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I have an m x n matrix of real numbers. I want to choose a single value from each column such that the sum of my selected values is as close as possible to a pre-specified total.
I am not an experienced programmer (although I have an experienced friend who will help). I would like to achieve this using Matlab, Mathematica or c++ (MySQL if necessary).
The code only needs to run a few times, once every few days - it does not necessarily need to be optimised. I will have 16 columns and about 12 rows.
Normally I would suggest dynamic programming, but there are a few features of this situation suggesting an alternative approach. First, the performance demands are light; this program will be run only a couple times, and it doesn't sound as though a running time on the order of hours would be a problem. Second, the matrix is fairly small. Third, the matrix contains real numbers, so it would be necessary to round and then do a somewhat sophisticated search to ensure that the optimal possibility was not missed.
Instead, I'm going to suggest the following semi-brute-force approach. 12**16 ~ 1.8e17, the total number of possible choices, is too many, but 12**9 ~ 5.2e9 is doable with brute force, and 12**7 ~ 3.6e7 fits comfortably in memory. Compute all possible choices for the first seven columns. Sort these possibilities by total. For each possible choice for the last nine columns, use an efficient search algorithm to find the best mate among the first seven. (If you have a lot of memory, you could try eight and eight.)
I would attempt a first implementation in C++, using std::sort and std::lower_bound from the <algorithm> standard header. Measure it; if it's too slow, then try an in-memory B+-tree (does Boost have one?).
I spent some more time thinking about how to implement what I wrote above in the simplest way possible. Here's an approach that will work well for a 12 by 16 matrix on a 64-bit machine with roughly 4 GB of memory.
The number of choices for the first eight columns is 12**8. Each choice is represented by a 4-byte integer between 0 and 12**8 - 1. To decode a choice index i, the row for the first column is given by i % 12. Update i /= 12;. The row for the second column now is given by i % 12, et cetera.
A vector holding all choices requires roughly 12**8 * 4 bytes, or about 1.6 GB. Two such vectors require 3.2 GB. Prepare one for the first eight columns and one for the last eight. Sort them by sum of the entries that they indicate. Use saddleback search to find the best combination. (Initialize an iterator into the first vector and a reverse iterator into the second. While neither iterator is at its end, compare the current combination against the current best and update the current best if necessary. If the current combination sums to than the target, increment the first iterator. If the sum is greater than the target, increment the second iterator.)
I would estimate that this requires less than 50 lines of C++.
Without knowing the range of values that might fill the arrays, how about something generic like this:
divide the target by the number of remaining columns.
Pick the number from that column closest to that value.
Repeat from 1. Until each column picked.
One approach to split the data into two disjoint sets, one for training and one for tests is taking the first 80% as the training set and the rest as the test set. Is there another approach to split the data into training and test sets?
** For example, I have a data contains 20 attributes and 5000 objects. Therefore, I will take 12 attributes and 1000 objects as my training data and 3 attributes from the 12 attributes as test set. Is this method correct?
No, that's invalid. You would always use all features in all data sets. You split by "objects" (examples).
It's not clear why you are taking just 1000 objects and trying to extract a training set from that. What happened to the other 4000 you threw away?
Train on 4000 objects / 20 features. Cross-validate on 500 objects / 20 features. Evaluate performance on the remaining 500 objects/ 20 features.
If your training produces a classifier based on 12 features, it could be (very) hard to evaluate its performances on a test set based only on a subset of these features (your classifier is expecting 12 inputs and you'll give only 3).
Feature/attribute selection/extraction is important if your data contains many redundant or irrelevant features. So you could identify and use only the most informative features (maybe 12 features) but your training/validation/test sets should be based on the same number of features (e.g. since you're mentioning weka Why do I get the error message 'training and test set are not compatible'?).
Remaining on a training/validation/test split (holdout method), a problem you can face is that the samples might not be representative.
For example, some classes might be represented with very few instance or even with no instances at all.
A possible improvement is stratification: sampling for training and testing within classes. This ensures that each class is represented with approximately equal proportions in both subsets.
However, by partitioning the available data into fixed training/test set, you drastically reduce the number of samples which can be used for learning the model. An alternative is cross validation.
Nominally a good problem to have, but I'm pretty sure it is because something funny is going on...
As context, I'm working on a problem in the facial expression/recognition space, so getting 100% accuracy seems incredibly implausible (not that it would be plausible in most applications...). I'm guessing there is either some consistent bias in the data set that it making it overly easy for an SVM to pull out the answer, =or=, more likely, I've done something wrong on the SVM side.
I'm looking for suggestions to help understand what is going on--is it me (=my usage of LibSVM)? Or is it the data?
The details:
About ~2500 labeled data vectors/instances (transformed video frames of individuals--<20 individual persons total), binary classification problem. ~900 features/instance. Unbalanced data set at about a 1:4 ratio.
Ran subset.py to separate the data into test (500 instances) and train (remaining).
Ran "svm-train -t 0 ". (Note: apparently no need for '-w1 1 -w-1 4'...)
Ran svm-predict on the test file. Accuracy=100%!
Things tried:
Checked about 10 times over that I'm not training & testing on the same data files, through some inadvertent command-line argument error
re-ran subset.py (even with -s 1) multiple times and did train/test only multiple different data sets (in case I randomly upon the most magical train/test pa
ran a simple diff-like check to confirm that the test file is not a subset of the training data
svm-scale on the data has no effect on accuracy (accuracy=100%). (Although the number of support vectors does drop from nSV=127, bSV=64 to nBSV=72, bSV=0.)
((weird)) using the default RBF kernel (vice linear -- i.e., removing '-t 0') results in accuracy going to garbage(?!)
(sanity check) running svm-predict using a model trained on a scaled data set against an unscaled data set results in accuracy = 80% (i.e., it always guesses the dominant class). This is strictly a sanity check to make sure that somehow svm-predict is nominally acting right on my machine.
Tentative conclusion?:
Something with the data is wacked--somehow, within the data set, there is a subtle, experimenter-driven effect that the SVM is picking up on.
(This doesn't, on first pass, explain why the RBF kernel gives garbage results, however.)
Would greatly appreciate any suggestions on a) how to fix my usage of LibSVM (if that is actually the problem) or b) determine what subtle experimenter-bias in the data LibSVM is picking up on.
Two other ideas:
Make sure you're not training and testing on the same data. This sounds kind of dumb, but in computer vision applications you should take care that: make sure you're not repeating data (say two frames of the same video fall on different folds), you're not training and testing on the same individual, etc. It is more subtle than it sounds.
Make sure you search for gamma and C parameters for the RBF kernel. There are good theoretical (asymptotic) results that justify that a linear classifier is just a degenerate RBF classifier. So you should just look for a good (C, gamma) pair.
Notwithstanding that the devil is in the details, here are three simple tests you could try:
Quickie (~2 minutes): Run the data through a decision tree algorithm. This is available in Matlab via classregtree, or you can load into R and use rpart. This could tell you if one or just a few features happen to give a perfect separation.
Not-so-quickie (~10-60 minutes, depending on your infrastructure): Iteratively split the features (i.e. from 900 to 2 sets of 450), train, and test. If one of the subsets gives you perfect classification, split it again. It would take fewer than 10 such splits to find out where the problem variables are. If it happens to "break" with many variables remaining (or even in the first split), select a different random subset of features, shave off fewer variables at a time, etc. It can't possibly need all 900 to split the data.
Deeper analysis (minutes to several hours): try permutations of labels. If you can permute all of them and still get perfect separation, you have some problem in your train/test setup. If you select increasingly larger subsets to permute (or, if going in the other direction, to leave static), you can see where you begin to lose separability. Alternatively, consider decreasing your training set size and if you get separability even with a very small training set, then something is weird.
Method #1 is fast & should be insightful. There are some other methods I could recommend, but #1 and #2 are easy and it would be odd if they don't give any insights.
I am working in a chemistry/biology project. We are building a web-application for fast matching of the user's experimental data with predicted data in a reference database. The reference database will contain up to a million entries. The data for one entry is a list (vector) of tuples containing a float value between 0.0 and 20.0 and an integer value between 1 and 18. For instance (7.2394 , 2) , (7.4011, 1) , (9.9367, 3) , ... etc.
The user will enter a similar list of tuples and the web-app must then return the - let's say - top 50 best matching database entries.
One thing is crucial: the search algorithm must allow for discrepancies between the query data and the reference data because both can contain small errors in the float values (NOT in the integer values). (The query data can contain errors because it is derived from a real-life experiment and the reference data because it is the result of a prediction.)
Edit - Moved text to answer -
How can we get an efficient ranking of 1 query on 1 million records?
You should add a physicist to the project :-) This is a very common problem to compare functions e.g. look here:
http://en.wikipedia.org/wiki/Autocorrelation
http://en.wikipedia.org/wiki/Correlation_function
In the first link you can read: "The SEQUEST algorithm for analyzing mass spectra makes use of autocorrelation in conjunction with cross-correlation to score the similarity of an observed spectrum to an idealized spectrum representing a peptide."
An efficient linear scan of 1 million records of that type should take a fraction of a second on a modern machine; a compiled loop should be able to do it at about memory bandwidth, which would transfer that in a two or three milliseconds.
But, if you really need to optimise this, you could construct a hash table of the integer values, which would divide the job by the number of integer bins. And, if the data is stored sorted by the floats, that improves the locality of matching by those; you know you can stop once you're out of tolerance. Storing the offsets of each of a number of bins would give you a position to start.
I guess I don't see the need for a fancy algorithm yet... describe the problem a bit more, perhaps (you can assume a fairly high level of chemistry and physics knowledge if you like; I'm a physicist by training)?
Ok, given the extra info, I still see no need for anything better than a direct linear search, if there's only 1 million reference vectors and the algorithm is that simple. I just tried it, and even a pure Python implementation of linear scan took only around three seconds. It took several times longer to make up some random data to test with. This does somewhat depend on the rather lunatic level of optimisation in Python's sorting library, but that's the advantage of high level languages.
from cmath import *
import random
r = [(random.uniform(0,20), random.randint(1,18)) for i in range(1000000)]
# this is a decorate-sort-undecorate pattern
# look for matches to (7,9)
# obviously, you can use whatever distance expression you want
zz=[(abs((7-x)+(9-y)),x,y) for x,y in r]
zz.sort()
# return the 50 best matches
[(x,y) for a,x,y in zz[:50]]
Can't you sort the tuples and perform binary search on the sorted array ?
I assume your database is done once for all, and the positions of the entries is not important. You can sort this array so that the tuples are in a given order. When a tuple is entered by the user, you just look in the middle of the sorted array. If the query value is larger of the center value, you repeat the work on the upper half, otherwise on the lower one.
Worst case is log(n)
If you can "map" your reference data to x-y coordinates on a plane there is a nifty technique which allows you to select all points under a given distance/tolerance (using Hilbert curves).
Here is a detailed example.
One approach we are trying ourselves which allows for the discrepancies between query and reference is by binning the float values. We are testing and want to offer the user the choice of different bin sizes. Bin sizes will be 0.1 , 0.2 , 0.3 or 0.4. So binning leaves us with between 50 and 200 bins, each with a corresponding integer value between 0 and 18, where 0 means there was no value within that bin. The reference data can be pre-binned and stored in the database. We can then take the binned query data and compare it with the reference data. One approach could be for all bins, subtract the query integer value from the reference integer value. By summing up all differences we get the similarity score, with the the most similar reference entries resulting in the lowest scores.
Another (simpler) search option we want to offer is where the user only enters the float values. The integer values in both query as reference list can then be set to 1. We then use Hamming distance to compute the difference between the query and the reference binned values. I have previously asked about an efficient algorithm for that search.
This binning is only one way of achieving our goal. I am open to other suggestions. Perhaps we can use Principal Component Analysis (PCA), as described here
I have some data, up to a between a million and a billion records, each which is represented by a bitfield, about 64 bits per key. The bits are independent, you can imagine them basically as random bits.
If I have a test key and I want to find all values in my data with the same key, a hash table will spit those out very easily, in O(1).
What algorithm/data structure would efficiently find all records most similar to the query key? Here similar means that most bits are identical, but a minimal number are allowed to be wrong. This is traditionally measured by Hamming distance., which just counts the number of mismatched bits.
There's two ways this query might be made, one might be by specifying a mismatch rate like "give me a list of all existing keys which have less than 6 bits that differ from my query" or by simply best matches, like "give me a list of the 10,000 keys which have the lowest number of differing bits from my query."
You might be temped to run to k-nearest-neighbor algorithms, but here we're talking about independent bits, so it doesn't seem likely that structures like quadtrees are useful.
The problem can be solved by simple brute force testing a hash table for low numbers of differing bits. If we want to find all keys that differ by one bit from our query, for example, we can enumerate all 64 possible keys and test them all. But this explodes quickly, if we wanted to allow two bits of difference, then we'd have to probe 64*63=4032 times. It gets exponentially worse for higher numbers of bits.
So is there another data structure or strategy that makes this kind of query more efficient?
The database/structure can be preprocessed as much as you like, it's the query speed that should be optimized.
What you want is a BK-Tree. It's a tree that's ideally suited to indexing metric spaces (your problem is one), and supports both nearest-neighbour and distance queries. I wrote an article about it a while ago.
BK-Trees are generally described with reference to text and using levenshtein distance to build the tree, but it's straightforward to write one in terms of binary strings and hamming distance.
This sounds like a good fit for an S-Tree, which is like a hierarchical inverted file. Good resources on this topic include the following papers:
Hierarchical Bitmap Index: An Efficient and Scalable Indexing Technique for Set-Valued Attributes.
Improved Methods for Signature-Tree Construction (2000)
Quote from the first one:
The hierarchical bitmap index efficiently supports dif-
ferent classes of queries, including subset, superset and similarity queries.
Our experiments show that the hierarchical bitmap index outperforms
other set indexing techniques significantly.
These papers include references to other research that you might find useful, such as M-Trees.
Create a binary tree (specifically a trie) representing each key in your start set in the following way: The root node is the empty word, moving down the tree to the left appends a 0 and moving down the right appends a 1. The tree will only have as many leaves as your start set has elements, so the size should stay manageable.
Now you can do a recursive traversal of this tree, allowing at most n "deviations" from the query key in each recursive line of execution, until you have found all of the nodes in the start set which are within that number of deviations.
I'd go with an inverted index, like a search engine. You've basically got a fixed vocabulary of 64 words. Then similarity is measured by hamming distance, instead of cosine similarity like a search engine would want to use. Constructing the index will be slow, but you ought to be able to query it with normal search enginey speeds.
The book Introduction to Information Retrieval covers the efficient construction, storage, compression and querying of inverted indexes.
"Near-optimal hashing algorithms for approximate nearest neighbor in high dimensions", from 2008, seems to be the best result as of then. I won't try to summarize since I read it over a year ago and it's hairy. That's from a page on locality-sensitive hashing, along with an implementation of an earlier version of the scheme. For more general pointers, read up on nearest neighbor search.
This kind of question has been asked before: Fastest way to find most similar string to an input?
The database/structure can be
preprocessed as much as you like
Well...IF that is true. Then all you need is a similarity matrix of your hamming distances. Make the matrix sparse by pruning out large distances. It doesn't get any faster and not that much of a memory hog.
Well, you could insert all of the neighbor keys along with the original key. That would mean that you store (64 choose k) times as much data, for k differing bits, and it will require that you decide k beforehand. Though you could always extend k by brute force querying neighbors, and this will automatically query the neighbors of your neighbors that you inserted. This also gives you a time-space tradeoff: for example, if you accept a 64 x data blowup and 64 times slower you can get two bits of distance.
I haven't completely thought this through, but I have an idea of where I'd start.
You could divide the search space up into a number of buckets where each bucket has a bucket key and the keys in the bucket are the keys that are more similar to this bucket key than any other bucket key. To create the bucket keys, you could randomly generate 64 bit keys and discard any that are too close to any previously created bucket key, or you could work out some algorithm that generates keys that are all dissimilar enough. To find the closest key to a test key, first find the bucket key that is closest, and then test each key in the bucket. (Actually, it's possible, but not likely, for the closest key to be in another bucket - do you need to find the closest key, or would a very close key be good enough?)
If you're ok with doing it probabilistically, I think there's a good way to solve question 2. I assume you have 2^30 data and cutoff and you want to find all points within cutoff distance from test.
One_Try()
1. Generate randomly a 20-bit subset S of 64 bits
2. Ask for a list of elements that agree with test on S (about 2^10 elements)
3. Sort that list by Hamming distance from test
4. Discard the part of list after cutoff
You repeat One_Try as much as you need while merging the lists. The more tries you have, the more points you find. For example, if x is within 5 bits, you'll find it in one try with about (2/3)^5 = 13% probability. Therefore if you repeat 100 tries you find all but roughly 10^{-6} of such x. Total time: 100*(1000*log 1000).
The main advantage of this is that you're able to output answers to question 2 as you proceed, since after the first few tries you'll certainly find everything within distance not more than 3 bits, etc.
If you have many computers, you give each of them several tries, since they are perfectly parallelizable: each computer saves some hash tables in advance.
Data structures for large sets described here: Detecting Near-Duplicates for Web Crawling
or
in memory trie: Judy-arrays at sourceforge.net
Assuming you have to visit each row to test its value (or if you index on the bitfield then each index entry), then you can write the actual test quite efficiently using
A xor B
To find the difference bits, then bit-count the result, using a technique like this.
This effectively gives you the hamming distance.
Since this can compile down to tens of instructions per test, this can run pretty fast.
If you are okay with a randomized algorithm (monte carlo in this case), you can use the minhash.
If the data weren't so sparse, a graph with keys as the vertices and edges linking 'adjacent' (Hamming distance = 1) nodes would probably be very efficient time-wise. The space would be very large though, so in your case, I don't think it would be a worthwhile tradeoff.