what is very fast simulated annealing? - simulated-annealing

Has anybody the pseudo-code for the very fast simulated annealing (VFSA)? Also, what is the difference between VFSA and simulated annealing? And finally, what is a generative function?
Thank you.

Related

Invalid moves in reinforcement learning

I have implemented a custom openai gym environment for a game similar to http://curvefever.io/, but with discreet actions instead of continuous. So my agent can in each step go in one of four directions, left/up/right/down. However one of these actions will always lead to the agent crashing into itself, since it cant "reverse".
Currently I just let the agent take any move, and just let it die if it makes an invalid move, hoping that it will eventually learn to not take that action in that state. I have however read that one can set the probabilities for making an illegal move zero, and then sample an action. Is there any other way to tackle this problem?
You can try to solve this by 2 changes:
1: give current direction as an input and give reward of maybe +0.1 if it takes the move which does not make it crash, and give -0.7 if it make a backward move which directly make it crash.
2: If you are using neural network and Softmax function as activation function of last layer, multiply all outputs of neural network with a positive integer ( confidence ) before giving it to Softmax function. it can be in range of 0 to 100 as i have experience more than 100 will not affect much. more the integer is the more confidence the agent will have to take action for a given state.
If you are not using neural network or say, deep learning, I suggest you to learn concepts of deep learning as your environment of game seems complex and a neural network will give best results.
Note: It will take huge amount of time. so you have to wait enough to train the algorithm. i suggest you not to hurry and let it train. and i played the game, its really interesting :) my wishes to make AI for the game :)

How to handle uncertainty in position?

I am working on a car following problem and the measurements I am receiving are uncertain ( I know that the noise model is gaussian and it's variance is also known). How do I select my next action in such kind of uncertainty?
Basically how should I change my cost function so that I can optimize my plan by selecting appropriate action?
Vanilla reinforcement learning is meant for Markov decision processes, where it's assumed that you can fully observe the state. Because your states are noisy, you have a Partially observable Markov decision process. Theoretically speaking you should be looking at a different category of RL approaches.
Practically, since you have so much information about the parameters of the uncertainty, you should consider using a Kalman or particle filter to perform state estimation. Then, use the most likely state estimate as the true state in your RL problem. The estimate will be wrong at times, of course, but if you're using a function approximation approach for the value function, the experience can generalize across similar states and you'll be able to learn. The learning performance is going to be proportional to the quality of your state estimate.

Can someone explain the fft of real data

Hopefully someone can help explain this to me as I am getting very confused trawling through google.
I would like to know the exact steps to perform the FFT and IFFT of a set of real data samples, all the examples I found are either start with complex values or don't explain the exact steps without bringing huge amounts of mathematics into the process.
I am after a simple bullet point list of what to do, is that too much to ask for.
Cheers
A Fast Fourier Transform(FFT) is an algorithm that efficiently computes the Discrete Fourier Transform.
There are several FFT algorithms so the exact steps to be followed will depend on the particular FFT algorithm you are looking to implement.

can every iterative algorithm be turned into dynamic programming?

It have been much discussed that every recursive algorithm can be transformed into iterative algorithms..
But... can every iterative algorithm be transformed into dynamic programming?
I'm starting to learn about Dynamic Programming... and i'm having a lot of problems.. even though i can find recursive solutions, and i'm expertising turning them into iterative algorithms, i still can't turn these iterative algorithms into dynamic programming... it'd be, indeed, very helpfull to certainly know that every iterative algorithm can be transformed into dynamic...
I hope that by Dynamic Programming you mean the same thing as Wikipedia does - that is, algorithms that break the problem into smaller subproblems, and use memoization to avoid having to solve the same problem twice.
Dynamic Programming cannot be usefully applied to all iterative algorithms. For Dynamic Programming to be useful, the problem needs two properties:
Overlapping subproblems - when solving the problem recursively, you need to encounter the same subproblem, with the same parameters, more than once, otherwise memoizing was a waste of time and memory.
Optimal substructure - the knowledge that if you have the solutions to the sub-problems, the solution to the whole problem is easy to compute.

Advice needed for a physics engine

I've recently started a project, building a physics engine.
I was hoping you could give me some advice related to some documentation and/or best technologies for this.
First of all, I've seen that Game-Physics-Engine-Development is highly recommended for the task at hand, and I was wondering if you could give me a second opinion.Should I get it?
Also, while browsing Amazon, I've stumbled onto Game Engine Architecture and since I want to build my physics engine for games, I thought this might be a good read aswell.
Second, I know that simulating physics is highly computation intensive so I would like to use either CUDA or OpenCL.Right now I'm leaning towards OpenCL, because it would work on both NVIDIA and ATI chipsets.What do you guys suggest?
PS: I will be implementing this in C++ on Linux.
Thanks.
I would suggest first of all planning a simple game as a test case for your engine. Having a basic game will drive feature and API development. Writing an engine without having clear goal makes the project riskier. While I agree nVidia and ATi should be treated as separate targets for performance reasons, I'd recommend you start with neither.
I personally wrote physics engine for Uncharted:Drake's Fortune - a PS3 game - and I did a pass in C++, and when it worked, made a pass to optimize it for VMX and then put it on SPU. Mind you, I did just a fraction what I wanted to do initially because of time constraints. After that I made an iteration to split data stages out and formulate a pipeline of data transformations. It's important because whether CPU, GPU or SPU, modern processors running nontrivial code spend most of the time waiting for caches. You have to pay special attention to data structures and pipeline them such that you have a small working set of data at any stage. E.g. first I do broadphase, so I don't need shapes but I need world-space bounding boxes. So I split bounding boxes into separate array and compute them all together in another pass, that writes them out in an optimal way. As input to bbox computation, I need shape transformations and some bounds from them, but not necessarily the whole shapes. After broadphase, I compute/update sim islands, at the same time performing narrow phase, for which I do actually need the shapes. And so on - I described this with pictures in an article to Game Physics Pearls I wrote.
I guess what I'm trying to say are the following points:
Make sure you have a clear goal that drives your development - a very basic game with flushed out design would be best in game physics engine case.
Don't try to optimize before you have a working product. Write it in the simplest and fastest way possible first and fix all the bugs in math. Design it so that you can port it to CUDA later, but don't start writing CUDA kernels before you have boxes rolling on the screen.
After you write the first pass in C++, optimize it for CPU : streamline it such that it doesn't thrash the cache, and compartmentalize the code so that there's no spaghetti of calls and all the code from each stage is localized. This will help a) port to CUDA b) port to OpenCL c) port to a console d) make it run reasonably fast e) make it possible to debug.
While developing, resist temptation to go do something you just thought about unless that feature is not necessary for your clear goal (see #1) - that's why you need a goal, to steer you towards it and make it possible to finish the actual project. Distractions usually kill projects without clear goals.
Remember that in one way or another, software development is iterative. It's ok to do a rough-in and then refine it. Leather, rinse, repeat - it's a mantra of a programmer :)
It's easy to give advice. If you wanna do something, just go and do it, and we'll sit back and critique :)
Here is an answer regarding the choice of CUDA or OpenCL. I do not have a recommendation for a book.
If you want to run your program on both NVIDIA and ATI chipsets, then OpenCL will make the job easier. However, you will want to write a different version of each kernel to get good performance on each chipset. For example, on ATI cards you'll want to manually vectorize code using float4/int4 data types (or accept a nearly 4x performance penalty), while NVIDIA works better with scalar data types.
If you're only targeting NVIDIA, then CUDA is somewhat more convenient to program in.