing
Feet|Inches|1/12
Inches|Centimeters|2.54
and supporting converting from Feet to Centimeters, I would store a conversion plan in another table, like
conversionPlanID
startUnits
endUnits
via
your row would look like
1 | feet | centimeters | inches

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