Cluster Analysis for crowds of people - machine-learning

I have location data from a large number of users (hundreds of thousands). I store the current position and a few historical data points (minute data going back one hour).
How would I go about detecting crowds that gather around natural events like birthday parties etc.? Even smaller crowds (let's say starting from 5 people) should be detected.
The algorithm needs to work in almost real time (or at least once a minute) to detect crowds as they happen.
I have looked into many cluster analysis algorithms, but most of them seem like a bad choice. They either take too long (I have seen O(n^3) and O(2^n)) or need to know how many clusters there are beforehand.
Can someone help me? Thank you!

Let each user be it's own cluster. When she gets within distance R to another user form a new cluster and separate again when the person leaves. You have your event when:
Number of people is greater than N
They are in the same place for the timer greater than T
The party is not moving (might indicate a public transport)
It's not located in public service buildings (hospital, school etc.)
(good number of other conditions)
One minute is plenty of time to get it done even on hundreds of thousands of people. In naive implementation it would be O(n^2), but mind there is no point in comparing location of each individual, only those in close neighbourhood. In first approximation you can divide the "world" into sectors, which also makes it easy to make the task parallel - and in turn easily scale. More users? Just add a few more nodes and downscale.
One idea would be to think in terms of 'mass' and centre of gravity. First of all, do not mark something as event until the mass is not greater than e.g. 15 units. Sure, location is imprecise, but in case of events it should average around centre of the event. If your cluster grows in any direction without adding substantial mass, then most likely it isn't right. Look at methods like DBSCAN (density-based clustering), good inspiration can be also taken from physical systems, even Ising model (here you think in terms of temperature and "flipping" someone to join the crowd)ale at time of limited activity.
How to avoid "single-linkage problem" mentioned by author in comments? One idea would be to think in terms of 'mass' and centre of gravity. First of all, do not mark something as event until the mass is not greater than e.g. 15 units. Sure, location is imprecise, but in case of events it should average around centre of the event. If your cluster grows in any direction without adding substantial mass, then most likely it isn't right. Look at methods like DBSCAN (density-based clustering), good inspiration can be also taken from physical systems, even Ising model (here you think in terms of temperature and "flipping" someone to join the crowd). It is not a novel problem and I am sure there are papers that cover it (partially), e.g. Is There a Crowd? Experiences in Using Density-Based Clustering and Outlier Detection.

There is little use in doing a full clustering.
Just uses good database index.
Keep a database of the current positions.
Whenever you get a new coordinate, query the database with the desired radius, say 50 meters. A good index will do this in O(log n) for a small radius. If you get enough results, this may be an event, or someone joining an ongoing event.

Related

Cluster/Bucketize time series based on temporal proximity of measurements

I have a time series of events. The events carry a timestamp and some other metadata. I want to create clusters/buckets of these events based on their temporal proximity in order to discard some redundant events. For example, if I have a cluster of 10 events which are temporally close to each other - let's define temporal proximity as events being no further than x temporal units away from each other -, I can choose one of them as a representative and discard all others. For example, I have the following events
e0-e1-e2-------e3------------------------e5-e6-e7-e8--------------e9-e10
A sample bucketization would be:
(e0,e1,e2)
e3
(e5,e6,e7,e8)
(e9, e10)
I tried to represent the proximity of the events using the dashes above.
I know that there are some elaborate ways to go about this like DBSCAN or k-means but I was hoping that there would be something more straight forward, without any extensive prior knowledge of ML.
I also thought of a sliding window implementation, but the problem becomes quickly very complicated in terms of how to choose the window size and the shifts of the window...
Is there a standard way of doing this?

Shortest path in games (StarCraft example)

In games like StarCraft you can have up to 200 units (for player) in a map.
There are small but also big maps.
When you for example grab 50 units and tell them to go to the other side of the map some algorithm kicks in and they find path through the obsticles (river, hills, rocks and other).
My question is do you know how the game doesnt slow down because you have 50 paths to calculate. In the meantime other things happens like drones collecting minerals buildinds are made and so on. And if the map is big it should be harder and slower.
So even if the algorithm is good it will take some time for 100 units.
Do you know how this works maybe the algorithm is similar to other games.
As i said when you tell units to move you did not see any delay for calculating the path - they start to run to the destination immediately.
The question is how they make the units go through the shortest path but fast.
There is no delay in most of the games (StarCraft, WarCraft and so on)
Thank you.
I guess it just needs to subdivide the problem and memoize the results. Example: 2 units. Unit1 goes from A to C but the shortest path goes through B. Unit2 goes from B to C.
B to C only needs to be calculated once and can be reused by both.
See https://en.m.wikipedia.org/wiki/Dynamic_programming
In this wikipedia page it specifically mentions dijkstra's algorithm for path finding that works by subdividing the problem and store results to be reused.
There is also a pretty good looking alternative here http://www.gamasutra.com/blogs/TylerGlaiel/20121007/178966/Some_experiments_in_pathfinding__AI.php where it takes into account dynamic stuff like obstacles and still performs very well (video demo: https://www.youtube.com/watch?v=z4W1zSOLr_g).
Another interesting technique, does a completely different approach:
Calculate the shortest path from the goal position to every point on the map: see the full explanation here: https://www.youtube.com/watch?v=Bspb9g9nTto - although this one is inefficient for large maps
First of all 100 units is not such a large number, pathfinding is fast enough on modern computers that it is not a big resource sink. Even on older games, optimizations are made to make it even faster, and you can see that unit will sometimes get lost or stuck, which shouldn't really happen with a general algorithm like A*.
If the map does not change map, you can preprocess it to build a set of nodes representing regions of the map. For example, if the map is two islands connected by a narrow bridge, there would be three "regions" - island 1, island 2, bridge. In reality you would probably do this with some graph algorithm, not manually. For instance:
Score every tile with distance to nearest impassable tile.
Put all adjacent tiles with score above the threshold in the same region.
When done, gradually expand outwards from all regions to encompass low-score tiles as well.
Make a new graph where each region-region intersection is a node, and calculate shortest paths between them.
Then your pathfinding algorithm becomes two stage:
Find which region the unit is in.
Find which region the target is in.
If different regions, calculate shortest path to target region first using the region graph from above.
Once in the same region, calculate path normally on the tile grid.
When moving between distant locations, this should be much faster because you are now searching through a handful of nodes (on the region graph) plus a relatively small number of tiles, instead of the hundreds of tiles that comprise those regions. For example, if we have 3 islands A, B, C with bridges 1 and 2 connecting A-B and B-C respectively, then units moving from A to C don't really need to search all of B every time, they only care about shortest way from bridge 1 to bridge 2. If you have a lot of islands this can really speed things up.
Of course the problem is that regions may change due to, for instance, buildings blocking a path or units temporarily obstructing a passageway. The solution to this is up to your imagination. You could try to carefully update the region graph every time the map is altered, if the map is rarely altered in your game. Or you could just let units naively trust the region graph until they bump into an obstacle. With some games you can see particularly bad cases of the latter because a unit will continue running towards a valley even after it's been walled off, and only after hitting the wall it will turn back and go around. I think the original Starcraft had this issue when units block a narrow path. They would try to take a really long detour instead of waiting for the crowd to free up a bridge.
There's also algorithms that accomplish analogous optimizations without explicitly building the region graph, for instance JPS works roughly this way.

Monte Carlo Tree Search - intuition behind child selection function for games of two players with opposite goals

Simple question on hello world example of the MCTS for tic-tac-toe,
Let's assume we are given a board and we want to make an optimal decision. As I undestand the choice of consecutive nodes while simulation (until leaf is met) is determined by a exploration/exploitation trade-off function (as described on wikipedia). I really wonder what is the intuition behind first component (exploitation) of the function here, especially for games between two players with oppposite goals. Then the meaning of "the most promising" changes depending on who makes a move. Shouldn't this function change depeding on who makes the next move (especially its first component)?
Yes, that exploitation part of the equation should be implemented to take into account the evaluations from the perspective of the agent/player who gets to select an action in that node.
For single-agent settings, the implementation is straightforward; simply always maximize.
For zero-sum, turn-based, two-player settings, you'd want to alternate between maximizing or minimizing that exploitation part of the equation (note: always maximize the exploration term!). This can also be implemented by simply multiplying that term by -1 in nodes where the opponent gets to move.
Other settings are possible too, but require slightly more implementation effort (e.g. keeping different average scores for different players in settings which are not zero-sum or have more than two players)

Is this a correct implementation of Q-Learning for Checkers?

I am trying to understand Q-Learning,
My current algorithm operates as follows:
1. A lookup table is maintained that maps a state to information about its immediate reward and utility for each action available.
2. At each state, check to see if it is contained in the lookup table and initialise it if not (With a default utility of 0).
3. Choose an action to take with a probability of:
(*ϵ* = 0>ϵ>1 - probability of taking a random action)
1-ϵ = Choosing the state-action pair with the highest utility.
ϵ = Choosing a random move.
ϵ decreases over time.
4. Update the current state's utility based on:
Q(st, at) += a[rt+1, + d.max(Q(st+1, a)) - Q(st,at)]
I am currently playing my agent against a simple heuristic player, who always takes the move that will give it the best immediate reward.
The results - The results are very poor, even after a couple hundred games, the Q-Learning agent is losing a lot more than it is winning. Furthermore, the change in win-rate is almost non-existent, especially after reaching a couple hundred games.
Am I missing something? I have implemented a couple agents:
(Rote-Learning, TD(0), TD(Lambda), Q-Learning)
But they all seem to be yielding similar, disappointing, results.
There are on the order of 10²⁰ different states in checkers, and you need to play a whole game for every update, so it will be a very, very long time until you get meaningful action values this way. Generally, you'd want a simplified state representation, like a neural network, to solve this kind of problem using reinforcement learning.
Also, a couple of caveats:
Ideally, you should update 1 value per game, because the moves in a single game are highly correlated.
You should initialize action values to small random values to avoid large policy changes from small Q updates.

Is there a cleverer Ruby algorithm than brute-force for finding correlation in multidimensional data?

My platform here is Ruby - a webapp using Rails 3.2 in particular.
I'm trying to match objects (people) based on their ratings for certain items. People may rate all, some, or none of the same items as other people. Ratings are integers between 0 and 5. The number of items available to rate, and the number of users, can both be considered to be non-trivial.
A quick illustration -
The brute-force approach is to iterate through all people, calculating differences for each item. In Ruby-flavoured pseudo-code -
MATCHES = {}
for each (PERSON in (people except USER)) do
for each (RATING that PERSON has made) do
if (USER has rated the item that RATING refers to) do
MATCHES[PERSON's id] += difference between PERSON's rating and USER's rating
end
end
end
lowest values in MATCHES are the best matches for USER
The problem here being that as the number of items, ratings, and people increase, this code will take a very significant time to run, and ignoring caching for now, this is code that has to run a lot, since this matching is the primary function of my app.
I'm open to cleverer algorithms and cleverer databases to achieve this, but doing it algorithmically and as such allowing me to keep everything in MySQL or PostgreSQL would make my life a lot easier. The only thing I'd say is that the data does need to persist.
If any more detail would help, please feel free to ask. Any assistance greatly appreciated!
Check out the KD-Tree. It's specifically designed to speed up neighbour-finding in N-Dimensional spaces, like your rating system (Person 1 is 3 units along the X axis, 4 units along the Y axis, and so on).
You'll likely have to do this in an actual programming language. There are spatial indexes for some DBs, but they're usually designed for geographic work, like PostGIS (which uses GiST indexing), and only support two or three dimensions.
That said, I did find this tantalizing blog post on PostGIS. I was then unable to find any other references to this, but maybe your luck will be better than mine...
Hope that helps!
Technically your task is matching long strings made out of characters of a 5 letter alphabet. This kind of stuff is researched extensively in the area of computational biology. (Typically with 4 letter alphabets). If you do not know the book http://www.amazon.com/Algorithms-Strings-Trees-Sequences-Computational/dp/0521585198 then you might want to get hold of a copy. IMHO this is THE standard book on fuzzy matching / scoring of sequences.
Is your data sparse? With rating, most of the time not every user rates every object.
Naively comparing each object to every other is O(n*n*d), where d is the number of operations. However, a key trick of all the Hadoop solutions is to transpose the matrix, and work only on the non-zero values in the columns. Assuming that your sparsity is s=0.01, this reduces the runtime to O(d*n*s*n*s), i.e. by a factor of s*s. So if your sparsity is 1 out of 100, your computation will be theoretically 10000 times faster.
Note that the resulting data will still be a O(n*n) distance matrix, so strictl speaking the problem is still quadratic.
The way to beat the quadratic factor is to use index structures. The k-d-tree has already been mentioned, but I'm not aware of a version for categorical / discrete data and missing values. Indexing such data is not very well researched AFAICT.

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