I am in the process of coding a simple Genetic Algorithm (GA). There are probably countless areas where I have unnecessarily used a for loop. I would like some tips on how to be more MATLAB efficient as well as an answer to my question. As far as I can tell I have succeeded but I am not sure. The area which this code defines is single-point crossover
Here is what I have tried...
crossPoints=randi([1 24],popSize/2,1);
for popNo=2:2:popSize
isolate=chromoParent(popNo-1:popNo,crossPoints(popNo/2,1)+1:end);
isolate([1 2],:)=isolate([2 1],:);
chromoParent(popNo-1:popNo,crossPoints(popNo/2,1)+1:end)=isolate;
end
chromoChild=chromoParent;
where, 'crossPoints' is the point at which single point crossover
between two binary encoded chromosomes is required.
'popSize' is the size of the population, required by my code to
be an even number
'isolate' defines the sections of 2 rows which are required to be swapped
with each other
'chromoParent' is the initial population which is required to be
changed by single-point crossover
'chromoChild' is the resulting population
Both 'chromoParent' and 'chromoChild' are represented by an array of
size, popSize x 25 binary characters
Can you spot an error in the way I am thinking about this problem? What's the most efficient way (in computational time) to achieve the same thing? It would help if you could be as broad as possible so that I could begin applying the principles I learn here to the rest of my code.
Thank you.
Your code looks fine. If you want, you can reduce the instructions in the loop to a single line by some very simple indexing:
chromoParent( popNo-1:popNo, crossPoints(popNo/2,1)+1:end) = ...
chromoParent(popNo:-1:popNo-1,crossPoints(popNo/2,1)+1:end);
This may be marginally faster, but as with any optimization, you should profile it first (My guess is that these line contribute very little to the overall CPU time).
Related
Matlab offers multiple algorithms for solving Linear Programs.
For example Matlab R2012b offers: 'active-set', 'trust-region-reflective', 'interior-point', 'interior-point-convex', 'levenberg-marquardt', 'trust-region-dogleg', 'lm-line-search', or 'sqp'.
But other versions of Matlab support different algorithms.
I would like to run a loop over all algorithms that are supported by the users Matlab-Version. And I would like them to be ordered like the recommendation order of Matlab.
I would like to implement something like this:
i=1;
x=[];
while (isempty(x))
options=optimset(options,'Algorithm',Here_I_need_a_list_of_Algorithms(i))
x = linprog(f,A,b,Aeq,beq,lb,ub,x0,options);
end
In 99% this code should be equivalent to
x = linprog(f,A,b,Aeq,beq,lb,ub,x0,options);
but sometimes the algorithm gives back an empty array because of numerical problems (exitflag -4). If there is a chance that one of the other algorithms can find a solution I would like to try them too.
So my question is:
Is there a possibility to automatically get a list of all linprog-algorithms that are supported by the installed Matlab-version ordered like Matlab recommends them.
I think looping through all algorithms can make sense in other scenarios too. For example when you need very precise data and have a lot of time, you could run them all and than evaluate which gives the best results.
Or one would like to loop through all algorithms, if one wants to find which algorithms is the best for LPs with a certain structure.
There's no automatic way to do this as far as I know. If you really want to do it, the easiest thing to do would be to go to the online documentation, and check through previous versions (online documentation is available for old versions, not just the most recent release), and construct some variables like this:
r2012balgos = {'active-set', 'trust-region-reflective', 'interior-point', 'interior-point-convex', 'levenberg-marquardt', 'trust-region-dogleg', 'lm-line-search', 'sqp'};
...
r2017aalgos = {...};
v = ver('matlab');
switch v.Release
case '(R2012b)'
algos = r2012balgos;
....
case '(R2017a)'
algos = r2017aalgos;
end
% loop through each of the algorithms
Seems boring, but it should only take you about 30 minutes.
There's a reason MathWorks aren't making this as easy as you might hope, though, because what you're asking for isn't a great idea.
It is possible to construct artificial problems where one algorithm finds a solution and the others don't. But in practice, typically if the recommended algorithm doesn't find a solution this doesn't indicate that you should switch algorithms, it indicates that your problem wasn't well-formulated, and you should consider modifying it, perhaps by modifying some constraints, or reformulating the objective function.
And after all, why stop with just looping through the alternative algorithms? Why not also loop through lots of values for other options such as constraint tolerances, optimality tolerances, maximum number of function evaluations, etc.? These may have just as much likelihood of affecting things as a choice of algorithm. And soon you're running an optimisation algorithm to search through the space of meta-parameters for your original optimisation.
That's not a great plan - probably better to just choose one of the recommended algorithms, stick to that, and if things don't work out then focus on improving your formulation of the problems rather than over-tweaking the optimisation itself.
I'm writing a program which can significantly lessen the number of collisions that occur while using hash functions like 'key mod table_size'. For this I would like to use Genetic Programming/Algorithm. But I don't know much about it. Even after reading many articles and examples I don't know that in my case (as in program definition) what would be the fitness function, target (target is usually the required result), what would pose as the population/individuals and parents, etc.
Please help me in identifying the above and with a few codes/pseudo-codes snippets if possible as this is my project.
Its not necessary to be using genetic programming/algorithm, it can be anything using evolutionary programming/algorithm.
thanks..
My advice would be: don't do this that way. The literature on hash functions is vast and we more or less understand what makes a good hash function. We know enough mathematics not to look for them blindly.
If you need a hash function to use, there is plenty to choose from.
However, if this is your uni project and you cannot possibly change the subject or steer it in a more manageable direction, then as you noticed there will be complex issues of getting fitness function and mutation operators right. As far as I can tell off the top of my head, there are no obvious candidates.
You may look up e.g. 'strict avalanche criterion' and try to see if you can reason about it in terms of fitness and mutations.
Another question is how do you want to represent your function? Just a boolean expression? Something built from word operations like AND, XOR, NOT, ROT ?
Depending on your constraints (or rather, assumptions) the question of fitness and mutation will be different.
Broadly fitness is clearly minimize the number of collisions in your 'hash modulo table-size' model.
The obvious part is to take a suitably large and (very important) representative distribution of keys and chuck them through your 'candidate' function.
Then you might pass them through 'hash modulo table-size' for one or more values of table-size and evaluate some measure of 'niceness' of the arising distribution(s).
So what that boils down to is what table-sizes to try and what niceness measure to apply.
Niceness is context dependent.
You might measure 'fullest bucket' as a measure of 'worst case' insert/find time.
You might measure sum of squares of bucket sizes as a measure of 'average' insert/find time based on uniform distribution of amongst the keys look-up.
Finally you would need to decide what table-size (or sizes) to test at.
Conventional wisdom often uses primes because hash modulo prime tends to be nicely volatile to all the bits in hash where as something like hash modulo 2^n only involves the lower n-1 bits.
To keep computation down you might consider the series of next prime larger than each power of two. 5(>2^2) 11 (>2^3), 17 (>2^4) , etc. up to and including the first power of 2 greater than your 'sample' size.
There are other ways of considering fitness but without a practical application the question is (of course) ill-defined.
If your 'space' of potential hash functions don't all have the same execution time you should also factor in 'cost'.
It's fairly easy to define very good hash functions but execution time can be a significant factor.
I am clustering a large set of points. Throughout the iterations, I want to avoid re-computing cluster properties if the assigned points are the same as the previous iteration. Each cluster keeps the IDs of its points. I don't want to compare them element wise, comparing the sum of the ID vector is risky (a small ID can be compensated with a large one), may be I should compare the sum of squares? Is there a hashing method in Matlab which I can use with confidence?
Example data:
a=[2,13,14,18,19,21,23,24,25,27]
b=[6,79,82,85,89,111,113,123,127,129]
c=[3,9,59,91,99,101,110,119,120,682]
d=[11,57,74,83,86,90,92,102,103,104]
So the problem is that if I just check the sum, it could be that cluster d for example, looses points 11,103 and gets 9,105. Then I would mistakenly think that there has been no change in the cluster.
This is one of those (very common) situations where the more we know about your data and application the better we are able to help. In the absence of better information than you provide, and in the spirit of exposing the weakness of answers such as this in that absence, here are a couple of suggestions you might reject.
One appropriate data structure for set operations is a bit-set, that is a set of length equal to the cardinality of the underlying universe of things in which each bit is set on or off according to the things membership of the (sub-set). You could implement this in Matlab in at least two ways:
a) (easy, but possibly consuming too much space): define a matrix with as many columns as there are points in your data, and one row for each cluster. Set the (cluster, point) value to true if point is a member of cluster. Set operations are then defined by vector operations. I don't have a clue about the relative (time) efficiency of setdiff versus rowA==rowB.
b) (more difficult): actually represent the clusters by bit sets. You'll have to use Matlab's bit-twiddling capabilities of course, but the pain might be worth the gain. Suppose that your universe comprises 1024 points, then you'll need an array of 16 uint64 values to represent the bit set for each cluster. The presence of, say, point 563 in a cluster requires that you set, for the bit set representing that cluster, bit 563 (which is probably bit 51 in the 9th element of the set) to 1.
And perhaps I should have started by writing that I don't think that this is a hashing sort of a problem, it's a set sort of a problem. Yeah, you could use a hash but then you'll have to program around the limitations of using a screwdriver on a nail (choose your preferred analogy).
If I understand correctly, to hash the ID's I would recommend using the matlab Java interface to use the Java hashing algorithms
http://docs.oracle.com/javase/1.4.2/docs/api/java/security/MessageDigest.html
You'll do something like:
hash = java.security.MessageDigest.getInstance('SHA');
Hope this helps.
I found the function
DataHash on FEX it is quiet fast for vectors and the strcmp on the keys is a lot faster than I expected.
I'm trying to write a simple generic parallel code for minimizing a function in MATLAB. The idea is very simple, essentially:
parfor k = 1:N
(...find a good solution xcurrent with cost fcurrent ... )
% keep best current value
fmin = min(fmin,fxcurrent)
end
This works fine, because fmin is a reduction variable, and thus I can use this construction to update the current best value.
However, I couldn't find a nice elegant way of keeping (or storing) the best current solution ("xcurrent").
How do I keep track of the best solution found so far?
In other words, if the current value is strictly smaller than fmin, how can I save xcurrent (subject to the constraints that parallel loops impose in MATLAB)?
[Of course, the serial version is trivial, just prepend
if fxcurrent < fmin;
xbest = xcurrent;
end;
but this does not work on a parfor loop.]
A few approaches that come to mind:
I could just store all solutions and costs (using sliced variables), but this is hugely memory inefficient (the number of iterations N is very large, and the solutions themselves are very big).
Similarly, I could use a (set or matrix) reduction variable and do:
solutionset = [solutionset,xcurrent]
but this is almost as bad in terms of memory requirement.
I could also save xcurrent to disk every time the solution is improved.
I tried to look around for a simpler solution, but nothing was very useful.
The question seems to be well-defined (so it's not like in other problems, where the output could depend on iteration order), but I couldn't find an elegant way of doing this.
Apologies in advance if I'm missing something obvious, and thanks a lot in advance!
Thanks so I copy the suggestion down here.
Just an idea- what if you write your own reduction function - basically just containing the if block and a save or output?
You will presumably need to maintain multiple xcurrent structures in memory anyway, since there will have to be a separate copy for each worker executing the loop-body. I would try splitting your loop into an outer parallel part and an inner serial part -- this will allow you to adjust the number of copies of xcurrent separately to the total iteration count.
The inner (serial) loop can use the normal if fxcurrent < fmin; xmin = xcurrent; end construct to update its best solution, and the outer (parallel) loop can just store all solutions using slicing. As a final step you select the best solution from your (small) set.
I'm currently writing an optimization algorithm in MATLAB, at which I completely suck, therefore I could really use your help. I'm really struggling to find a good way of representing a graph (or well more like a tree with several roots) which would look more or less like this:
alt text http://img100.imageshack.us/img100/3232/graphe.png
Basically 11/12/13 are our roots (stage 0), 2x is stage1, 3x stage2 and 4x stage3. As you can see nodes from stageX are only connected to several nodes from stage(X+1) (so they don't have to be connected to all of them).
Important: each node has to hold several values (at least 3-4), one will be it's number and at least two other variables (which will be used to optimize the decisions).
I do have a simple representation using matrices but it's really hard to maintain, so I was wondering is there a good way to do it?
Second question: when I'm done with that representation I need to calculate how good each route (from roots to the end) is (like let's say I need to compare is 11-21-31-41 the best or is 11-21-31-42 better) to do that I will be using the variables that each node holds. But the values will have to be calculated recursively, let's say we start at 11 but to calcultate how good 11-21-31-41 is we first need to go to 41, do some calculations, go to 31, do some calculations, go to 21 do some calculations and then we can calculate 11 using all the previous calculations. Same with 11-21-31-42 (we start with 42 then 31->21->11). I need to check all the possible routes that way. And here's the question, how to do it? Maybe a BFS/DFS? But I'm not quite sure how to store all the results.
Those are some lengthy questions, but I hope I'm not asking you for doing my homework (as I got all the algorithms, it's just that I'm not really good at matlab and my teacher wouldn't let me to do it in java).
Granted, it may not be the most efficient solution, but if you have access to Matlab 2008+, you can define a node class to represent your graph.
The Matlab documentation has a nice example on linked lists, which you can use as a template.
Basically, a node would have a property 'linksTo', which points to the index of the node it links to, and a method to calculate the cost of each of the links (possibly with some additional property that describe each link). Then, all you need is a function that moves down each link, and brings the cost(s) with it when it moves back up.