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I have a floating point number x from [1, 500] that generates a binary y of 1 at some probability p. And I'm trying to find the x that can generate the most 1 or has highest p. I'm assuming there's only one maximum.
Is there a algorithm that can converge fast to the x with highest p while making sure it doesn't jump around too much after it's achieved for e.x. within 0.1% of the optimal x? Specifically, it would be great if it stabilizes when near < 0.1% of optimal x.
I know we can do this with simulated annealing but I don't think I should hard code temperature because I need to use the same algorithm when x could be from [1, 3000] or the p distribution is different.
This paper provides an for smart hill-climbing algorithm. The idea is basically you take n samples as starting points. The algorithm is as follows (it is simplified into one dimensional for your problem):
Take n sample points in the search space. In the paper, he uses Linear Hypercube Sampling since the dimensions of the data in the paper is assumed to be large. In your case, since it is one-dimensional, you can just use random sapling as usual.
For each sample points, gather points from its "local neighborhood" and find a best fit quadratic curve. Find the new maximum candidate from the quadratic curve. If the objective function of the new maximum candidate is actually higher than the previous one, update the sample point to the new maximum candidate. Repeat this step with smaller "local neighborhood" size for each iteration.
Use the best point from the sample points
Restart: repeat step 2 and 3, and then compare the maximums. If there is no improvement, stop. If there is improvement, repeat again.
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I have n (about 10^5) points on a hypersphere of dimension m (between 10^4 to 10^6).
I am going to make a bunch of queries of the form "given a point p, find the closest of the n points to p". I'll make about n of these queries.
(Not sure if the hypersphere fact helps at all.)
The simple naive algorithm to solve this is, for each query, to compare p to all other n points. Doing this n times ends up with a runtime of O(n^2 m), which is far too big for me to be able to compute.
Is there a more efficient algorithm I can use? If I could get it to O(nm) with some log factors that'd be great.
Probably not. Having many dimensions makes efficient indexing extremely hard. That is why people look for opportunities to reduce the number of dimensions to something manageable.
See https://en.wikipedia.org/wiki/Curse_of_dimensionality and https://en.wikipedia.org/wiki/Dimensionality_reduction for more.
Divide your space up into hypercubes -- call these cells -- with edge size chosen so that on average you'll have one point per cube. You'll want a map from hypercells to the set of points they contain.
Then, given a point, check its hypercell for other points. If it is empty, look at the adjacent hypercells (I'd recommend a literal hypercube of hypercells for simplicity rather than some approximation to a hypersphere built out of hypercells). Check that for other points. Keep repeating until you get a point. Assuming your points are randomly distributed, odds are high that you'll find a second point within 1-2 expansions.
Once you find a point, check all hypercells that could possibly contain a closer point. This is possible because the point you find may be in a corner, but there's some closer point outside of the hypercube containing all the hypercells you've inspected so far.
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Imagine you are given a matrix of positive integer numbers (maximum 25*15, value of number does not exceed 3000000). When you do column sums and pick the smallest and the largest one, the difference between them must be the smallest possible.
You can swap numbers in every row (permute rows), not in column, how many times you want.
How would you solve this task?
I'm not asking for your code but your ideas.
Thanks in advance
I would make an attempt to solve the problem using Simulated Annealing. Here is a sketch of the plan:
Let the distance to optimize the difference between the max and min column sums.
Set the goal to be 0 (i.e., try to reach as close as possible to a matrix with no difference between sums)
Initialize the problem by calculating the array of sums of all columns to their current value.
Let a neighbor of the current matrix be the matrix that results from swapping two entries in the same row of the matrix.
Represent neighbors by their row index and two swapping column indexes.
When accepting a neighbor, do not compute all sums again. Just adjust the array of sums in the columns that have been swapped and by the difference of the swap (which you can deduce from the swapped row index)
Step 6 is essential for the sake of performance (large matrices).
The bad news is that this problem without the limits is NP-hard, and exact dynamic programming at scale seems out of the question. I think that my first approach would be large-neighborhood local search: repeatedly choose a random submatrix (rows and columns) small enough to be amenable to brute force and choose the optimal permutations while leaving the rest of the matrix undisturbed.
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I am going through a list of algorithm that I found and try to implement them for learning purpose. Right now I am coding K mean and is confused in the following.
How do you know how many cluster there is in the original data set
Is there any particular format that I have follow in choosing the initial cluster centroid besides all centroid have to be different? For example does the algorithm converge if I choose cluster centroids that are different but close together?
Any advice would be appreciated
Thanks
With k-means you are minimizing a sum of squared distances. One approach is to try all plausible values of k. As k increases the sum of squared distances should decrease, but if you plot the result you may see that the sum of squared distances decreases quite sharply up to some value of k, and then much more slowly after that. The last value that gave you a sharp decrease is then the most plausible value of k.
k-means isn't guaranteed to find the best possible answer each run, and it is sensitive to the starting values you give it. One way to reduce problems from this is to start it many times, with different starting values, and pick the best answer. It looks a bit odd if an answer for larger k is actually larger than an answer for smaller k. One way to avoid this is to use the best answer found for k clusters as the basis (with slight modifications) for one of the starting points for k+1 clusters.
In the standard K-Means the K value is chosen by you, sometimes based on the problem itself ( when you know how many classes exists OR how many classes you want to exists) other times a "more or less" random value. Typically the first iteration consists of randomly selecting K points from the dataset to serve as centroids. In the following iterations the centroids are adjusted.
After check the K-Means algorithm, I suggest you also see the K-means++, which is an improvement of the first version, as it tries to find the best K for each problem, avoiding the sometimes poor clusterings found by the standard k-means algorithm.
If you need more specific details on implementation of some machine learning algorithm, please let me know.
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Call every subunitary ratio with its denominator a power of 2 a perplex.
Number 1 can be written in many ways as a sum of perplexes.
Call every sum of perplexes a zeta.
Two zetas are distinct if and only if one of the zeta has as least one perplex that the other does not have. In the image shown above, the last two zetas are considered to be the same.
Find all the numbers of ways 1 can be written as a zeta with N perplexes. Because this number can be big, calculate it modulo 100003.
Please don't post the code, but rather the algorithm. Be as precise as you can.
This problem was given at a contest and the official solution, written in the Romanian language, has been uploaded at https://www.dropbox.com/s/ulvp9of5b3bfgm0/1112_descr_P2_fractii2.docx?dl=0 , as a docx file. (you can use google translate)
I do not understand what the author of the solution meant to say there.
Well, this reminds me of BFS algorithms(Breadth first search), where you radiate out from a single point to find multiple solutions w/ different permutations.
Here you can use recursion, and set the base case as when N perplexes have been reached in that 1 call stack of the recursive function.
So you can say:
function(int N <-- perplexes, ArrayList<Double> currentNumbers, double dividedNum)
if N == 0, then you're done - enter the currentNumbers array into a hashtable
clone the currentNumbers ArrayList as cloneNumbers
remove dividedNum from cloneNumbers and add 2 dividedNum/2
iterate through index of cloneNumbers
for every number x in cloneNumbers, call function(N--, cloneNumbers, x)
This is a rough, very inefficient but short way to do it. There's obviously a lot of ways you can prune the algorithm(reduce the amount of duplicates going into the hashtable, prevent cloning as much as possible, etc), but because this shows the absolute permutation of every number, and then enters that sequence into a hashtable, the hashtable will use its equals() comparison to see that the sequence already exists(such as your last 2 zetas), and reject the duplicate. That way, you'll be left with the answer you want.
The efficiency of the current algorithm: O(|E|^(N)), where |E| is the absolute number of numbers you can have inside of the array at the end of all insertions, and N is the number of insertions(or as you said, # of perplexes). Obviously this isn't the most optimal speed, but it does definitely work.
Hope this helps!
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I've got two normal PDFs, given by μ1, μ2, σ1 and σ2. What I need is the integral over the product of these functions - the solution to the problem that if X occurred at μ1 with a certain probability expressed in σ1 and Y occurred at μ2 with a certain probability, what's the probability P(X=Y)?
x=linspace(-500,500,1000)
e1 = normpdf(x,mu1,sigma1)
e2 = normpdf(x,mu2,sigma2)
solution = sum(e1*e2)
To visualise, e1 is blue, e2 green, and e1*e2 is red (magnified by factor 100 for visualisation):
Is there however a more direct way of computing solution given mu1, mu2, sigma1 and sigma2?
Thanks!
You should be able to do the integral easily enough, but it does not mean what you think it means.
A mathematical normal distribution yields a randomly chosen real, which you could think of as containing an infinite number of random digits after the decimal point. The chance of any two numbers from such distributions being the same (even if they are from the same distribution) is zero.
A continuous probability density function p(x) like the normal distribution does not give, at p(x), the probability of the random number being x. Roughly speaking, it says that if you have a small interval of width delta-x at x then the probability of a random number being inside that interval is delta-x times p(x). For exact equality, you have to set delta-x to zero, so again you come out with probability zero.
To compute the interval (whatever it means) you might note that N(x;u,o) = exp(-(x-u)^2)/2o^2) neglecting terms that I can't be bothered to look up in http://en.wikipedia.org/wiki/Normal_distribution, and if you multiply two of these together you can add the stuff inside the exp(). If you do enough algebra you might end up with something that you can rewrite as another exponential with a quadratic inside, which will turn into another normal distribution, up to some factors which you can pull outside the integral sign.
A better way of approaching something like this problem would be to note that the difference of two normal distributions with mean M1 and M2 and variance V1 and V2 is a normal distribution with mean M1 - M2 and variance V1 + V2. Perhaps you could consider this distribution - you can easily work out that the probability that the difference of your two numbers is within any range that catches your fancy, for example between -0.0001 and +0.0001.