How would you develop efficient algorithm for this problem - math

It's a flipping coin game. You put some amount of money and if the coin you flipped is Heads you earn double of amount what u put if its Tails you lose all
What would be the best strategy to not get bankrupt and maximize earnings?
You can flip as many times as you want and the coin is unbiased

There is no strategy that can maximize your earning in the unbiased coin case.
Let us assume that at every head, you get earn G amount and at every tail, you lose L amount.
Let the probability of head in any trial is P and that of tail is Q.
Now, the expected value of your earning in a single trial can be given as:
E = [PG + Q(-L)]
E = (PG - QL)
Since, according to your question, G = L and P = Q. Therefore:
E = PG - PG = 0
This means that even in a single trial your expected earning is zero.
However, if your coin is biased or your earnings are not equal, more precisely if G > L or P > Q then if you keep on playing long enough you can maximize earning.
I believe I watched one numberphile video long back regarding this kind of problem. You can try to search for it and get more insight of the problem.

Related

Monte-Carlo Simulation for the sum of die

I am very new to programming so I apologise in advance for my lack of knowledge.
I want to find the probability of obtaining the sum k when throwing m die. I am not looking for a direct answer, I just want to ask if I am on the right track and what I can improve.
I begin with a function that calculates the sum of an array of m die:
function dicesum(m)
j = rand((1:6), m)
sum(j)
end
Now I am trying specific values to see if I can find a pattern (but without much luck). I have tried m = 2 (two die). What I am trying to do is to write a function which checks whether the sum of the two die is k and if it is, it calculates the probability. My attempt is very naive but I am hoping someone can point me in the right direction:
m = 2
x, y = rand(1:6), rand(1:6)
z = x+y
if z == dicesum(m)
Probability = ??/6^m
I want to somehow find the number of 'elements' in dicesum(2) in order to calculate the probability. For example, consider the case when dicesum(2) = 8. With two die, the possible outcomes are (2,6),(6,2), (5,3), (3,5), (4,4), (4,4). The probability being (2/36)*3.
I understand that the general case is far more complicated but I just want an idea of how to being this problem. Thanks in advance for any help.
If I understand correctly, you want to use simulation to approximate the probability of obtaining a sum of k when roll m dice. What I recommend is creating a function that will take k and m as arguments and repeat the simulation a large number of times. The following might help you get started:
function Simulate(m,k,Nsim=10^4)
#Initialize the counter
cnt=0
#Repeat the experiment Nsim times
for sim in 1:Nsim
#Simulate roll of m dice
s = sum(rand(1:6,m))
#Increment counter if sum matches k
if s == k
cnt += 1
end
end
#Return the estimated probability
return cnt/Nsim
end
prob = Simulate(3,4)
The estimate is approximately .0131.
You can also perform your simulation in a vectorized style as shown below. Its less efficient in terms of memory allocation because it creates a vector s of length Nsim, whereas the loop code uses a single integer to count, cnt. Sometimes unnecessary memory allocation can cause performance issues. In this case, it turns out that the vectorized code is about twice as fast. Usually, loops are a bit faster. Someone more familiar with the internals of Julia might be able to offer an explanation.
function Simulate1(m,k,Nsim=10^4)
#Simulate roll of m dice Nsim times
s = sum(rand(1:6,Nsim,m),2)
#Relative frequency of matches
prob = mean(s .== k)
return prob
end

IDA* and Admissibility of one Heuristic?

I want to practice old exam on AI and see one challenging question and need help from some experts...
A is initial state and G is a goal state. Cost is show on edge and Heuristic "H" values is shown on each circle. IDA* limit is 7.
We want to search this graph with IDA*. What is the order of visiting these nodes? (child is selected in alphabetical order and in equal condition the node is selected first that produce first.)
Solution is A,B,D,C,D,G.
My question is how this calculated, and how we can say this Heuristic
is Admissible and Consistent?
My question is how this calculated, and how we can say this Heuristic is Admissible and Consistent?
Let's first start with definitions of what are admissible and consistent heuristics:
An admissible heuristic never overestimates the cost of reaching the goal, i.e. the cost estimated to reach the goal is not greater than the cost of the shortest path from that node to the goal node in the graph.
You can easily see that for all nodes n in the graph the estimation h(n) is always smaller or equal than the real shortest path. For example, h(B) = 0 <= 6 (B->F->G).
Let c(n, m) denote the cost of an optimal path in the graph from a node n
to another node n'. A heuristic estimate function h(n) is consistent when
h(n) + c(n, m) <= h(n') for all nodes n , n' in the graph. Another way of seeing the property of consistency is monotonicity. Consistent heuristic functions are also called monotone functions, due to the estimated final cost of a partial solution, is monotonically non-decreasing along the best path to the goal. Thus, we can notice that your heuristic function is not consistent.
h(A) + c(A, B) <= h(B) -> 6 + 2 <= 0.
Let me do an analogy to explain it in a less mathematical way.
You are going for a run with your friend. At certain points you are asking your friend for how long does it take to finish your run. He is a very optimistic guy and he is always giving you a smaller time that you will be able to do, even if you run at your top all the rest of the way.
However, he is not very consistent in his estimations. At a point A he told you it will be at least an hour more to run, and after 30 minutes running you ask him again. Now, he is telling you that it is at least 5 minutes more from there. The estimation in point A is less informative than in point B, and therefore your heuristic friend is inconsistent.
Regarding the execution of IDA*, I copy-paste the pseudocode of the algorithm (I haven't tested) from the wikipedia:
node current node
g the cost to reach current node
f estimated cost of the cheapest path (root..node..goal)
h(node) estimated cost of the cheapest path (node..goal)
cost(node, succ) step cost function
is_goal(node) goal test
successors(node) node expanding function
procedure ida_star(root)
bound := h(root)
loop
t := search(root, 0, bound)
if t = FOUND then return bound
if t = ∞ then return NOT_FOUND
bound := t
end loop
end procedure
function search(node, g, bound)
f := g + h(node)
if f > bound then return f
if is_goal(node) then return FOUND
min := ∞
for succ in successors(node) do
t := search(succ, g + cost(node, succ), bound)
if t = FOUND then return FOUND
if t < min then min := t
end for
return min
end function
follow the execution for your example is straightforward. First we set the bound (or threshold) with the value of the heuristic function for the start node. We explore the graph with a depth first search approach ruling out the branches which f-value is greater than the bound. For example, f(F) = g(F) + h(F) = 4 + 4 > bound = 6.
The nodes are explored in the following order: A,B,D,C,D,G. In a first iteration of the algorithm nodes A,B,D are explored and we run out of options smaller than the bound.
The bound is updated and in the second iteration the nodes C,D and G are explored. Once we reach the solution node with a estimation (7) less than the bound (8), we have the optimal shortest path.

Calculate original set size after hash collisions have occurred

You have an empty ice cube tray which has n little ice cube buckets, forming a natural hash space that's easy to visualize.
Your friend has k pennies which he likes to put in ice cube trays. He uses a random number generator repeatedly to choose which bucket to put each penny. If the bucket determined by the random number is already occupied by a penny, he throws the penny away and it is never seen again.
Say your ice cube tray has 100 buckets (i.e, would make 100 ice cubes). If you notice that your tray has c=80 pennies, what is the most likely number of pennies (k) that your friend had to start out with?
If c is low, the odds of collisions are low enough that the most likely number of k == c. E.g. if c = 3, then it's most like that k was 3. However, the odds of a collision are increasingly likely, after say k=14 then odds are there should be 1 collision, so maybe it's maximally likely that k = 15 if c = 14.
Of course if n == c then there would be no way of knowing, so let's set that aside and assume c < n.
What's the general formula for estimating k given n and c (given c < n)?
The problem as it stands is ill-posed.
Let n be the number of trays.
Let X be the random variable for the number of pennies your friend started with.
Let Y be the random variable for the number of filled trays.
What you are asking for is the mode of the distribution P(X|Y=c).
(Or maybe the expectation E[X|Y=c] depending on how you interpret your question.)
Let's take a really simple case: the distribution P(X|Y=1). Then
P(X=k|Y=1) = (P(Y=1|X=k) * P(X=k)) / P(Y=1)
= (1/nk-1 * P(X=k)) / P(Y=1)
Since P(Y=1) is normalizing constant, we can say P(X=k|Y=1) is proportional to 1/nk-1 * P(X=k).
But P(X=k) is a prior probability distribution. You have to assume some probability distribution on the number of coins your friend has to start with.
For example, here are two priors I could choose:
My prior belief is that P(X=k) = 1/2k for k > 0.
My prior belief is that P(X=k) = 1/2k - 100 for k > 100.
Both would be valid priors; the second assumes that X > 100. Both would give wildly different estimates for X: prior 1 would estimate X to be around 1 or 2; prior 2 would estimate X to be 100.
I would suggest if you continue to pursue this question you just go ahead and pick a prior. Something like this would work nicely: WolframAlpha. That's a geometric distribution with support k > 0 and mean 10^4.

How to calculate n log n = c

I have a homework problem for my algorithms class asking me to calculate the maximum size of a problem that can be solved in a given number of operations using an O(n log n) algorithm (ie: n log n = c). I was able to get an answer by approximating, but is there a clean way to get an exact answer?
There is no closed-form formula for this equation. Basically, you can transform the equation:
n log n = c
log(n^n) = c
n^n = exp(c)
Then, this equation has a solution of the form:
n = exp(W(c))
where W is Lambert W function (see especially "Example 2"). It was proved that W cannot be expressed using elementary operations.
However, f(n)=n*log(n) is a monotonic function. You can simply use bisection (here in python):
import math
def nlogn(c):
lower = 0.0
upper = 10e10
while True:
middle = (lower+upper)/2
if lower == middle or middle == upper:
return middle
if middle*math.log(middle, 2) > c:
upper = middle
else:
lower = middle
the O notation only gives you the biggest term in the equation. Ie the performance of your O(n log n ) algorithm could actually be better represented by c = (n log n) + n + 53.
This means that without knowing the exact nature of the performance of your algorithm you wouldn't be able to calculate the exact number of operations required to process an given amount of data.
But it is possible to calculate that the maximum number of operations required to process a data set of size n is more than a certain number, or conversely that the biggest problem set that can be solved, using that algorithm and that number of operations, is smaller than a certain number.
The O notation is useful for comparing 2 algorithms, ie an O(n^2) algorithm is faster than a O(n^3) algorithm etc.
see Wikipedia for more info.
some help with logs

What is O value for naive random selection from finite set?

This question on getting random values from a finite set got me thinking...
It's fairly common for people to want to retrieve X unique values from a set of Y values. For example, I may want to deal a hand from a deck of cards. I want 5 cards, and I want them to all be unique.
Now, I can do this naively, by picking a random card 5 times, and try again each time I get a duplicate, until I get 5 cards. This isn't so great, however, for large numbers of values from large sets. If I wanted 999,999 values from a set of 1,000,000, for instance, this method gets very bad.
The question is: how bad? I'm looking for someone to explain an O() value. Getting the xth number will take y attempts...but how many? I know how to figure this out for any given value, but is there a straightforward way to generalize this for the whole series and get an O() value?
(The question is not: "how can I improve this?" because it's relatively easy to fix, and I'm sure it's been covered many times elsewhere.)
Variables
n = the total amount of items in the set
m = the amount of unique values that are to be retrieved from the set of n items
d(i) = the expected amount of tries needed to achieve a value in step i
i = denotes one specific step. i ∈ [0, n-1]
T(m,n) = expected total amount of tries for selecting m unique items from a set of n items using the naive algorithm
Reasoning
The first step, i=0, is trivial. No matter which value we choose, we get a unique one at the first attempt. Hence:
d(0) = 1
In the second step, i=1, we at least need 1 try (the try where we pick a valid unique value). On top of this, there is a chance that we choose the wrong value. This chance is (amount of previously picked items)/(total amount of items). In this case 1/n. In the case where we picked the wrong item, there is a 1/n chance we may pick the wrong item again. Multiplying this by 1/n, since that is the combined probability that we pick wrong both times, gives (1/n)2. To understand this, it is helpful to draw a decision tree. Having picked a non-unique item twice, there is a probability that we will do it again. This results in the addition of (1/n)3 to the total expected amounts of tries in step i=1. Each time we pick the wrong number, there is a chance we might pick the wrong number again. This results in:
d(1) = 1 + 1/n + (1/n)2 + (1/n)3 + (1/n)4 + ...
Similarly, in the general i:th step, the chance to pick the wrong item in one choice is i/n, resulting in:
d(i) = 1 + i/n + (i/n)2 + (i/n)3 + (i/n)4 + ... = = sum( (i/n)k ), where k ∈ [0,∞]
This is a geometric sequence and hence it is easy to compute it's sum:
d(i) = (1 - i/n)-1
The overall complexity is then computed by summing the expected amount of tries in each step:
T(m,n) = sum ( d(i) ), where i ∈ [0,m-1] = = 1 + (1 - 1/n)-1 + (1 - 2/n)-1 + (1 - 3/n)-1 + ... + (1 - (m-1)/n)-1
Extending the fractions in the series above by n, we get:
T(m,n) = n/n + n/(n-1) + n/(n-2) + n/(n-3) + ... + n/(n-m+2) + n/(n-m+1)
We can use the fact that:
n/n ≤ n/(n-1) ≤ n/(n-2) ≤ n/(n-3) ≤ ... ≤ n/(n-m+2) ≤ n/(n-m+1)
Since the series has m terms, and each term satisfies the inequality above, we get:
T(m,n) ≤ n/(n-m+1) + n/(n-m+1) + n/(n-m+1) + n/(n-m+1) + ... + n/(n-m+1) + n/(n-m+1) = = m*n/(n-m+1)
It might be(and probably is) possible to establish a slightly stricter upper bound by using some technique to evaluate the series instead of bounding by the rough method of (amount of terms) * (biggest term)
Conclusion
This would mean that the Big-O order is O(m*n/(n-m+1)). I see no possible way to simplify this expression from the way it is.
Looking back at the result to check if it makes sense, we see that, if n is constant, and m gets closer and closer to n, the results will quickly increase, since the denominator gets very small. This is what we'd expect, if we for example consider the example given in the question about selecting "999,999 values from a set of 1,000,000". If we instead let m be constant and n grow really, really large, the complexity will converge towards O(m) in the limit n → ∞. This is also what we'd expect, since while chosing a constant number of items from a "close to" infinitely sized set the probability of choosing a previously chosen value is basically 0. I.e. We need m tries independently of n since there are no collisions.
If you already have chosen i values then the probability that you pick a new one from a set of y values is
(y-i)/y.
Hence the expected number of trials to get (i+1)-th element is
y/(y-i).
Thus the expected number of trials to choose x unique element is the sum
y/y + y/(y-1) + ... + y/(y-x+1)
This can be expressed using harmonic numbers as
y (Hy - Hy-x).
From the wikipedia page you get the approximation
Hx = ln(x) + gamma + O(1/x)
Hence the number of necessary trials to pick x unique elements from a set of y elements
is
y (ln(y) - ln(y-x)) + O(y/(y-x)).
If you need then you can get a more precise approximation by using a more precise approximation for Hx. In particular, when x is small it is possible to
improve the result a lot.
If you're willing to make the assumption that your random number generator will always find a unique value before cycling back to a previously seen value for a given draw, this algorithm is O(m^2), where m is the number of unique values you are drawing.
So, if you are drawing m values from a set of n values, the 1st value will require you to draw at most 1 to get a unique value. The 2nd requires at most 2 (you see the 1st value, then a unique value), the 3rd 3, ... the mth m. Hence in total you require 1 + 2 + 3 + ... + m = [m*(m+1)]/2 = (m^2 + m)/2 draws. This is O(m^2).
Without this assumption, I'm not sure how you can even guarantee the algorithm will complete. It's quite possible (especially with a pseudo-random number generator which may have a cycle), that you will keep seeing the same values over and over and never get to another unique value.
==EDIT==
For the average case:
On your first draw, you will make exactly 1 draw.
On your 2nd draw, you expect to make 1 (the successful draw) + 1/n (the "partial" draw which represents your chance of drawing a repeat)
On your 3rd draw, you expect to make 1 (the successful draw) + 2/n (the "partial" draw...)
...
On your mth draw, you expect to make 1 + (m-1)/n draws.
Thus, you will make 1 + (1 + 1/n) + (1 + 2/n) + ... + (1 + (m-1)/n) draws altogether in the average case.
This equals the sum from i=0 to (m-1) of [1 + i/n]. Let's denote that sum(1 + i/n, i, 0, m-1).
Then:
sum(1 + i/n, i, 0, m-1) = sum(1, i, 0, m-1) + sum(i/n, i, 0, m-1)
= m + sum(i/n, i, 0, m-1)
= m + (1/n) * sum(i, i, 0, m-1)
= m + (1/n)*[(m-1)*m]/2
= (m^2)/(2n) - (m)/(2n) + m
We drop the low order terms and the constants, and we get that this is O(m^2/n), where m is the number to be drawn and n is the size of the list.
There's a beautiful O(n) algorithm for this. It goes as follows. Say you have n items, from which you want to pick m items. I assume the function rand() yields a random real number between 0 and 1. Here's the algorithm:
items_left=n
items_left_to_pick=m
for j=1,...,n
if rand()<=(items_left_to_pick/items_left)
Pick item j
items_left_to_pick=items_left_to_pick-1
end
items_left=items_left-1
end
It can be proved that this algorithm does indeed pick each subset of m items with equal probability, though the proof is non-obvious. Unfortunately, I don't have a reference handy at the moment.
Edit The advantage of this algorithm is that it takes only O(m) memory (assuming the items are simply integers or can be generated on-the-fly) compared to doing a shuffle, which takes O(n) memory.
Your actual question is actually a lot more interesting than what I answered (and harder). I've never been any good at statistitcs (and it's been a while since I did any), but intuitively, I'd say that the run-time complexity of that algorithm would probably something like an exponential. As long as the number of elements picked is small enough compared to the size of the array the collision-rate will be so small that it will be close to linear time, but at some point the number of collisions will probably grow fast and the run-time will go down the drain.
If you want to prove this, I think you'd have to do something moderately clever with the expected number of collisions in function of the wanted number of elements. It might be possible do to by induction as well, but I think going by that route would require more cleverness than the first alternative.
EDIT: After giving it some thought, here's my attempt:
Given an array of m elements, and looking for n random and different elements. It is then easy to see that when we want to pick the ith element, the odds of picking an element we've already visited are (i-1)/m. This is then the expected number of collisions for that particular pick. For picking n elements, the expected number of collisions will be the sum of the number of expected collisions for each pick. We plug this into Wolfram Alpha (sum (i-1)/m, i=1 to n) and we get the answer (n**2 - n)/2m. The average number of picks for our naive algorithm is then n + (n**2 - n)/2m.
Unless my memory fails me completely (which entirely possible, actually), this gives an average-case run-time O(n**2).
The worst case for this algorithm is clearly when you're choosing the full set of N items. This is equivalent to asking: On average, how many times must I roll an N-sided die before each side has come up at least once?
Answer: N * HN, where HN is the Nth harmonic number,
a value famously approximated by log(N).
This means the algorithm in question is N log N.
As a fun example, if you roll an ordinary 6-sided die until you see one of each number, it will take on average 6 H6 = 14.7 rolls.
Before being able to answer this question in details, lets define the framework. Suppose you have a collection {a1, a2, ..., an} of n distinct objects, and want to pick m distinct objects from this set, such that the probability of a given object aj appearing in the result is equal for all objects.
If you have already picked k items, and radomly pick an item from the full set {a1, a2, ..., an}, the probability that the item has not been picked before is (n-k)/n. This means that the number of samples you have to take before you get a new object is (assuming independence of random sampling) geometric with parameter (n-k)/n. Thus the expected number of samples to obtain one extra item is n/(n-k), which is close to 1 if k is small compared to n.
Concluding, if you need m unique objects, randomly selected, this algorithm gives you
n/n + n/(n-1) + n/(n-2) + n/(n-3) + .... + n/(n-(m-1))
which, as Alderath showed, can be estimated by
m*n / (n-m+1).
You can see a little bit more from this formula:
* The expected number of samples to obtain a new unique element increases as the number of already chosen objects increases (which sounds logical).
* You can expect really long computation times when m is close to n, especially if n is large.
In order to obtain m unique members from the set, use a variant of David Knuth's algorithm for obtaining a random permutation. Here, I'll assume that the n objects are stored in an array.
for i = 1..m
k = randInt(i, n)
exchange(i, k)
end
here, randInt samples an integer from {i, i+1, ... n}, and exchange flips two members of the array. You only need to shuffle m times, so the computation time is O(m), whereas the memory is O(n) (although you can adapt it to only save the entries such that a[i] <> i, which would give you O(m) on both time and memory, but with higher constants).
Most people forget that looking up, if the number has already run, also takes a while.
The number of tries nessesary can, as descriped earlier, be evaluated from:
T(n,m) = n(H(n)-H(n-m)) ⪅ n(ln(n)-ln(n-m))
which goes to n*ln(n) for interesting values of m
However, for each of these 'tries' you will have to do a lookup. This might be a simple O(n) runthrough, or something like a binary tree. This will give you a total performance of n^2*ln(n) or n*ln(n)^2.
For smaller values of m (m < n/2), you can do a very good approximation for T(n,m) using the HA-inequation, yielding the formula:
2*m*n/(2*n-m+1)
As m goes to n, this gives a lower bound of O(n) tries and performance O(n^2) or O(n*ln(n)).
All the results are however far better, that I would ever have expected, which shows that the algorithm might actually be just fine in many non critical cases, where you can accept occasional longer running times (when you are unlucky).

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