Firstly , For those of your who dont know - Anytime Algorithm is an algorithm that get as input the amount of time it can run and it should give the best solution it can on that time.
Weighted A* is the same as A* with one diffrence in the f function :
(where g is the path cost upto node , and h is the heuristic to the end of path until reaching a goal)
Original = f(node) = g(node) + h(node)
Weighted = f(node) = (1-w)g(node) +h(node)
My anytime algorithm runs Weighted A* with decaring weight from 1 to 0.5 until it reaches the time limit.
My problem is that most of the time , it takes alot time until this it reaches a solution , and if given somthing like 10 seconds it usaully doesnt find solution while other algorithms like anytime beam finds one in 0.0001 seconds.
Any ideas what to do?
If I were you I'd throw the unbounded heuristic away. Admissible heuristics are much better in that given a weight value for a solution you've found, you can say that it is at most 1/weight times the length of an optimal solution.
A big problem when implementing A* derivatives is the data structures. When I implemented a bidirectional search, just changing from array lists to a combination of hash augmented priority queues and array lists on demand, cut the runtime cost by three orders of magnitude - literally.
The main problem is that most of the papers only give pseudo-code for the algorithm using set logic - it's up to you to actually figure out how to represent the sets in your code. Don't be afraid of using multiple ADTs for a single list, i.e. your open list. I'm not 100% sure on Anytime Weighted A*, I've done other derivatives such as Anytime Dynamic A* and Anytime Repairing A*, not AWA* though.
Another issue is when you set the g-value too low, sometimes it can take far longer to find any solution that it would if it were a higher g-value. A common pitfall is forgetting to check your closed list for duplicate states, thus ending up in a (infinite if your g-value gets reduced to 0) loop. I'd try starting with something reasonably higher than 0 if you're getting quick results with a beam search.
Some pseudo-code would likely help here! Anyhow these are just my thoughts on the matter, you may have solved it already - if so good on you :)
Beam search is not complete since it prunes unfavorable states whereas A* search is complete. Depending on what problem you are solving, if incompleteness does not prevent you from finding a solution (usually many correct paths exist from origin to destination), then go for Beam search, otherwise, stay with AWA*. However, you can always run both in parallel if there are sufficient hardware resources.
Related
We are trying to find a way to create a full distance matrix in a neo4j database, where that distance is defined as the length of the shortest path between any two nodes. Of course, there is the shortestPath method but using a loop going through all pairs of nodes and calculating their shortestPaths get very slow. We are explicitely not talking about allShortestPaths, because that returns all shortest paths between 2 specific nodes.
Is there a specific method or approach that is fast for a large number of nodes (>30k)?
Thank you!
j.
There is no easier method; the full distance matrix will take a long time to build.
As you've described it, the full distance matrix must contain the shortest path between any two nodes, which means you will have to get that information at some point. Iterating over each pair of nodes and running a shortest-path algorithm is the only way to do this, and the complexity will be O(n) multiplied by the complexity of the algorithm.
But you can cut down on the runtime with a dynamic programming solution.
You could certainly leverage some dynamic programming methods to cut down on the calculation time. For instance, if you are trying to find the shortest path between (A) and (C), and have already calculated the shortest from (B) to (C), then if you happen to encounter (B) while pathfinding from (A), you do not need to recalculate the rest of the cost of that path; it is known.
However, creating a dynamic programming solution of any reasonable complexity will almost certainly be best done in a separate module for Neo4J that is thrown in into a plugin. If what you are doing is a one-time operation or an operation that won't be run frequently, it might be easier to just do the naive solution of calling shortestPath between each pair, but if you plan to be running it fairly frequently on dynamic data, it might be worth authoring a custom plugin. It totally depends on your needs.
No matter what, though, it will take some time to calculate. The dynamic programming solution will cut down on the time greatly (especially in a densely-connected graph), but it will still not be very fast.
What is the end game? Is this a one-time query that resets some property or creates new edges. Or a recurring frequent effort. If it's one-time, you might create edges between the two nodes at each step creating a transitive closure environment. The edge would point between the two nodes and have, as a property, the distance.
Thus, if the path is a>b>c>d, you would create the edges
a>b 1
a>c 2
a>d 3
b>c 1
b>d 2
c>d 1
The edges could be named distinctively to distinguish them from the original path edges. This could create circular paths, which may neither negate this strategy or need a constraint. if you are dealing with directed acyclic graphs it would work well.
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.
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.
I am learning about SARSA algorithm implementation and had a question. I understand that the general "learning" step takes the form of:
Robot (r) is in state s. There are four actions available:
North (n), East (e), West (w) and South (s)
such that the list of Actions,
a = {n,w,e,s}
The robot randomly picks an action, and updates as follows:
Q(a,s) = Q(a,s) + L[r + DQ(a',s1) - Q(a,s)]
Where L is the learning rate, r is the reward associated to (a,s), Q(s',a') is the expected reward from an action a' in the new state s' and D is the discount factor.
Firstly, I don't undersand the role of the term - Q(a,s), why are we re-subtracting the current Q-value?
Secondly, when picking actions a and a' why do these have to be random? I know in some implementations or SARSA all possible Q(s', a') are taken into account and the highest value is picked. (I believe this is Epsilon-Greedy?) Why not to this also to pick which Q(a,s) value to update? Or why not update all Q(a,s) for the current s?
Finally, why is SARSA limited to one-step lookahead? Why, say, not also look into an hypothetical Q(s'',a'')?
I guess overall my questions boil down to what makes SARSA better than another breath-first or depth-first search algorithm?
Why do we subtract Q(a,s)? r + DQ(a',s1) is the reward that we got on this run through from getting to state s by taking action a. In theory, this is the value that Q(a,s) should be set to. However, we won't always take the same action after getting to state s from action a, and the rewards associated with going to future states will change in the future. So we can't just set Q(a,s) equal to r + DQ(a',s1). Instead, we just want to push it in the right direction so that it will eventually converge on the right value. So we look at the error in prediction, which requires subtracting Q(a,s) from r + DQ(a',s1). This is the amount that we would need to change Q(a,s) by in order to make it perfectly match the reward that we just observed. Since we don't want to do that all at once (we don't know if this is always going to be the best option), we multiply this error term by the learning rate, l, and add this value to Q(a,s) for a more gradual convergence on the correct value.`
Why do we pick actions randomly? The reason to not always pick the next state or action in a deterministic way is basically that our guess about which state is best might be wrong. When we first start running SARSA, we have a table full of 0s. We put non-zero values into the table by exploring those areas of state space and finding that there are rewards associated with them. As a result, something not terrible that we have explored will look like a better option than something that we haven't explored. Maybe it is. But maybe the thing that we haven't explored yet is actually way better than we've already seen. This is called the exploration vs exploitation problem - if we just keep doing things that we know work, we may never find the best solution. Choosing next steps randomly ensures that we see more of our options.
Why can't we just take all possible actions from a given state? This will force us to basically look at the entire learning table on every iteration. If we're using something like SARSA to solve the problem, the table is probably too big to do this for in a reasonable amount of time.
Why can SARSA only do one-step look-ahead? Good question. The idea behind SARSA is that it's propagating expected rewards backwards through the table. The discount factor, D, ensures that in the final solution you'll have a trail of gradually increasing expected rewards leading to the best reward. If you filled in the table at random, this wouldn't always be true. This doesn't necessarily break the algorithm, but I suspect it leads to inefficiencies.
Why is SARSA better than search? Again, this comes down to an efficiency thing. The fundamental reason that anyone uses learning algorithms rather than search algorithms is that search algorithms are too slow once you have too many options for states and actions. In order to know the best action to take from any other state action pair (which is what SARSA calculates), you would need to do a search of the entire graph from every node. This would take O(s*(s+a)) time. If you're trying to solve real-world problems, that's generally too long.
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.