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Given two non-negative integers A and B, find the minimum number of operations to make them equal simultaneously. In one operation, you can:
either change A to 2*A
or change B to 2*B
or change both A and B to A-1, B-1
For example: A = 7, B = 25
Sequence of operations would be:
6 24
12 24
24 24
We cannot make them equal in less than 3 operations
I was asked this coding question in a test a week ago. Cannot think of a solution, it is stuck in my head.The input A and B were somewhat over 10^12 so it is clear that I cannot use a loop else it will exceed time limit.
A slow but working solution:
If they are equal, stop.
If one of them is 0, stop with failure (there is no solution if negative numbers are not allowed).
While both are larger than 1, decrease both.
Now the smaller is 1, the other is larger.
While the smaller has a shorter binary representation, double the smaller.
Continue at step 1.
In step 4, the maximum decreases. In step 5, the absolute difference decreases. Thus eventually the algorithm terminates.
This should give the optimal solution. We have to compare a few different ways and take the best solution.
One working solution is to double the smaller number as many times as it stays below the larger number (can be zero times). Then calculate the difference between the double of the (possibly multiple times) doubled smaller number and the larger number. And decrease the numbers as many times. Then double the smaller number one more time. [If the numbers are equal from the beginning, the solution is trivial instead.] This gives an upper bound of the steps.
Now try out the following optimizations:
2a) Choose a number n between 0 and up to the number of steps of the best solution so far.
2b) Choose one number as A and one number as B (two possibilities).
2c) Now count the applied steps of the following procedure.
Double A n times.
Calculate the smallest power of 2 (=m), with which B * 2^m >= A. m should be at least 1.
Calculate the difference of A with the product from step 4 in a mixed base (correct term?) system with each digit having a positional value of 2^(n+1)-1, which is from the least significant right digit to the left: 1, 3, 7, 15, 31, 63, ... From all possible representations the number must have the smallest crosssum, e.g. 100 for 7 is correct, 021 not. Sidenote: For the least checksum there will mostly be digits 0 and 1 and at most one digit 2, no other digits. There will never be a digit 1 right of a 2.)
Represent the number as m digits by filling the left positions with zero. If the number does not fit, go back to step 2 for another selection.
Take the most significant not processed digit from step 6 and do as many decreasing steps.
Double B.
Repeat from 7. with the next digit; if there are no more digits left, the numbers are equal.
If the number of steps is less than the best solution so far, choose this as the proposed solution.
Go back to step 2 for another selection.
After doing all selections from 2 we should have the optimal solution with the minimum number of steps.
The following examples are from an earlier version of the answer, where A is always the larger number and n=0, so we test only one selection.
Example 17 and 65
Power of 2: 2^2=4; 4x17=68
Difference: 68-65=3
3 = 010=10 in base 7/3/1
Start => 17/65
Decrease. Double. => 32/64
Double. => 64/64
Example 18 and 67
Power of 2: 2^2=4; 4x18=72
Difference: 72-67=5
5 = 012=12 in base 7/3/1
Start => 18/67
Decrease. Double. => 34/66
Decrease. Decrease. Double. => 64/64
Example 10 and 137
Power of 2: 2^4=16; 16*10=160
Difference: 160-137=23
23 = 1101 in base 15/7/3/1
Start => 10/137
Decrease. Double. => 18/136
Decrease. Double. => 34/135
Double. => 68/135
Decrease. Double. => 134/134
Here's a breadth-first search that does return the correct answer but may not be an optimal method of finding it. Maybe it can help others detect a pattern.
JavasScript code:
function f(a, b) {
const q = [[a, b, [a, b]]];
while (true){
const [x, y, path] = q.shift();
if (x == y) {
return path;
}
if (x > 0 && y > 0) {
q.push([x-1, y-1, path.concat([x-1, y-1])]);
}
q.push([2*x, y, path.concat([2*x, y])]);
q.push([x, 2*y, path.concat([x, 2*y])]);
}
return [];
}
function showPath(path) {
let out1 = "";
let out2 = "";
for (let i = 0; i < path.length; i += 2) {
const s1 = path[i].toString(2);
const s2 = path[i+1].toString(2);
const len = Math.max(s1.length, s2.length);
out1 += s1.padStart(len, "0");
out2 += s2.padStart(len, "0");
if (i < path.length - 2) {
out1 += " --> ";
out2 += " --> ";
}
}
console.log(out1);
console.log(out2);
}
showPath(f(89, 7));
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.
I want to implement an iterative algorithm, which calculates weighted average. The specific weight law does not matter, but it should be close to 1 for the newest values and close to 0 to the oldest.
The algorithm should be iterative. i.e. it should not remember all previous values. It should know only one newest value and any aggregative information about past, like previous values of the average, sums, counts etc.
Is it possible?
For example, the following algorithm can be:
void iterate(double value) {
sum *= 0.99;
sum += value;
count++;
avg = sum / count;
}
It will give exponential decreasing weight, which may be not good. Is it possible to have step decreasing weight or something?
EDIT 1
The the requirements for weighing law is follows:
1) The weight decreases into past
2) I has some mean or characteristic duration so that values older this duration matters much lesser than newer ones
3) I should be able to set this duration
EDIT 2
I need the following. Suppose v_i are values, where v_1 is the first. Also suppose w_i are weights. But w_0 is THE LAST.
So, after first value came I have first average
a_1 = v_1 * w_0
After the second value v_2 came, I should have average
a_2 = v_1 * w_1 + v_2 * w_0
With next value I should have
a_3 = v_1 * w_2 + v_2 * w_1 + v_3 * w_0
Note, that weight profile is moving with me, while I am moving along value sequence.
I.e. each value does not have it's own weight all the time. My goal is to have this weight lower while going to past.
First a bit of background. If we were keeping a normal average, it would go like this:
average(a) = 11
average(a,b) = (average(a)+b)/2
average(a,b,c) = (average(a,b)*2 + c)/3
average(a,b,c,d) = (average(a,b,c)*3 + d)/4
As you can see here, this is an "online" algorithm and we only need to keep track of pieces of data: 1) the total numbers in the average, and 2) the average itself. Then we can undivide the average by the total, add in the new number, and divide it by the new total.
Weighted averages are a bit different. It depends on what kind of weighted average. For example if you defined:
weightedAverage(a,wa, b,wb, c,wc, ..., z,wz) = a*wa + b*wb + c*wc + ... + w*wz
or
weightedAverage(elements, weights) = elements·weights
...then you don't need to do anything besides add the new element*weight! If however you defined the weighted average akin to an expected-value from probability:
weightedAverage(elements,weights) = elements·weights / sum(weights)
...then you'd need to keep track of the total weights. Instead of undividing by the total number of elements, you undivide by the total weight, add in the new element*weight, then divide by the new total weight.
Alternatively you don't need to undivide, as demonstrated below: you can merely keep track of the temporary dot product and weight total in a closure or an object, and divide it as you yield (this can help a lot with avoiding numerical inaccuracy from compounded rounding errors).
In python this would be:
def makeAverager():
dotProduct = 0
totalWeight = 0
def averager(newValue, weight):
nonlocal dotProduct,totalWeight
dotProduct += newValue*weight
totalWeight += weight
return dotProduct/totalWeight
return averager
Demo:
>>> averager = makeAverager()
>>> [averager(value,w) for value,w in [(100,0.2), (50,0.5), (100,0.1)]]
[100.0, 64.28571428571429, 68.75]
>>> averager(10,1.1)
34.73684210526316
>>> averager(10,1.1)
25.666666666666668
>>> averager(30,2.0)
27.4
> But my task is to have average recalculated each time new value arrives having old values reweighted. –OP
Your task is almost always impossible, even with exceptionally simple weighting schemes.
You are asking to, with O(1) memory, yield averages with a changing weighting scheme. For example, {values·weights1, (values+[newValue2])·weights2, (values+[newValue2,newValue3])·weights3, ...} as new values are being passed in, for some nearly arbitrarily changing weights sequence. This is impossible due to injectivity. Once you merge the numbers in together, you lose a massive amount of information. For example, even if you had the weight vector, you could not recover the original value vector, or vice versa. There are only two cases I can think of where you could get away with this:
Constant weights such as [2,2,2,...2]: this is equivalent to an on-line averaging algorithm, which you don't want because the old values are not being "reweighted".
The relative weights of previous answers do not change. For example you could do weights of [8,4,2,1], and add in a new element with arbitrary weight like ...+[1], but you must increase all the previous by the same multiplicative factor, like [16,8,4,2]+[1]. Thus at each step, you are adding a new arbitrary weight, and a new arbitrary rescaling of the past, so you have 2 degrees of freedom (only 1 if you need to keep your dot-product normalized). The weight-vectors you'd get would look like:
[w0]
[w0*(s1), w1]
[w0*(s1*s2), w1*(s2), w2]
[w0*(s1*s2*s3), w1*(s2*s3), w2*(s3), w3]
...
Thus any weighting scheme you can make look like that will work (unless you need to keep the thing normalized by the sum of weights, in which case you must then divide the new average by the new sum, which you can calculate by keeping only O(1) memory). Merely multiply the previous average by the new s (which will implicitly distribute over the dot-product into the weights), and tack on the new +w*newValue.
I think you are looking for something like this:
void iterate(double value) {
count++;
weight = max(0, 1 - (count / 1000));
avg = ( avg * total_weight * (count - 1) + weight * value) / (total_weight * (count - 1) + weight)
total_weight += weight;
}
Here I'm assuming you want the weights to sum to 1. As long as you can generate a relative weight without it changing in the future, you can end up with a solution which mimics this behavior.
That is, suppose you defined your weights as a sequence {s_0, s_1, s_2, ..., s_n, ...} and defined the input as sequence {i_0, i_1, i_2, ..., i_n}.
Consider the form: sum(s_0*i_0 + s_1*i_1 + s_2*i_2 + ... + s_n*i_n) / sum(s_0 + s_1 + s_2 + ... + s_n). Note that it is trivially possible to compute this incrementally with a couple of aggregation counters:
int counter = 0;
double numerator = 0;
double denominator = 0;
void addValue(double val)
{
double weight = calculateWeightFromCounter(counter);
numerator += weight * val;
denominator += weight;
}
double getAverage()
{
if (denominator == 0.0) return 0.0;
return numerator / denominator;
}
Of course, calculateWeightFromCounter() in this case shouldn't generate weights that sum to one -- the trick here is that we average by dividing by the sum of the weights so that in the end, the weights virtually seem to sum to one.
The real trick is how you do calculateWeightFromCounter(). You could simply return the counter itself, for example, however note that the last weighted number would not be near the sum of the counters necessarily, so you may not end up with the exact properties you want. (It's hard to say since, as mentioned, you've left a fairly open problem.)
This is too long to post in a comment, but it may be useful to know.
Suppose you have:
w_0*v_n + ... w_n*v_0 (we'll call this w[0..n]*v[n..0] for short)
Then the next step is:
w_0*v_n1 + ... w_n1*v_0 (and this is w[0..n1]*v[n1..0] for short)
This means we need a way to calculate w[1..n1]*v[n..0] from w[0..n]*v[n..0].
It's certainly possible that v[n..0] is 0, ..., 0, z, 0, ..., 0 where z is at some location x.
If we don't have any 'extra' storage, then f(z*w(x))=z*w(x + 1) where w(x) is the weight for location x.
Rearranging the equation, w(x + 1) = f(z*w(x))/z. Well, w(x + 1) better be constant for a constant x, so f(z*w(x))/z better be constant. Hence, f must let z propagate -- that is, f(z*w(x)) = z*f(w(x)).
But here again we have an issue. Note that if z (which could be any number) can propagate through f, then w(x) certainly can. So f(z*w(x)) = w(x)*f(z). Thus f(w(x)) = w(x)/f(z).
But for a constant x, w(x) is constant, and thus f(w(x)) better be constant, too. w(x) is constant, so f(z) better be constant so that w(x)/f(z) is constant. Thus f(w(x)) = w(x)/c where c is a constant.
So, f(x)=c*x where c is a constant when x is a weight value.
So w(x+1) = c*w(x).
That is, each weight is a multiple of the previous. Thus, the weights take the form w(x)=m*b^x.
Note that this assumes the only information f has is the last aggregated value. Note that at some point you will be reduced to this case unless you're willing to store a non-constant amount of data representing your input. You cannot represent an infinite length vector of real numbers with a real number, but you can approximate them somehow in a constant, finite amount of storage. But this would merely be an approximation.
Although I haven't rigorously proven it, it is my conclusion that what you want is impossible to do with a high degree of precision, but you may be able to use log(n) space (which may as well be O(1) for many practical applications) to generate a quality approximation. You may be able to use even less.
I tried to practically code something (in Java). As has been said, your goal is not achievable. You can only count average from some number of last remembered values. If you don't need to be exact, you can approximate the older values. I tried to do it by remembering last 5 values exactly and older values only SUMmed by 5 values, remembering the last 5 SUMs. Then, the complexity is O(2n) for remembering last n+n*n values. This is a very rough approximation.
You can modify the "lastValues" and "lasAggregatedSums" array sizes as you want. See this ascii-art picture trying to display a graph of last values, showing that the first columns (older data) are remembered as aggregated value (not individually), and only the earliest 5 values are remembered individually.
values:
#####
##### ##### #
##### ##### ##### # #
##### ##### ##### ##### ## ##
##### ##### ##### ##### ##### #####
time: --->
Challenge 1: My example doesn't count weights, but I think it shouldn't be problem for you to add weights for the "lastAggregatedSums" appropriately - the only problem is, that if you want lower weights for older values, it would be harder, because the array is rotating, so it is not straightforward to know which weight for which array member. Maybe you can modify the algorithm to always "shift" values in the array instead of rotating? Then adding weights shouldn't be a problem.
Challenge 2: The arrays are initialized with 0 values, and those values are counting to the average from the beginning, even when we haven't receive enough values. If you are running the algorithm for long time, you probably don't bother that it is learning for some time at the beginning. If you do, you can post a modification ;-)
public class AverageCounter {
private float[] lastValues = new float[5];
private float[] lastAggregatedSums = new float[5];
private int valIdx = 0;
private int aggValIdx = 0;
private float avg;
public void add(float value) {
lastValues[valIdx++] = value;
if(valIdx == lastValues.length) {
// count average of last values and save into the aggregated array.
float sum = 0;
for(float v: lastValues) {sum += v;}
lastAggregatedSums[aggValIdx++] = sum;
if(aggValIdx >= lastAggregatedSums.length) {
// rotate aggregated values index
aggValIdx = 0;
}
valIdx = 0;
}
float sum = 0;
for(float v: lastValues) {sum += v;}
for(float v: lastAggregatedSums) {sum += v;}
avg = sum / (lastValues.length + lastAggregatedSums.length * lastValues.length);
}
public float getAvg() {
return avg;
}
}
you can combine (weighted sum) exponential means with different effective window sizes (N) in order to get the desired weights.
Use more exponential means to define your weight profile more detailed.
(more exponential means also means to store and calculate more values, so here is the trade off)
A memoryless solution is to calculate the new average from a weighted combination of the previous average and the new value:
average = (1 - P) * average + P * value
where P is an empirical constant, 0 <= P <= 1
expanding gives:
average = sum i (weight[i] * value[i])
where value[0] is the newest value, and
weight[i] = P * (1 - P) ^ i
When P is low, historical values are given higher weighting.
The closer P gets to 1, the more quickly it converges to newer values.
When P = 1, it's a regular assignment and ignores previous values.
If you want to maximise the contribution of value[N], maximize
weight[N] = P * (1 - P) ^ N
where 0 <= P <= 1
I discovered weight[N] is maximized when
P = 1 / (N + 1)
I have a collection of objects, each of which has a weight and a value. I want to pick the pair of objects with the highest total value subject to the restriction that their combined weight does not exceed some threshold. Additionally, I am given two arrays, one containing the objects sorted by weight and one containing the objects sorted by value.
I know how to do it in O(n2) but how can I do it in O(n)?
This is a combinatorial optimization problem, and the fact the values are sorted means you can easily try a branch and bound approach.
I think that I have a solution that works in O(n log n) time and O(n) extra space. This isn't quite the O(n) solution you wanted, but it's still better than the naive quadratic solution.
The intuition behind the algorithm is that we want to be able to efficiently determine, for any amount of weight, the maximum value we can get with a single item that uses at most that much weight. If we can do this, we have a simple algorithm for solving the problem: iterate across the array of elements sorted by value. For each element, see how much additional value we could get by pairing a single element with it (using the values we precomputed), then find which of these pairs is maximum. If we can do the preprocessing in O(n log n) time and can answer each of the above queries in O(log n) time, then the total time for the second step will be O(n log n) and we have our answer.
An important observation we need to do the preprocessing step is as follows. Our goal is to build up a structure that can answer the question "which element with weight less than x has maximum value?" Let's think about how we might do this by adding one element at a time. If we have an element (value, weight) and the structure is empty, then we want to say that the maximum value we can get using weight at most "weight" is "value". This means that everything in the range [0, max_weight - weight) should be set to value. Otherwise, suppose that the structure isn't empty when we try adding in (value, weight). In that case, we want to say that any portion of the range [0, weight) whose value is less than value should be replaced by value.
The problem here is that when we do these insertions, there might be, on iteration k, O(k) different subranges that need to be updated, leading to an O(n2) algorithm. However, we can use a very clever trick to avoid this. Suppose that we insert all of the elements into this data structure in descending order of value. In that case, when we add in (value, weight), because we add the elements in descending order of value, each existing value in the data structure must be higher than our value. This means that if the range [0, weight) intersects any range at all, those ranges will automatically be higher than value and so we don't need to update them. If we combine this with the fact that each range we add always spans from zero to some value, the only portion of the new range that could ever be added to the data structure is the range [weight, x), where x is the highest weight stored in the data structure so far.
To summarize, assuming that we visit the (value, weight) pairs in descending order of value, we can update our data structure as follows:
If the structure is empty, record that the range [0, value) has value "value."
Otherwise, if the highest weight recorded in the structure is greater than weight, skip this element.
Otherwise, if the highest weight recorded so far is x, record that the range [weight, x) has value "value."
Notice that this means that we are always splitting ranges at the front of the list of ranges we have encountered so far. Because of this, we can think about storing the list of ranges as a simple array, where each array element tracks the upper endpoint of some range and the value assigned to that range. For example, we might track the ranges [0, 3), [3, 9), and [9, 12) as the array
3, 9, 12
If we then needed to split the range [0, 3) into [0, 1) and [1, 3), we could do so by prepending 1 to he list:
1, 3, 9, 12
If we represent this array in reverse (actually storing the ranges from high to low instead of low to high), this step of creating the array runs in O(n) time because at each point we just do O(1) work to decide whether or not to add another element onto the end of the array.
Once we have the ranges stored like this, to determine which of the ranges a particular weight falls into, we can just use a binary search to find the largest element smaller than that weight. For example, to look up 6 in the above array we'd do a binary search to find 3.
Finally, once we have this data structure built up, we can just look at each of the objects one at a time. For each element, we see how much weight is left, use a binary search in the other structure to see what element it should be paired with to maximize the total value, and then find the maximum attainable value.
Let's trace through an example. Given maximum allowable weight 10 and the objects
Weight | Value
------+------
2 | 3
6 | 5
4 | 7
7 | 8
Let's see what the algorithm does. First, we need to build up our auxiliary structure for the ranges. We look at the objects in descending order of value, starting with the object of weight 7 and value 8. This means that if we ever have at least seven units of weight left, we can get 8 value. Our array now looks like this:
Weight: 7
Value: 8
Next, we look at the object of weight 4 and value 7. This means that with four or more units of weight left, we can get value 7:
Weight: 7 4
Value: 8 7
Repeating this for the next item (weight six, value five) does not change the array, since if the object has weight six, if we ever had six or more units of free space left, we would never choose this; we'd always take the seven-value item of weight four. We can tell this since there is already an object in the table whose range includes remaining weight four.
Finally, we look at the last item (value 3, weight 2). This means that if we ever have weight two or more free, we could get 3 units of value. The final array now looks like this:
Weight: 7 4 2
Value: 8 7 3
Finally, we just look at the objects in any order to see what the best option is. When looking at the object of weight 2 and value 3, since the maximum allowed weight is 10, we need tom see how much value we can get with at most 10 - 2 = 8 weight. A binary search over the array tells us that this value is 8, so one option would give us 11 weight. If we look at the object of weight 6 and value 5, a binary search tells us that with five remaining weight the best we can do would be to get 7 units of value, for a total of 12 value. Repeating this on the next two entries doesn't turn up anything new, so the optimum value found has value 12, which is indeed the correct answer.
Hope this helps!
Here is an O(n) time, O(1) space solution.
Let's call an object x better than an object y if and only if (x is no heavier than y) and (x is no less valuable) and (x is lighter or more valuable). Call an object x first-choice if no object is better than x. There exists an optimal solution consisting either of two first-choice objects, or a first-choice object x and an object y such that only x is better than y.
The main tool is to be able to iterate the first-choice objects from lightest to heaviest (= least valuable to most valuable) and from most valuable to least valuable (= heaviest to lightest). The iterator state is an index into the objects by weight (resp. value) and a max value (resp. min weight) so far.
Each of the following steps is O(n).
During a scan, whenever we encounter an object that is not first-choice, we know an object that's better than it. Scan once and consider these pairs of objects.
For each first-choice object from lightest to heaviest, determine the heaviest first-choice object that it can be paired with, and consider the pair. (All lighter objects are less valuable.) Since the latter object becomes lighter over time, each iteration of the loop is amortized O(1). (See also searching in a matrix whose rows and columns are sorted.)
Code for the unbelievers. Not heavily tested.
from collections import namedtuple
from operator import attrgetter
Item = namedtuple('Item', ('weight', 'value'))
sentinel = Item(float('inf'), float('-inf'))
def firstchoicefrombyweight(byweight):
bestsofar = sentinel
for x in byweight:
if x.value > bestsofar.value:
bestsofar = x
yield (x, bestsofar)
def firstchoicefrombyvalue(byvalue):
bestsofar = sentinel
for x in byvalue:
if x.weight < bestsofar.weight:
bestsofar = x
yield x
def optimize(items, maxweight):
byweight = sorted(items, key=attrgetter('weight'))
byvalue = sorted(items, key=attrgetter('value'), reverse=True)
maxvalue = float('-inf')
try:
i = firstchoicefrombyvalue(byvalue)
y = i.next()
for x, z in firstchoicefrombyweight(byweight):
if z is not x and x.weight + z.weight <= maxweight:
maxvalue = max(maxvalue, x.value + z.value)
while x.weight + y.weight > maxweight:
y = i.next()
if y is x:
break
maxvalue = max(maxvalue, x.value + y.value)
except StopIteration:
pass
return maxvalue
items = [Item(1, 1), Item(2, 2), Item(3, 5), Item(3, 7), Item(5, 8)]
for maxweight in xrange(3, 10):
print maxweight, optimize(items, maxweight)
This is similar to Knapsack problem. I will use naming from it (num - weight, val - value).
The essential part:
Start with a = 0 and b = n-1. Assuming 0 is the index of heaviest object and n-1 is the index of lightest object.
Increase a til objects a and b satisfy the limit.
Compare current solution with best solution.
Decrease b by one.
Go to 2.
Update:
It's the knapsack problem, except there is a limit of 2 items. You basically need to decide how much space you want for the first object and how much for the other. There is n significant ways to split available space, so the complexity is O(n). Picking the most valuable objects to fit in those spaces can be done without additional cost.