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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.
I was going through Eric Lippert's latest Blog post for Guidelines and rules for GetHashCode when i hit this para:
We could be even more clever here; just as a List resizes itself when it gets full, the bucket set could resize itself as well, to ensure that the average bucket length stays low. Also, for technical reasons it is often a good idea to make the bucket set length a prime number, rather than 100. There are plenty of improvements we could make to this hash table. But this quick sketch of a naive implementation of a hash table will do for now. I want to keep it simple.
So looks like i'm missing something. Why is it a good practice to set it to a prime number?.
You can find people that suggest the two opposite ends of the spectrum. On the one side, choosing a prime number for the size of the hash table will reduce the chances of collisions, even if the hash function is not too effective distributing the results. Note that if (in the simplest example to argue about) a power of 2 size is decided, only the lower bits affect the bucket, while for a prime number most bits in the result of the hash will be used.
On the other hand, you can gain more by choosing a better hash function, or even rehashing he result of the hash function by applying some bit operations, and using a power of 2 hash size to speed up calculations.
As an example from real life, Java HashTable were initially implemented by using prime (or almost prime sizes), but from Java 1.4 on, the design was changed to use power of two number of buckets and added a second fast hash function applied to the result of the initial hash. An interesting article commenting that change can be found here.
So basically:
a prime number helps dispersing the inputs across the different buckets even in the event of not-so-good hash functions.
a similar effect can be achieved by post processing the result of the hash function, and using a power of 2 size to speedup the modulo operation (bit mask) and compensate for the post processing.
Because this produces a better hash function and reduces the number of possible collisions. This is explained in Choosing a good hashing function:
A basic requirement is that the
function should provide a uniform
distribution of hash values. A
non-uniform distribution increases the
number of collisions, and the cost of
resolving them.
The distribution needs to be uniform
only for table sizes s that occur in
the application. In particular, if one
uses dynamic resizing with exact
doubling and halving of s, the hash
function needs to be uniform only when
s is a power of two. On the other
hand, some hashing algorithms provide
uniform hashes only when s is a prime
number.
Say your bucket set length is a power of 2 - that makes the mod calculations quite fast. It also means that the bucket selection is determine solely by the top m bits of the hash code. (Where m = 32 - n, where n is the power of 2 being used). So it's like you're throwing away useful bits of the hashcode immediately.
Or as in this blog post from 2006 puts it:
Suppose your hashCode function results in the following hashCodes among others {x , 2x, 3x, 4x, 5x, 6x...}, then all these are going to be clustered in just m number of buckets, where m = table_length/GreatestCommonFactor(table_length, x). (It is trivial to verify/derive this). Now you can do one of the following to avoid clustering:
...
Or simply make m equal to the table_length by making GreatestCommonFactor(table_length, x) equal to 1, i.e by making table_length coprime with x. And if x can be just about any number then make sure that table_length is a prime number.
Say, i have 10 billions of numbers stored in a file. How would i find the number that has already appeared once previously?
Well i can't just populate billions of number at a stretch in array and then keep a simple nested loop to check if the number has appeared previously.
How would you approach this problem?
Thanks in advance :)
I had this as an interview question once.
Here is an algorithm that is O(N)
Use a hash table. Sequentially store pointers to the numbers, where the hash key is computed from the number value. Once you have a collision, you have found your duplicate.
Author Edit:
Below, #Phimuemue makes the excellent point that 4-byte integers have a fixed bound before a collision is guaranteed; that is 2^32, or approx. 4 GB. When considered in the conversation accompanying this answer, worst-case memory consumption by this algorithm is dramatically reduced.
Furthermore, using the bit array as described below can reduce memory consumption to 1/8th, 512mb. On many machines, this computation is now possible without considering either a persistent hash, or the less-performant sort-first strategy.
Now, longer numbers or double-precision numbers are less-effective scenarios for the bit array strategy.
Phimuemue Edit:
Of course one needs to take a bit "special" hash table:
Take a hashtable consisting of 2^32 bits. Since the question asks about 4-byte-integers, there are at most 2^32 different of them, i.e. one bit for each number. 2^32 bit = 512mb.
So now one has just to determine the location of the corresponding bit in the hashmap and set it. If one encounters a bit which already is set, the number occured in the sequence already.
The important question is whether you want to solve this problem efficiently, or whether you want accurately.
If you truly have 10 billion numbers and just one single duplicate, then you are in a "needle in the haystack" type of situation. Intuitively, short of very grimy and unstable solution, there is no hope of solving this without storing a significant amount of the numbers.
Instead, turn to probabilistic solutions, which have been used in most any practical application of this problem (in network analysis, what you are trying to do is look for mice, i.e., elements which appear very infrequently in a large data set).
A possible solution, which can be made to find exact results: use a sufficiently high-resolution Bloom filter. Either use the filter to determine if an element has already been seen, or, if you want perfect accuracy, use (as kbrimington suggested you use a standard hash table) the filter to, eh, filter out elements which you can't possibly have seen and, on a second pass, determine the elements you actually see twice.
And if your problem is slightly different---for instance, you know that you have at least 0.001% elements which repeat themselves twice, and you would like to find out how many there are approximately, or you would like to get a random sample of such elements---then a whole score of probabilistic streaming algorithms, in the vein of Flajolet & Martin, Alon et al., exist and are very interesting (not to mention highly efficient).
Read the file once, create a hashtable storing the number of times you encounter each item. But wait! Instead of using the item itself as a key, you use a hash of the item iself, for example the least significant digits, let's say 20 digits (1M items).
After the first pass, all items that have counter > 1 may point to a duplicated item, or be a false positive. Rescan the file, consider only items that may lead to a duplicate (looking up each item in table one), build a new hashtable using real values as keys now and storing the count again.
After the second pass, items with count > 1 in the second table are your duplicates.
This is still O(n), just twice as slow as a single pass.
How about:
Sort input by using some algorith which allows only portion of input to be in RAM. Examples are there
Seek duplicates in output of 1st step -- you'll need space for just 2 elements of input in RAM at a time to detect repetitions.
Finding duplicates
Noting that its a 32bit integer means that you're going to have a large number of duplicates, since a 32 bit int can only represent 4.3ish billion different numbers and you have "10 billions".
If you were to use a tightly packed set you could represent whether all the possibilities are in 512 MB, which can easily fit into current RAM values. This as a start pretty easily allows you to recognise the fact if a number is duplicated or not.
Counting Duplicates
If you need to know how many times a number is duplicated you're getting into having a hashmap that contains only duplicates (using the first 500MB of the ram to tell efficiently IF it should be in the map or not). At a worst case scenario with a large spread you're not going to be able fit that into ram.
Another approach if the numbers will have an even amount of duplicates is to use a tightly packed array with 2-8 bits per value, taking about 1-4GB of RAM allowing you to count up to 255 occurrances of each number.
Its going to be a hack, but its doable.
You need to implement some sort of looping construct to read the numbers one at a time since you can't have them in memory all at once.
How? Oh, what language are you using?
You have to read each number and store it into a hashmap, so that if a number occurs again, it will automatically get discarded.
If possible range of numbers in file is not too large then you can use some bit array to indicate if some of the number in range appeared.
If the range of the numbers is small enough, you can use a bit field to store if it is in there - initialize that with a single scan through the file. Takes one bit per possible number.
With large range (like int) you need to read through the file every time. File layout may allow for more efficient lookups (i.e. binary search in case of sorted array).
If time is not an issue and RAM is, you could read each number and then compare it to each subsequent number by reading from the file without storing it in RAM. It will take an incredible amount of time but you will not run out of memory.
I have to agree with kbrimington and his idea of a hash table, but first of all, I would like to know the range of the numbers that you're looking for. Basically, if you're looking for 32-bit numbers, you would need a single array of 4.294.967.296 bits. You start by setting all bits to 0 and every number in the file will set a specific bit. If the bit is already set then you've found a number that has occurred before. Do you also need to know how often they occur?Still, it would need 536.870.912 bytes at least. (512 MB.) It's a lot and would require some crafty programming skills. Depending on your programming language and personal experience, there would be hundreds of solutions to solve it this way.
Had to do this a long time ago.
What i did... i sorted the numbers as much as i could (had a time-constraint limit) and arranged them like this while sorting:
1 to 10, 12, 16, 20 to 50, 52 would become..
[1,10], 12, 16, [20,50], 52, ...
Since in my case i had hundreds of numbers that were very "close" ($a-$b=1), from a few million sets i had a very low memory useage
p.s. another way to store them
1, -9, 12, 16, 20, -30, 52,
when i had no numbers lower than zero
After that i applied various algorithms (described by other posters) here on the reduced data set
#include <stdio.h>
#include <stdlib.h>
/* Macro is overly general but I left it 'cos it's convenient */
#define BITOP(a,b,op) \
((a)[(size_t)(b)/(8*sizeof *(a))] op (size_t)1<<((size_t)(b)%(8*sizeof *(a))))
int main(void)
{
unsigned x=0;
size_t *seen = malloc(1<<8*sizeof(unsigned)-3);
while (scanf("%u", &x)>0 && !BITOP(seen,x,&)) BITOP(seen,x,|=);
if (BITOP(seen,x,&)) printf("duplicate is %u\n", x);
else printf("no duplicate\n");
return 0;
}
This is a simple problem that can be solved very easily (several lines of code) and very fast (several minutes of execution) with the right tools
my personal approach would be in using MapReduce
MapReduce: Simplified Data Processing on Large Clusters
i'm sorry for not going into more details but once getting familiar with the concept of MapReduce it is going to be very clear on how to target the solution
basicly we are going to implement two simple functions
Map(key, value)
Reduce(key, values[])
so all in all:
open file and iterate through the data
for each number -> Map(number, line_index)
in the reduce we will get the number as the key and the total occurrences as the number of values (including their positions in the file)
so in Reduce(key, values[]) if number of values > 1 than its a duplicate number
print the duplicates : number, line_index1, line_index2,...
again this approach can result in a very fast execution depending on how your MapReduce framework is set, highly scalable and very reliable, there are many diffrent implementations for MapReduce in many languages
there are several top companies presenting already built up cloud computing environments like Google, Microsoft azure, Amazon AWS, ...
or you can build your own and set a cluster with any providers offering virtual computing environments paying very low costs by the hour
good luck :)
Another more simple approach could be in using bloom filters
AdamT
Implement a BitArray such that ith index of this array will correspond to the numbers 8*i +1 to 8*(i+1) -1. ie first bit of ith number is 1 if we already had seen 8*i+1. Second bit of ith number is 1 if we already have seen 8*i + 2 and so on.
Initialize this bit array with size Integer.Max/8 and whenever you saw a number k, Set the k%8 bit of k/8 index as 1 if this bit is already 1 means you have seen this number already.
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.
While thinking about this question and conversing with the participants, the idea came up that shuffling a finite set of clearly biased random numbers makes them random because you don't know the order in which they were chosen. Is this true and if so can someone point to some resources?
EDIT: I think I might have been a little unclear. Suppose a bad random numbers generator. Take n values. These are biased(the rng is bad). Is there a way through shuffling to make the output of the rng over multiple trials statistically match the output of a known good rng?
False.
There is an easy test: Assume the bias in the original set creation algorithm is "creates sets whose arithmetic average is significantly lower than expected average". Obviously, shuffling the result of the algorithm will not change the averages and thus not remove the bias.
Also, regarding your clarification: How would you shuffle the set? Using the same bad output from the bad RNG that created the set in the first place? Or using a better RNG? Which raises the question why you don't use that directly.
It's not true. In the other question the problem is to select 30 random numbers in [1..9] with a sum of 200. After choosing about on average 20 of them randomly, you reach a point where you can't select nines anymore because this would make the total sum go over 200. Of the remaining 10 numbers, most will be ones and twos. So in the end, ones and twos are very overrepresented in the selected numbers. Shuffling doesn't change that. But it's not clear how the random distribution really should look like, so one could say this is as good a solution as any.
In general, if your "random" numbers will be biased to, say, low numbers, they will be biased that way no matter the ordering.
Just shuffling a set of numbers of already random numbers won't do anything to the probability distribution of course. That would mean false. Perhaps I misunderstand your question though?
I would say false, with a caveat:
I think there is random, and then there is 'random-enough'. For most applications that I have needed to work on, 'random-enough' was more than enough, i.e. picking a 'random' ad to display on a page from a list of 300 or so that have paid to be placed on that site.
I am sure a mathematician could prove my very basic 'random' selection criteria is not truly random at all, but in fact is predictable - for my clients, and for the users, nobody cares.
On the other hand if I was writing a video game to be used in Las Vegas where large amounts of money was at hand I'd define random differently (and may have a hard time coming up with truly random).
False
The set is finite, suppose consists of n numbers. What happens if you choose n+1 numbers? Let's also consider a basic random function as implemented in many languages which gives you a random number in [0,1). However, this number is limited to three digits after the decimal giving you a set of 1000 possible numbers (0.000 - 0.999). However in most cases you will not need to use all these 1000 numbers so this amount of randomness is more than enough.
However for some uses, you will need a better random generator than this. So it all comes down to exactly how many random numbers you are going to need, and how random you need them to be.
Addition after reading original question: in the case that you have some sort of limitation (such as in the original question in which each set of selected numbers must sum up to a certain N) you are not really selected random numbers per se, but rather choosing numbers in a random order from a given set (specifically, a permutation of numbers summing up to N).
Addition to edit: Suppose your bad number generator generated the sequence (1,1,1,2,2,2). Does the permutation (1,2,2,1,1,2) satisfy your definition of random?
Completely and utterly untrue: Shuffling doesn't remove a bias, it just conceals it from the casual observer. It's like removing your dog's fondly-laid present from your carpet by just pushing under the sofa - you really haven't solved the problem, you've just made it less conspicuous. Anyone with a nose knows that there is still a problem that needs removing.
The randomness must be applied evenly over the whole range, so here's one way (off the top of my head, lots of assumptions, yadda yadda. The point is the approach, not the code - start with everything even, then introduce your randomness in a consistent fashion until you're done. The only bias now is dependent on the values chosen for 'target' and 'numberofnumbers', which is part of the question.)
target = 200
numberofnumbers = 30
numbers = array();
for (i=0; i<numberofnumbers; i++)
numbers[i] = 9
while (sum(numbers)>target)
numbers[random(numberofnumbers)]--
False. Consider a bad random number generator producing only zeros (I said it was BAD :-) No amount of shuffling the zeros would change any property of that sequence.