Approximated closest pair algorithm - algorithm

I have been thinking about a variation of the closest pair problem in which the only available information is the set of distances already calculated (we are not allowed to sort points according to their x-coordinates).
Consider 4 points (A, B, C, D), and the following distances:
dist(A,B) = 0.5
dist(A,C) = 5
dist(C,D) = 2
In this example, I don't need to evaluate dist(B,C) or dist(A,D), because it is guaranteed that these distances are greater than the current known minimum distance.
Is it possible to use this kind of information to reduce the O(n²) to something like O(nlogn)?
Is it possible to reduce the cost to something close to O(nlogn) if I accept a kind of approximated solution? In this case, I am thinking about some technique based on reinforcement learning that only converges to the real solution when the number of reinforcements go to infinite, but provides a great approximation for small n.
Processing time (measured by the big O notation) is not the only issue. To keep a very large amount of previous calculated distances can also be an issue.
Imagine this problem for a set with 10⁸ points.
What kind of solution should I look for? Was this kind of problem solved before?
This is not a classroom problem or something related. I have been just thinking about this problem.

I suggest using ideas that are derived from quickly solving k-nearest-neighbor searches.
The M-Tree data structure: (see http://en.wikipedia.org/wiki/M-tree and http://www.vldb.org/conf/1997/P426.PDF ) is designed to reduce the number distance comparisons that need to be performed to find "nearest neighbors".
Personally, I could not find an implementation of an M-Tree online that I was satisfied with (see my closed thread Looking for a mature M-Tree implementation) so I rolled my own.
My implementation is here: https://github.com/jon1van/MTreeMapRepo
Basically, this is binary tree in which each leaf node contains a HashMap of Keys that are "close" in some metric space you define.
I suggest using my code (or the idea behind it) to implement a solution in which you:
Search each leaf node's HashMap and find the closest pair of Keys within that small subset.
Return the closest pair of Keys when considering only the "winner" of each HashMap.
This style of solution would be a "divide and conquer" approach the returns an approximate solution.
You should know this code has an adjustable parameter the governs the maximum number of Keys that can be placed in an individual HashMap. Reducing this parameter will increase the speed of your search, but it will increase the probability that the correct solution won't be found because one Key is in HashMap A while the second Key is in HashMap B.
Also, each HashMap is associated a "radius". Depending on how accurate you want your result you maybe able to just search the HashMap with the largest hashMap.size()/radius (because this HashMap contains the highest density of points, thus it is a good search candidate)
Good Luck

If you only have sample distances, not original point locations in a plane you can operate on, then I suspect you are bounded at O(E).
Specifically, it would seem from your description that any valid solution would need to inspect every edge in order to rule out it having something interesting to say, meanwhile, inspecting every edge and taking the smallest solves the problem.
Planar versions bypass O(V^2), by using planar distances to deduce limitations on sets of edges, allowing us to avoid needing to look at most of the edge weights.

Use same idea as in space partitioning. Recursively split given set of points by choosing two points and dividing set in two parts, points that are closer to first point and points that are closer to second point. That is same as splitting points by a line passing between two chosen points.
That produces (binary) space partitioning, on which standard nearest neighbour search algorithms can be used.

Related

Algorithm Problem: Word transformation from a given word to another using only the words in a given dict

The detailed description of the problem is as follows:
Given two words (beginWord and endWord), and a dictionary's word list, find if there's a transformation sequence from beginWord to endWord, such that:
Only one letter can be changed at a time
Each transformed word must exist in the word list. Note that beginWord is not a transformed word.
I know this word can be solved using breadth-first-search. After I proposed the normal BFS solution, the interviewer asked me if I can make it faster. I didn't figure out a way to speed up. And the interviewer told me I should use a PriorityQueue instead to do a "Best-First-Search". And the priority is given by the hamming distance between the current word and target.
I don't quite understand why this can speed up the search. I feel by using priorityQueue we try to search the path that makes progress (i.e. reducing hamming distance).
This seems to be a greedy method. My questions is:
Why this solution is faster than the breadth-first-search solution? I feel the actual path can be like this: at first not making any progress, or even increasing the hamming distance, but after reaching a word the hamming distance goes down gradually. In this scenario, I think the priority queue solution will be slower.
Any suggestions will be appreciated! Thanks
First, I'd recommend to do some thorough reading on graph searching algorithms, that will explain the question to any detail you want (and far beyond).
TL;DR:
Your interviewer effectively recommended something close to the A* algorithm.
It differs from BFS in one aspect: which node to expand first. It uses a notion of distance score, composed from two elements:
At a node X, we already "traveled" a distance given by the number of transformations so far.
To reach the target from X, we still need to travel some more, at least N steps, where N is the number of characters different between node and target.
If we are to follow the path through X, the total number of steps from start to target can't be less than this score. It can be more if the real rest distance turns out to be longer (some words necessary for the direct path don't exist in the dictionary).
A* tells us: of all open (unexpanded) nodes, try the one first that potentially gives the shortest overall solution path, i.e. the one with the lowest score. And to implement that, a priority queue is a good fit.
In many cases, A* can dramatically reduce the search space (compared to BFS), and it still guarantees to find the best solution.
A* is NOT a greedy algorithm. It will eventually explore the whole search space, only in a much better ordering than a blind BFS.

Exploration Algorithm

Massively edited this question to make it easier to understand.
Given an environment with arbitrary dimensions and arbitrary positioning of an arbitrary number of obstacles, I have an agent exploring the environment with a limited range of sight (obstacles don't block sight). It can move in the four cardinal directions of NSEW, one cell at a time, and the graph is unweighted (each step has a cost of 1). Linked below is a map representing the agent's (yellow guy) current belief of the environment at the instant of planning. Time does not pass in the simulation while the agent is planning.
http://imagizer.imageshack.us/a/img913/9274/qRsazT.jpg
What exploration algorithm can I use to maximise the cost-efficiency of utility, given that revisiting cells are allowed? Each cell holds a utility value. Ideally, I would seek to maximise the sum of utility of all cells SEEN (not visited) divided by the path length, although if that is too complex for any suitable algorithm then the number of cells seen will suffice. There is a maximum path length but it is generally in the hundreds or higher. (The actual test environments used on my agent are at least 4x bigger, although theoretically there is no upper bound on the dimensions that can be set, and the maximum path length would thus increase accordingly)
I consider BFS and DFS to be intractable, A* to be non-optimal given a lack of suitable heuristics, and Dijkstra's inappropriate in generating a single unbroken path. Is there any algorithm you can think of? Also, I need help with loop detection, as I've never done that before since allowing revisitations is my first time.
One approach I have considered is to reduce the map into a spanning tree, except that instead of defining it as a tree that connects all cells, it is defined as a tree that can see all cells. My approach would result in the following:
http://imagizer.imageshack.us/a/img910/3050/HGu40d.jpg
In the resultant tree, the agent can go from a node to any adjacent nodes that are 0-1 turn away at intersections. This is as far as my thinking has gotten right now. A solution generated using this tree may not be optimal, but it should at least be near-optimal with much fewer cells being processed by the algorithm, so if that would make the algorithm more likely to be tractable, then I guess that is an acceptable trade-off. I'm still stuck with thinking how exactly to generate a path for this however.
Your problem is very similar to a canonical Reinforcement Learning (RL) problem, the Grid World. I would formalize it as a standard Markov Decision Process (MDP) and use any RL algorithm to solve it.
The formalization would be:
States s: your NxM discrete grid.
Actions a: UP, DOWN, LEFT, RIGHT.
Reward r: the value of the cells that the agent can see from the destination cell s', i.e. r(s,a,s') = sum(value(seen(s')).
Transition function: P(s' | s, a) = 1 if s' is not out of the boundaries or a black cell, 0 otherwise.
Since you are interested in the average reward, the discount factor is 1 and you have to normalize the cumulative reward by the number of steps. You also said that each step has cost one, so you could subtract 1 to the immediate reward rat each time step, but this would not add anything since you will already average by the number of steps.
Since the problem is discrete the policy could be a simple softmax (or Gibbs) distribution.
As solving algorithm you can use Q-learning, which guarantees the optimality of the solution provided a sufficient number of samples. However, if your grid is too big (and you said that there is no limit) I would suggest policy search algorithms, like policy gradient or relative entropy (although they guarantee convergence only to local optima). You can find something about Q-learning basically everywhere on the Internet. For a recent survey on policy search I suggest this.
The cool thing about these approaches is that they encode the exploration in the policy (e.g., the temperature in a softmax policy, the variance in a Gaussian distribution) and will try to maximize the cumulative long term reward as described by your MDP. So usually you initialize your policy with a high exploration (e.g., a complete random policy) and by trial and error the algorithm will make it deterministic and converge to the optimal one (however, sometimes also a stochastic policy is optimal).
The main difference between all the RL algorithms is how they perform the update of the policy at each iteration and manage the tradeoff exploration-exploitation (how much should I explore VS how much should I exploit the information I already have).
As suggested by Demplo, you could also use Genetic Algorithms (GA), but they are usually slower and require more tuning (elitism, crossover, mutation...).
I have also tried some policy search algorithms on your problem and they seems to work well, although I initialized the grid randomly and do not know the exact optimal solution. If you provide some additional details (a test grid, the max number of steps and if the initial position is fixed or random) I can test them more precisely.

How to find the nearest line segment to a specific point more efficently?

This is a problem I came across frequently and I'm searching a more effective way to solve it. Take a look at this pics:
Let's say you want to find the shortest distance from the red point to a line segment an. Assume you only know the start/end point (x,y) of the segments and the point. Now this can be done in O(n), where n are the line segments, by checking every distance from the point to a line segment. This is IMO not effective, because in the worst case there have to be n-1 distance checks till the right one is found.
This can be a real performance issue for n = 1000 f.e. (which is a likely number), especially if the distance calculation isn't just done in the euclidean space by the Pythagorean theorem but for example by a geodesic method like the haversine formula or Vincenty's.
This is a general problem in different situations:
Is the point inside a radius of the vertices?
Which set of vertices is nearest to the point?
Is the point surrounded by line segments?
To answer these questions, the only approach I know is O(n). Now I would like to know if there is a data structure or a different strategy to solve these problems more efficiently?
To make it short: I'm searching a way, where the line segments / vertices could be "filtered" somehow to get a set of potential candidates before I start my distance calculations. Something to reduce the complexity to O(m) where m < n.
Probably not an acceptable answer, but too long for a comment: The most appropriate answer here depends on details that you did not state in the question.
If you only want to perform this test once, then there will be no way avoid a linear search. However, if you have a fixed set of lines (or a set of lines that does not change too significantly over time), then you may employ various techniques for accelerating the queries. These are sometimes referred to as Spatial Indices, like a Quadtree.
You'll have to expect a trade-off between several factors, like the query time and the memory consumption, or the query time and the time that is required for updating the data structure when the given set of lines changes. The latter also depends on whether it is a structural change (lines being added or removed), or whether only the positions of the existing lines change.

Two algorithms to find nearest neighbor with Locality-sensitive hashing, which one?

Currently I'm studying how to find a nearest neighbor using Locality-sensitive hashing. However while I'm reading papers and searching the web I found two algorithms for doing this:
1- Use L number of hash tables with L number of random LSH functions, thus increasing the chance that two documents that are similar to get the same signature. For example if two documents are 80% similar, then there's an 80% chance that they will get the same signature from one LSH function. However if we use multiple LSH functions, then there's a higher chance to get the same signature for the documents from one of the LSH functions. This method is explained in wikipedia and I hope my understanding is correct:
http://en.wikipedia.org/wiki/Locality-sensitive_hashing#LSH_algorithm_for_nearest_neighbor_search
2- The other algorithm uses a method from a paper (section 5) called: Similarity Estimation Techniques from Rounding Algorithms by Moses S. Charikar. It's based on using one LSH function to generate the signature and then apply P permutations on it and then sort the list. Actually I don't understand the method very well and I hope if someone could clarify it.
My main question is: why would anyone use the second method rather than the first method? As I find it's easier and faster.
I really hope someone can help!!!
EDIT:
Actually I'm not sure if #Raff.Edward were mixing between the "first" and the "second". Because only the second method uses a radius and the first just uses a new hash family g composed of the hash family F. Please check the wikipedia link. They just used many g functions to generate different signatures and then for each g function it has a corresponding hash table. In order to find the nearest neighbor of a point you just let the point go through the g functions and check the corresponding hash tables for collisions. Thus how I understood it as more function ... more chance for collisions.
I didn't find any mentioning about radius for the first method.
For the second method they generate only one signature for each feature vector and then apply P permutations on them. Now we have P lists of permutations where each contains n signatures. Now they then sort each list from P. After that given a query point q, they generate the signature for it and then apply the P permutations on it and then use binary search on each permuted and sorted P list to find the most similar signature to the query q. I concluded this after reading many papers about it, but I still don't understand why would anyone use such a method because it doesn't seem fast in finding the hamming distance!!!!
For me I would simply do the following to find the nearest neighbor for a query point q. Given a list of signatures N, I would generate the signature for the query point q and then scan the list N and compute the hamming distance between each element in N and the signature of q. Thus I would end up with the nearest neighbor for q. And it takes O(N)!!!
Your understanding of the first one is a little off. The probability of a collision occurring is not proportional to the similarity, but whether or not it is less than the pre-defined radius. The goal is that anything within the radius will have a high chance of colliding, and anything outside the radius * (1+eps) will have a low chance of colliding (and the area in-between is a little murky).
The first algorithm is actually fairly difficult to implement well, but can get good results. In particular, the first algorithm is for the L1 and L2 (and technically a few more) metrics.
The second algorithm is very simple to implement, though a naive implementation may use up too much memory to be useful depending on your problem size. In this case, the probability of collision is proportional to the similarity of the inputs. However, it only works for the Cosine Similarity (or distance metrics based on a transform of the similarity.)
So which one you would use is based primarily on which distance metric you are using for Nearest Neighbor (or whatever other application).
The second one is actually much easier to understand and implement than the first one, the paper is just very wordy.
The short version: Take a random vector V and give each index a independent random unit normal value. Create as many vectors as you want the signature length to be. The signature is the signs of each index when you do a Matrix Vector product. Now the hamming distance between any two signatures is related to the cosine similarity between the respective data points.
Because you can encode the signature into an int array and use an XOR with a bit count instruction to get the hamming distance very quickly, you can get approximate cosine similarity scores very quickly.
LSH algorithms doesn't have a lot of standardization, and the two papers (and others) use different definitions, so its all a bit confusing at times. I only recently implemented both of these algorithms in JSAT, and am still working on fully understanding them both.
EDIT: Replying to your edit. The wikipedia article is not great for LSH. If you read the original paper, the first method you are talking about only works for a fixed radius. The hash functions are then created based on that radius, and concatenated to increase the probability of getting near by points in a collision. They then construct a system for doing k-NN on-top of this by determine the maximum value of k they wan, and then finding the largest reasonable distance they would find the k'th nearest neighbor in. In this way, a radius search will very likely return the set of k-NNs. To speed this up, they also create a few extra small radius since the density is often not uniform, and the smaller radius you use, the faster the results.
The wikipedia section you linked is taken from the paper description for the "Stable Distribution" section, which presents the hash function for a search of radius r=1.
For the second paper, the "sorting" you describe is not part of the hashing, but part of one-scheme for searching the hamming space more quickly. I as I mentioned, I recently implemented this, and you can see a quick benchmark I did using a brute force search is still much faster than the naive method of NN. Again, you would also pick this method if you need the cosine similarity over the L2 or L1 distance. You will find many other papers proposing different schemes for searching the hamming space created by the signatures.
If you need help convincing yourself fit can be faster even if you were still doing brute force - just look at it this way: Lets say that the average sparse document has 40 common words with another document (a very conservative number in my experience). You have n documents to compare against. Brute force cosine similarity would then involve about 40*n floating point multiplications (and some extra work). If you have a 1024 bit signature, thats only 32 integers. That means we could do a brute force LSH search in 32*n integer operations, which are considerably faster then floating point operations.
There are also other factors at play here as well. For a sparse data set we have to keep both the doubles and integer indices to represent the non zero indexes, so the sparse dot product is doing a lot of additional integer operations to see which indices they have in common. LSH also allows us to save memory, because we don't need to store all of these integers and doubles for each vector, instead we can just keep its hash around - which is only a few bytes.
Reduced memory use can help us better exploit the CPU cache.
Your O(n) is the naive way I have used in my blog post. And it is fast. However, if you sort the bits before hand, you can do the binary search in O(log(n)). Even if you have L of these lists, L << n, and so it should be faster. The only issue is it gets you approximate hamming NN which are already approximating the cosine similarity, so the results can become a bit worse. It depends on what you need.

Optimal placement of objects wrt pairwise similarity weights

Ok this is an abstract algorithmic challenge and it will remain abstract since it is a top secret where I am going to use it.
Suppose we have a set of objects O = {o_1, ..., o_N} and a symmetric similarity matrix S where s_ij is the pairwise correlation of objects o_i and o_j.
Assume also that we have an one-dimensional space with discrete positions where objects may be put (like having N boxes in a row or chairs for people).
Having a certain placement, we may measure the cost of moving from the position of one object to that of another object as the number of boxes we need to pass by until we reach our target multiplied with their pairwise object similarity. Moving from a position to the box right after or before that position has zero cost.
Imagine an example where for three objects we have the following similarity matrix:
1.0 0.5 0.8
S = 0.5 1.0 0.1
0.8 0.1 1.0
Then, the best ordering of objects in the tree boxes is obviously:
[o_3] [o_1] [o_2]
The cost of this ordering is the sum of costs (counting boxes) for moving from one object to all others. So here we have cost only for the distance between o_2 and o_3 equal to 1box * 0.1sim = 0.1, the same as:
[o_3] [o_1] [o_2]
On the other hand:
[o_1] [o_2] [o_3]
would have cost = cost(o_1-->o_3) = 1box * 0.8sim = 0.8.
The target is to determine a placement of the N objects in the available positions in a way that we minimize the above mentioned overall cost for all possible pairs of objects!
An analogue is to imagine that we have a table and chairs side by side in one row only (like the boxes) and you need to put N people to sit on the chairs. Now those ppl have some relations that is -lets say- how probable is one of them to want to speak to another. This is to stand up pass by a number of chairs and speak to the guy there. When the people sit on two successive chairs then they don't need to move in order to talk to each other.
So how can we put those ppl down so that every distance-cost between two ppl are minimized. This means that during the night the overall number of distances walked by the guests are close to minimum.
Greedy search is... ok forget it!
I am interested in hearing if there is a standard formulation of such problem for which I could find some literature, and also different searching approaches (e.g. dynamic programming, tabu search, simulated annealing etc from combinatorial optimization field).
Looking forward to hear your ideas.
PS. My question has something in common with this thread Algorithm for ordering a list of Objects, but I think here it is better posed as problem and probably slightly different.
That sounds like an instance of the Quadratic Assignment Problem. The speciality is due to the fact that the locations are placed on one line only, but I don't think this will make it easier to solve. The QAP in general is NP hard. Unless I misinterpreted your problem you can't find an optimal algorithm that solves the problem in polynomial time without proving P=NP at the same time.
If the instances are small you can use exact methods such as branch and bound. You can also use tabu search or other metaheuristics if the problem is more difficult. We have an implementation of the QAP and some metaheuristics in HeuristicLab. You can configure the problem in the GUI, just paste the similarity and the distance matrix into the appropriate parameters. Try starting with the robust Taboo Search. It's an older, but still quite well working algorithm. Taillard also has the C code for it on his website if you want to implement it for yourself. Our implementation is based on that code.
There has been a lot of publications done on the QAP. More modern algorithms combine genetic search abilities with local search heuristics (e. g. Genetic Local Search from Stützle IIRC).
Here's a variation of the already posted method. I don't think this one is optimal, but it may be a start.
Create a list of all the pairs in descending cost order.
While list not empty:
Pop the head item from the list.
If neither element is in an existing group, create a new group containing
the pair.
If one element is in an existing group, add the other element to whichever
end puts it closer to the group member.
If both elements are in existing groups, combine them so as to minimize
the distance between the pair.
Group combining may require reversal of order in a group, and the data structure should
be designed to support that.
Let me help the thread (of my own) with a simplistic ordering approach.
1. Order the upper half of the similarity matrix.
2. Start with the pair of objects having the highest similarity weight and place them in the center positions.
3. The next object may be put on the left or the right side of them. So each time you may select the object that when put to left or right
has the highest cost to the pre-placed objects. Goto Step 2.
The selection of Step 3 is because if you left this object and place it later this cost will be again the greatest of the remaining, and even more (farther to the pre-placed objects). So the costly placements should be done as earlier as it can be.
This is too simple and of course does not discover a good solution.
Another approach is to
1. start with a complete ordering generated somehow (random or from another algorithm)
2. try to improve it using "swaps" of object pairs.
I believe local minima would be a huge deterrent.

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