Approximate the typical value of a sample - algorithm

Say I have a sample of N positive real numbers and I want to find a "typical" value for these numbers. Of course "typical" is not very well defined but one could think of the following more concrete problem :
The numbers are distributed such that (roughly speaking) a fraction (1-epsilon) of them is drawn from a Gaussian with positive mean m > 0 and mean square deviation sigma << m and a small fraction epsilon of them is drawn from some other distribution, heavy tailed both for large and small numbers. I want to estimate the mean of the Gaussian within a few standard deviation.
A solution would be to compute the median but while it is O(N), constant factors are not so good for moderate N and moreover it requires quite a bit of coding. I am ready to give up precision on my estimate against code simplicity and/or small N performance (say N is 10 or 20 for instance, and I have at most one or two outliers).
Do you have any suggestion ?
(For instance, if my outliers where only coming from large values, I would compute the average of the log of my values and exponentiate it. Under some further assumptions this gives me, generally, a good estimate and I can compute it easily and with a sharp O(N)).

You could take the mean of the numbers excluding the min and max. The formula is (sum - min - max) / (N - 2), and the terms in the numerator can be computed simply with one pass (watch out for floating point issues though).

I think you should reconsider the median, either using quickselect or Blum-Floyd-Pratt-Rivest-Tarjan (as implented here by Coetzee). It's fast and robust.
If you need better speed you might consider picking a fixed number of random elements and taking their median. This is sublinear (O(1) or O(log n) depending on the model) and works well for large sets.

Related

Why is exponentiation not atomic?

In calculating the efficiency of algorithms, I have read that the exponentiation operation is not considered to be an atomic operation (like multiplication).
Is it because exponentiation is the same as the multiplication operation repeated several times over?
In principle, you can pick any set of "core" operations on numbers that you consider to take a single time unit to evaluate. However, there are a couple of reasons, though, why we typically don't count exponentiation as one of them.
Perhaps the biggest has to do with how large of an output you produce. Suppose you have two numbers x and y that are each d digits long. Then their sum x + y has (at most) d + 1 digits - barely bigger than what we started with. Their product xy has at most 2d digits - larger than what we started with, but not by a huge amount. On the other hand, the value xy has roughly yd digits, which can be significantly bigger than what we started with. (A good example of this: think about computing 100100, which has about 200 digits!) This means that simply writing down the result of the exponentiation would require a decent amount of time to complete.
This isn't to say that you couldn't consider exponentiation to be a constant-time operation. Rather, I've just never seen it done.
(Fun fact: some theory papers don't consider multiplication to be a constant-time operation, since the complexity of a hardware circuit to multiply two b-bit numbers grows quadratically with the size of b. And some theory papers don't consider addition to be constant-time either, especially when working with variable-length numbers! It's all about context. If you're dealing with "smallish" numbers that fit into machine words, then we can easily count addition and multiplication as taking constant time. If you have huge numbers - say, large primes for RSA encryption - then the size of the numbers starts to impact the algorithm's runtime and implementation.)
This is a matter of definition. For example in hardware-design and biginteger-processing multiplication is not considered an atomic operation (see e.g. this analysis of the karatsuba-algorithm).
On the level that is relevant for general purpose software-design on the other hand, multiplication can be considered as a fairly fast operation on fixed-digit numbers implemented in hardware. Exponentiation on the other hand is rarely implemented in hardware and an upper bound for the complexity can only be given in terms of the exponent, rather than the number of digits.

Can one compute the nth Fibonacci number in time O(n) or O(1)? Why?

I asked myself if one can compute the nth Fibonacci number in time O(n) or O(1) and why?
Can someone explain please?
Yes. It is called Binet's Formula, or sometimes, incorrectly, De Moivre's Formula (the real De Moivre's formula is another, but De Moivre did discover Binet's formula before Binet), and involves the golden ratio Phi. The mathematical reasoning behind this (see link) is a bit involved, but doable:
While it is an approximate formula, Fibonacci numbers are integers -- so, once you achieve a high enough precision (depends on n), you can just approximate the number from Binet's formula to the closest integer.
Precision however depends on constants, so you basically have two versions, one with float numbers and one with double precision numbers, with the second also running in constant time, but slightly slower. For large n you will need an arbitrary precision number library, and those have processing times that do depend on the numbers involved; as observed by #MattTimmermans, you'll then probably end up with a O(log^2 n) algorithm. This should happen for large enough values of n that you'd be stuck with a large-number library no matter what (but I'd need to test this to be sure).
Otherwise, the Binet formula is mainly made up of two exponentiations and one division (the three sums and divisions by 2 are probably negligible), while the recursive formula mainly employs function calls and the iterative formula uses a loop. While the first formula is O(1), and the other two are O(n), the actual times are more like a, b n + c and d n + e, with values for a, b, c, d and e that depend on the hardware, compiler, implementation etc. . With a modern CPU it is very likely that a is not too larger than b or d, which means that the O(1) formula should be faster for almost every n. But most implementations of the iterative algorithm start with
if (n < 2) {
return n;
}
which is very likely to be faster for n = 0 and n = 1. I feel confident that Binet's formula is faster for any n beyond the single digits.
Instead of thinking about the recursive method, think of building the sequence from the bottom up, starting at 1+1.
You can also use a matrix m like this:
1 1
1 0
and calculate power n of it. then output m^n[0,0].

Are exponential algorithms (with very small exponents) faster than the general logarithmic algorithm?

Say something runs at n^0.5 vs log n. It's true that this obviously isn't fast (the log n beats it). However, what about n^0.1 or n^0.01? Would it still be preferable to go with the logarithmic algorithm?
I guess, how small should the exponent be to switch to exponential?
The exponent does not matter. It is n that matters.
No matter how small the exponent of an exponential-time-complexity algorithm is, the logarithmic-time-complexity algorithm will beat it if n is large enough.
So, it all depends on your n. Substitute a specific n, calculate the actual run-time cost of your exponential-time-complexity algorithm vs your logarithmic-time-complexity algorithm, and see who the winner is.
Asymptotic complexity can be a bit misleading.
A function that's proportional to log n will be less than one that's proportional to (say) n0.01 . . . once n gets large enough.
But for smaller values of n, all bets are off, because the constant of proportionality can play a large role. For example, sorting algorithms that have O(n2) worst-case complexity are often better choices, when n is known to be small, than sorting algorithms that have O(n log n), because the latter are typically more complicated and therefore have more overhead. It's only when n grows larger that the latter start to win out.
In general, performance decisions should be based on profiling and testing, rather than on purely mathematical arguments about what should theoretically be faster.
In general, given two sublinear algorithms you should choose the one with the smallest constant multiplier. Since complexity theory won't help you with that, you will have to write the programs as efficiently as possible and benchmark them. This necessity might lead you to choose the algorithm which is easier to code efficiently, which might also be a reasonable criterion.
This is of course not the case with superlinear functions, where large n exaggerate costs. But even then, you might find an algorithm whose theoretical efficiency is superior but which requires a very large n to be superior to a simpler algorithm, perhaps so large that it will never be tried.
You're talking about big O which tends to refer to how an algorithm scales as a function of inputs, as opposed to how fast it is in the absolute time sense. On certain data sets an algorithm with a worse big O, may perform much better in absolute time.
Let's say you have two algorithms, one is exactly O(n^0.1) and the other is exactly log(n)
Though the O(n^0.1) is worse, it takes until n is about equal to 100,000,000,000 for it to be surpassed by log(n).
An algorithm could plausibly have a sqrt(N) running time, but what would one with an even lower exponent look like? It is an obvious candidate for replacing a logarithmic method if such can be found, and that's where big O analysis ceases to be useful - it depends on N and the other costs of each operation, plus implementation difficulty.
First of all, exponential complexity is in the form of , where n is the exponent. Complexities below are generally called sub-linear.
Yes, from some finite n₀ onwards, general logarithm is always better than any . However, as you observe, this n₀ turns out to be quite large for smaller values of k. Therefore, if you expect your value of n to be reasonably small, the payload of the logarithm may be worse than the power, but here we move from theory to practice.
To see why should the logarithm be better, let's first look at some plots:
This curve looks mostly the same for all values of k, but may cross the n axis for smaller exponents. If its value is above 0, the logarithm is smaller and thus better. The point at which it crosses the axis for the second time (not in this graph) is where the logarithm becomes the best option for all values of n after that.
Notice the minimum - if the minimum exists and is below 0, we can assume that the function will eventually cross the axis for the second time and become in favour of the logarithm. So let's find the minimum, using the derivative.
From the nature of the function, this is the minimum and it always exists. Therefore, the function is rising from this point.
For k = 0.1, this turns out to be 10,000,000,000, and this is not even where the function crosses the n axis for the second time, only the minimum is there. So in practise, using the exponent is better than the logarithm at least up to this point (unless you have some constants there, of course).

what is the time complexity to divide two numbers?

Assume that I have two numbers a and b (a>b), and if I divide a by b (i.e. calculate a/b). How much time I need to provide?
Well, People are commenting about the instruction set as well architecture. so here is the assumption.
Assume a and b are two integers each of them has n bits and we have standard x86_64 machine with standard instruction set.
A request was made to provide an answer rather than just a link, so I will have a go at this. As pointed out by phs above, there is a good link at https://en.wikipedia.org/wiki/Division_algorithm#Newton.E2.80.93Raphson_division.
Division is one of a number of operations which, as far as computational complexity theory is concerned, are no more expensive than multiplication. One of the reasons for this is that computational complexity theory only really cares about how the cost of an algorithm grows as the amount of data to it gets large, which in this case means multi-precision division. Another is that there is a faster algorithm for division than pen-and-paper long division - this algorithm is in fact good enough to influence the design of computer hardware - famous examples being the Cray-1 reciprocal iteration and the Pentium bug.
The fast way to do division is, instead of dividing a by by, multiply a by 1/b, reducing the problem to computing a reciprocal. To compute 1/b, you first of all scale the problem by powers of two to get b in the range [1, 2), and make a first guess of the answer, typically from a lookup table - the Pentium bug had errors in the lookup table. Now you have an answer with lots of error - you have 1/b + x, where x is the error, which is unknown to you, but small if your lookup table was of a decent size.
The theory of Newton-Raphson iteration for solving equations tells you that if c = 1/b + x is a guess for 1/b, then c(2-bc) is a better guess. If c = 1/b + x then some algebra will tell you that the better guess works out as 1/b -bx^2. You have squared the error x, and since x was small (say 0.1 to start off with) you have roughly doubled the number of bits correct.
You are doubling the number of bits you have correct every time you do this, so it doesn't take many iterations to get a (good enough) answer. Now (here comes the neat part) because you know each iteration is only an approximation anyway, you need only calculate it to the accuracy that you reckon the approximation will give, not the full accuracy of the answer you want. Most of the underlying work is the multiplication in c(2-b) and this grows faster than linear in the number of bits of accuracy you work to. When you sit down and work out the cost of all of this, you find that it grows rapidly enough with the number of digits that you get a sum that looks like 1 = 1/2 + 1/4 + 1/8 +... - lots of terms but converging to answer not too far off the very first one - and the cost of a multi-precision divide is not more than a constant factor more than the cost of a multi-precision multiply.

How can one test time complexity "experimentally"?

Could it be done by keeping a counter to see how many iterations an algorithm goes through, or does the time duration need to be recorded?
The currently accepted won't give you any theoretical estimation, unless you are somehow able to fit the experimentally measured times with a function that approximates them. This answer gives you a manual technique to do that and fills that gap.
You start by guessing the theoretical complexity function of the algorithm. You also experimentally measure the actual complexity (number of operations, time, or whatever you find practical), for increasingly larger problems.
For example, say you guess an algorithm is quadratic. Measure (Say) the time, and compute the ratio of time to your guessed function (n^2):
for n = 5 to 10000 //n: problem size
long start = System.time()
executeAlgorithm(n)
long end = System.time()
long totalTime = end - start
double ratio = (double) time / (n * n)
end
. As n moves towards infinity, this ratio...
Converges to zero? Then your guess is too low. Repeat with something bigger (e.g. n^3)
Diverges to infinity? Then your guess is too high. Repeat with something smaller (e.g. nlogn)
Converges to a positive constant? Bingo! Your guess is on the money (at least approximates the theoretical complexity for as large n values as you tried)
Basically that uses the definition of big O notation, that f(x) = O(g(x)) <=> f(x) < c * g(x) - f(x) is the actual cost of your algorithm, g(x) is the guess you put, and c is a constant. So basically you try to experimentally find the limit of f(x)/g(x); if your guess hits the real complexity, this ratio will estimate the constant c.
Algorithm complexity is defined as (something like:)
the number of operations the algorithm does as a function
of its input size.
So you need to try your algorithm with various input sizes (i.e. for sort - try sorting 10 elements, 100 elements etc.), and count each operation (e.g. assignment, increment, mathematical operation etc.) the algorithm does.
This will give you a good "theoretical" estimation.
If you want real-life numbers on the other hand - use profiling.
As others have mentioned, the theoretical time complexity is a function of number of cpu operations done by your algorithm. In general processor time should be a good approximation for that modulo a constant. But the real run time may vary because of a number of reasons such as:
processor pipeline flushes
Cache misses
Garbage collection
Other processes on the machine
Unless your code is systematically causing some of these things to happen, with enough number of statistical samples, you should have a fairly good idea of the time complexity of your algorithm, based on observed runtime.
The best way would be to actually count the number of "operations" performed by your algorithm. The definition of "operation" can vary: for an algorithm such as quicksort, it could be the number of comparisons of two numbers.
You could measure the time taken by your program to get a rough estimate, but various factors could cause this value to differ from the actual mathematical complexity.
yes.
you can track both, actual performance and number of iterations.
Might I suggest using ANTS profiler. It will provide you this kind of detail while you run your app with "experimental" data.

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