Input is a dataset where every row contains for an event, say click. The member ID is a unique ID.
sample data:
M1,100
M2,100
M3,50
M4,50
The goal is to sample 1% of the clicks, where total clicks are given by summing up all clicks across all member IDs.
If I wish to sample 1% on the sample dataset, I wish to apply a technique that samples the click counts randomly and produces 1% or 3 clicks, something like:
M1, 1
M2, 1
M4, 1
or some other combination where the sum of clicks across members is 1%.
One basic approach is to explode all entries in the input and have as the data, then sample 1% from it. This would be very slow/inefficient if there are millions of members with 100s of click counts. Looking for a better solution where no explosion of data is needed?
It seems like the obvious thing to do is to sample from users, with probability of each user proportional to the number of clicks for them, and then select a click uniformly at random for the given user. In the example you gave, that means select users with probabilities 100/300, 100/300, 50/300, and 50/300, and then select a click from the given user.
You can sample proportional to weights (100/300, 100/300, 50/300, 50/300 here) by generating a random number p between 0 and 1 and then finding the smallest k (k = 1, 2, 3, ... #weights) such that the sum of the weights from 1 to k is less than or equal to p.
An efficient way to find k is construct a list of the partial sums of weights (i.e. 0, w1, w1 + w2, w1 + w2 + w3, ...) and then carry out a binary search (not linear) on that list. A binary search will yield time per sample which grows logarithmically with the number of weights (users in your case), while linear search yields linear growth.
EDIT: An example. Given n = 10 users with N = (100, 160, 200, 20, 500, 550, 400, 300, 120, 80) events, respectively. Total events = 2430, and weights w = (10/243, 16/243, 20/243, 2/243, 50/243, 55/243, 40/243, 10/81, 4/81, 8/243). Partial sums of weights S = (0, 10/243, 26/243, 46/243, 16/81, 98/243, 17/27, 193/243, 223/243, 235/243, 1). (NOTE: I was mistaken before; the sequence should be (0, w1, w1 + w2, w1 + w2 + w3, ..., w1 + ... + w[n - 1], 1).)
Given a random number x between 0 and 1, find (by binary search) the index of the partial sum such that S[i] <= x < S[i + 1]. Then select an event uniformly at random from the N[i] events for user i.
I assume that you can carry out the binary search and the sampling from the per-user events so I won't write out that part.
EDIT2: Fixed up formula for list of partial sums. The list has n + 1 elements; searching for i such that S[i] <= x < S[i + 1] will therefore yield i = 1, 2, 3, ..., n. The final element, 1, won't ever be selected, assuming the random number is always less than 1.
Related
I have a problem and I feel like there should be a well-known algorithm for solving it that's better than just brute force, but I can't think of one, so I'm asking here.
The problem is as follows: given n sorted (from low to high) lists containing m probabilities, choose one index for each list such that the sum of the chosen indexes is less than m. Then, for each list, we flip a coin, where the chance of it landing heads is equal to the probability at the chosen index for that list. Maximize the chance of the coin landing heads at least once.
Are there any algorithms for solving this problem that are better than just brute force?
This problem seems most similar to the knapsack problem, except the value of the items in the knapsack isn't merely a sum of the items in the knapsack. (Written in Python, instead of sum(p for p in chosen_probabilities) it's 1 - math.prod([1 - p for p in chosen_probabilities])) And, there's restrictions on what items you can add given what items are already in the knapsack. For example, if the index = 3 item for a particular list is already in the knapsack, then adding in the item with index = 2 for that same list isn't allowed (since you can only pick one index for each list). So there are certain items that can and can't be added to the knapsack based on what items are already in it.
Linear optimization won't work because the values in the lists don't increase linearly, the final coin probability isn't linear with respect to the chosen probabilities, and our constraint is on the sum of the indexes, rather than the values in the lists themselves. As David has pointed out, linear optimization will work if you use binary variables to pick out the indexes and a logarithm to deal with the non-linearity.
EDIT:
I've found that explaining the motivation behind this problem can be helpful for understanding it. Imagine you have 10 seconds to solve a problem, and three different ways to solve it. You have models of how likely it is that each method will solve the problem, given how many seconds you try that method for, but if you switch methods, you lose all progress on the one you were previously trying. What methods should you try and for how long?
Maximizing 1 - math.prod([1 - p for p in chosen_probabilities]) is equivalent to minimizing math.prod([1 - p for p in chosen_probabilities]), which is equivalent to minimizing the log of this objective, which is a linear function of 0-1 indicator variables, so you could do an integer programming formulation this way.
I can't promise that this will be much better than brute force. The problem is that math.log(1 - p) is well approximated by -p when p is close to zero. My intuition is that for nontrivial instances it will be qualitatively similar to using integer programming to solve subset sum, which doesn't go particularly well.
If you're willing to settle for a bicriteria approximation scheme (get an answer such that the sum of the chosen indexes is less than m, that is at least as good as the best answer summing to less than (1 − ε) m) then you can round up the probability to multiples of ε and use dynamic programming to get an algorithm that runs in time polynomial in n, m, 1/ε.
Here is working code for David Eisenstat's solution.
To understand the implementation, I think it helps to go through the math first.
As a reminder, there are n lists, each with m options. (In the motivating example at the bottom of the question, each list represents a method for solving the problem, and you are given m-1 seconds to solve the problem. Each list is such that list[index] gives the chance of solving the problem with that method if the method is run for index seconds.)
We let the lists be stored in a matrix called d (named data in the code), where each row in the matrix is a list. (And thus each column represents an index, or, if following the motivating example, an amount of time.)
The probability of the coin landing heads, given that we chose index j* for list i, is computed as
We would like to maximize this.
(To explain the stats behind this equation, we're computing 1 minus the probability that the coin doesn't land on heads. The probability that the coin doesn't land on heads is the probability that each flip doesn't land on heads. The probability that a single flip doesn't land on heads is just 1 minus the probability that does land on heads. And the probability it does land on heads is the number we've chosen, d[i][j*]. Thus, the total probability that all the flips land on tails is just the product of the probability that each one lands on tails. And then the probability that the coin lands on heads is just 1 minus the probability that all the flips land on tails.)
Which, as David pointed out, is the same as minimizing:
Which is the same as minimizing:
Which is equivalent to:
Then, since this is linear sum, we can turn it into an integer program.
We'll be minimizing:
This lets the computer choose the indexes by allowing it to create an n by m matrix of 1s and 0s called x where the 1s pick out particular indexes. We'll then define rules so that it doesn't pick out invalid sets of indexes.
The first rule is that you have to pick out an index for each list:
The second rule is that you have to respect the constraint that the indexes chosen must sum to m or less:
And that's it! Then we can just tell the computer to minimize that sum according to those rules. It will spit out an x matrix with a single 1 on each row to tell us which index it has picked for the list on that row.
In code (using the motivating example), this is implemented as:
'''
Requirements:
cvxopt==1.2.6
cvxpy==1.1.10
ecos==2.0.7.post1
numpy==1.20.1
osqp==0.6.2.post0
qdldl==0.1.5.post0
scipy==1.6.1
scs==2.1.2
'''
import math
import cvxpy as cp
import numpy as np
# number of methods
n = 3
# if you have 10 seconds, there are 11 options for each method (0 seconds, 1 second, ..., 10 seconds)
m = 11
# method A has 30% chance of working if run for at least 3 seconds
# equivalent to [0, 0, 0, 0.3, 0.3, 0.3, 0.3, 0.3, 0.3, 0.3, 0.3]
A_list = [0, 0, 0] + [0.3] * (m - 3)
# method B has 30% chance of working if run for at least 3 seconds
# equivalent to [0, 0, 0, 0.3, 0.3, 0.3, 0.3, 0.3, 0.3, 0.3, 0.3]
B_list = [0, 0, 0] + [0.3] * (m - 3)
# method C has 40% chance of working if run for 4 seconds, 30% otherwise
# equivalent to [0.3, 0.3, 0.3, 0.3, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4]
C_list = [0.3, 0.3, 0.3, 0.3] + [0.4] * (m - 4)
data = [A_list, B_list, C_list]
# do the logarithm
log_data = []
for row in data:
log_row = []
for col in row:
# deal with domain exception
if col == 1:
new_col = float('-inf')
else:
new_col = math.log(1 - col)
log_row.append(new_col)
log_data.append(log_row)
log_data = np.array(log_data)
x = cp.Variable((n, m), boolean=True)
objective = cp.Minimize(cp.sum(cp.multiply(log_data, x)))
# the current solver doesn't work with equalities, so each equality must be split into two inequalities.
# see https://github.com/cvxgrp/cvxpy/issues/1112
one_choice_per_method_constraint = [cp.sum(x[i]) <= 1 for i in range(n)] + [cp.sum(x[i]) >= 1 for i in range(n)]
# constrain the solution to not use more time than is allowed
# note that the time allowed is (m - 1), not m, because time is 1-indexed and the lists are 0-indexed
js = np.tile(np.array(list(range(m))), (n, 1))
time_constraint = [cp.sum(cp.multiply(js, x)) <= m - 1, cp.sum(cp.multiply(js, x)) >= m - 1]
constraints = one_choice_per_method_constraint + time_constraint
prob = cp.Problem(objective, constraints)
result = prob.solve()
def compute_probability(data, choices):
# compute 1 - ((1 - p1) * (1 - p2) * ...)
return 1 - np.prod(np.add(1, -np.multiply(data, choices)))
print("Choices:")
print(x.value)
'''
Choices:
[[0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0.]
[0. 0. 0. 1. 0. 0. 0. 0. 0. 0. 0.]
[0. 0. 0. 0. 1. 0. 0. 0. 0. 0. 0.]]
'''
print("Chance of success:")
print(compute_probability(data, x.value))
'''
Chance of success:
0.7060000000000001
'''
And there we have it! The computer has correctly determined that running method A for 3 seconds, method B for 3 seconds, and method C for 4 seconds is optimal. (Remember that the x matrix is 0-indexed, while the times are 1-indexed.)
Thank you, David, for the suggestion!
I'm trying to find a name for my problem, so I don't have to re-invent wheel when coding an algorithm which solves it...
I have say 2,000 binary (row) vectors and I need to pick 500 from them. In the picked sample I do column sums and I want my sample to be as close as possible to a pre-defined distribution of the column sums. I'll be working with 20 to 60 columns.
A tiny example:
Out of the vectors:
110
010
011
110
100
I need to pick 2 to get column sums 2, 1, 0. The solution (exact in this case) would be
110
100
My ideas so far
one could maybe call this a binary multidimensional knapsack, but I did not find any algos for that
Linear Programming could help, but I'd need some step by step explanation as I got no experience with it
as exact solution is not always feasible, something like simulated annealing brute force could work well
a hacky way using constraint solvers comes to mind - first set the constraints tight and gradually loosen them until some solution is found - given that CSP should be much faster than ILP...?
My concrete, practical (if the approximation guarantee works out for you) suggestion would be to apply the maximum entropy method (in Chapter 7 of Boyd and Vandenberghe's book Convex Optimization; you can probably find several implementations with your favorite search engine) to find the maximum entropy probability distribution on row indexes such that (1) no row index is more likely than 1/500 (2) the expected value of the row vector chosen is 1/500th of the predefined distribution. Given this distribution, choose each row independently with probability 500 times its distribution likelihood, which will give you 500 rows on average. If you need exactly 500, repeat until you get exactly 500 (shouldn't take too many tries due to concentration bounds).
Firstly I will make some assumptions regarding this problem:
Regardless whether the column sum of the selected solution is over or under the target, it weighs the same.
The sum of the first, second, and third column are equally weighted in the solution (i.e. If there's a solution whereas the first column sum is off by 1, and another where the third column sum is off by 1, the solution are equally good).
The closest problem I can think of this problem is the Subset sum problem, which itself can be thought of a special case of Knapsack problem.
However both of these problem are NP-Complete. This means there are no polynomial time algorithm that can solve them, even though it is easy to verify the solution.
If I were you the two most arguably efficient solution of this problem are linear programming and machine learning.
Depending on how many columns you are optimising in this problem, with linear programming you can control how much finely tuned you want the solution, in exchange of time. You should read up on this, because this is fairly simple and efficient.
With Machine learning, you need a lot of data sets (the set of vectors and the set of solutions). You don't even need to specify what you want, a lot of machine learning algorithms can generally deduce what you want them to optimise based on your data set.
Both solution has pros and cons, you should decide which one to use yourself based on the circumstances and problem set.
This definitely can be modeled as (integer!) linear program (many problems can). Once you have it, you can use a program such as lpsolve to solve it.
We model vector i is selected as x_i which can be 0 or 1.
Then for each column c, we have a constraint:
sum of all (x_i * value of i in column c) = target for column c
Taking your example, in lp_solve this could look like:
min: ;
+x1 +x4 +x5 >= 2;
+x1 +x4 +x5 <= 2;
+x1 +x2 +x3 +x4 <= 1;
+x1 +x2 +x3 +x4 >= 1;
+x3 <= 0;
+x3 >= 0;
bin x1, x2, x3, x4, x5;
If you are fine with a heuristic based search approach, here is one.
Go over the list and find the minimum squared sum of the digit wise difference between each bit string and the goal. For example, if we are looking for 2, 1, 0, and we are scoring 0, 1, 0, we would do it in the following way:
Take the digit wise difference:
2, 0, 1
Square the digit wise difference:
4, 0, 1
Sum:
5
As a side note, squaring the difference when scoring is a common method when doing heuristic search. In your case, it makes sense because bit strings that have a 1 in as the first digit are a lot more interesting to us. In your case this simple algorithm would pick first 110, then 100, which would is the best solution.
In any case, there are some optimizations that could be made to this, I will post them here if this kind of approach is what you are looking for, but this is the core of the algorithm.
You have a given target binary vector. You want to select M vectors out of N that have the closest sum to the target. Let's say you use the eucilidean distance to measure if a selection is better than another.
If you want an exact sum, have a look at the k-sum problem which is a generalization of the 3SUM problem. The problem is harder than the subset sum problem, because you want an exact number of elements to add to a target value. There is a solution in O(N^(M/2)). lg N), but that means more than 2000^250 * 7.6 > 10^826 operations in your case (in the favorable case where vectors operations have a cost of 1).
First conclusion: do not try to get an exact result unless your vectors have some characteristics that may reduce the complexity.
Here's a hill climbing approach:
sort the vectors by number of 1's: 111... first, 000... last;
use the polynomial time approximate algorithm for the subset sum;
you have an approximate solution with K elements. Because of the order of elements (the big ones come first), K should be a little as possible:
if K >= M, you take the M first vectors of the solution and that's probably near the best you can do.
if K < M, you can remove the first vector and try to replace it with 2 or more vectors from the rest of the N vectors, using the same technique, until you have M vectors. To sumarize: split the big vectors into smaller ones until you reach the correct number of vectors.
Here's a proof of concept with numbers, in Python:
import random
def distance(x, y):
return abs(x-y)
def show(ls):
if len(ls) < 10:
return str(ls)
else:
return ", ".join(map(str, ls[:5]+("...",)+ls[-5:]))
def find(is_xs, target):
# see https://en.wikipedia.org/wiki/Subset_sum_problem#Pseudo-polynomial_time_dynamic_programming_solution
S = [(0, ())] # we store indices along with values to get the path
for i, x in is_xs:
T = [(x + t, js + (i,)) for t, js in S]
U = sorted(S + T)
y, ks = U[0]
S = [(y, ks)]
for z, ls in U:
if z == target: # use the euclidean distance here if you want an approximation
return ls
if z != y and z < target:
y, ks = z, ls
S.append((z, ls))
ls = S[-1][1] # take the closest element to target
return ls
N = 2000
M = 500
target = 1000
xs = [random.randint(0, 10) for _ in range(N)]
print ("Take {} numbers out of {} to make a sum of {}", M, xs, target)
xs = sorted(xs, reverse = True)
is_xs = list(enumerate(xs))
print ("Sorted numbers: {}".format(show(tuple(is_xs))))
ls = find(is_xs, target)
print("FIRST TRY: {} elements ({}) -> {}".format(len(ls), show(ls), sum(x for i, x in is_xs if i in ls)))
splits = 0
while len(ls) < M:
first_x = xs[ls[0]]
js_ys = [(i, x) for i, x in is_xs if i not in ls and x != first_x]
replace = find(js_ys, first_x)
splits += 1
if len(replace) < 2 or len(replace) + len(ls) - 1 > M or sum(xs[i] for i in replace) != first_x:
print("Give up: can't replace {}.\nAdd the lowest elements.")
ls += tuple([i for i, x in is_xs if i not in ls][len(ls)-M:])
break
print ("Replace {} (={}) by {} (={})".format(ls[:1], first_x, replace, sum(xs[i] for i in replace)))
ls = tuple(sorted(ls[1:] + replace)) # use a heap?
print("{} elements ({}) -> {}".format(len(ls), show(ls), sum(x for i, x in is_xs if i in ls)))
print("AFTER {} splits, {} -> {}".format(splits, ls, sum(x for i, x in is_xs if i in ls)))
The result is obviously not guaranteed to be optimal.
Remarks:
Complexity: find has a polynomial time complexity (see the Wikipedia page) and is called at most M^2 times, hence the complexity remains polynomial. In practice, the process is reasonably fast (split calls have a small target).
Vectors: to ensure that you reach the target with the minimum of elements, you can improve the order of element. Your target is (t_1, ..., t_c): if you sort the t_js from max to min, you get the more importants columns first. You can sort the vectors: by number of 1s and then by the presence of a 1 in the most important columns. E.g. target = 4 8 6 => 1 1 1 > 0 1 1 > 1 1 0 > 1 0 1 > 0 1 0 > 0 0 1 > 1 0 0 > 0 0 0.
find (Vectors) if the current sum exceed the target in all the columns, then you're not connecting to the target (any vector you add to the current sum will bring you farther from the target): don't add the sum to S (z >= target case for numbers).
I propose a simple ad hoc algorithm, which, broadly speaking, is a kind of gradient descent algorithm. It seems to work relatively well for input vectors which have a distribution of 1s “similar” to the target sum vector, and probably also for all “nice” input vectors, as defined in a comment of yours. The solution is not exact, but the approximation seems good.
The distance between the sum vector of the output vectors and the target vector is taken to be Euclidean. To minimize it means minimizing the sum of the square differences off sum vector and target vector (the square root is not needed because it is monotonic). The algorithm does not guarantee to yield the sample that minimizes the distance from the target, but anyway makes a serious attempt at doing so, by always moving in some locally optimal direction.
The algorithm can be split into 3 parts.
First of all the first M candidate output vectors out of the N input vectors (e.g., N=2000, M=500) are put in a list, and the remaining vectors are put in another.
Then "approximately optimal" swaps between vectors in the two lists are done, until either the distance would not decrease any more, or a predefined maximum number of iterations is reached. An approximately optimal swap is one where removing the first vector from the list of output vectors causes a maximal decrease or minimal increase of the distance, and then, after the removal of the first vector, adding the second vector to the same list causes a maximal decrease of the distance. The whole swap is avoided if the net result is not a decrease of the distance.
Then, as a last phase, "optimal" swaps are done, again stopping on no decrease in distance or maximum number of iterations reached. Optimal swaps cause a maximal decrease of the distance, without requiring the removal of the first vector to be optimal in itself. To find an optimal swap all vector pairs have to be checked. This phase is much more expensive, being O(M(N-M)), while the previous "approximate" phase is O(M+(N-M))=O(N). Luckily, when entering this phase, most of the work has already been done by the previous phase.
from typing import List, Tuple
def get_sample(vects: List[Tuple[int]], target: Tuple[int], n_out: int,
max_approx_swaps: int = None, max_optimal_swaps: int = None,
verbose: bool = False) -> List[Tuple[int]]:
"""
Get a sample of the input vectors having a sum close to the target vector.
Closeness is measured in Euclidean metrics. The output is not guaranteed to be
optimal (minimum square distance from target), but a serious attempt is made.
The max_* parameters can be used to avoid too long execution times,
tune them to your needs by setting verbose to True, or leave them None (∞).
:param vects: the list of vectors (tuples) with the same number of "columns"
:param target: the target vector, with the same number of "columns"
:param n_out: the requested sample size
:param max_approx_swaps: the max number of approximately optimal vector swaps,
None means unlimited (default: None)
:param max_optimal_swaps: the max number of optimal vector swaps,
None means unlimited (default: None)
:param verbose: print some info if True (default: False)
:return: the sample of n_out vectors having a sum close to the target vector
"""
def square_distance(v1, v2):
return sum((e1 - e2) ** 2 for e1, e2 in zip(v1, v2))
n_vec = len(vects)
assert n_vec > 0
assert n_out > 0
n_rem = n_vec - n_out
assert n_rem > 0
output = vects[:n_out]
remain = vects[n_out:]
n_col = len(vects[0])
assert n_col == len(target) > 0
sumvect = (0,) * n_col
for outvect in output:
sumvect = tuple(map(int.__add__, sumvect, outvect))
sqdist = square_distance(sumvect, target)
if verbose:
print(f"sqdist = {sqdist:4} after"
f" picking the first {n_out} vectors out of {n_vec}")
if max_approx_swaps is None:
max_approx_swaps = sqdist
n_approx_swaps = 0
while sqdist and n_approx_swaps < max_approx_swaps:
# find the best vect to subtract (the square distance MAY increase)
sqdist_0 = None
index_0 = None
sumvect_0 = None
for index in range(n_out):
tmp_sumvect = tuple(map(int.__sub__, sumvect, output[index]))
tmp_sqdist = square_distance(tmp_sumvect, target)
if sqdist_0 is None or sqdist_0 > tmp_sqdist:
sqdist_0 = tmp_sqdist
index_0 = index
sumvect_0 = tmp_sumvect
# find the best vect to add,
# but only if there is a net decrease of the square distance
sqdist_1 = sqdist
index_1 = None
sumvect_1 = None
for index in range(n_rem):
tmp_sumvect = tuple(map(int.__add__, sumvect_0, remain[index]))
tmp_sqdist = square_distance(tmp_sumvect, target)
if sqdist_1 > tmp_sqdist:
sqdist_1 = tmp_sqdist
index_1 = index
sumvect_1 = tmp_sumvect
if sumvect_1:
tmp = output[index_0]
output[index_0] = remain[index_1]
remain[index_1] = tmp
sqdist = sqdist_1
sumvect = sumvect_1
n_approx_swaps += 1
else:
break
if verbose:
print(f"sqdist = {sqdist:4} after {n_approx_swaps}"
f" approximately optimal swap{'s'[n_approx_swaps == 1:]}")
diffvect = tuple(map(int.__sub__, sumvect, target))
if max_optimal_swaps is None:
max_optimal_swaps = sqdist
n_optimal_swaps = 0
while sqdist and n_optimal_swaps < max_optimal_swaps:
# find the best pair to swap,
# but only if the square distance decreases
best_sqdist = sqdist
best_diffvect = diffvect
best_pair = None
for i0 in range(M):
tmp_diffvect = tuple(map(int.__sub__, diffvect, output[i0]))
for i1 in range(n_rem):
new_diffvect = tuple(map(int.__add__, tmp_diffvect, remain[i1]))
new_sqdist = sum(d * d for d in new_diffvect)
if best_sqdist > new_sqdist:
best_sqdist = new_sqdist
best_diffvect = new_diffvect
best_pair = (i0, i1)
if best_pair:
tmp = output[best_pair[0]]
output[best_pair[0]] = remain[best_pair[1]]
remain[best_pair[1]] = tmp
sqdist = best_sqdist
diffvect = best_diffvect
n_optimal_swaps += 1
else:
break
if verbose:
print(f"sqdist = {sqdist:4} after {n_optimal_swaps}"
f" optimal swap{'s'[n_optimal_swaps == 1:]}")
return output
from random import randrange
C = 30 # number of columns
N = 2000 # total number of vectors
M = 500 # number of output vectors
F = 0.9 # fill factor of the target sum vector
T = int(M * F) # maximum value + 1 that can be appear in the target sum vector
A = 10000 # maximum number of approximately optimal swaps, may be None (∞)
B = 10 # maximum number of optimal swaps, may be None (unlimited)
target = tuple(randrange(T) for _ in range(C))
vects = [tuple(int(randrange(M) < t) for t in target) for _ in range(N)]
sample = get_sample(vects, target, M, A, B, True)
Typical output:
sqdist = 2639 after picking the first 500 vectors out of 2000
sqdist = 9 after 27 approximately optimal swaps
sqdist = 1 after 4 optimal swaps
P.S.: As it stands, this algorithm is not limited to binary input vectors, integer vectors would work too. Intuitively I suspect that the quality of the optimization could suffer, though. I suspect that this algorithm is more appropriate for binary vectors.
P.P.S.: Execution times with your kind of data are probably acceptable with standard CPython, but get better (like a couple of seconds, almost a factor of 10) with PyPy. To handle bigger sets of data, the algorithm would have to be translated to C or some other language, which should not be difficult at all.
Imagine you have a full calendar year in front of you. On some days you take the train, potentially even a few times in a single day and each trip could be to a different location (I.E. The amount you pay for the ticket can be different for each trip).
So you would have data that looked like this:
Date: 2018-01-01, Amount: $5
Date: 2018-01-01, Amount: $6
Date: 2018-01-04, Amount: $2
Date: 2018-01-06, Amount: $4
...
Now you have to group this data into buckets. A bucket can span up to 31 consecutive days (no gaps) and cannot overlap another bucket.
If a bucket has less than 32 train trips it will be blue. If it has 32 or more train trips in it, it will be red. The buckets will also get a value based on the sum of the ticket cost.
After you group all the trips the blue buckets get thrown out. And the value of all the red buckets gets summed up, we will call this the prize.
The goal, is to get the highest value for the prize.
This is the problem I have. I cant think of a good algorithm to do this. If anyone knows a good way to approach this I would like to hear it. Or if you know of anywhere else that can help with designing algorithms like this.
This can be solved by dynamic programming.
First, sort the records by date, and consider them in that order.
Let day (1), day (2), ..., day (n) be the days where the tickets were bought.
Let cost (1), cost (2), ..., cost (n) be the respective ticket costs.
Let fun (k) be the best prize if we consider only the first k records.
Our dynamic programming solution will calculate fun (0), fun (1), fun (2), ..., fun (n-1), fun (n), using the previous values to calculate the next one.
Base:
fun (0) = 0.
Transition:
What is the optimal solution, fun (k), if we consider only the first k records?
There are two possibilities: either the k-th record is dropped, then the solution is the same as fun (k-1), or the k-th record is the last record of a bucket.
Let us then consider all possible buckets ending with the k-th record in a loop, as explained below.
Look at records k, k-1, k-2, ..., down to the very first record.
Let the current index be i.
If the records from i to k span more than 31 consecutive days, break from the loop.
Otherwise, if the number of records, k-i+1, is at least 32, we can solve the subproblem fun (i-1) and then add the records from i to k, getting a prize of cost (i) + cost (i+1) + ... + cost (k).
The value fun (k) is the maximum of these possibilities, along with the possibility to drop the k-th record.
Answer: it is just fun (n), the case where we considered all the records.
In pseudocode:
fun[0] = 0
for k = 1, 2, ..., n:
fun[k] = fun[k-1]
cost_i_to_k = 0
for i = k, k-1, ..., 1:
if day[k] - day[i] > 31:
break
cost_i_to_k += cost[i]
if k-i+1 >= 32:
fun[k] = max (fun[k], fun[i-1] + cost_i_to_k)
return fun[n]
It is not clear whether we are allowed to split records on a single day into different buckets.
If the answer is no, we will have to enforce it by not considering buckets starting or ending between records in a single day.
Technically, it can be done by a couple of if statements.
Another way is to consider days instead of records: instead of tickets which have day and cost, we will work with days.
Each day will have cost, the total cost of tickets on that day, and quantity, the number of tickets.
Edit: as per comment, we indeed can not split any single day.
Then, after some preprocessing to get days records instead of tickets records, we can go as follows, in pseudocode:
fun[0] = 0
for k = 1, 2, ..., n:
fun[k] = fun[k-1]
cost_i_to_k = 0
quantity_i_to_k = 0
for i = k, k-1, ..., 1:
if k-i+1 > 31:
break
cost_i_to_k += cost[i]
quantity_i_to_k += quantity[i]
if quantity_i_to_k >= 32:
fun[k] = max (fun[k], fun[i-1] + cost_i_to_k)
return fun[n]
Here, i and k are numbers of days.
Note that we consider all possible days in the range: if there are no tickets for a particular day, we just use zeroes as its cost and quantity values.
Edit2:
The above allows us to calculate the maximum total prize, but what about the actual configuration of buckets which gets us there?
The general method will be backtracking: at position k, we will want to know how we got fun (k), and transition to either k-1 if the optimal way was to skip k-th record, or from k to i-1 for such i that the equation fun[k] = fun[i-1] + cost_i_to_k holds.
We proceed until i goes down to zero.
One of the two usual implementation approaches is to store par (k), a "parent", along with fun (k), which encodes how exactly we got the maximum.
Say, if par (k) = -1, the optimal solution skips k-th record.
Otherwise, we store the optimal index i in par (k), so that the optimal solution takes a bucket of records i to k inclusive.
The other approach is to store nothing extra.
Rather, we run a slight modification code which calculates fun (k).
But instead of assigning things to fun (k), we compare the right part of the assignment to the final value fun (k) we already got.
As soon as they are equal, we found the right transition.
In pseudocode, using the second approach, and days instead of individual records:
k = n
while k > 0:
k = prev (k)
function prev (k):
if fun[k] == fun[k-1]:
return k-1
cost_i_to_k = 0
quantity_i_to_k = 0
for i = k, k-1, ..., 1:
if k-i+1 > 31:
break
cost_i_to_k += cost[i]
quantity_i_to_k += quantity[i]
if quantity_i_to_k >= 32:
if fun[k] == fun[i-1] + cost_i_to_k:
writeln ("bucket from $ to $: cost $, quantity $",
i, k, cost_i_to_k, quantity_i_to_k)
return i-1
assert (false, "can't happen")
Simplify the challenge, but not too much, to make an overlookable example, which can be solved by hand.
That helps a lot in finding the right questions.
For example take only 10 days, and buckets of maximum length of 3:
For building buckets and colorizing them, we need only the ticket count, here 0, 1, 2, 3.
On Average, we need more than one bucket per day, for example 2-0-2 is 4 tickets in 3 days. Or 1-1-3, 1-3, 1-3-1, 3-1-2, 1-2.
But We can only choose 2 red buckets: 2-0-2 and (1-1-3 or 1-3-3 or 3-1-2) since 1-2 in the end is only 3 tickets, but we need at least 4 (one more ticket than max day span per bucket).
But while 3-1-2 is obviously more tickets than 1-1-3 tickets, the value of less tickets might be higher.
The blue colored area is the less interesting one, because it doesn't feed itself, by ticket count.
So I'm writing for a side project and trying to optimise:
Given a set of n numbers (e.g. [4, 10, 15, 25, 3]), we want to make each number be roughly the same within a given tolerance (i.e. if we wanted exact, then it should be 11.4 in the above example).
We can add/remove from one and add to another. For example, we can -5 from [3] and +5 to [1] which would give us [9, 10, 10, 25, 3].
The constraint that I have is that we want the minimal number of "transfers" between each number (e.g. if we do -3.6 from [3], then it counts as one "transfer").
Not fussed about performance (most I can see it going to is a set of 50 numbers max) but really want to keep the transfers to a minimum.
We can assume the tolerance is +/- 1 to start but can dynamically change.
The goal of the algorithm is to make sure that each of the numbers in the list are roughly the same within a given tolerance. Thus, if the tolerance is zero, all the numbers must be equal to the average of all the values in the list (which will remain constant throughout the algorithm). Taking in account the tolerance, all numbers in the list must belong to the inclusive interval [average - 0.5*TOLERANCE, average + 0.5*TOLERANCE].
The main iteration of the algorithm involves retrieving the maximum and minimum values and "transferring" just enough from the maximum to the minimum so that the value furthest from the average (this can be either the minimum or the maximum) falls in the required interval. This process iterates till the maximum and minimum values are not more than TOLERANCE units away from each other.
Pseudocode for the algorithm will look as follows:
target = average of the values in the list
while dist(max, min) > TOLERANCE
x = maximum of dist(max, target) and dist(min, target)
transfer (x - 0.5*TOLERANCE) units from maximum into minimum
dist(a, b) can be defined simply as abs(a - b)
This algorithm runs in about O(n^2) time on average, requiring a bit more than n iterations, where n is the number of values.
This algorithm requires less than half the number of iterations the naive sub-optimal approach of averaging out only the minimum and maximum values in each iteration takes.
in the code, getMinMax function is simple enough, returns the min / max values, indexes and the distance (absolute value of the subtraction)
// the principle of the balance is to even the most different numbers in the set (min and max)
const balance = (threshold, arr) => {
const toBalance = Object.assign([], arr);
let mm = getMinMax(toBalance);
while (mm.distance > threshold){
toBalance[mm.maxIdx] -= mm.distance / 2;
toBalance[mm.minIdx] += mm.distance / 2;
mm = getMinMax(toBalance);
}
return toBalance;
}
To test it
const numbers = [4, 10, 15, 25, 3];
const threshold = 0;
const output = balance(threshold, numbers);
console.log(output);
// prints an array with four numbers of 11.4 (with some precision error)
UPDATE:
Combinatorics and unranking was eventually what I needed.
The links below helped alot:
http://msdn.microsoft.com/en-us/library/aa289166(v=vs.71).aspx
http://www.codeproject.com/Articles/21335/Combinations-in-C-Part-2
The Problem
Given a list of N symbols say {0,1,2,3,4...}
And NCr combinations of these
eg. NC3 will generate:
0 1 2
0 1 3
0 1 4
...
...
1 2 3
1 2 4
etc...
For the ith combination (i = [1 .. NCr]) I want to determine Whether a symbol (s) is part of it.
Func(N, r, i, s) = True/False or 0/1
eg. Continuing from above
The 1st combination contains 0 1 2 but not 3
F(N,3,1,"0") = TRUE
F(N,3,1,"1") = TRUE
F(N,3,1,"2") = TRUE
F(N,3,1,"3") = FALSE
Current approaches and tibits that might help or be related.
Relation to matrices
For r = 2 eg. 4C2 the combinations are the upper (or lower) half of a 2D matrix
1,2 1,3 1,4
----2,3 2,4
--------3,4
For r = 3 its the corner of a 3D matrix or cube
for r = 4 Its the "corner" of a 4D matrix and so on.
Another relation
Ideally the solution would be of a form something like the answer to this:
Calculate Combination based on position
The nth combination in the list of combinations of length r (with repitition allowed), the ith symbol can be calculated
Using integer division and remainder:
n/r^i % r = (0 for 0th symbol, 1 for 1st symbol....etc)
eg for the 6th comb of 3 symbols the 0th 1st and 2nd symbols are:
i = 0 => 6 / 3^0 % 3 = 0
i = 1 => 6 / 3^1 % 3 = 2
i = 2 => 6 / 3^2 % 3 = 0
The 6th comb would then be 0 2 0
I need something similar but with repition not allowed.
Thank you for following this question this far :]
Kevin.
I believe your problem is that of unranking combinations or subsets.
I will give you an implementation in Mathematica, from the package Combinatorica, but the Google link above is probably a better place to start, unless you are familiar with the semantics.
UnrankKSubset::usage = "UnrankKSubset[m, k, l] gives the mth k-subset of set l, listed in lexicographic order."
UnrankKSubset[m_Integer, 1, s_List] := {s[[m + 1]]}
UnrankKSubset[0, k_Integer, s_List] := Take[s, k]
UnrankKSubset[m_Integer, k_Integer, s_List] :=
Block[{i = 1, n = Length[s], x1, u, $RecursionLimit = Infinity},
u = Binomial[n, k];
While[Binomial[i, k] < u - m, i++];
x1 = n - (i - 1);
Prepend[UnrankKSubset[m - u + Binomial[i, k], k-1, Drop[s, x1]], s[[x1]]]
]
Usage is like:
UnrankKSubset[5, 3, {0, 1, 2, 3, 4}]
{0, 3, 4}
Yielding the 6th (indexing from 0) length-3 combination of set {0, 1, 2, 3, 4}.
There's a very efficient algorithm for this problem, which is also contained in the recently published:Knuth, The Art of Computer Programming, Volume 4A (section 7.2.1.3).
Since you don't care about the order in which the combinations are generated, let's use the lexicographic order of the combinations where each combination is listed in descending order. Thus for r=3, the first 11 combinations of 3 symbols would be: 210, 310, 320, 321, 410, 420, 421, 430, 431, 432, 510. The advantage of this ordering is that the enumeration is independent of n; indeed it is an enumeration over all combinations of 3 symbols from {0, 1, 2, …}.
There is a standard method to directly generate the ith combination given i, so to test whether a symbol s is part of the ith combination, you can simply generate it and check.
Method
How many combinations of r symbols start with a particular symbol s? Well, the remaining r-1 positions must come from the s symbols 0, 1, 2, …, s-1, so it's (s choose r-1), where (s choose r-1) or C(s,r-1) is the binomial coefficient denoting the number of ways of choosing r-1 objects from s objects. As this is true for all s, the first symbol of the ith combination is the smallest s such that
∑k=0s(k choose r-1) ≥ i.
Once you know the first symbol, the problem reduces to finding the (i - ∑k=0s-1(k choose r-1))-th combination of r-1 symbols, where we've subtracted those combinations that start with a symbol less than s.
Code
Python code (you can write C(n,r) more efficiently, but this is fast enough for us):
#!/usr/bin/env python
tC = {}
def C(n,r):
if tC.has_key((n,r)): return tC[(n,r)]
if r>n-r: r=n-r
if r<0: return 0
if r==0: return 1
tC[(n,r)] = C(n-1,r) + C(n-1,r-1)
return tC[(n,r)]
def combination(r, k):
'''Finds the kth combination of r letters.'''
if r==0: return []
sum = 0
s = 0
while True:
if sum + C(s,r-1) < k:
sum += C(s,r-1)
s += 1
else:
return [s] + combination(r-1, k-sum)
def Func(N, r, i, s): return s in combination(r, i)
for i in range(1, 20): print combination(3, i)
print combination(500, 10000000000000000000000000000000000000000000000000000000000000000)
Note how fast this is: it finds the 10000000000000000000000000000000000000000000000000000000000000000th combination of 500 letters (it starts with 542) in less than 0.5 seconds.
I have written a class to handle common functions for working with the binomial coefficient, which is the type of problem that your problem falls under. It performs the following tasks:
Outputs all the K-indexes in a nice format for any N choose K to a file. The K-indexes can be substituted with more descriptive strings or letters. This method makes solving this type of problem quite trivial.
Converts the K-indexes to the proper index of an entry in the sorted binomial coefficient table. This technique is much faster than older published techniques that rely on iteration. It does this by using a mathematical property inherent in Pascal's Triangle. My paper talks about this. I believe I am the first to discover and publish this technique, but I could be wrong.
Converts the index in a sorted binomial coefficient table to the corresponding K-indexes.
Uses Mark Dominus method to calculate the binomial coefficient, which is much less likely to overflow and works with larger numbers.
The class is written in .NET C# and provides a way to manage the objects related to the problem (if any) by using a generic list. The constructor of this class takes a bool value called InitTable that when true will create a generic list to hold the objects to be managed. If this value is false, then it will not create the table. The table does not need to be created in order to perform the 4 above methods. Accessor methods are provided to access the table.
There is an associated test class which shows how to use the class and its methods. It has been extensively tested with 2 cases and there are no known bugs.
To read about this class and download the code, see Tablizing The Binomial Coeffieicent.
This class can easily be applied to your problem. If you have the rank (or index) to the binomial coefficient table, then simply call the class method that returns the K-indexes in an array. Then, loop through that returned array to see if any of the K-index values match the value you have. Pretty straight forward...