Convert uniform random generation to binomial - java

I have written the following function to implement a type of mutation(creep) in my genetic algorithm project. Since I've used java's inbuilt random generation library, the probability of getting every index is uniform. I've been asked to modify the function such way that it uses binomial distribution instead of uniform. As far as I googled, I couldn't find any example/tutorial that demonstrates conversion of uniform to binomial. How do I achieve it?
int mutationRate = 0.001;
public void mutate_creep() {
if (random.nextDouble() <= mutationRate) {
// uniform random generation
int index = random.nextInt(chromoLen);
if(index%2 == 0) { // even index
chromo[index] += 1;
} else { // odd index
chromo[index] -= 1;
}
}
}
NOTE: I have already seen the solution at A efficient binomial random number generator code in Java. Since my problem here is specific to creep mutation algorithm, I'm not sure how it can be applied directly.

According to Wikipedia, you do this:
One way to generate random samples from a binomial distribution is to use an inversion algorithm. To do so, one must calculate the probability that P(X=k) for all values k from 0 through n. (These probabilities should sum to a value close to one, in order to encompass the entire sample space.) Then by using a pseudorandom number generator to generate samples uniformly between 0 and 1, one can transform the calculated samples U[0,1] into discrete numbers by using the probabilities calculated in step one.
I will leave it to you to "calculate the probability [...] for all values k from 0 through n". After that, it's a weighed distribution.
You can do that using a TreeMap, similar to how I show it in this answer.

Related

Fitness function

Whilst searching on Google about Genetic Algorithms, I came across OneMax Problem, my search showed that this is one of the very first problem that the Genetic Algorithm was applied to. However, I am not exactly sure what is OneMax problem. Can anyone explain.
Any help is appreciated
The goal of One-Max problem is to create a binary string of length n where every single gene contains a 1. The fitness function is very simple, you just iterate through your binary string counting all ones. This is what the sum represents in the formula you provided with your post. It is just the number of ones in the binary string. You could also represent the fitness as a percentage, by dividing the number of ones by n * 0.01. A higher fitness would have a higher percentage. Eventually you will get a string of n ones with a fitness of 100% at some generation.
double fitness(List<int> chromosome) {
int ones = chromosome.stream().filter(g -> g == 1).count();
return ones / chromosome.size() * 0.01;
}

First random number after setSeed in Java always similar

To give some context, I have been writing a basic Perlin noise implementation in Java, and when it came to implementing seeding, I had encountered a bug that I couldn't explain.
In order to generate the same random weight vectors each time for the same seed no matter which set of coordinates' noise level is queried and in what order, I generated a new seed (newSeed), based on a combination of the original seed and the coordinates of the weight vector, and used this as the seed for the randomization of the weight vector by running:
rnd.setSeed(newSeed);
weight = new NVector(2);
weight.setElement(0, rnd.nextDouble() * 2 - 1);
weight.setElement(1, rnd.nextDouble() * 2 - 1);
weight.normalize()
Where NVector is a self-made class for vector mathematics.
However, when run, the program generated very bad noise:
After some digging, I found that the first element of each vector was very similar (and so the first nextDouble() call after each setSeed() call) resulting in the first element of every vector in the vector grid being similar.
This can be proved by running:
long seed = Long.valueOf(args[0]);
int loops = Integer.valueOf(args[1]);
double avgFirst = 0.0, avgSecond = 0.0, avgThird = 0.0;
double lastfirst = 0.0, lastSecond = 0.0, lastThird = 0.0;
for(int i = 0; i<loops; i++)
{
ran.setSeed(seed + i);
double first = ran.nextDouble();
double second = ran.nextDouble();
double third = ran.nextDouble();
avgFirst += Math.abs(first - lastfirst);
avgSecond += Math.abs(second - lastSecond);
avgThird += Math.abs(third - lastThird);
lastfirst = first;
lastSecond = second;
lastThird = third;
}
System.out.println("Average first difference.: " + avgFirst/loops);
System.out.println("Average second Difference: " + avgSecond/loops);
System.out.println("Average third Difference.: " + avgSecond/loops);
Which finds the average difference between the first, second and third random numbers generated after a setSeed() method has been called over a range of seeds as specified by the program's arguments; which for me returned these results:
C:\java Test 462454356345 10000
Average first difference.: 7.44638117976783E-4
Average second Difference: 0.34131692827329957
Average third Difference.: 0.34131692827329957
C:\java Test 46245445 10000
Average first difference.: 0.0017196011123287126
Average second Difference: 0.3416750057190849
Average third Difference.: 0.3416750057190849
C:\java Test 1 10000
Average first difference.: 0.0021601598225344998
Average second Difference: 0.3409914232342002
Average third Difference.: 0.3409914232342002
Here you can see that the first average difference is significantly smaller than the rest, and seemingly decreasing with higher seeds.
As such, by adding a simple dummy call to nextDouble() before setting the weight vector, I was able to fix my perlin noise implementation:
rnd.setSeed(newSeed);
rnd.nextDouble();
weight.setElement(0, rnd.nextDouble() * 2 - 1);
weight.setElement(1, rnd.nextDouble() * 2 - 1);
Resulting in:
I would like to know why this bad variation in the first call to nextDouble() (I have not checked other types of randomness) occurs and/or to alert people to this issue.
Of course, it could just be an implementation error on my behalf, which I would be greatful if it were pointed out to me.
The Random class is designed to be a low overhead source of pseudo-random numbers. But the consequence of the "low overhead" implementation is that the number stream has properties that are a long way off perfect ... from a statistical perspective. You have encountered one of the imperfections. Random is documented as being a Linear Congruential generator, and the properties of such generators are well known.
There are a variety of ways of dealing with this. For example, if you are careful you can hide some of the most obvious "poor" characteristics. (But you would be advised to run some statistical tests. You can't see non-randomness in the noise added to your second image, but it could still be there.)
Alternatively, if you want pseudo-random numbers that have guaranteed good statistical properties, then you should be using SecureRandom instead of Random. It has significantly higher overheads, but you can be assured that many "smart people" will have spent a lot of time on the design, testing and analysis of the algorithms.
Finally, it is relatively simple to create a subclass of Random that uses an alternative algorithm for generating the numbers; see link. The problem is that you have to select (or design) and implement an appropriate algorithm.
Calling this an "issue" is debatable. It is a well known and understood property of LCGs, and use of LCGs was a concious engineering choice. People want low overhead PRNGs, but low overhead PRNGs have poor properties. TANSTAAFL.
Certainly, this is not something that Oracle would contemplate changing in Random. Indeed, the reasons for not changing are stated clearly in the javadoc for the Random class.
"In order to guarantee this property, particular algorithms are specified for the class Random. Java implementations must use all the algorithms shown here for the class Random, for the sake of absolute portability of Java code."
This is known issue. Similar seed will generate similar few first values. Random wasn't really designed to be used this way. You are supposed to create instance with a good seed and then generate moderately sized sequence of "random" numbers.
Your current solution is ok - as long as it looks good and is fast enough. You can also consider using hashing/mixing functions which were designed to solve your problem (and then, optionally, using the output as seed). For example see: Parametric Random Function For 2D Noise Generation
Move your setSeed out of the loop. Java's PRNG is a linear congruential generator, so seeding it with sequential values is guaranteed to give results that are correlated across iterations of the loop.
ADDENDUM
I dashed that off before running out the door to a meeting, and now have time to illustrate what I was saying above.
I've written a little Ruby script which implements Schrage's portable prime modulus multiplicative linear congruential generator. I instantiate two copies of the LCG, both seeded with a value of 1. However, in each iteration of the output loop I reseed the second one based on the loop index. Here's the code:
# Implementation of a Linear Congruential Generator (LCG)
class LCG
attr_reader :state
M = (1 << 31) - 1 # Modulus = 2**31 - 1, which is prime
# constructor requires setting a seed value to use as initial state
def initialize(seed)
reseed(seed)
end
# users can explicitly reset the seed.
def reseed(seed)
#state = seed.to_i
end
# Schrage's portable prime modulus multiplicative LCG
def value
#state = 16807 * #state % M
# return the generated integer value AND its U(0,1) mapping as an array
[#state, #state.to_f / M]
end
end
if __FILE__ == $0
# create two instances of LCG, both initially seeded with 1
mylcg1 = LCG.new(1)
mylcg2 = LCG.new(1)
puts " default progression manual reseeding"
10.times do |n|
mylcg2.reseed(1 + n) # explicitly reseed 2nd LCG based on loop index
printf "%d %11d %f %11d %f\n", n, *mylcg1.value, *mylcg2.value
end
end
and here's the output it produces:
default progression manual reseeding
0 16807 0.000008 16807 0.000008
1 282475249 0.131538 33614 0.000016
2 1622650073 0.755605 50421 0.000023
3 984943658 0.458650 67228 0.000031
4 1144108930 0.532767 84035 0.000039
5 470211272 0.218959 100842 0.000047
6 101027544 0.047045 117649 0.000055
7 1457850878 0.678865 134456 0.000063
8 1458777923 0.679296 151263 0.000070
9 2007237709 0.934693 168070 0.000078
The columns are iteration number followed by the underlying integer generated by the LCG and the result when scaled to the range (0,1). The left set of columns show the natural progression of the LCG when allowed to proceed on its own, while the right set show what happens when you reseed on each iteration.

Wondering why would one calculate the median this way?

I was wondering what may be the reason to use this median function, instead of just calculating the min + (max - min) / 2:
// used by the random number generator
private static final double M_E12 = 162754.79141900392083592475;
/**
* Return an estimate of median of n values distributed in [min,max)
* #param min the minimum value
* #param max the maximum value
* #param n
* #return an estimate of median of n values distributed in [min,max)
**/
private static double median(double min, double max, int n)
{
// get random value in [0.0, 1.0)
double t = (new Random()).nextDouble();
double retval;
if (t > 0.5) {
retval = java.lang.Math.log(1.0-(2.0*(M_E12-1)*(t-0.5)/M_E12))/12.0;
} else {
retval = -java.lang.Math.log(1.0-(2.0*(M_E12-1)*t/M_E12))/12.0;
}
// We now have something distributed on (-1.0,1.0)
retval = (retval+1.0) * (max-min)/2.0;
retval = retval + min;
return retval;
}
The only downside of my approach would maybe be its deterministic nature, I'd say?
The whole code can be found here, http://www.koders.com/java/fid42BB059926626852A0D146D54F7D66D7D2D5A28D.aspx?s=cdef%3atree#L8, btw.
Thanks
[trying to cover a range here because it's not clear to me what you're not understanding]
first, the median is the middle value. the median of [0,0,1,99,99] is 1.
and so we can see that the code given is not calculating the median (it's not finding a middle value). instead, it's estimating it from some theoretical distribution. as the comment says.
the forumla you give is for the mid-point. if many values are uniformly distributed between min and max then yes, that is a good estimation of the median. in this case (presumably) the values are not distributed in that way and so some other method is necessary.
you can see why this could be necessary by calculating the mid point of the numbers above - your formula would give 49.5.
the reason for using an estimate is probably that it is much faster than finding the median. the reason for making that estimate random is likely to avoid a bad worst case on multiple calls.
and finally, sorry but i don't know what the distribution is in this case. you probably need to search for the data structure and/or author name to see if you can find a paper or book reference (i thought it might be assuming a power law, but see edit below - it seems to be adding a very small correction) (i'm not sure if that is what you are asking, or if you are more generally confused).
[edit] looking some more, i think the log(...) is giving a central bias to the uniformly random t. so it's basically doing what you suggest, but with some spread around the 0.5. here's a plot of one case which shows that retval is actually a pretty small adjustment.
I can't tell you what this code is attempting to achieve; for a start it doesn't even use n!
But from the looks of it, it's simply generating some sort of exponentially-distributed random value in the range [min,max]. See http://en.wikipedia.org/wiki/Exponential_distribution#Generating_exponential_variates.
Interestingly, Googling for that magic number brings up lots of relevant hits, none of which are illuminating: http://www.google.co.uk/search?q=162754.79141900392083592475.

How to multiply two big big numbers

You are given a list of n numbers L=<a_1, a_2,...a_n>. Each of them is
either 0 or of the form +/- 2k, 0 <= k <= 30. Describe and implement an
algorithm that returns the largest product of a CONTINUOUS SUBLIST
p=a_i*a_i+1*...*a_j, 1 <= i <= j <= n.
For example, for the input <8 0 -4 -2 0 1> it should return 8 (either 8
or (-4)*(-2)).
You can use any standard programming language and can assume that
the list is given in any standard data structure, e.g. int[],
vector<int>, List<Integer>, etc.
What is the computational complexity of your algorithm?
In my first answer I addressed the OP's problem in "multiplying two big big numbers". As it turns out, this wish is only a small part of a much bigger problem which I'm going to address now:
"I still haven't arrived at the final skeleton of my algorithm I wonder if you could help me with this."
(See the question for the problem description)
All I'm going to do is explain the approach Amnon proposed in little more detail, so all the credit should go to him.
You have to find the largest product of a continuous sublist from a list of integers which are powers of 2. The idea is to:
Compute the product of every continuous sublist.
Return the biggest of all these products.
You can represent a sublist by its start and end index. For start=0 there are n-1 possible values for end, namely 0..n-1. This generates all sublists that start at index 0. In the next iteration, You increment start by 1 and repeat the process (this time, there are n-2 possible values for end). This way You generate all possible sublists.
Now, for each of these sublists, You have to compute the product of its elements - that is come up with a method computeProduct(List wholeList, int startIndex, int endIndex). You can either use the built in BigInteger class (which should be able to handle the input provided by Your assignment) to save You from further trouble or try to implement a more efficient way of multiplication as described by others. (I would start with the simpler approach since it's easier to see if Your algorithm works correctly and first then try to optimize it.)
Now that You're able to iterate over all sublists and compute the product of their elements, determining the sublist with the maximum product should be the easiest part.
If it's still to hard for You to make the connections between two steps, let us know - but please also provide us with a draft of Your code as You work on the problem so that we don't end up incrementally constructing the solution and You copy&pasting it.
edit: Algorithm skeleton
public BigInteger listingSublist(BigInteger[] biArray)
{
int start = 0;
int end = biArray.length-1;
BigInteger maximum;
for (int i = start; i <= end; i++)
{
for (int j = i; j <= end; j++)
{
//insert logic to determine the maximum product.
computeProduct(biArray, i, j);
}
}
return maximum;
}
public BigInteger computeProduct(BigInteger[] wholeList, int startIndex,
int endIndex)
{
//insert logic here to return
//wholeList[startIndex].multiply(wholeList[startIndex+1]).mul...(
// wholeList[endIndex]);
}
Since k <= 30, any integer i = 2k will fit into a Java int. However the product of such two integers might not necessarily fit into a Java int since 2k * 2k = 22*k <= 260 which fill into a Java long. This should answer Your question regarding the "(multiplication of) two numbers...".
In case that You might want to multiply more than two numbers, which is implied by Your assignment saying "...largest product of a CONTINUOUS SUBLIST..." (a sublist's length could be > 2), have a look at Java's BigInteger class.
Actually, the most efficient way of multiplication is doing addition instead. In this special case all you have is numbers that are powers of two, and you can get the product of a sublist by simply adding the expontents together (and counting the negative numbers in your product, and making it a negative number in case of odd negatives).
Of course, to store the result you may need the BigInteger, if you run out of bits. Or depending on how the output should look like, just say (+/-)2^N, where N is the sum of the exponents.
Parsing the input could be a matter of switch-case, since you only have 30 numbers to take care of. Plus the negatives.
That's the boring part. The interesting part is how you get the sublist that produces the largest number. You can take the dumb approach, by checking every single variation, but that would be an O(N^2) algorithm in the worst case (IIRC). Which is really not very good for longer inputs.
What can you do? I'd probably start from the largest non-negative number in the list as a sublist, and grow the sublist to get as many non-negative numbers in each direction as I can. Then, having all the positives in reach, proceed with pairs of negatives on both sides, eg. only grow if you can grow on both sides of the list. If you cannot grow in both directions, try one direction with two (four, six, etc. so even) consecutive negative numbers. If you cannot grow even in this way, stop.
Well, I don't know if this alogrithm even works, but if it (or something similar) does, its an O(N) algorithm, which means great performance. Lets try it out! :-)
Hmmm.. since they're all powers of 2, you can just add the exponent instead of multiplying the numbers (equivalent to taking the logarithm of the product). For example, 2^3 * 2^7 is 2^(7+3)=2^10.
I'll leave handling the sign as an exercise to the reader.
Regarding the sublist problem, there are less than n^2 pairs of (begin,end) indices. You can check them all, or try a dynamic programming solution.
EDIT: I adjusted the algorithm outline to match the actual pseudo code and put the complexity analysis directly into the answer:
Outline of algorithm
Go seqentially over the sequence and store value and first/last index of the product (positive) since the last 0. Do the same for another product (negative) which only consists of the numbers since the first sign change of the sequence. If you hit a negative sequence element swap the two products (positive and negative) along with the associagted starting indices. Whenever the positive product hits a new maximum store it and the associated start and end indices. After going over the whole sequence the result is stored in the maximum variables.
To avoid overflow calculate in binary logarithms and an additional sign.
Pseudo code
maxProduct = 0
maxProductStartIndex = -1
maxProductEndIndex = -1
sequence.push_front( 0 ) // reuses variable intitialization of the case n == 0
for every index of sequence
n = sequence[index]
if n == 0
posProduct = 0
negProduct = 0
posProductStartIndex = index+1
negProductStartIndex = -1
else
if n < 0
swap( posProduct, negProduct )
swap( posProductStartIndex, negProductStartIndex )
if -1 == posProductStartIndex // start second sequence on sign change
posProductStartIndex = index
end if
n = -n;
end if
logN = log2(n) // as indicated all arithmetic is done on the logarithms
posProduct += logN
if -1 < negProductStartIndex // start the second product as soon as the sign changes first
negProduct += logN
end if
if maxProduct < posProduct // update current best solution
maxProduct = posProduct
maxProductStartIndex = posProductStartIndex
maxProductEndIndex = index
end if
end if
end for
// output solution
print "The maximum product is " 2^maxProduct "."
print "It is reached by multiplying the numbers from sequence index "
print maxProductStartIndex " to sequence index " maxProductEndIndex
Complexity
The algorithm uses a single loop over the sequence so its O(n) times the complexity of the loop body. The most complicated operation of the body is log2. Ergo its O(n) times the complexity of log2. The log2 of a number of bounded size is O(1) so the resulting complexity is O(n) aka linear.
I'd like to combine Amnon's observation about multiplying powers of 2 with one of mine concerning sublists.
Lists are terminated hard by 0's. We can break the problem down into finding the biggest product in each sub-list, and then the maximum of that. (Others have mentioned this).
This is my 3rd revision of this writeup. But 3's the charm...
Approach
Given a list of non-0 numbers, (this is what took a lot of thinking) there are 3 sub-cases:
The list contains an even number of negative numbers (possibly 0). This is the trivial case, the optimum result is the product of all numbers, guaranteed to be positive.
The list contains an odd number of negative numbers, so the product of all numbers would be negative. To change the sign, it becomes necessary to sacrifice a subsequence containing a negative number. Two sub-cases:
a. sacrifice numbers from the left up to and including the leftmost negative; or
b. sacrifice numbers from the right up to and including the rightmost negative.
In either case, return the product of the remaining numbers. Having sacrificed exactly one negative number, the result is certain to be positive. Pick the winner of (a) and (b).
Implementation
The input needs to be split into subsequences delimited by 0. The list can be processed in place if a driver method is built to loop through it and pick out the beginnings and ends of non-0 sequences.
Doing the math in longs would only double the possible range. Converting to log2 makes arithmetic with large products easier. It prevents program failure on large sequences of large numbers. It would alternatively be possible to do all math in Bignums, but that would probably perform poorly.
Finally, the end result, still a log2 number, needs to be converted into printable form. Bignum comes in handy there. There's new BigInteger("2").pow(log); which will raise 2 to the power of log.
Complexity
This algorithm works sequentially through the sub-lists, only processing each one once. Within each sub-list, there's the annoying work of converting the input to log2 and the result back, but the effort is linear in the size of the list. In the worst case, the sum of much of the list is computed twice, but that's also linear complexity.
See this code. Here I implement exact factorial of a huge large number. I am just using integer array to make big numbers. Download the code from Planet Source Code.

Algorithm to generate Poisson and binomial random numbers?

i've been looking around, but i'm not sure how to do it.
i've found this page which, in the last paragraph, says:
A simple generator for random numbers taken from a Poisson distribution is obtained using this simple recipe: if x1, x2, ... is a sequence of random numbers with uniform distribution between zero and one, k is the first integer for which the product x1 · x2 · ... · xk+1 < e-λ
i've found another page describing how to generate binomial numbers, but i think it is using an approximation of poisson generation, which doesn't help me.
For example, consider binomial random numbers. A binomial random number is the number of heads in N tosses of a coin with probability p of a heads on any single toss. If you generate N uniform random numbers on the interval (0,1) and count the number less than p, then the count is a binomial random number with parameters N and p.
i know there are libraries to do it, but i can't use them, only the standard uniform generators provided by the language (java, in this case).
Poisson distribution
Here's how Wikipedia says Knuth says to do it:
init:
Let L ← e^(−λ), k ← 0 and p ← 1.
do:
k ← k + 1.
Generate uniform random number u in [0,1] and let p ← p × u.
while p > L.
return k − 1.
In Java, that would be:
public static int getPoisson(double lambda) {
double L = Math.exp(-lambda);
double p = 1.0;
int k = 0;
do {
k++;
p *= Math.random();
} while (p > L);
return k - 1;
}
Binomial distribution
Going by chapter 10 of Non-Uniform Random Variate Generation (PDF) by Luc Devroye (which I found linked from the Wikipedia article) gives this:
public static int getBinomial(int n, double p) {
int x = 0;
for(int i = 0; i < n; i++) {
if(Math.random() < p)
x++;
}
return x;
}
Please note
Neither of these algorithms is optimal. The first is O(λ), the second is O(n). Depending on how large these values typically are, and how frequently you need to call the generators, you might need a better algorithm. The paper I link to above has more complicated algorithms that run in constant time, but I'll leave those implementations as an exercise for the reader. :)
For this and other numerical problems the bible is the numerical recipes book.
There's a free version for C here: http://www.nrbook.com/a/bookcpdf.php (plugin required)
Or you can see it on google books: http://books.google.co.uk/books?id=4t-sybVuoqoC&lpg=PP1&ots=5IhMINLhHo&dq=numerical%20recipes%20in%20c&pg=PP1#v=onepage&q=&f=false
The C code should be very easy to transfer to Java.
This book is worth it's weight in gold for lots of numerical problems. On the above site you can also buy the latest version of the book.
Although the answer posted by Kip is perfectly valid for generating Poisson RVs with small rate of arrivals (lambda), the second algorithm posted in Wikipedia Generating Poisson Random variables is better for larger rate of arrivals due to numerical stability.
I faced problems during implementation of one of the projects requiring generation of Poisson RV with very high lambda due to this. So I suggest the other way.
There are several implementations from CERN in the following library (Java code):
http://acs.lbl.gov/~hoschek/colt/
Concerning binomial random numbers, it is based on the paper from 1988 "Binomial Random Variate Generation", that I recommend to you since they use an optimized algorithm.
Regards
you can add this to build.gradle
implementation 'org.kie.modules:org-apache-commons-math:6.5.0.Final'
and use class PoissonDistribution
more detail for class PoissonDistribution

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