I am building a typical linear multivariate regression, except that one of variables, rather than being a simple data point, is a function dependent on one of the other variables. So for example, my regression may look like:
y1=c1*x1+c2*x2+c3*x3+c4*f(x3)
f itself contains coefficients a,b,c,d
This particular function is of the form, f(x)=a - b/(1 + e^(-c(x-d)))
Basically, the point of my research is to find which values of a, b, c, and d lead to the highest value of x4, and, hopefully, the best model.
I'm pretty inexperienced in R, but my advisor told me he thinks it would be the best program to get this kind of thing done in... Anyone have any advice on where to start with this problem?
Check out non linear least squares. For R implementation see nls
Related
I want to generate a function which would non-linearly interpolate data. Let's say the fraction x (varies between 0 and 1) represents the distance from the Point A towards Point B. So, if x=0, we are at Point A and if x=1, we are at Point B. Now the condition I have if that at x=0.1, we would need to have travelled 90% of the distance from Point A towards Point B. Notice, I would not be able to connect this with the actual values of the parameter data at Point A or B unlink is the case in exponential interpolation techniques [https://www.mrmath.com/misfit/algebra-stuff/linear-and-non-linear-interpolation/#:~:text=ExponentialThe%20second%20most%20popular,smooth%2C%20concave%20curve%20between%20points].
The following resources are too tough for me and I am looking for the simplest solutions:-
https://www.sciencedirect.com/science/article/pii/0022247X82901378
https://ieeexplore.ieee.org/document/1054589
As an example of linear interpolation, let's say that the value of the parameter at Point A is 'a' and at Point B is 'b'. The linear interpolation formula is then given as:-
a+(b-a)*y
where y=x for linear interpolations. I wish to develop a non-linear function for y=f(x). Is there an easy general way for this?
This has been bugging me since a long time.
Suppose I have a boolean function F defined as follows:
Now, it can be expressed in its SOP form as:
F = bar(X)Ybar(Z)+ XYZ
But I fail to understand why we always complement the 0s to express them as 1. Is it assumed that the inputs X, Y and Z will always be 1?
What is the practical application of that? All the youtube videos I watched on this topic, how to express a function in SOP form or as sum of minterms but none of them explained why we need this thing? Why do we need minterms in the first place?
As of now, I believe that we design circuits to yield and take only 1 and that's where minterms come in handy. But I couldn't get any confirmation of this thing anywhere so I am not sure I am right.
Maxterms are even more confusing. Do we design circuits that would yield and take only 0s? Is that the purpose of maxterms?
Why do we need minterms in the first place?
We do not need minterms, we need a way to solve a logic design problem, i.e. given a truth table, find a logic circuit able to reproduce this truth table.
Obviously, this requires a methodology. Minterm and sum-of-products is mean to realize that. Maxterms and product-of-sums is another one. In either case, you get an algebraic representation of your truth table and you can either implement it directly or try to apply standard theorems of boolean algebra to find an equivalent, but simpler, representation.
But these are not the only tools. For instance, with Karnaugh maps, you rewrite your truth table with some rules and you can simultaneously find an algebraic representation and reduce its complexity, and it does not consider minterms. Its main drawback is that it becomes unworkable if the number of inputs rises and it cannot be considered as a general way to solve the problem of logic design.
It happens that minterms (or maxterms) do not have this drawback, and can be used to solve any problem. We get a trut table and we can directly convert it in an equation with ands, ors and nots. Indeed minterms are somehow simpler to human beings than maxterms, but it is just a matter of taste or of a reduced number of parenthesis, they are actually equivalent.
But I fail to understand why we always complement the 0s to express them as 1. Is it assumed that the inputs X, Y and Z will always be 1?
Assume that we have a truth table, with only a given output at 1. For instance, as line 3 of your table. It means that when x=0, y=1 and z=0 , the output will be zero. So, can I express that in boolean logic? With the SOP methodology, we say that we want a solution for this problem that is an "and" of entries or of their complement. And obviously the solution is "x must be false and y must be true and z must be false" or "(not x) must be true and y must be true and (not z) must be true", hence the minterm /x.y./z. So complementing when we have a 0 and leaving unchanged when we have a 1 is way to find the equation that will be true when xyz=010
If I have another table with only one output at 1 (for instance line 8 of your table), we can find similarly that I can implement this TT with x.y.z.
Now if I have a TT with 2 lines at 1, one can use the property of OR gates and do the OR of the previous circuits. when the output of the first one is 1, it will force this behavior and ditto for the second. And we directly get the solution for your table /xy/z+xyz
This can be extended to any number of ones in the TT and gives a systematic way to find an equation equivalent to a truth table.
So just think of minterms and maxterms as a tool to translate a TT into equations. What is important is the truth table (that describes the behaviour of what you want to do) and the equations (that give you a way to realize it).
I was wondering which is the best machine learning technique to approximate a function that takes a 32-bit number and returns another 32-bit number, from a set of observations.
Thanks!
Multilayer perceptron neural networks would be worth taking a look at. Though you'll need to process the inputs to a floating point number between 0 and 1, and then map the outputs back to the original range.
There are several possible solutions to your problem:
1.) Fitting a linear hypothesis with least-squares method
In that case, you are approximating a hypothesis y = ax + b with the least squares method. This one is really easy to implement, but sometimes, a linear model is not good enough to fit your data. But - I would give this one a try first.
Good thing is that there is a closed form, so you can directly calculate parameters a and b from your data.
See Least Squares
2.) Fitting a non-linear model
Once seen that your linear model does not describe your function very well, you can try to fit higher polynomial models to your data.
Your hypothesis then might look like
y = ax² + bx + c
y = ax³ + bx² + cx + d
etc.
You can also use least squares method to fit your data, and techniques from the gradient descent types (simmulated annealing, ...). See also this thread: Fitting polynomials to data
Or, as in the other answer, try fitting a Neural Network - the good thing is that it will automatically learn the hypothesis, but it is not so easy to explain what the relation between input and output is. But in the end, a neural network is also a linear combination of nonlinear functions (like sigmoid or tanh functions).
I have a function f(x) = 1/(x + a+ b*I*sign(x)) and I want to calculate the
integral of
dx dy dz f(x) f(y) f(z) f(x+y+z) f(x-y - z)
over the entire R^3 (b>0 and a,- b are of order unity). This is just a representative example -- in practice I have n<7 variables and 2n-1 instances of f(), n of them involving the n integration variables and n-1 of them involving some linear combintation of the integration variables. At this stage I'm only interested in a rough estimate with relative error of 1e-3 or so.
I have tried the following libraries :
Steven Johnson's cubature code: the hcubature algorithm works but is abysmally slow, taking hundreds of millions of integrand evaluations for even n=2.
HintLib: I tried adaptive integration with a Genz-Malik rule, the cubature routines, VEGAS and MISER with the Mersenne twister RNG. For n=3 only the first seems to be somewhat viable option but it again takes hundreds of millions of integrand evaluations for n=3 and relerr = 1e-2, which is not encouraging.
For the region of integration I have tried both approaches: Integrating over [-200, 200]^n (i.e. a region so large that it essentially captures most of the integral) and the substitution x = sinh(t) which seems to be a standard trick.
I do not have much experience with numerical analysis but presumably the difficulty lies in the discontinuities from the sign() term. For n=2 and f(x)f(y)f(x-y) there are discontinuities along x=0, y=0, x=y. These create a very sharp peak around the origin (with a different sign in the various quadrants) and sort of 'ridges' at x=0,y=0,x=y along which the integrand is large in absolute value and changes sign as you cross them. So at least I know which regions are important. I was thinking that maybe I could do Monte Carlo but somehow "tell" the algorithm in advance where to focus. But I'm not quite sure how to do that.
I would be very grateful if you had any advice on how to evaluate the integral with a reasonable amount of computing power or how to make my Monte Carlo "idea" work. I've been stuck on this for a while so any input would be welcome. Thanks in advance.
One thing you can do is to use a guiding function for your Monte Carlo integration: given an integral (am writing it in 1D for simplicity) of ∫ f(x) dx, write it as ∫ f(x)/g(x) g(x) dx, and use g(x) as a distribution from which you sample x.
Since g(x) is arbitrary, construct it such that (1) it has peaks where you expect them to be in f(x), and (2) such that you can sample x from g(x) (e.g., a gaussian, or 1/(1+x^2)).
Alternatively, you can use a Metropolis-type Markov chain MC. It will find the relevant regions of the integrand (almost) by itself.
Here are a couple of trivial examples.
I have to do some work with Q Learning, about a guy that has to move furniture around a house (it's basically that). If the house is small enough, I can just have a matrix that represents actions/rewards, but as the house size grows bigger that will not be enough. So I have to use some kind of generalization function for it, instead. My teacher suggests I use not just one, but several ones, so I could compare them and so. What you guys recommend?
I heard that for this situation people are using Support Vector Machines, also Neural Networks. I'm not really inside the field so I can't tell. I had in the past some experience with Neural Networks, but SVM seem a lot harder subject to grasp. Are there any other methods that I should look for? I know there must be like a zillion of them, but I need something just to start.
Thanks
Just as a refresher of terminology, in Q-learning, you are trying to learn the Q-functions, which depend on the state and action:
Q(S,A) = ????
The standard version of Q-learning as taught in most classes tells you that you for each S and A, you need to learn a separate value in a table and tells you how to perform Bellman updates in order to converge to the optimal values.
Now, lets say that instead of table you use a different function approximator. For example, lets try linear functions. Take your (S,A) pair and think of a bunch of features you can extract from them. One example of a feature is "Am I next to a wall," another is "Will the action place the object next to a wall," etc. Number these features f1(S,A), f2(S,A), ...
Now, try to learn the Q function as a linear function of those features
Q(S,A) = w1 * f1(S,A) + w2*f2(S,A) ... + wN*fN(S,A)
How should you learn the weights w? Well, since this is a homework, I'll let you think about it on your own.
However, as a hint, lets say that you have K possible states and M possible actions in each state. Lets say you define K*M features, each of which is an indicator of whether you are in a particular state and are going to take a particular action. So
Q(S,A) = w11 * (S==1 && A == 1) + w12 * (S == 1 && A == 2) + w21 * (S==2 && A==3) ...
Now, notice that for any state/action pair, only one feature will be 1 and the rest will be 0, so Q(S,A) will be equal to the corresponding w and you are essentially learning a table. So, you can think of the standard, table Q-learning as a special case of learning with these linear functions. So, think of what the normal Q-learning algorithm does, and what you should do.
Hopefully you can find a small basis of features, much fewer than K*M, that will allow you to represent your space well.