How to predict the object location in the near future? [closed] - python

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Assume that every object (car, bike etc.) is connected to internet and giving me (Cloud) just its current position and its random id, which is changes every “T” sec. Since objects changes their id’s it becomes difficult to keep track of every object, especially in a busy area like city center. Can someone help me to design an attacker model, which can predict the trajectories of the objects. That means the Cloud has to predict the direction of the objects in next, say 15 min.
You can assume like 4 regions A,B,C,D (5-10km of radius each) which are close to each other. How can I (cloud) predict and say, so many number cars/bikes have moved from Region A to Region B or the objects which I have seen in Region A and after 15min in Region B are the same.
I have studied through Kalman filter. In my case I know only Random Id and positions. So First step could be guessing the velocity of each object from 2 consecutive position points, then forming velocity vector and position vector. Then applying position vector and velocity vector to Kalman filter. Somehow predicting the positions of objects in next 15 min. Ofcouse, need not be accurate atleast probable near by region.
Is kalman filter right choice? If so any python or c++ implementation that can help? Is there any other concept which can help in predicting the user locations? Is there any simulator that can help in simulating these networks? Can someone please help in designing this attacker model? Thanks a lot.
Edit1:
Main idea behind chaning the Object Id's is to protect the user(object location) privacy. My challenge is design an attacker model, where I can prove even though you(object) changed your Id's but I can still track you based on the speed, direction you are going. Let's say a car is going on a highway. It's id (assume 1234) at 12:00. At 12:15 it has changed its Id to 2345. since no one is going in the same direction,with that particular speed. The attacker can say Id:2345 and Id:1234 are from the same object. So This is a valid linkability. But if the same object is moving in busy area, like city center. I have many combinations like turns, parking lots(where many objects report same location with different Id's) it's difficult to say Id:2345 is from the same object Id:1234.
MainGoal:
If I can find the valid linkability of objects seen in Regions A (say at 12:00Pm) and in region B (say at 12:15) .That means I need to predict the Region B where the users(most of the objects) are trying to move. ofcouse some times It might be falsepositive. Since main goal is to protect user privacy, the false positive helps the users.

Is kalman filter right choice?
A Kalman filter won't help in cases where the future predicted position depends on whether the vehicle makes a turn. A Markov model may work better for those cases.
On a straight-away with no turns, a Kalman filter will do better. However, Kalman filters assume a gaussian (normal) distribution for noise (which likely is only true when the vehicle has no surrounding traffic).
An Unscented Kalman filter can help compensate for the non-guassian noise but it too has limits.
If so any python or c++ implementation that can help?
The pykalman package would be a good place to start.

A Kalman filter helps model the motion of a single object. The problem you have is that you don't know for certain which measurements (id,position) originate from which object, since they are allowed to change their ids. That makes this a tracking problem as well, where you'll need to estimate, for each object, the list of ids it has used in the past. The reason this matters is that it could take more than 15 minutes to get from Region A to Region B, and all the random-ids you receive from Region B don't match the ones you got from the object when it was in Region A.
There is a lot of work on these sorts of problems (see http://www.probabilistic-robotics.org/ for information).
I will attempt to describe a simple solution, but this is actually a deep topic with a lot of historical work. I'm describing a sort of variant of a Particle Filter here:
Keep a table of "Object" that will contain all historical information for the object (i.e., the car). This will store the historical list of (random-id, position) pairs you believe the object has used in reporting its position.
Each measurement you receive is (random-id, position, time). Decide which object it belongs to. How to decide? Well first, if the random-id exactly matches a previous one, and that id has been used for less than 15 minutes, then you can assign it exactly. Otherwise, you'll need to deal with cases where the random-id for the object has now changed. One obvious algorithm is to match it to object whose last measured position is closest. In general, your motion model (such as a Kalman filter) will determine how to do this correspondence assignment. Sometimes you'll have to decide that the measurement is in fact a new object that appeared out of nowhere, or from the edge of the map.
When you receive a measurement in Region B and have assigned it to an object, now check if any past measurement of that object was in Region A. That will tell if you have a situation of an object moving from Region A to Region B.
What I've described is essentially an online tracking algorithm with MAP estimation of correspondences, and a pluggable motion model. The algorithm will continuously maintain a list of "traces" of a each unique object.

Related

Path detection and progress in the maze with live stereo3d image

I'm producing an ugv prototype. The goal is to perform the desired actions to the targets set within the maze. When I surf the Internet, the mere right to navigate in the labyrinth is usually made with a distance sensor. I want to consult more ideas than the question.
I want to navigate the labyrinth by analyzing the image from the 3d stereo camera. Is there a resource or successful method you can suggest for this? As a secondary problem, the car must start in front of the entrance of the labyrinth, see the entrance and go in, and then leave the labyrinth after it completes operations in the labyrinth.
I would be glad if you suggest a source for this problem. :)
The problem description is a bit vague, but i'll try to highlight some general ideas.
An useful assumption is that labyrinth is a 2D environment which you want to explore. You need to know, at every moment, which part of the map has been explored, which part of the map still needs exploring, and which part of the map is accessible in any way (in other words, where are the walls).
An easy initial data structure to help with this is a simple matrix, where each cell represents a square in the real world. Each cell can be then labelled according to its state, starting in an unexplored state. Then you start moving, and exploring. Based on the distances reported by the camera, you can estimate the state of each cell. The exploration can be guided by something such as A* or Q-learning.
Now, a rather subtle issue is that you will have to deal with uncertainty and noise. Sometimes you can ignore it, sometimes you don't. The finer the resolution you need, the bigger is the issue. A probabilistic framework is most likely the best solution.
There is an entire field of research of the so-called SLAM algorithms. SLAM stands for simultaneous localization and mapping. They build a map using some sort of input from various types of cameras or sensors, and they build a map. While building the map, they also solve the localization problem within the map. The algorithms are usually designed for 3d environments, and are more demanding than the simpler solution indicated above, but you can find ready to use implementations. For exploration, something like Q-learning still have to be used.

Calculating a trajectory between two known points and an IMU

Query:
I want to estimate the trajectory of a person wearing an IMU between point a and point b. I know the exact location of point a and point b in an x,y,z space and the time it takes the person to walk between the points.
Is it possible to reconstruct the trajectory of the person moving from point a to point b using the data from an IMU and the time?
This question is too broad for SO. You could write a PhD thesis answering it, and I know people who have.
However, yes, it is theoretically possible.
However, there are a few things you'll have to deal with:
Your system is going to discretize time on some level. The result is that your estimate of position will be non-smooth. Increasing sampling rates is one way to address this, but this frequently increases the noise of the measurement.
Possible paths are non-unique. Knowing the time it takes to travel from a-b constrains slightly the information from the IMUs, but you are still left with an infinite family of possible routes between the two. Since you mention that you're considering a person walking between two points with z-components, perhaps you can constrain the route using knowledge of topography and roads?
IMUs function by integrating accelerations to velocities and velocities to positions. If the accelerations have measurement errors, and they always do, then the error in your estimate of the position will grow over time. The longer you run the system for, the more the results will diverge. However, if you're able to use roads/topography as a constraint, you may be able to restart the integration from known points in space; that is, if you can detect 90 degree turns on a street grid, each turn gives you the opportunity to tie the integrator back to a feasible initial condition.
Given the above, perhaps the most important question you have to ask yourself is how much error you can tolerate in your path reconstruction. Low-error estimates are going to require better (i.e. more expensive) sensors, higher sampling rates, and higher-order integrators.

Utilising Genetic algorithm to overcome different size datasets in model

SO I realise the question I am asking here is large and complex.
A potential solution to variences in sizes of
In all of my searching through statistical forums and posts I haven't come across a scientifically sound method of taking into account the type of data that I am encountering,
but I have thought up a (novel?) potential solutions to account perfectly (in my mind) for large and small datasets within the same model.
The proposed method involves using a genetic algorithm to alter two numbers defining a relationship between the size of the dataset making up an implied strike rate and the
percentage of the implied strike to be used, with the target of the model to maximise the homology of the number 1 in two columns of the following csv. (ultra simplified
but hopefully demonstrates the principle)
Example data
Date,PupilName,Unique class,Achieved rank,x,y,x/y,Average xy
12/12/2012,PupilName1,UniqueClass1,1,3000,9610,0.312174818,0.08527
12/12/2012,PupilName2,UniqueClass1,2,300,961,0.312174818,0.08527
12/12/2012,PupilName3,UniqueClass1,3,1,3,0.333333333,0.08527
13/12/2012,PupilName1,UniqueClass2,1,2,3,0.666666667,0.08527
13/12/2012,PupilName2,UniqueClass2,2,0,1,0,0.08527
13/12/2012,PupilName3,UniqueClass2,3,0,5,0,0.08527
13/12/2012,PupilName4,UniqueClass2,4,0,2,0,0.08527
13/12/2012,PupilName5,UniqueClass2,5,0,17,0,0.08527
14/12/2012,PupilName1,UniqueClass3,1,1,2,0.5,0.08527
14/12/2012,PupilName2,UniqueClass3,2,0,1,0,0.08527
14/12/2012,PupilName3,UniqueClass3,3,0,5,0,0.08527
14/12/2012,PupilName4,UniqueClass3,4,0,6,0,0.08527
14/12/2012,PupilName5,UniqueClass3,5,0,12,0,0.08527
15/12/2012,PupilName1,UniqueClass4,1,0,0,0,0.08527
15/12/2012,PupilName2,UniqueClass4,2,1,25,0.04,0.08527
15/12/2012,PupilName3,UniqueClass4,3,1,29,0.034482759,0.08527
15/12/2012,PupilName4,UniqueClass4,4,1,38,0.026315789,0.08527
16/12/2012,PupilName1,UniqueClass5,1,12,24,0.5,0.08527
16/12/2012,PupilName2,UniqueClass5,2,1,2,0.5,0.08527
16/12/2012,PupilName3,UniqueClass5,3,13,59,0.220338983,0.08527
16/12/2012,PupilName4,UniqueClass5,4,28,359,0.077994429,0.08527
16/12/2012,PupilName5,UniqueClass5,5,0,0,0,0.08527
17/12/2012,PupilName1,UniqueClass6,1,0,0,0,0.08527
17/12/2012,PupilName2,UniqueClass6,2,2,200,0.01,0.08527
17/12/2012,PupilName3,UniqueClass6,3,2,254,0.007874016,0.08527
17/12/2012,PupilName4,UniqueClass6,4,2,278,0.007194245,0.08527
17/12/2012,PupilName5,UniqueClass6,5,1,279,0.003584229,0.08527
So I have created a tiny model dataset, which contains some good examples of where my current methods fall short and how I feel a genetic algorithm can be used to fix this. If we look in the dataset above it contains 6 unique classes the ultimate objective of the algorithm is to create as high as possible correspondence between a rank of an adjusted x/y and the achieved rank in column 3 (zero based referencing.) In uniqueclass1 we have two identical x/y values, now these are comparatively large x/y values if you compare with the average (note the average isn't calculated from this dataset) but it would be common sense to expect that the 3000/9610 is more significant and therefore more likely to have an achieved rank of 1 than the 300/961. So what I want to do is make an adjusted x/y to overcome these differences in dataset sizes using a logarithmic growth relationship defined by the equation:
adjusted xy = ((1-exp(-y*α)) * x/y)) + ((1-(1-exp(-y*α)))*Average xy)
Where α is the only dynamic number
If I can explain my logic a little and open myself up to (hopefully) constructive criticsm. This graph below shows is an exponential growth relationship between size of the data set and the % of x/y contributing to the adjusted x/y. Essentially what the above equation says is as the dataset gets larger the percentage of the original x/y used in the adjusted x/y gets larger. Whatever percentage is left is made up by the average xy. Could hypothetically be 75% x/y and 25% average xy for 300/961 and 95%/5% for 3000/9610 creating an adjusted x/y which clearly demonstrates
For help with understanding the lowering of α would produce the following relationship where by a larger dataset would be requred to achieve the same "% of xy contributed"
Conversly increasing α would produce the following relationship where by a smaller dataset would be requred to achieve the same "% of xy contributed"
So I have explained my logic. I am also open to code snippets to help me overcome the problem. I have plans to make a multitude of genetic/evolutionary algorithms in the future and could really use a working example to pick apart and play with in order to help my understanding of how to utilise such abilities of python. If additional detail is required or further clarification about the problem or methods please do ask, I really want to be able to solve this problem and future problems of this nature.
So after much discussion about the methods available to overcome the problem presented here I have come to the conclusion that he best method would be a genetic algorithm to iterate α in order to maximise the homology/correspondance between a rank of an adjusted x/y and the achieved rank in column 3. It would be greatly greatly appreciated if anyone be able to help in that department?
So to clarify, this post is no longer a discussion about methodology
I am hoping someone can help me produce a genetic algorithm to maximise the homology between the results of the equation
adjusted xy = ((1-exp(-y*α)) * x/y)) + ((1-(1-exp(-y*α)))*Average xy)
Where adjusted xy applies to each row of the csv. Maximising homology could be achieved by minimising the difference between the rank of the adjusted xy (where the rank is by each Unique class only) and Achieved rank.
Minimising this value would maximise the homology and essentially solve the problem presented to me of different size datasets. If any more information is required please ask, I check this post about 20 times a day at the moment so should reply rather promptly. Many thanks SMNALLY.
The problem you are facing sounds to me like "Bias Variance Dilemna" from a general point of view. In a nutshell, a more precise model favours variance (sensitivity to change in a single training set), a more general model favours bias (model works for many training sets)
May I suggest not to focus on GA but look at Instance Base Learning and advanced regression techniques. The Andrew moore page at CMU is a good entry point.
And particularly those slides.
[EDIT]
After a second reading, here is my second understanding:
You have a set of example data with two related attributes X and Y.
You do not want X/Y to dominate when Y is small, (considered as less representative).
As a consequence you want to "weigth" the examples with a adapted value adjusted_xy .
You want adjusted_xy to be related to a third attribute R (rank). Related such as,per class, adjusted_xy is sorted like R.
To do so you suggest to put it as an optimization problem, searching for PARAMS of a given function F(X,Y,PARAMS)= adjusted_xy .
With the constraint that D=Distance( achieved rank for this class, rank of adjusted_xy for this class ) is minimal.
Your question, at least for me, is in the field of attribute selection/attribute adaptation. (I guess the data set will later be used for supervised learning ).
One problem that I see in your approach (if well understood) is that, at the end, rank will be highly related to adjusted_xy which will bring therefore no interesting supplementary information.
Once this said, I think you surely know how GA works . You have to
define the content of the chromosome : this appears to be your alpha parameter.
define an appropriate fitness function
The fitness function for one individual can be a sum of distances over all examples of the dataset.
As you are dealing with real values , other metaheuristics such as Evolution Strategies (ES) or Simulated Anealing may be more adapted than GA.
As solving optimization problems is cpu intensive, you might eventually consider C or Java instead of Python. (as fitness at least will be interpreted and thus cost a lot).
Alternatively I would look at using Y as a weight to some supervised learning algorithm (if supervised learning is the target).
Let's start by the problem: You consider the fact that some features lead to some of your classes a 'strike'. You are taking a subset of your data and try to establish a rule for the strikes. You do establish one but then you notice that the accuracy of your rule depends on the volume of the dataset that was used to establish the 'strike' rate anyway. You are also commenting on the effect of some samples in biasing your 'strike' estimate.
The immediate answer is that it looks like you have a lot of variation in your data, therefore you will in one way or another need to collect more to account for that variation. (That is, variation that is inherent to the problem).
The fact that in some cases the numbers end up in 'unusable cases' could also be down to outliers. That is, measurements that are 'out of bounds' for a number of reasons and which you would have to find a way to either exclude them or re-adjust them. But this depends a lot on the context of the problem.
'Strike rates' on their own will not help but they are perhaps a step towards the right direction. In any case, you can not compare strike rates if they are coming from samples of different sizes as you have found out too. If your problem is purely to determine the size of your sample so that your results conform to some specific accuracy then i would recommend that you have a look at Statistical Power and how does the sample size affects it. But still, to determine the sample size you need to know a bit more about your data, which brings us back to point #1 about the inherent variation.
Therefore, my attempt to an answer is this: If i have understood your question correctly, you are dealing with a classification problem in which you seek to assign a number of items (patients) to a number of classes (types of cancer) on the evidence of some features (existence of genetic markers, or frequency of their appearance or any other quantity anyway) about these items. But, some features might not exist for all items or, there is a core group of features but there might be some more that do not appear all the time. The question now is, which classifier do you use to achieve this? Logistic regression was mentioned previously and has not helped. Therefore, what i would suggest is going for a Naive Bayesian Classifier. The classifier can be trained with the datasets you have used to derive the 'strike rates' which will provide the a-priori probabilities. When the classifier is 'running' it will be using the features of new data to construct a likelihood that the patient who provided this data should be assigned to each class.
Perhaps the more common example for such a classifier is the spam-email detectors where the likelihood that an email is spam is judged on the existence of specific words in the email (and a suitable training dataset that provides a good starting point of course).
Now, in terms of trying this out practically (and since your post is tagged with python related tags :) ), i would like to recommend Weka. Weka contains a lot of related functionality including bootstrapping that could potentially help you with those differences in the size of the datasets. Although Weka is Java, bindings exist for it in Python too. I would definitely give it a go, the Weka package, book and community are very helpful.
No. Don't use a genetic algorithm.
The bigger the search space of models and parameters, the better your chances of finding a good fit for your data points. But the less this fit will mean. Especially since for some groups your sample sizes are small and therefore the measurements have a high random component to them. This is why, somewhat counterintuitively, it is often actually harder to find a good model for your data after collecting it than before.
You have taken the question to the programmer's lair. This is not the place for it. We solve puzzles.
This is not a puzzle to find the best line through the dots. You are searching for a model that makes sense and brings understanding on the subject matter. A genetic algorithm is very creative at line-through-dot drawing but will bring you little understanding.
Take the problem back where it belongs and ask the statisticians instead.
For a good model should be based on theory behind the data. It'll have to match the points on the right side of the graph, where (if I understand you right) most of the samples are. It'll be able to explain in hard probabilities how likely the deviations on the left are and tell you if they are significant or not.
If you do want to do some programming, I'd suggest you take the simplest linear model, add some random noise, and do a couple simulation runs for a population like your subjects. See if the data looks like the data you're looking at or if it generally 'looks' different, in which case there really is something nonlinear (and possibly interesting) going on on the left.
I once tackled a similar problem (as similar as problems like this ever are), in which there were many classes and high variance in features per data point. I personally used a Random Forest classifier (which I wrote in Java). Since your data is highly variant, and therefore hard to model, you could create multiple forests from different random samples of your large dataset and put a control layer on top to classify data against all the forests, then take the best score. I don't write python, but i found this link
http://scikit-learn.org/stable/modules/generated/sklearn.ensemble.RandomForestClassifier.html
which may give you something to play with.
Following Occam's razor, you must select a simpler model for small dataset and may want to switch to a more complex model as your dataset grows.
There are no [good] statistical tests that show you if a given model, in isolation, is a good predictor of your data. Or rather, a test may tell you that given model fitness is N, but you can never tell what the acceptable value of N is.
Thus, build several models and pick one with better tradeoff of predictive power and simplicity using Akaike information criterion. It has useful properties and not too hard to understand. :)
There are other tests of course, but AIC should get you started.
For a simple test, check out p-value

Detecting regions in (x, y) data [closed]

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I need to be able to detect regions of a list of (x, y) data based on the features of the data. Some example data is shown in the first image. Right now, I need to be able to find the region between the black marks (sorry for the poor quality, imgur's editor isn't very accurate). Unfortunately, the problem is complicated by being different lengths and shapes each time this data is collected, as seen in the second image. The sharp drop from ~98 to ~85 is consistent, and the two dip/two peak feature between ~1e-9 and ~1.5e-9 should be fairly consistent.
My question is, what is the best approach for detecting events in a signal, based on features of the signal? If I can get this sliced into the three regions marked (beginning to first mark, first to second mark, second mark to end), then I believe I can extend the method to handle my more complex situations.
I've solved similar problems before, but this one is unique in the amount of variation that occurs from one set of data to another. Last time I simply wrote a hand-crafted algorithm to find a local extrema and use it to locate the edge, but I feel like it's a rather ugly and inefficient solution that can't be easily reused.
I'm using Python 2.7.5, but ideally this should be a language agnostic solution so that I can implement it in other environments like VB.NET.
Just based on the two examples that you posted, I have a couple of different suggestions: thresholding or template matching.
Thresholds
Because you mentioned that the vertical drop in the signal is relatively constant, especially for the first event you're detecting, it seems like you could use a thresholding method, where you place the event at the first occurrence of the signal crossing some threshold of interest. For instance, to place the first event (in Python, and assuming that your measurement data live in a sequence of tuples containing x-y pairs) :
def detect_onset_event(measurements):
armed = False
for offset, (timestamp, value) in enumerate(measurements):
if value > 90:
armed = True
if armed and value < 85:
return offset
return -1 # failure condition, might want to raise ValueError()
So here we trigger at the first sample offset that drops below 85 after the signal has gone above 90.
You could do something similar for the second event, but it looks like the signal levels that are significant for that event might be a little less clear-cut. Depends on your application and measurement data. This is a good example of what makes thresholding approaches not so great -- they can be brittle and rely on hard-coded values. But if your measurements are quite regular, then this can work well, with little coding effort.
Templates
In this method, you can create a template for each signal event of interest, and then convolve the templates over your signal to identify similar regions of the signal.
import numpy
def detect_twopeak_event(measurements, template):
data = numpy.asarray(measurements) # convert to numpy array
activations = numpy.convolve(
data[:, 1], # convolve over all "value" elements
template)
return activations.argmax()
Here you'll need to create a list of the sample measurements that constitute the event you're trying to detect -- for example, you might extract the measurements from the two-peak area of an example signal to use as your template. Then by convolving this template over the measurement data, you'll get a metric for how similar the measurements are to your template. You can just return the index of the best match (as in the code above) or pass these similarity estimates to some other process to pick a "best."
There are many ways to create templates, but I think one of the most promising approaches is to use an average of a bunch of neighborhoods from labeled training events. That is, suppose you have a database of signals paired with the sample offset where a given event happens. You could create a template by averaging a windowed region around these labeled events :
def create_mean_template(signals, offsets, radius=20):
w = numpy.hanning(2 * radius)
return numpy.mean(
[s[o-radius:o+radius] * w for s, o in zip(signals, offsets)],
axis=0)
This has been used successfully in many signal processing domains like face recognition (e.g., you can create a template for an eye by averaging the pixels around a bunch of labeled eyes).
One place where the template approach will start to fail is if your signal has a lot of areas that look like the template, but these areas don't correspond to events you want to detect. It's tricky to deal with this, so the template method works best if there's a distinctive signal pattern that happens near your event.
Another way the template method will fail is if your measurement data contain, say, a two-peak area that's interesting but occurs at a different frequency than the samples you use as your template. In this case, you might be able to make your templates more robust to slight frequency changes by working in the time-frequency domain rather than the time-amplitude domain. There, instead of making 1D templates that correspond to the temporal pattern of amplitude changes you're interested in, you can run a windowed FFT on your measurements and then come up with kD templates that correspond to the k-dimensional frequency changes over a small region surrounding the event you're interested in.
Hope some of these suggestions are helpful !
you could probably use a Hidden Markov Model with 6+ states, I am no math genius so I would use one with discrete states and round your data to nearest integer, my model would look something alike:
state 1: start blob (emissions around 97)
state 2: 'fall' (emissions between 83 and 100)
state 3: interesting stuff ( emissions between 82-86)
state 4: peak (80-88)
sate 5: last peak (80-94)
state 6: base line (87-85)
HMM are not the perfect tool, because they mostly capture ranges of emissions in each state, but they are good at tolerating the stuff coming out much earlier or later because they only care about the p value between states and therefore
I hope this helps and makes sense
if you are super lazy you could probably just label 6 spectra by hand and then cut the data accordingly and calculate the p values for each emission of each state.
#pseudo code
emissions = defaultdict(int) # with relevant labels initialized to 0
for state_lable, value in data:
emissions[state_lable][value] += 1
# then normalize all states to 1 and voila you have a HMM
the above is super over simplified but should be much better and more robust than the if-statement stuff you usually do :)... HMMs usually also have a transition matrix, but because the signal of your data is so strong you could 'skip' that one and go for my pragmatic solution :)
and then subsequently use the viterbi path to label all your future experiments

Applying machine learning to a guessing game?

I have a problem with a game I am making. I think I know the solution(or what solution to apply) but not sure how all the ‘pieces’ fit together.
How the game works:
(from How to approach number guessing game(with a twist) algorithm? )
users will be given items with a value(values change every day and the program is aware of the change in price). For example
Apple = 1
Pears = 2
Oranges = 3
They will then get a chance to choose any combo of them they like (i.e. 100 apples, 20 pears, and 1 oranges). The only output the computer gets is the total value(in this example, its currently $143). The computer will try to guess what they have. Which obviously it won’t be able to get correctly the first turn.
Value quantity(day1) value(day1)
Apple 1 100 100
Pears 2 20 40
Orange 3 1 3
Total 121 143
The next turn the user can modify their numbers but no more than 5% of the total quantity (or some other percent we may chose. I’ll use 5% for example.). The prices of fruit can change(at random) so the total value may change based on that also(for simplicity I am not changing fruit prices in this example). Using the above example, on day 2 of the game, the user returns a value of $152 and $164 on day 3. Here's an example.
quantity(day2) %change(day2) value(day2) quantity(day3) %change(day3) value(day3)
104 104 106 106
21 42 23 46
2 6 4 12
127 4.96% 152 133 4.72% 164
*(I hope the tables show up right, I had to manually space them so hopefully its not just doing it on my screen, if it doesn't work let me know and I'll try to upload a screenshot).
I am trying to see if I can figure out what the quantities are over time(assuming the user will have the patience to keep entering numbers). I know right now my only restriction is the total value cannot be more than 5% so I cannot be within 5% accuracy right now so the user will be entering it forever.
What I have done so far:
I have taken all the values of the fruit and total value of fruit basket that’s given to me and created a large table of all the possibilities. Once I have a list of all the possibilities I used graph theory and created nodes for each possible solution. I then create edges(links) between nodes from each day(for example day1 to day2) if its within 5% change. I then delete all nodes that do not have edges(links to other nodes), and as the user keeps playing I also delete entire paths when the path becomes a dead end.
This is great because it narrows the choices down, but now I’m stuck because I want to narrow these choices even more. I’ve been told this is a hidden markov problem but a trickier version because the states are changing(as you can see above new nodes are being added every turn and old/non-probable ones are being removed).
** if it helps, I got a amazing answer(with sample code) on a python implementation of the baum-welch model(its used to train the data) here: Example of implementation of Baum-Welch **
What I think needs to be done(this could be wrong):
Now that I narrowed the results down, I am basically trying to allow the program to try to predict the correct based the narrowed result base. I thought this was not possible but several people are suggesting this can be solved with a hidden markov model. I think I can run several iterations over the data(using a Baum-Welch model) until the probabilities stabilize(and should get better with more turns from the user).
The way hidden markov models are able to check spelling or handwriting and improve as they make errors(errors in this case is to pick a basket that is deleted upon the next turn as being improbable).
Two questions:
How do I figure out the transition and emission matrix if all states are at first equal? For example, as all states are equally likely something must be used to dedicate the probability of states changing. I was thinking of using the graph I made to weight the nodes with the highest number of edges as part of the calculation of transition/emission states? Does that make sense or is there a better approach?
How can I keep track of all the changes in states? As new baskets are added and old ones are removed, there becomes an issue of tracking the baskets. I though an Hierarchical Dirichlet Process hidden markov model(hdp-hmm) would be what I needed but not exactly sure how to apply it.
(sorry if I sound a bit frustrated..its a bit hard knowing a problem is solvable but not able to conceptually grasp what needs to be done).
As always, thanks for your time and any advice/suggestions would be greatly appreciated.
Like you've said, this problem can be described with a HMM. You are essentially interested in maintaining a distribution over latent, or hidden, states which would be the true quantities at each time point. However, it seems you are confusing the problem of learning the parameters for a HMM opposed to simply doing inference in a known HMM. You have the latter problem but propose employing a solution (Baum-Welch) designed to do the former. That is, you have the model already, you just have to use it.
Interestingly, if you go through coding a discrete HMM for your problem you get an algorithm very similar to what you describe in your graph-theory solution. The big difference is that your solution is tracking what is possible whereas a correct inference algorithm, like the Virterbi algorithm, will track what is likely. The difference is clear when there is overlap in the 5% range on a domain, that is, when multiple possible states could potentially transition to the same state. Your algorithm might add 2 edges to a point, but I doubt that when you compute the next day that has an effect (it should count twice, essentially).
Anyway, you could use the Viterbi algortihm, if you are only interested in the best guess at the most recent day I'll just give you a brief idea how you can just modify your graph-theory solution. Instead of maintaining edges between states maintain a fraction representing the probability that state is the correct one (this distribution is sometimes called the belief state). At each new day, propagate forward your belief state by incrementing each bucket by the probability of it's parent (instead of adding an edge your adding a floating point number). You also have to make sure your belief state is properly normalized (sums to 1) so just divide by its sum after each update. After that, you can weight each state by your observation, but since you don't have a noisy observation you can just go and set all the impossible states to being zero probability and then re-normalize. You now have a distribution over underlying quantities conditioned on your observations.
I'm skipping over a lot of statistical details here, just to give you the idea.
Edit (re: questions):
The answer to your question really depends on what you want, if you want only the distribution for the most recent day then you can get away with a one-pass algorithm like I've described. If, however, you want to have the correct distribution over the quantities at every single day you're going to have to do a backward pass as well. Hence, the aptly named forward-backward algorithm. I get the sense that since you are looking to go back a step and delete edges then you probably want the distribution for all days (unlike I originally assumed). Of course, you noticed there is information that can be used so that the "future can inform the past" so to speak, and this is exactly the reason why you need to do the backward pass as well, it's not really complicated you just have to run the exact same algorithm starting at the end of the chain. For a good overview check out Christopher Bishop's 6-piece tutorial on videolectures.net.
Because you mentioned adding/deleting edges let me just clarify the algorithm I described previously, keep in mind this is for a single forward pass. Let there be a total of N possible permutations of quantities, so you will have a belief state that is a sparse vector N elements long (called v_0). The first step you receive a observation of the sum, and you populate the vector by setting all the possible values to have probability 1.0, then re-normalize. The next step you create a new sparse vector (v_1) of all 0s, iterate over all non-zero entries in v_0 and increment (by the probability in v_0) all entries in v_1 that are within 5%. Then, zero out all the entries in v_1 that are not possible according to the new observation, then re-normalize v_1 and throw away v_0. repeat forever, v_1 will always be the correct distribution of possibilities.
By the way, things can get way more complex than this, if you have noisy observations or very large states or continuous states. For this reason it's pretty hard to read some of the literature on statistical inference; it's quite general.

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