I am using neo4j to calculate some statistics on a data set. For that I am often using sum on a floating point value. I am getting different results depending on the circumstances. For example, a query that does this:
...
WITH foo
ORDER BY foo.fooId
RETURN SUM(foo.Weight)
Returns different result than the query that simply does the sum:
...
RETURN SUM(foo.Weight)
The differences are miniscule (293.07724195098984 vs 293.07724195099007). But it is enough to make simple equality checks fail. Another example would be a different instance of the database, loaded with the same data using the same loading process can produce the same issue (the dbs might not be 1:1, the load order of some relations might be different). I took the raw values that neo4j sums (by simply removing the SUM()) and verified that they are the same in all cases (different dbs and ordered/not ordered).
What are my options here? I don't mind losing some precision (I already tried to cut down the precision from 15 to 12 decimal places but that did not seem to work), but I need the results to match up.
Because of rounding errors, floats are not associative. (a+b)+c!=a+(b+c).
The result of every operation is rounded to fit the floats coding constraints and (a+b)+c is implemented as round(round(a+b) +c) while a+(b+c) as round(a+round(b+c)).
As an obvious illustration, consider the operation (2^-100 + 1 -1). If interpreted as a (2^-100 + 1)-1, it will return 0, as 1+2^-100 would require a precision too large for floats or double coding in IEEE754 and can only be coded as 1.0. While (2^-100 +(1-1)) correctly returns 2^-100 that can be coded by either floats or doubles.
This is a trivial example, but these rounding errors may exist after every operation and explain why floating point operations are not associative.
Databases generally do not return data in a garanteed order and depending on the actual order, operations will be done differently and that explains the behaviour that you have.
In general, for this reason, it not a good idea to do equality comparison on floats. Generally, it is advised to replace a==b by abs(a-b) is "sufficiently" small.
"sufficiently" may depend on your algorithm. float are equivalent to ~6-7 decimals and doubles to 15-16 decimals (and I think that it is what is used on your DB). Depending on the number of computations, you may have the last 1--3 decimals affected.
The best is probably to use
abs(a-b)<relative-error*max(abs(a),abs(b))
where relative-error must be adjusted to your problem. Probably something around 10^-13 can be correct, but you must experiment, as rounding errors depends on the number of computations, on the dispersion of the values and on what you may consider as "equal" for you problem.
Look at this site for a discussion on comparison methods. And read What Every Computer Scientist Should Know About Floating-Point Arithmetic by David Goldberg that discusses, among others, these problems.
Related
I am working on a data set of more than 22,000 records, and when I tried it with the apriori model, it's taking way too much time even for small number of records like 20. Is there a problem in my code or Is there a faster way to convert the asscocians into a list quickly? The code I used is below.
for i in range(0, 20):
transactions.append([str(dataset.values[i,j]) for j in range(0, 543)])
from apyori import apriori
associations = apriori(transactions, min_support=0.004, min_confidence=0.3, min_lift=3, min_length=2)
result = list(associations)
It's difficult to assess without your data, but the complexity of Apriori is based on a number of factors, including your support threshold, number of transactions, number of items, average/max transaction length, etc.
In cases where even a small number of transactions is taking a long time to run it's often a matter of too low of a minimum support. When support is very low (near 0) the algorithm is effectively still brute forcing, since it has to look at all possible combinations of items, of every length. This is the equivalent of a mathematical power set, which is exponential. For just 41 items you're actually trying 2^41 -1 possible combinations, which is just over 1.1 TRILLION possibilities.
I recommend starting with a "high" min_support at first (e.g. 0.20) and then working your way down slowly. It's easier to test things that take seconds at first than ones that'll take a long time.
Other important note: There is no min_length parameter in Apyori. I'm not sure where everyone's getting that from (you're not alone in thinking there is one), unless it's this one random blog post I found. The parameters are as follows (straight from the code):
Keyword arguments:
min_support -- The minimum support of relations (float).
min_confidence -- The minimum confidence of relations (float).
min_lift -- The minimum lift of relations (float).
max_length -- The maximum length of the relation (integer).
For what it's worth, I wrote unofficial docs for Apyori that can be found here.
I start with a simple Maxima question, the answer to which may provide the answer to the actual problem I'm grappling with.
Related Simple Question:
How can I get maxima to calculate:
bfloat((1+%i)^0.3);
Might there be an option variable that can be set so that this evaluates to a complex number?
Actual Question:
In evaluating approximations for numerical time integration for finite element methods, for this purpose I'm using spectral analysis, which requires the calculation of the eigenvalues of a 4 x 4 matrix. This matrix "cav" is also calculated within maxima, using some of the algebra capabilities of maxima, but sustituting numerical values, so that matrix is entirely numerical, i.e. containing no variables. I've calculated the eigenvalues with Mathematica and it returns 4 real eigenvalues. However Maxima calculates horrenduously complicated expressions for this case, which apparently it does not "know" how to simplify, even numerically as "bigfloat". Perhaps this problem arises because Maxima first approximates the matrix "cac" by rational numbers (i.e. fractions) and then tries to solve the problem fully exactly, instead of simply using numerical "bigfloat" computations throughout. Is there I way I can change this?
Note that if you only change the input value of gzv to say 0.5 it works fine, and returns numerical values of complex eigenvalues.
I include the code below. Note that all of the code up until "cav:subst(vs,ca)$" is just for the definition of the matrix cav and seems to work fine. It is in the few statements thereafter that it fails to calculate numerical values for the eigenvalues.
v1:v0+ (1-gg)*a0+gg*a1$
d1:d0+v0+(1/2-gb)*a0+gb*a1$
obf:a1+(1+ga)*(w^2*d1 + 2*gz*w*(d1-d0)) -
ga *(w^2*d0 + 2*gz*w*(d0-g0))$
obf:expand(obf)$
cd:subst([a1=1,d0=0,v0=0,a0=0,g0=0],obf)$
fd:subst([a1=0,d0=1,v0=0,a0=0,g0=0],obf)$
fv:subst([a1=0,d0=0,v0=1,a0=0,g0=0],obf)$
fa:subst([a1=0,d0=0,v0=0,a0=1,g0=0],obf)$
fg:subst([a1=0,d0=0,v0=0,a0=0,g0=1],obf)$
f:[fd,fv,fa,fg]$
cad1:expand(cd*[1,1,1/2-gb,0] - gb*f)$
cad2:expand(cd*[0,1,1-gg,0] - gg*f)$
cad3:expand(-f)$
cad4:[cd,0,0,0]$
cad:matrix(cad1,cad2,cad3,cad4)$
gav:-0.05$
ggv:1/2-gav$
gbv:(ggv+1/2)^2/4$
gzv:1.1$
dt:0.01$
wv:bfloat(dt*2*%pi)$
vs:[ga=gav,gg=ggv,gb=gbv,gz=gzv,w=wv]$
cav:subst(vs,ca)$
cav:bfloat(cav)$
evam:eigenvalues(cav)$
evam:bfloat(evam)$
eva:evam[1]$
The main problem here is that Maxima tries pretty hard to make computations exact, and it's hard to tell it to ease up and allow inexact results.
Is there a mistake in the code you posted above? You have cav:subst(vs,ca) but ca is not defined. Is that supposed to be cav:subst(vs,cad) ?
For the short problem, usually rectform can simplify complex expressions to something more usable:
(%i58) rectform (bfloat((1+%i)^0.3));
`rat' replaced 1.0B0 by 1/1 = 1.0B0
(%o58) 2.59023849130283b-1 %i + 1.078911979230303b0
About the long problem, if fixed-precision (i.e. ordinary floats, not bigfloats) is acceptable to you, then you can use the LAPACK function dgeev to compute eigenvalues and/or eigenvectors.
(%i51) load (lapack);
<bunch of messages here>
(%o51) /usr/share/maxima/5.39.0/share/lapack/lapack.mac
(%i52) dgeev (cav);
(%o52) [[- 0.02759949957202372, 0.06804641655485913, 0.997993508502892, 0.928429191717788], false, false]
If you really need variable precision, I don't know what to try. In principle it's possible to rework the LAPACK code to work with variable-precision floats, but that's a substantial task and I'm not sure about the details.
So in Lua it's common knowledge that you can use math.randomseed but it's also obvious that math.random sets the seed as well (calling it twice does not return the same result), what does it set it to, and how can I keep track of it, and if it's impossible, please explain why that is so.
This is not a Lua question, but general question on how some RNG algorithm works.
First, Lua don't have their own RNG - they just output you (slightly mangled) value from RNG of underlying C library. Most RNG implementations do not reveal you their inner state, but sometimes you can caclulate it yourself.
For example when you use Lua on Windows, you'll be using LCG-based RNG from MS C library. The numbers you get is a slice of seed, not full value. There are two ways you can deal with that:
If you know how many times you called random, you can just take initial seed value, feed it to your copy of the same algorithm with same constants that are hardcoded in MS library and get exact value of seed.
If you don't, but you can be sure that nobody interferes in between your two calls to random, you can get two generated numbers, and reverse LCG algorithm by shifting bits back to their place. This will leave you with several missing bits (with one more bit thanks to Lua mangling) that you will need to simply bruteforce - just reiterate over all missing bits until your copy of algorithm produces exactly same two "random" numbers you've recorded before. That will be current seed stored inside library's RNG as well. Well programmed solution in Lua can bruteforce this in about 0.2-0.5s on somewhat dated PC - I did it past. Here's example on Crypto.SE talking about this task in more details: Predicting values from a Linear Congruential Generator.
First approach can be used with any other RNG algorithm that doesn't use any real entropy, second with most RNGs that don't mask too much bits in slice to make bruteforcing unreasonable.
Real answer though is: you don't need to keep track of seed at all. What you want is probably something else.
If you set a seed all numbers math.random() generates are pseudo-random (This is always the case as the system will generate a seed by itself).
math.randomseed(4)
print(math.random())
print(math.random())
math.randomseed(4)
print(math.random())
Outputs
0.50827539156303
0.75454387490399
0.50827539156303
So if you reset the seed to the same value you can predict all values that are going to come up to the maximum number of consecutive values that you already generated using that seed.
What the seed does not do is keep the output of math.random() the same. It would be the same if you kept resetting it to the same value.
An analogy as an example
Imagine the random number is an integer between 0 and 9 (instead of a double between 0 and 1).
math.random() could traverse pi's decimals from an arbitrary starting position (default could be system time).
What you do when you use set.seed() is (not literally, this is an analogy as mentioned) set the starting decimals of where in pi you are going to retrieve your numbers.
If you now reset the seed to the same starting position the numbers are going to be the same as the last time you reset the starting position.
You will know the numbers of to the last call, after that you can't be certain anymore.
I'm using Delphi XE6 to perform a complicated floating point calculation. I realize the limitations of floating point numbers so understand the inaccuracies inherent in FP numbers. However this particular case, I always get 1 of 2 different values at the end of the calculation.
The first value and after a while (I haven't figured out why and when), it flips to the second value, and then I can't get the first value again unless I restart my application. I can't really be more specific as the calculation is very complicated. I could almost understand if the value was somewhat random, but just 2 different states is a little confusing. This only happens in the 32-bit compiler, the 64 bit compiler gives one single answer no matter how many times I try it. This number is different from the 2 from the 32-bit calculation, but I understand why that is happening and I'm fine with it. I need consistency, not total accuracy.
My one suspicion is that perhaps the FPU is being left in a state after some calculation that affects subsequent calculations, hence my question about clearing all registers and FPU stack to level out the playing field. I'd call this CLEARFPU before I start of the calculation.
After some more investigation I realized I was looking in the wrong place. What you see is not what you get with floating point numbers. I was looking at the string representation of the numbers and thinking here are 4 numbers going into a calculation ALL EQUAL and the result is different. Turns out the numbers only seemed to be the same. I started logging the hex equivalent of the numbers, worked my way back and found an external dll used for matrix multiplication the cause of the error. I replaced the matrix multiplication with a routine written in Delphi and all is well.
Floating point calculations are deterministic. The inputs are the input data and the floating point control word. With the same input, the same calculation will yield repeatable output.
If you have unpredictable results, then there will be a reason for it. Either the input data or the floating point control word is varying. You have to diagnose what that reason for that is. Until you understand the problem fully, you should not be looking for a problem. Do not attempt to apply a sticking plaster without understanding the disease.
So the next step is to isolate and reproduce the problem in a simple piece of code. Once you can reproduce the issue you can solve the problem.
Possible explanations include using uninitialized data, or external code modifying the floating point control word. But there could be other reasons.
Uninitialized data is plausible. Perhaps more likely is that some external code is modifying the floating point control word. Instrument your code to log the floating point control word at various stages of execution, to see if it ever changes unexpectedly.
You've probably been bitten by combination of optimization and excess x87 FPU precision resulting in the same bit of floating-point code in your source code being duplicated with different assembly code implementations with different rounding behaviour.
The problem with x87 FPU math
The basic problem is that while x87 FPU the supports 32-bit, 64-bit and 80-bit floating-point value, it only has 80-bit registers and the precision of operations is determined by the state of the bits in the floating point control word, not the instruction used. Changing the rounding bits is expensive, so most compilers don't, and so all floating point operations end being be performed at the same precision regardless of the data types involved.
So if the compiler sets the FPU to use 80-bit rounding and you add three 64-bit floating point variables, the code generated will often add the first two variables keeping the unrounded result in a 80-bit FPU register. It would then add the third 64-bit variable to 80-bit value in the register resulting in another unrounded 80-bit value in a FPU register. This can result in a different value being calculated than if the result was rounded to 64-bit precision after each step.
If that resulting value is then stored in a 64-bit floating-point variable then the compiler might write it to memory, rounding it to 64 bits at this point. But if the value is used in later floating point calculations then the compiler might keep it in a register instead. This means what rounding occurs at this point depends on the optimizations the compiler performs. The more its able to keep values in a 80-bit FPU register for speed, the more the result will differ from what you'd get if all floating point operation were rounded according to the size of actual floating point types used in the code.
Why SSE floating-point math is better
With 64-bit code the x87 FPU isn't normally used, instead equivalent scalar SSE instructions are used. With these instructions the precision of the operation used is determined by the instruction used. So with the adding three numbers example, the compiler would emit instructions that added the numbers using 64-bit precision. It doesn't matter if the result gets stored in memory or stays in register, the value remains the same, so optimization doesn't affect the result.
How optimization can turn deterministic FP code into non-deterministic FP code
So far this would explain why you'd get a different result with 32-bit code and 64-bit code, but it doesn't explain why you can get a different result with the same 32-bit code. The problem here is that optimizations can change the your code in surprising ways. One thing the compiler can do is duplicate code for various reasons, and this can cause the same floating point code being executed in different code paths with different optimizations applied.
Since optimization can affect floating point results this can mean the different code paths can give different results even though there's only one code path in the source code. If the code path chosen at run time is non-deterministic then this can cause non-deterministic results even when the in the source code the result isn't dependent on any non-deterministic factor.
An example
So for example, consider this loop. It performs a long running calculation, so every few seconds it prints a message letting the user know how many iterations have been completed so far. At the end of the loop there's simple summation performed using floating-point arithmetic. While there's non-deterministic factor in the loop, the floating-point operation isn't dependent on it. It's always performed regardless of whether progress updated is printed or not.
while ... do
begin
...
if TimerProgress() then
begin
PrintProgress(count);
count := 0
end
else
count := count + 1;
sum := sum + value
end
As optimization the compiler might move the last summing statement into the end of both blocks of the if statement. This lets both blocks finish by jumping back to the start of the loop, saving a jump instruction. Otherwise one of the blocks has to end with a jump to the summing statement.
This transforms the code into this:
while ... do
begin
...
if TimerProgress() then
begin
PrintProgress(count);
count := 0;
sum := sum + value
end
else
begin
count := count + 1;
sum := sum + value
end
end
This can result in the two summations being optimized differently. It may be in one code path the variable sum can be kept in a register, but in the other path its forced out in to memory. If x87 floating point instructions are used here this can cause sum to be rounded differently depending on a non-deterministic factor: whether or not its time to print the progress update.
Possible solutions
Whatever the source of your problem, clearing the FPU state isn't going to solve it. The fact that the 64-bit version works, provides an possible solution, using SSE math instead x87 math. I don't know if Delphi supports this, but it's common feature of C compilers. It's very hard and expensive to make x87 based floating-point math conforming to the C standard, so many C compilers support using SSE math instead.
Unfortunately, a quick search of the Internet suggests the Delphi compiler doesn't have option for using SSE floating-point math in 32-bit code. In that case your options would be more limited. You can try disabling optimization, that should prevent the compiler from creating differently optimized versions of the same code. You could also try to changing the rounding precision in the x87 floating-point control word. By default it uses 80-bit precision, but all your floating point variables are 64-bit then changing the FPU to use 64-bit precision should significantly reduce the effect optimization has on rounding.
To do the later you can probably use the Set8087CW procedure MBo mentioned, or maybe System.Math.SetPrecisionMode.
Good morning all,
I'm having some issues with floating point math, and have gotten totally lost in ".to_f"'s, "*100"'s and ".0"'s!
I was hoping someone could help me with my specific problem, and also explain exactly why their solution works so that I understand this for next time.
My program needs to do two things:
Sum a list of decimals, determine if they sum to exactly 1.0
Determine a difference between 1.0 and a sum of numbers - set the value of a variable to the exact difference to make the sum equal 1.0.
For example:
[0.28, 0.55, 0.17] -> should sum to 1.0, however I keep getting 1.xxxxxx. I am implementing the sum in the following fashion:
sum = array.inject(0.0){|sum,x| sum+ (x*100)} / 100
The reason I need this functionality is that I'm reading in a set of decimals that come from excel. They are not 100% precise (they are lacking some decimal points) so the sum usually comes out of 0.999999xxxxx or 1.000xxxxx. For example, I will get values like the following:
0.568887955,0.070564759,0.360547286
To fix this, I am ok taking the sum of the first n-1 numbers, and then changing the final number slightly so that all of the numbers together sum to 1.0 (must meet validation using the equation above, or whatever I end up with). I'm currently implementing this as follows:
sum = 0.0
array.each do |item|
sum += item * 100.0
end
array[i] = (100 - sum.round)/100.0
I know I could do this with inject, but was trying to play with it to see what works. I think this is generally working (from inspecting the output), but it doesn't always meet the validation sum above. So if need be I can adjust this one as well. Note that I only need two decimal precision in these numbers - i.e. 0.56 not 0.5623225. I can either round them down at time of presentation, or during this calculation... It doesn't matter to me.
Thank you VERY MUCH for your help!
If accuracy is important to you, you should not be using floating point values, which, by definition, are not accurate. Ruby has some precision data types for doing arithmetic where accuracy is important. They are, off the top of my head, BigDecimal, Rational and Complex, depending on what you actually need to calculate.
It seems that in your case, what you're looking for is BigDecimal, which is basically a number with a fixed number of digits, of which there are a fixed number of digits after the decimal point (in contrast to a floating point, which has an arbitrary number of digits after the decimal point).
When you read from Excel and deliberately cast those strings like "0.9987" to floating points, you're immediately losing the accurate value that is contained in the string.
require "bigdecimal"
BigDecimal("0.9987")
That value is precise. It is 0.9987. Not 0.998732109, or anything close to it, but 0.9987. You may use all the usual arithmetic operations on it. Provided you don't mix floating points into the arithmetic operations, the return values will remain precise.
If your array contains the raw strings you got from Excel (i.e. you haven't #to_f'd them), then this will give you a BigDecimal that is the difference between the sum of them and 1.
1 - array.map{|v| BigDecimal(v)}.reduce(:+)
Either:
continue using floats and round(2) your totals: 12.341.round(2) # => 12.34
use integers (i.e. cents instead of dollars)
use BigDecimal and you won't need to round after summing them, as long as you start with BigDecimal with only two decimals.
I think that algorithms have a great deal more to do with accuracy and precision than a choice of IEEE floating point over another representation.
People used to do some fine calculations while still dealing with accuracy and precision issues. They'd do it by managing the algorithms they'd use and understanding how to represent functions more deeply. I think that you might be making a mistake by throwing aside that better understanding and assuming that another representation is the solution.
For example, no polynomial representation of a function will deal with an asymptote or singularity properly.
Don't discard floating point so quickly. I could be that being smarter about the way you use them will do just fine.