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StackOverflow crowd. I have a very open-ended software design question.
I've been looking for an elagant solution to this for a while and I was wondering if anyone here had some brilliant insight into the problem. Consider this to be like a data structures puzzle.
What I am trying to do is to create a unit converter that is capable of converting from any unit to any unit. Assume that the lexing and parsing is already done. A few simple examples:
Convert("days","hours") // Yields 24
Convert("revolutions", "degrees") // Yields 360
To make things a little more complicated, it must smoothly handle ambiguities between inputs:
Convert("minutes","hours") // Yields (1/60)
Convert("minutes","revolutions") // Yields (1/21600)
To make things even more fun, it must handle complex units without needing to enumerate all possibilities:
Convert("meters/second","kilometers/hour")
Convert("miles/hour","knots")
Convert("Newton meters","foot pounds")
Convert("Acre feet","meters^3")
There's no right or wrong answer, I'm looking for ideas on how to accomplish this. There's always a brute force solution, but I want something elegant that is simple and scalable.
I would start with a hashtable (or persisted lookup table - your choice how you implement) that carries unit conversions between as many pairs as you care to put in. If you put in every possible pair, then this is your brute force approach.
If you have only partial pairs, you can then do a search across the pairs you do have to find a combination. For example, let's say I have these two entries in my hashtable:
Feet|Inches|1/12
Inches|Centimeters|2.54
Now if I want to convert feet to centimeters, I have a simple graph search: vertices are Feet, Inches, and Centimeters, and edges are the 1/12 and 2.54 conversion factors. The solution in this case is the two edges 1/12, 2.54 (combined via multiplication, of course). You can get fancier with the graph parameters if you want to.
Another approach might be applying abductive reasoning - look into AI texts about algebraic problem solvers for this...
Edit: Addressing Compound Units
Simplified problem: convert "Acres" to "Meters^2"
In this case, the keys are understanding that we are talking about units of length, so why don't we insert a new column into the table for unit type, which can be "length" or "area". This will help performance even in the earlier cases as it gives you an easy column to pare down your search space.
Now the trick is to understand that length^2 = area. Why not add another lookup that stores this metadata:
Area|Length|Length|*
We couple this with the primary units table:
Meters|Feet|3.28|Length
Acres|Feet^2|43560|Area
So the algorithm goes:
Solution is m^2, which is m * m, which is a length * length.
Input is acres, which is an area.
Search the meta table for m, and find the length * length mapping. Note that in more complex examples there may be more than one valid mapping.
Append to the solution a conversion Acres->Feet^2.
Perform the original graph search for Feet->M.
Note that:
The algorithm won't know whether to use area or length as the basic domain in which to work. You can provide it hints, or let it search both spaces.
The meta table gets a little brute-force-ish.
The meta table will need to get smarter if you start mixing types (e.g. Resistance = Voltage / Current) or doing something really ugly and mixing unit systems (e.g. a FooArea = Meters * Feet).
Whatever structure you choose, and your choice may well be directed by your preferred implementation (OO ? functional ? DBMS table ?) I think you need to identify the structure of units themselves.
For example a measurement of 1000km/hr has several components:
a scalar magnitude, 1000;
a prefix, in this case kilo; and
a dimension, in this case L.T^(-1), that is, length divided by time.
Your modelling of measurements with units needs to capture at least this complexity.
As has already been suggested, you should establish what the base set of units you are going to use are, and the SI base units immediately suggest themselves. Your data structure(s) for modelling units would then be defined in terms of those base units. You might therefore define a table (thinking RDBMS here, but easily translatable into your preferred implementation) with entries such as:
unit name dimension conversion to base
foot Length 0.3048
gallon(UK) Length^3 4.546092 x 10^(-3)
kilowatt-hour Mass.Length^2.Time^(-2) 3.6 x 10^6
and so forth. You'll also need a table to translate prefixes (kilo-, nano-, mega-, mibi- etc) into multiplying factors, and a table of base units for each of the dimensions (ie meter is the base unit for Length, second for Time, etc). You'll also have to cope with units such as feet which are simply synonyms for other units.
The purpose of dimension is, of course, to ensure that your conversions and other operations (such as adding 2 feet to 3.5 metres) are commensurate.
And, for further reading, I suggest this book by Cardarelli.
EDIT in response to comments ...
I'm trying to veer away from suggesting (implementation-specific) solutions so I'll waffle a bit more. Compound units, such as kilowatt-hours, do pose a problem. One approach would be to tag measurements with multiple unit-expressions, such as kilowatt and hour, and a rule for combining them, in this case multiplication I could see this getting quite hairy quite quickly. It might be better to restrict the valid set of units to the most common ones in the domain of the application.
As to dealing with measurements in mixed units, well the purpose of defining the Dimension of a unit is to provide some means to ensure that only sensible operations can be applied to measurements-with-units. So, it's sensible to add two lengths (L+L) together, but not a length (L) and a volume (L^3). On the other hand it is sensible to divide a volume by a length (to get an area (L^2)). And it's kind of up to the application to determine if strange units such as kilowatt-hours per square metre are valid.
Finally, the book I link to does enumerate all the possibilities, I guess most sensible applications with units will implement only a selection.
I would start by choosing a standard unit for every quantity(eg. meters for length, newtons for force, etc) and then storing all the conversion factors to that unit in a table
then to go from days to hours, for example, you find the conversion factors for seconds per day and seconds per hour and divide them to find the answer.
for ambiguities, each unit could be associated with all the types of quantities it measures, and to determine which conversion to do, you would take the intersection of those two sets of types(and if you're left with 0 or more than one you would spit out an error)
I assume that you want to hold the data about conversion in some kind of triples (fstUnit, sndUnit, multiplier).
For single unit conversions:
Use some hash functions in O(1) to change the unit stucture to a number, and then put all multipliers in a matrix (you only have to remember the upper-right part, because the reflection is the same, but inversed).
For complex cases:
Example 1. m/s to km/h. You check (m,km) in the matrix, then the (s,h), then multiply the results.
Example 2. m^3 to km^3. You check (m,km) and take it to the third power.
Of course some errors, when types don't match like field and volume.
You can make a class for Units that takes the conversion factor and the exponents of all basic units (I'd suggest to use metric units for this, that makes your life easier). E.g. in Pseudo-Java:
public class Unit {
public Unit(double factor, int meterExp, int secondExp, int kilogrammExp ... [other base units]) {
...
}
}
//you need the speed in km/h (1 m/s is 3.6 km/h):
Unit kmPerH = new Unit(1 / 3.6, 1, -1, 0, ...)
I would have a table with these fields:
conversionID
fromUnit
toUnit
multiplier
and however many rows you need to store all the conversions you want to support
If you want to support a multi-step process (degrees F to C), you'd need a one-to-many relationship with the units table, say called conversionStep, with fields like
conversionID
sequence
operator
value
If you want to store one set of conversions but support multi-step conversions, like storing
Feet|Inches|1/12
Inches|Centimeters|2.54
and supporting converting from Feet to Centimeters, I would store a conversion plan in another table, like
conversionPlanID
startUnits
endUnits
via
your row would look like
1 | feet | centimeters | inches
Related
Hello my problem is more related with the validation of a model. I have done a program in netlogo that i'm gonna use in a report for my thesis but now the question is, how many repetitions (simulations) i need to do for justify my results? I already have read some methods using statistical approach and my colleagues have suggested me some nice mathematical operations, but i also want to know from people who works with computational models what kind of statistical test or mathematical method used to know that.
There are two aspects to this (1) How many parameter combinations (2) How many runs for each parameter combination.
(1) Generally you would do experiments, where you vary some of your input parameter values and see how some model output changes. Take the well known Schelling segregation model as an example, you would vary the tolerance value and see how the segregation index is affected. In this case you might vary the tolerance from 0 to 1 by 0.01 (if you want discrete) or you could just take 100 different random values in the range [0,1]. This is a matter of experimental design and is entirely affected by how fine you wish to examine your parameter space.
(2) For each experimental value, you also need to run multiple simulations so that you can can calculate the average and reduce the impact of randomness in the simulation run. For example, say you ran the model with a value of 3 for your input parameter (whatever it means) and got a result of 125. How do you know whether the 'real' answer is 125 or something else. If you ran it 10 times and got 10 different numbers in the range 124.8 to 125.2 then 125 is not an unreasonable estimate. If you ran it 10 times and got numbers ranging from 50 to 500, then 125 is not a useful result to report.
The number of runs for each experiment set depends on the variability of the output and your tolerance. Even the 124.8 to 125.2 is not useful if you want to be able to estimate to 1 decimal place. Look up 'standard error of the mean' in any statistics text book. Basically, if you do N runs, then a 95% confidence interval for the result is the average of the results for your N runs plus/minus 1.96 x standard deviation of the results / sqrt(N). If you want a narrower confidence interval, you need more runs.
The other thing to consider is that if you are looking for a relationship over the parameter space, then you need fewer runs at each point than if you are trying to do a point estimate of the result.
Not sure exactly what you mean, but maybe you can check the books of Hastie and Tishbiani
http://web.stanford.edu/~hastie/local.ftp/Springer/OLD/ESLII_print4.pdf
specially the sections on resampling methods (Cross-Validation and bootstrap).
They also have a shorter book that covers the possible relevant methods to your case along with the commands in R to run this. However, this book, as a far as a I know, is not free.
http://www.springer.com/statistics/statistical+theory+and+methods/book/978-1-4614-7137-0
Also, could perturb the initial conditions to see you the outcome doesn't change after small perturbations of the initial conditions or parameters. On a larger scale, sometimes you can break down the space of parameters with regard to final state of the system.
1) The number of simulations for each parameter setting can be decided by studying the coefficient of variance Cv = s / u, here s and u are standard deviation and mean of the result respectively. It is explained in detail in this paper Coefficient of variance.
2) The simulations where parameters are changed can be analyzed using several methods illustrated in the paper Testing methods.
These papers provide scrupulous analyzing methods and refer to other papers which may be relevant to your question and your research.
I'm trying to come up with a weighted algorithm for an application. In the application, there is a limited amount of space available for different elements. Once all the space is occupied, the algorithm should choose the best element(s) to remove in order to make space for new elements.
There are different attributes which should affect this decision. For example:
T: Time since last accessed. (It's best to replace something that hasn't been accessed in a while.)
N: Number of times accessed. (It's best to replace something which hasn't been accessed many times.)
R: Number of elements which need to be removed in order to make space for the new element. (It's best to replace the least amount of elements. Ideally this should also take into consideration the T and N attributes of each element being replaced.)
I have 2 problems:
Figuring out how much weight to give each of these attributes.
Figuring out how to calculate the weight for an element.
(1) I realize that coming up with the weight for something like this is very subjective, but I was hoping that there's a standard method or something that can help me in deciding how much weight to give each attribute. For example, I was thinking that one method might be to come up with a set of two sample elements and then manually compare the two and decide which one should ultimately be chosen. Here's an example:
Element A: N = 5, T = 2 hours ago.
Element B: N = 4, T = 10 minutes ago.
In this example, I would probably want A to be the element that is chosen to be replaced since although it was accessed one more time, it hasn't been accessed in a lot of time compared with B. This method seems like it would take a lot of time, and would involve making a lot of tough, subjective decisions. Additionally, it may not be trivial to come up with the resulting weights at the end.
Another method I came up with was to just arbitrarily choose weights for the different attributes and then use the application for a while. If I notice anything obviously wrong with the algorithm, I could then go in and slightly modify the weights. This is basically a "guess and check" method.
Both of these methods don't seem that great and I'm hoping there's a better solution.
(2) Once I do figure out the weight, I'm not sure which way is best to calculate the weight. Should I just add everything? (In these examples, I'm assuming that whichever element has the highest replacementWeight should be the one that's going to be replaced.)
replacementWeight = .4*T - .1*N - 2*R
or multiply everything?
replacementWeight = (T) * (.5*N) * (.1*R)
What about not using constants for the weights? For example, sure "Time" (T) may be important, but once a specific amount of time has passed, it starts not making that much of a difference. Essentially I would lump it all in an "a lot of time has passed" bin. (e.g. even though 8 hours and 7 hours have an hour difference between the two, this difference might not be as significant as the difference between 1 minute and 5 minutes since these two are much more recent.) (Or another example: replacing (R) 1 or 2 elements is fine, but when I start needing to replace 5 or 6, that should be heavily weighted down... therefore it shouldn't be linear.)
replacementWeight = 1/T + sqrt(N) - R*R
Obviously (1) and (2) are closely related, which is why I'm hoping that there's a better way to come up with this sort of algorithm.
What you are describing is the classic problem of choosing a cache replacement policy. Which policy is best for you, depends on your data, but the following usually works well:
First, always store a new object in the cache, evicting the R worst one(s). There is no way to know a priori if an object should be stored or not. If the object is not useful, it will fall out of the cache again soon.
The popular squid cache implements the following cache replacement algorithms:
Least Recently Used (LRU):
replacementKey = -T
Least Frequently Used with Dynamic Aging (LFUDA):
replacementKey = N + C
Greedy-Dual-Size-Frequency (GDSF):
replacementKey = (N/R) + C
C refers to a cache age factor here. C is basically the replacementKey of the item that was evicted last (or zero).
NOTE: The replacementKey is calculated when an object is inserted or accessed, and stored alongside the object. The object with the smallest replacementKey is evicted.
LRU is simple and often good enough. The bigger your cache, the better it performs.
LFUDA and GDSF both are tradeoffs. LFUDA prefers to keep large objects even if they are less popular, under the assumption that one hit to a large object makes up lots of hits for smaller objects. GDSF basically makes the opposite tradeoff, keeping many smaller objects over fewer large objects. From what you write, the latter might be a good fit.
If none of these meet your needs, you can calculate optimal values for T, N and R (and compare different formulas for combining them) by minimizing regret, the difference in performance between your formula and the optimal algorithm, using, for example, Linear regression.
This is a completely subjective issue -- as you yourself point out. And a distinct possibility is that if your test cases consist of pairs (A,B) where you prefer A to B, then you might find that you prefer A to B , B to C but also C over A -- i.e. its not an ordering.
If you are not careful, your function might not exist !
If you can define a scalar function of your input variables, with various parameters for coefficients and exponents, you might be able to estimate said parameters by using regression, but you will need an awful lot of data if you have many parameters.
This is the classical statistician's approach of first reviewing the data to IDENTIFY a model, and then using that model to ESTIMATE a particular realisation of the model. There are large books on this subject.
Let's say I have two fairly large data sets - the first is called "Base" and it contains 200 million tab delimited rows and the second is call "MatchSet" which has 10 million tab delimited rows of similar data.
Let's say I then also have an arbitrary function called Match(row1, row2) and Match() essentially contains some heuristics for looking at row1 (from MatchSet) and comparing it to row2 (from Base) and determining if they are similar in some way.
Let's say the rules implemented in Match() are custom and complex rules, aka not a simple string match, involving some proprietary methods. Let's say for now Match(row1,row2) is written in psuedo-code so implementation in another language is not a problem (though it's in C++ today).
In a linear model, aka program running on one giant processor - we would read each line from MatchSet and each line from Base and compare one to the other using Match() and write out our match stats. For example we might capture: X records from MatchSet are strong matches, Y records from MatchSet are weak matches, Z records from MatchSet do not match. We would also write the strong/weak/non values to separate files for inspection. Aka, a nested loop of sorts:
for each row1 in MatchSet
{
for each row2 in Base
{
var type = Match(row1,row2);
switch(type)
{
//do something based on type
}
}
}
I've started considering Hadoop streaming as a method for running these comparisons as a batch job in a short amount of time. However, I'm having a bit of a hardtime getting my head around the map-reduce paradigm for this type of problem.
I understand pretty clearly at this point how to take a single input from hadoop, crunch the data using a mapping function and then emit the results to reduce. However, the "nested-loop" approach of comparing two sets of records is messing with me a bit.
The closest I'm coming to a solution is that I would basically still have to do a 10 million record compare in parallel across the 200 million records so 200 million/n nodes * 10 million iterations per node. Is that that most efficient way to do this?
From your description, it seems to me that your problem can be arbitrarily complex and could be a victim of the curse of dimensionality.
Imagine for example that your rows represent n-dimensional vectors, and that your matching function is "strong", "weak" or "no match" based on the Euclidean distance between a Base vector and a MatchSet vector. There are great techniques to solve these problems with a trade-off between speed, memory and the quality of the approximate answers. Critically, these techniques typically come with known bounds on time and space, and the probability to find a point within some distance around a given MatchSet prototype, all depending on some parameters of the algorithm.
Rather than for me to ramble about it here, please consider reading the following:
Locality Sensitive Hashing
The first few hits on Google Scholar when you search for "locality sensitive hashing map reduce". In particular, I remember reading [Das, Abhinandan S., et al. "Google news personalization: scalable online collaborative filtering." Proceedings of the 16th international conference on World Wide Web. ACM, 2007] with interest.
Now, on the other hand if you can devise a scheme that is directly amenable to some form of hashing, then you can easily produce a key for each record with such a hash (or even a small number of possible hash keys, one of which would match the query "Base" data), and the problem becomes a simple large(-ish) scale join. (I say "largish" because joining 200M rows with 10M rows is quite a small if the problem is indeed a join). As an example, consider the way CDDB computes the 32-bit ID for any music CD CDDB1 calculation. Sometimes, a given title may yield slightly different IDs (i.e. different CDs of the same title, or even the same CD read several times). But by and large there is a small set of distinct IDs for that title. At the cost of a small replication of the MatchSet, in that case you can get very fast search results.
Check the Section 3.5 - Relational Joins in the paper 'Data-Intensive Text Processing
with MapReduce'. I haven't gone in detail, but it might help you.
This is an old question, but your proposed solution is correct assuming that your single stream job does 200M * 10M Match() computations. By doing N batches of (200M / N) * 10M computations, you've achieved a factor of N speedup. By doing the computations in the map phase and then thresholding and steering the results to Strong/Weak/No Match reducers, you can gather the results for output to separate files.
If additional optimizations could be utilized, they'd like apply to both the single stream and parallel versions. Examples include blocking so that you need to do fewer than 200M * 10M computations or precomputing constant portions of the algorithm for the 10M match set.
Here is the facts first.
In the game of bridge there are 4
players named North, South, East and
West.
All 52 cards are dealt with 13 cards
to each player.
There is a Honour counting systems.
Ace=4 points, King=3 points, Queen=2
points and Jack=1 point.
I'm creating a "Card dealer" with constraints where for example you might say that the hand dealt to north has to have exactly 5 spades and between 13 to 16 Honour counting points, the rest of the hands are random.
How do I accomplish this without affecting the "randomness" in the best way and also having effective code?
I'm coding in C# and .Net but some idea in Pseudo code would be nice!
Since somebody already mentioned my Deal 3.1, I'd like to point out some of the optimizations I made in that code.
First of all, to get the most flexibly constraints, I wanted to add a complete programming language to my dealer, so you could generate whole libraries of constraints with different types of evaluators and rules. I used Tcl for that language, because I was already learning it for work, and, in 1994 when Deal 0.0 was released, Tcl was the easiest language to embed inside a C application.
Second, I needed the constraint language to run fairly fast. The constraints are running deep inside the loop. Quite a lot of code in my dealer is little optimizations with lookup tables and the like.
One of the most surprising and simple optimizations was to not deal cards to a seat until a constraint is checked on that seat. For example, if you want north to match constraint A and south to match constraint B, and your constraint code is:
match constraint A to north
match constraint B to south
Then only when you get to the first line do you fill out the north hand. If it fails, you reject the complete deal. If it passes, next fill out the south hand and check its constraint. If it fails, throw out the entire deal. Otherwise, finish the deal and accept it.
I found this optimization when doing some profiling and noticing that most of the time was spent in the random number generator.
There is one fancy optimization, which can work in some instances, call "smart stacking."
deal::input smartstack south balanced hcp 20 21
This generates a "factory" for the south hand which takes some time to build but which can then very quickly fill out the one hand to match this criteria. Smart stacking can only be applied to one hand per deal at a time, because of conditional probability problems. [*]
Smart stacking takes a "shape class" - in this case, "balanced," a "holding evaluator", in this case, "hcp", and a range of values for the holding evaluator. A "holding evaluator" is any evaluator which is applied to each suit and then totaled, so hcp, controls, losers, and hcp_plus_shape, etc. are all holding evalators.
For smartstacking to be effective, the holding evaluator needs to take a fairly limited set of values. How does smart stacking work? That might be a bit more than I have time to post here, but it's basically a huge set of tables.
One last comment: If you really only want this program for bidding practice, and not for simulations, a lot of these optimizations are probably unnecessary. That's because the very nature of practicing makes it unworthy of the time to practice bids that are extremely rare. So if you have a condition which only comes up once in a billion deals, you really might not want to worry about it. :)
[Edit: Add smart stacking details.]
Okay, there are exactly 8192=2^13 possible holdings in a suit. Group them by length and honor count:
Holdings(length,points) = { set of holdings with this length and honor count }
So
Holdings(3,7) = {AK2, AK3,...,AKT,AQJ}
and let
h(length,points) = |Holdings(length,points)|
Now list all shapes that match your shape condition (spades=5):
5-8-0-0
5-7-1-0
5-7-0-1
...
5-0-0-8
Note that the collection of all possible hand shapes has size 560, so this list is not huge.
For each shape, list the ways you can get the total honor points you are looking for by listing the honor points per suit. For example,
Shape Points per suit
5-4-4-0 10-3-0-0
5-4-4-0 10-2-1-0
5-4-4-0 10-1-2-0
5-4-4-0 10-0-3-0
5-4-4-0 9-4-0-0
...
Using our sets Holdings(length,points), we can compute the number of ways to get each of these rows.
For example, for the row 5-4-4-0 10-3-0-0, you'd have:
h(5,10)*h(4,3)*h(4,0)*h(0,0)
So, pick one of these rows at random, with relative probability based on the count, and then, for each suit, choose a holding at random from the correct Holdings() set.
Obviously, the wider the range of hand shapes and points, the more rows you will need to pre-compute. A little more code, you can still do this with some cards pre-determined - if you know where the ace of spades or west's whole hand or whatever.
[*] In theory, you can solve these conditional probability issues for smart stacking with multiple hands, but the solution to the problem would make it effective only for extremely rare types of deals. That's because the number of rows in the factory's table is roughly the product of the number of rows for stacking one hand times the number of rows for stacking the other hand. Also, the h() table has to be keyed on the number of ways of dividing the n cards amongst hand 1, hand 2, and other hands, which changes the number of values from roughly 2^13 to 3^13 possible values, which is about two orders of magnitude bigger.
Since the numbers are quite small here, you could just take the heuristic approach: Randomly deal your cards, evaluate the constraints and just deal again if they are not met.
Depending on how fast your computer is, it might be enough to do this:
Repeat:
do a random deal
Until the board meets all the constraints
As with all performance questions, the thing to do is try it and see!
edit I tried it and saw:
done 1000000 hands in 12914 ms, 4424 ok
This is without giving any thought to optimisation - and it produces 342 hands per second meeting your criteria of "North has 5 spades and 13-16 honour points". I don't know the details of your application but it seems to me that this might be enough.
I would go for this flow, which I think does not affect the randomness (other than by pruning solutions that do not meet constraints):
List in your program all possible combinations of "valued" cards whose total Honour points count is between 13 and 16. Then pick randomly one of these combinations, removing the cards from a fresh deck.
Count how many spades you already have among the valued cards, and pick randomly among the remaining spades of the deck until you meet the count.
Now pick from the deck as much non-spades, non-valued cards as you need to complete the hand.
Finally pick the other hands among the remaining cards.
You can write a program that generates the combinations of my first point, or simply hardcode them while accounting for color symmetries to reduce the number of lines of code :)
Since you want to practise bidding, I guess you will likely be having various forms of constraints (and not just 1S opening, as I guess for this current problem) coming up in the future. Trying to come up with the optimal hand generation tailored to the constraints could be a huge time sink and not really worth the effort.
I would suggest you use rejection sampling: Generate a random deal (without any constraints) and test if it satisfies your constraints.
In order to make this feasible, I suggest you concentrate on making the random deal generation (without any constraints) as fast as you can.
To do this, map each hand to a 12byte integer (the total number of bridge hands fits in 12 bytes). Generating a random 12 byte integer can be done in just 3, 4 byte random number calls, of course since the number of hands is not exactly fitting in 12 bytes, you might have a bit of processing to do here, but I expect it won't be too much.
Richard Pavlicek has an excellent page (with algorithms) to map a deal to a number and back.
See here: http://www.rpbridge.net/7z68.htm
I would also suggest you look at the existing bridge hand dealing software (like Deal 3.1, which is freely available) too. Deal 3.1 also supports doing double dummy analysis. Perhaps you could make it work for you without having to roll one of your own.
Hope that helps.
What is an algorithm to compare multiple sets of numbers against a target set to determine which ones are the most "similar"?
One use of this algorithm would be to compare today's hourly weather forecast against historical weather recordings to find a day that had similar weather.
The similarity of two sets is a bit subjective, so the algorithm really just needs to diferentiate between good matches and bad matches. We have a lot of historical data, so I would like to try to narrow down the amount of days the users need to look through by automatically throwing out sets that aren't close and trying to put the "best" matches at the top of the list.
Edit:
Ideally the result of the algorithm would be comparable to results using different data sets. For example using the mean square error as suggested by Niles produces pretty good results, but the numbers generated when comparing the temperature can not be compared to numbers generated with other data such as Wind Speed or Precipitation because the scale of the data is different. Some of the non-weather data being is very large, so the mean square error algorithm generates numbers in the hundreds of thousands compared to the tens or hundreds that is generated by using temperature.
I think the mean square error metric might work for applications such as weather compares. It's easy to calculate and gives numbers that do make sense.
Since your want to compare measurements over time you can just leave out missing values from the calculation.
For values that are not time-bound or even unsorted, multi-dimensional scatter data it's a bit more difficult. Choosing a good distance metric becomes part of the art of analysing such data.
Use the pearson correlation coefficient. I figured out how to calculate it in an SQL query which can be found here: http://vanheusden.com/misc/pearson.php
In finance they use Beta to measure the correlation of 2 series of numbers. EG, Beta could answer the question "Over the last year, how much would the price of IBM go up on a day that the price of the S&P 500 index went up 5%?" It deals with the percentage of the move, so the 2 series can have different scales.
In my example, the Beta is Covariance(IBM, S&P 500) / Variance(S&P 500).
Wikipedia has pages explaining Covariance, Variance, and Beta: http://en.wikipedia.org/wiki/Beta_(finance)
Look at statistical sites. I think you are looking for correlation.
As an example, I'll assume you're measuring temp, wind, and precip. We'll call these items "features". So valid values might be:
Temp: -50 to 100F (I'm in Minnesota, USA)
Wind: 0 to 120 Miles/hr (not sure if this is realistic but bear with me)
Precip: 0 to 100
Start by normalizing your data. Temp has a range of 150 units, Wind 120 units, and Precip 100 units. Multiply your wind units by 1.25 and Precip by 1.5 to make them roughly the same "scale" as your temp. You can get fancy here and make rules that weigh one feature as more valuable than others. In this example, wind might have a huge range but usually stays in a smaller range so you want to weigh it less to prevent it from skewing your results.
Now, imagine each measurement as a point in multi-dimensional space. This example measures 3d space (temp, wind, precip). The nice thing is, if we add more features, we simply increase the dimensionality of our space but the math stays the same. Anyway, we want to find the historical points that are closest to our current point. The easiest way to do that is Euclidean distance. So measure the distance from our current point to each historical point and keep the closest matches:
for each historicalpoint
distance = sqrt(
pow(currentpoint.temp - historicalpoint.temp, 2) +
pow(currentpoint.wind - historicalpoint.wind, 2) +
pow(currentpoint.precip - historicalpoint.precip, 2))
if distance is smaller than the largest distance in our match collection
add historicalpoint to our match collection
remove the match with the largest distance from our match collection
next
This is a brute-force approach. If you have the time, you could get a lot fancier. Multi-dimensional data can be represented as trees like kd-trees or r-trees. If you have a lot of data, comparing your current observation with every historical observation would be too slow. Trees speed up your search. You might want to take a look at Data Clustering and Nearest Neighbor Search.
Cheers.
Talk to a statistician.
Seriously.
They do this type of thing for a living.
You write that the "similarity of two sets is a bit subjective", but it's not subjective at all-- it's a matter of determining the appropriate criteria for similarity for your problem domain.
This is one of those situation where you are much better off speaking to a professional than asking a bunch of programmers.
First of all, ask yourself if these are sets, or ordered collections.
I assume that these are ordered collections with duplicates. The most obvious algorithm is to select a tolerance within which numbers are considered the same, and count the number of slots where the numbers are the same under that measure.
I do have a solution implemented for this in my application, but I'm looking to see if there is something that is better or more "correct". For each historical day I do the following:
function calculate_score(historical_set, forecast_set)
{
double c = correlation(historical_set, forecast_set);
double avg_history = average(historical_set);
double avg_forecast = average(forecast_set);
double penalty = abs(avg_history - avg_forecast) / avg_forecast
return c - penalty;
}
I then sort all the results from high to low.
Since the correlation is a value from -1 to 1 that says whether the numbers fall or rise together, I then "penalize" that with the percentage difference the averages of the two sets of numbers.
A couple of times, you've mentioned that you don't know the distribution of the data, which is of course true. I mean, tomorrow there could be a day that is 150 degree F, with 2000km/hr winds, but it seems pretty unlikely.
I would argue that you have a very good idea of the distribution, since you have a long historical record. Given that, you can put everything in terms of quantiles of the historical distribution, and do something with absolute or squared difference of the quantiles on all measures. This is another normalization method, but one that accounts for the non-linearities in the data.
Normalization in any style should make all variables comparable.
As example, let's say that a day it's a windy, hot day: that might have a temp quantile of .75, and a wind quantile of .75. The .76 quantile for heat might be 1 degree away, and the one for wind might be 3kmh away.
This focus on the empirical distribution is easy to understand as well, and could be more robust than normal estimation (like Mean-square-error).
Are the two data sets ordered, or not?
If ordered, are the indices the same? equally spaced?
If the indices are common (temperatures measured on the same days (but different locations), for example, you can regress the first data set against the second,
and then test that the slope is equal to 1, and that the intercept is 0.
http://stattrek.com/AP-Statistics-4/Test-Slope.aspx?Tutorial=AP
Otherwise, you can do two regressions, of the y=values against their indices. http://en.wikipedia.org/wiki/Correlation. You'd still want to compare slopes and intercepts.
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If unordered, I think you want to look at the cumulative distribution functions
http://en.wikipedia.org/wiki/Cumulative_distribution_function
One relevant test is Kolmogorov-Smirnov:
http://en.wikipedia.org/wiki/Kolmogorov-Smirnov_test
You could also look at
Student's t-test,
http://en.wikipedia.org/wiki/Student%27s_t-test
or a Wilcoxon signed-rank test http://en.wikipedia.org/wiki/Wilcoxon_signed-rank_test
to test equality of means between the two samples.
And you could test for equality of variances with a Levene test http://www.itl.nist.gov/div898/handbook/eda/section3/eda35a.htm
Note: it is possible for dissimilar sets of data to have the same mean and variance -- depending on how rigorous you want to be (and how much data you have), you could consider testing for equality of higher moments, as well.
Maybe you can see your set of numbers as a vector (each number of the set being a componant of the vector).
Then you can simply use dot product to compute the similarity of 2 given vectors (i.e. set of numbers).
You might need to normalize your vectors.
More : Cosine similarity