Related
Currently, I'm studying genetic algorithms (personal, not required) and I've come across some topics I'm unfamiliar or just basically familiar with and they are:
Search Space
The "extreme" of a Function
I understand that one's search space is a collection of all possible solutions but I also wish to know how one would decide the range of their search space. Furthermore I would like to know what an extreme is in relation to functions and how it is calculated.
I know I should probably understand what these are but so far I've only taken Algebra 2 and Geometry but I have ventured into physics, matrix/vector math, and data structures on my own so please excuse me if I seem naive.
Generally, all algorithms which are looking for a specific item in a collection of items are called search algorithms. When the collection of items is defined by a mathematical function (opposed to existing in a database), it is called a search space.
One of the most famous problems of this kind is the travelling salesman problem, where an algorithm is sought which will, given a list of cities and their distances, find the shortest route for visiting each city only once. For this problem, the exact solution can be found only by examining all possible routes (the entire search space), and finding the shortest one (the route which has the minimum distance, which is the extreme value in the search space). The best time complexity of such an algorithm (called an exhaustive search) is exponential (although it is still possible that there may be a better solution), meaning that the worst-case running time increases exponentially as the number of cities increases.
This is where genetic algorithms come into play. Similar to other heuristic algorithms, genetic algorithms try to get close to the optimal solution by improving a candidate solution iteratively, with no guarantee that an optimal solution will actually be found.
This iterative approach has the problem that the algorithm can easily get "stuck" in a local extreme (while trying to improve a solution), not knowing that there is a potentially better solution somewhere further away:
The figure shows that, in order to get to the actual, optimal solution (the global minimum), an algorithm currently examining the solution around the local minimum needs to "jump over" a large maximum in the search space. A genetic algorithm will rapidly locate such local optimums, but it will usually fail to "sacrifice" this short-term gain to get a potentially better solution.
So, a summary would be:
exhaustive search
examines the entire search space (long time)
finds global extremes
heuristic (e.g. genetic algorithms)
examines a part of the search space (short time)
finds local extremes
Genetic algorithms are not good in tuning to a local optimum. If you want to find a global optimum at least you should be able to approach or find a strategy to approach the local optimum. Recently some improvements have been developed to better find the local optima.
"GENETIC ALGORITHM FOR INFORMATIVE BASIS FUNCTION SELECTION
FROM THE WAVELET PACKET DECOMPOSITION WITH APPLICATION TO
CORROSION IDENTIFICATION USING ACOUSTIC EMISSION"
http://gbiomed.kuleuven.be/english/research/50000666/50000669/50488669/neuro_research/neuro_research_mvanhulle/comp_pdf/Chemometrics.pdf
In general, "search space" means, what type of answers are you looking for. For example, if you are writing a genetic algorithm which builds bridges, tests them out, and then builds more, the answers you are looking for are bridge models (in some form). As another example, if you're trying to find a function which agrees with a set of sample inputs on some number of points, you might try to find a polynomial which has this property. In this instance your search space might be polynomials. You might make this simpler by putting a bound on the number of terms, maximum degree of the polynomial, etc... So you could specify that you wanted to search for polynomials with integer exponents in the range [-4, 4]. In genetic algorithms, the search space is the set of possible solutions you could generate. In genetic algorithms you need to carefully limit your search space so you avoid answers which are completely dumb. At my former university, a physics student wrote a program which was a GA to calculate the best configuration of atoms in a molecule to have low energy properties: they found a great solution having almost no energy. Unfortunately, their solution put all the atoms at the exact center of the molecule, which is physically impossible :-). GAs really hone in on good solutions to your fitness functions, so it's important to choose your search space so that it doesn't produce solutions with good fitness but are in reality "impossible answers."
As for the "extreme" of a function. This is simply the point at which the function takes its maximum value. With respect to genetic algorithms, you want the best solution to the problem you're trying to solve. If you're building a bridge, you're looking for the best bridge. In this scenario, you have a fitness function that can tell you "this bridge can take 80 pounds of weight" and "that bridge can take 120 pounds of weight" then you look around for solutions which have higher fitness values than others. Some functions have simple extremes: you can find the extreme of a polynomial using simple high school calculus. Other functions don't have a simple way to calculate their extremes. Notably, highly nonlinear functions have extremes which might be difficult to find. Genetic algorithms excel at finding these solutions using a clever search technique which looks around for high points and then finds others. It's worth noting that there are other algorithms that do this as well, hill climbers in particular. The things that make GAs different is that if you find a local maximum, other types of algorithms can get "stuck," blinded by a locally good solution, so that they never see a possibly much better solution farther away in the search space. There are other ways to adapt hill climbers to this as well, simulated annealing, for one.
The range space usually requires some intuitive understanding of the problem you're trying to solve-- some expertise in the domain of the problem. There's really no guaranteed method to pick the range.
The extremes are just the minimum and maximum values of the function.
So for instance, if you're coding up a GA just for practice, to find the minimum of, say, f(x) = x^2, you know pretty well that your range should be +/- something because you already know that you're going to find the answer at x=0. But then of course, you wouldn't use a GA for that because you already have the answer, and even if you didn't, you could use calculus to find it.
One of the tricks in genetic algorithms is to take some real-world problem (often an engineering or scientific problem) and translate it, so to speak, into some mathematical function that can be minimized or maximized. But if you're doing that, you probably already have some basic notion where the solutions might lie, so it's not as hopeless as it sounds.
The term "search space" does not restrict to genetic algorithms. I actually just means the set of solutions to your optimization problem. An "extremum" is one solution that minimizes or maximizes the target function with respect to the search space.
Search space simply put is the space of all possible solutions. If you're looking for a shortest tour, the search space consists of all possible tours that can be formed. However, beware that it's not the space of all feasible solutions! It only depends on your encoding. If your encoding is e.g. a permutation, than the search space is that of the permutation which is n! (factorial) in size. If you're looking to minimize a certain function the search space with real valued input the search space is bounded by the hypercube of the real valued inputs. It's basically infinite, but of course limited by the precision of the computer.
If you're interested in genetic algorithms, maybe you're interested in experimenting with our software. We're using it to teach heuristic optimization in classes. It's GUI driven and windows based so you can start right away. We have included a number of problems such as real-valued test functions, traveling salesman, vehicle routing, etc. This allows you to e.g. look at how the best solution of a certain TSP is improving over the generations. It also exposes the problem of parameterization of metaheuristics and lets you find better parameters that will solve the problems more effectively. You can get it at http://dev.heuristiclab.com.
Yes, there are many such questions like this on SO. I saw genetic algorithms were the most common answers.
Making a timetable schedule and
Algorithm for creating a school timetable
However, I am worried about these characteristics of a GA
termination condition of the program are hard to define
cant escape local maxima easily
I expect the program to be pushed to conflicting criteria and impossible solutions too readily by it's users.
Hence I want a method that
is decisive- guaranteed to reach a near-optimal situation or report that the algorithm won't reach a solution
can take both hard (inviolable) limits and soft limits
elegantly takes in user-input constraints; if user-input doesnt work, it can be added to the code without breaking it
There are 100000 exhaustively possible timetables.
I searched around and saw that metaheuristic algorithms like simulated annealing are a good candidate. What about dynamic programming algorithms?
Is a brute-force approach okay for such a data set?
What is a good algorithm that can fit the criteria?
For small input, with only 100,000 possibilities - I'd go with a plain brute force solution: Just check all possibilities, and chose the best out of them. For modern machines, running your scoring function on an input of size 100,000 is not computationally hard, and will most likely take just a few seconds.
GA and other AI algorithms, are usually used for much larger input [billions and more possibilities], so they might not be the best solution in your case.
Unlike any other solution, the brute force solution will ensure you the optimal solution, and will be terminated when it exhausts all possible solutions.
(*)Note: you can modify GA and steepest ascent hill climbing to overcome the 2nd problem you mention [escaping local maxima] by enforcing random restarts when the solution is not improving for k steps, but again - you will have no idea how close you are to the optimal solution at each point.
I know it has been proven NP-complete, and that's ok. I'm currently solving it with branch and bound where I set the initial upper limit at the number of multiplications it would take the normal binary square/multiply algorithm, and it does give the right answers, but I'm not satisfied with the running time (it can take several seconds for numbers around 200). This being an NP-complete problem, I'm not expecting anything spectacular; but there are often tricks to get the Actual Time under control somewhat.
Are there faster ways to do this in practice? If so, what are they?
This looks like section 4.6.3 "Evaluation of Powers" in Knuth Vol 2 Seminumerical Algorithms. This goes into considerable detail to give various approaches, which look much quicker than branch and bound but do not all provide the absolutely best solution.
Knuth states in the discussion after Theorem F that he uses backtrack search to prove that l(191) = 11, so I doubt if you will find a short-cut answer for this. He defers explanation of the backtrack search to section 7.2.2, which is I think still unpublished, although there are traces of work on this at http://www-cs-faculty.stanford.edu/~uno/programs.html.
Metaheuristics algorithms will scale far better. They include Tabu search, Genetic algorithms, Simulated Annealing, ...
There's a couple of free books and free software out there.
I'm late to the party but in Handbook of Elliptic and Hyperelliptic Curve Cryptography there is a chapter "9.2 Fixed exponent" which also discusses various kinds addition chains.
I'm trying to find a source or two on the web that explain these in simple terms. Also, can this notion be used in a practical fashion to improve an algorithm? If so, how? Below is a brief explanation I got from a contact.
I dont know where you can find simple
explanation. But i try to explain you.
Algorithm complexity is a term, that
explain dependence between input
information and resourses that need to
process it. For example, if you need
to find max in array, you should
enumerate all elements and compare it
with your variable(e.g. max). Suppose
that there are N elements in array.
So, complexity of this algorithm is
O(N), because we enumerate all
elements for one time. If we enumerate
all elements for 2 times, complexity
will be O(N*N). Binary search has
complexity O(log2(N)), because its
decrease area of search by a half
during every step. Also, you can
figure out a space complexity of your
algorithm - dependence between space,
required by program, and amount of
input data.
It's not easy to say all things about complexity, but I think wiki has a good explanation on it and for startup is good, see:
Big O notation for introducing
this aspect (Also you can look at
teta and omega notations too).
Analysis of algorithm, to know
about complexity more.
And Computational Complexity,
which is a big theory in computer
science.
and about optimization you can look at web and wiki to find it, but with five line your friends give a good sample for introduction, but these are not one night effort for understanding their usage, calculation, and thousand of theory.
In all you can be familiar with them as needed, reading wiki, more advance reading books like Gary and Johnson or read Computation Complexity, a modern approach, but do not expect you know everything about them after that. Also you can see this lecture notes: http://www.cs.rutgers.edu/~allender/lecture.notes/.
As your friend hinted, this isn't a simple topic. But it is worth investing some time to learn. Check out this book, commonly used as a textbook in CS courses on algorithms.
The course reader used in Stanford's introductory programming classes has a great chapter on algorithmic analysis by legendary CS educator Eric Roberts. The whole text is online at this link, and Chapter 8 might be worth looking at.
You can watch Structure and Interpretation of computer programs. It's a nice MIT course.
Also, can this notion be used in a practical fashion to improve an algorithm? If so, how?
It's not so much used for improving an algorithm but evaluating the performance of algorithms and deciding on which algorithm you choose to use. For any given problem, you really want to avoid algorithms that has O(N!) or O(N^x) since they slow down dramatically when the size of N (your input) increases. What you want is O(N) or O(log(N)) or even better O(1).
O(1) is constant time which means the algorithm takes the same amount of time to execute for a million inputs as it does for one. O(N) is of course linear which means the time it takes to execute the algorithm increases in proportion to its input.
There are even some problems where any algorithm developed to solve them end up being O(N!). Basically no fast algorithm can be developed to solve the problem completely (this class of problems is known as NP-complete). Once you realize you're dealing with such a problem you can relax your requirements a bit and solve the problem imperfectly by "cheating". These cheats don't necessarily find the optimal solution but instead settle for good enough. My favorite cheats are genetic/evolutionary algorithms and rainbow tables.
Another example of how understanding algorithmic complexity changes how you think about programming is micro-optimizations. Or rather, not doing it. You often see newbies asking questions like is ++x faster than x++. Seasoned programmers mostly don't care and will usually reply the first rule of optimization is: don't.
The more useful answer should be that changing x++ to ++x does not in any way alter your algorithm complexity. The complexity of your algorithm has a much greater impact on the speed of your code than any form of micro-optimization. For example, it is much more productive for you to look at your code and reduce the number of deeply nested for loops than it is to worry about how your compiler turns your code to assembly.
Yet another example is how in games programming speeding up code counter-intuitively involve adding even more code instead of reducing code. The added code are in the form of filters (basically if..else statements) that decides which bit of data need further processing and which can be discarded. Form a micro-optimizer point of view adding code means more instructions for the CPU to execute. But in reality those filters reduce the problem space by discarding data and therefore run faster overall.
By all means, understand data structures, algorithms, and big-O.
Design code carefully and well, keeping it as simple as possible.
But that's not enough.
The key to optimizing is knowing how to find problems, after the code is written.
Here's an example.
What is the difference between a heuristic and an algorithm?
An algorithm is the description of an automated solution to a problem. What the algorithm does is precisely defined. The solution could or could not be the best possible one but you know from the start what kind of result you will get. You implement the algorithm using some programming language to get (a part of) a program.
Now, some problems are hard and you may not be able to get an acceptable solution in an acceptable time. In such cases you often can get a not too bad solution much faster, by applying some arbitrary choices (educated guesses): that's a heuristic.
A heuristic is still a kind of an algorithm, but one that will not explore all possible states of the problem, or will begin by exploring the most likely ones.
Typical examples are from games. When writing a chess game program you could imagine trying every possible move at some depth level and applying some evaluation function to the board. A heuristic would exclude full branches that begin with obviously bad moves.
In some cases you're not searching for the best solution, but for any solution fitting some constraint. A good heuristic would help to find a solution in a short time, but may also fail to find any if the only solutions are in the states it chose not to try.
An algorithm is typically deterministic and proven to yield an optimal result
A heuristic has no proof of correctness, often involves random elements, and may not yield optimal results.
Many problems for which no efficient algorithm to find an optimal solution is known have heuristic approaches that yield near-optimal results very quickly.
There are some overlaps: "genetic algorithms" is an accepted term, but strictly speaking, those are heuristics, not algorithms.
Heuristic, in a nutshell is an "Educated guess". Wikipedia explains it nicely. At the end, a "general acceptance" method is taken as an optimal solution to the specified problem.
Heuristic is an adjective for
experience-based techniques that help
in problem solving, learning and
discovery. A heuristic method is used
to rapidly come to a solution that is
hoped to be close to the best possible
answer, or 'optimal solution'.
Heuristics are "rules of thumb",
educated guesses, intuitive judgments
or simply common sense. A heuristic is
a general way of solving a problem.
Heuristics as a noun is another name
for heuristic methods.
In more precise terms, heuristics
stand for strategies using readily
accessible, though loosely applicable,
information to control problem solving
in human beings and machines.
While an algorithm is a method containing finite set of instructions used to solving a problem. The method has been proven mathematically or scientifically to work for the problem. There are formal methods and proofs.
Heuristic algorithm is an algorithm that is able to produce an
acceptable solution to a problem in
many practical scenarios, in the
fashion of a general heuristic, but
for which there is no formal proof of
its correctness.
An algorithm is a self-contained step-by-step set of operations to be performed 4, typically interpreted as a finite sequence of (computer or human) instructions to determine a solution to a problem such as: is there a path from A to B, or what is the smallest path between A and B. In the latter case, you could also be satisfied with a 'reasonably close' alternative solution.
There are certain categories of algorithms, of which the heuristic algorithm is one. Depending on the (proven) properties of the algorithm in this case, it falls into one of these three categories (note 1):
Exact: the solution is proven to be an optimal (or exact solution) to the input problem
Approximation: the deviation of the solution value is proven to be never further away from the optimal value than some pre-defined bound (for example, never more than 50% larger than the optimal value)
Heuristic: the algorithm has not been proven to be optimal, nor within a pre-defined bound of the optimal solution
Notice that an approximation algorithm is also a heuristic, but with the stronger property that there is a proven bound to the solution (value) it outputs.
For some problems, noone has ever found an 'efficient' algorithm to compute the optimal solutions (note 2). One of those problems is the well-known Traveling Salesman Problem. Christophides' algorithm for the Traveling Salesman Problem, for example, used to be called a heuristic, as it was not proven that it was within 50% of the optimal solution. Since it has been proven, however, Christophides' algorithm is more accurately referred to as an approximation algorithm.
Due to restrictions on what computers can do, it is not always possible to efficiently find the best solution possible. If there is enough structure in a problem, there may be an efficient way to traverse the solution space, even though the solution space is huge (i.e. in the shortest path problem).
Heuristics are typically applied to improve the running time of algorithms, by adding 'expert information' or 'educated guesses' to guide the search direction. In practice, a heuristic may also be a sub-routine for an optimal algorithm, to determine where to look first.
(note 1): Additionally, algorithms are characterised by whether they include random or non-deterministic elements. An algorithm that always executes the same way and produces the same answer, is called deterministic.
(note 2): This is called the P vs NP problem, and problems that are classified as NP-complete and NP-hard are unlikely to have an 'efficient' algorithm. Note; as #Kriss mentioned in the comments, there are even 'worse' types of problems, which may need exponential time or space to compute.
There are several answers that answer part of the question. I deemed them less complete and not accurate enough, and decided not to edit the accepted answer made by #Kriss
Actually I don't think that there is a lot in common between them. Some algorithm use heuristics in their logic (often to make fewer calculations or get faster results). Usually heuristics are used in the so called greedy algorithms.
Heuristics is some "knowledge" that we assume is good to use in order to get the best choice in our algorithm (when a choice should be taken). For example ... a heuristics in chess could be (always take the opponents' queen if you can, since you know this is the stronger figure). Heuristics do not guarantee you that will lead you to the correct answer, but (if the assumptions is correct) often get answer which are close to the best in much shorter time.
An Algorithm is a clearly defined set of instructions to solve a problem, Heuristics involve utilising an approach of learning and discovery to reach a solution.
So, if you know how to solve a problem then use an algorithm. If you need to develop a solution then it's heuristics.
Heuristics are algorithms, so in that sense there is none, however, heuristics take a 'guess' approach to problem solving, yielding a 'good enough' answer, rather than finding a 'best possible' solution.
A good example is where you have a very hard (read NP-complete) problem you want a solution for but don't have the time to arrive to it, so have to use a good enough solution based on a heuristic algorithm, such as finding a solution to a travelling salesman problem using a genetic algorithm.
Algorithm is a sequence of some operations that given an input computes something (a function) and outputs a result.
Algorithm may yield an exact or approximate values.
It also may compute a random value that is with high probability close to the exact value.
A heuristic algorithm uses some insight on input values and computes not exact value (but may be close to optimal).
In some special cases, heuristic can find exact solution.
A heuristic is usually an optimization or a strategy that usually provides a good enough answer, but not always and rarely the best answer. For example, if you were to solve the traveling salesman problem with brute force, discarding a partial solution once its cost exceeds that of the current best solution is a heuristic: sometimes it helps, other times it doesn't, and it definitely doesn't improve the theoretical (big-oh notation) run time of the algorithm
I think Heuristic is more of a constraint used in Learning Based Model in Artificial Intelligent since the future solution states are difficult to predict.
But then my doubt after reading above answers is
"How would Heuristic can be successfully applied using Stochastic Optimization Techniques? or can they function as full fledged algorithms when used with Stochastic Optimization?"
http://en.wikipedia.org/wiki/Stochastic_optimization
One of the best explanations I have read comes from the great book Code Complete, which I now quote:
A heuristic is a technique that helps you look for an answer. Its
results are subject to chance because a heuristic tells you only how
to look, not what to find. It doesn’t tell you how to get directly
from point A to point B; it might not even know where point A and
point B are. In effect, a heuristic is an algorithm in a clown suit.
It’s less predict- able, it’s more fun, and it comes without a 30-day,
money-back guarantee.
Here is an algorithm for driving to someone’s house: Take Highway 167
south to Puy-allup. Take the South Hill Mall exit and drive 4.5 miles
up the hill. Turn right at the light by the grocery store, and then
take the first left. Turn into the driveway of the large tan house on
the left, at 714 North Cedar.
Here’s a heuristic for getting to someone’s house: Find the last
letter we mailed you. Drive to the town in the return address. When
you get to town, ask someone where our house is. Everyone knows
us—someone will be glad to help you. If you can’t find anyone, call us
from a public phone, and we’ll come get you.
The difference between an algorithm and a heuristic is subtle, and the
two terms over-lap somewhat. For the purposes of this book, the main
difference between the two is the level of indirection from the
solution. An algorithm gives you the instructions directly. A
heuristic tells you how to discover the instructions for yourself, or
at least where to look for them.
They find a solution suboptimally without any guarantee as to the quality of solution found, it is obvious that it makes sense to the development of heuristics only polynomial. The application of these methods is suitable to solve real world problems or large problems so awkward from the computational point of view that for them there is not even an algorithm capable of finding an approximate solution in polynomial time.