Suppose you have a function/method that uses two metric to return a value — essentially a 2D matrix of possible values. Is it better to use logic (nested if/switch statements) to choose the right value, or just build that matrix (as an Array/Hash/Dictionary/whatever), and then the return value becomes simply a matter of performing a lookup?
My gut feeling says that for an M⨉N matrix, relatively small values for both M and N (like ≤3) would be OK to use logic, but for larger values it would be more efficient to just build the matrix.
What are general best practices for this? What about for an N-dimensional matrix?
The decision depends on multiple factors, including:
Which option makes the code more readable and hence easier to maintain
Which option performs faster, especially if the lookup happens squillions of times
How often do the values in the matrix change? If the answer is "often" then it is prob better to externalise the values out of the code and put them in an matrix stored in a way that can be edited simply.
Not only how big is the matrix but how sparse is it?
What I say is that about nine conditions is the limit for an if .. else ladder or a switch. So if you have a 2D cell you can reasonably hard-code the up, down, diagonals, and so on. If you go to three dimensions you have 27 cases and it's too much, but OK if you're restricted to the six cub faces.
Once you've got a a lot of conditions, start coding via look-up tables.
But there's no real answer. For example Windows message loops need to deal with a lot of different messages, and you can't sensibly encode the handling code in look-up tables.
I'm working on an algorithm that has to do a small number
of operations on a large numbers of small arrays, somewhat independently.
To give an idea:
1k sorting of arrays of length typically of 0.5k-1k elements.
1k of LU-solve of matrices that have rank 10-20.
everything is in floats.
Then, there is some horizontality to this problem: the above
operations have to be carried independently on 10k arrays.
Also, the intermediate results need not be stored: for example, i don't
need to keep the sorted arrays, only the sum of the smallest $m$ elements.
The whole thing has been programmed in c++ and runs. My question is:
would you expect a problem like this to enjoy significant speed ups
(factor 2 or more) with CUDA?
You can run this in 5 lines of ArrayFire code. I'm getting speedups of ~6X with this over the CPU. I'm getting speedups of ~4X with this over Thrust (which was designed for vectors, not matrices). Since you're only using a single GPU, you can run ArrayFire Free version.
array x = randu(512,1000,f32);
array y = sort(x); // sort each 512-element column independently
array x = randu(15,15,1000,f32), y;
gfor (array i, x.dim(2))
y(span,span,i) = lu(x(span,span,i)); // LU-decomposition of each 15x15 matrix
Keep in mind that GPUs perform best when memory accesses are aligned to multiples of 32, so a bunch of 32x32 matrices will perform better than a bunch of 31x31.
If you "only" need a factor of 2 speed up I would suggest looking at more straightforward optimisation possibilities first, before considering GPGPU/CUDA. E.g. assuming x86 take a look at using SSE for a potential 4x speed up by re-writing performance critical parts of your code to use 4 way floating point SIMD. Although this would tie you to x86 it would be more portable in that it would not require the presence of an nVidia GPU.
Having said that, there may even be simpler optimisation opportunities in your code base, such as eliminating redundant operations (useless copies and initialisations are a favourite) or making your memory access pattern more cache-friendly. Try profiling your code with a decent profiler to see where the bottlenecks are.
Note however that in general sorting is not a particularly good fit for either SIMD or CUDA, but other operations such as LU decomposition may well benefit.
Just a few pointers, you maybe already incorporated:
1) If you just need the m smallest elements, you are probably better of to just search the smallest element, remove it and repeat m - times.
2) Did you already parallelize the code on the cpu? OpenMP or so ...
3) Did you think about buying better hardware? (I know it´s not the nice think to do, but if you want to reach performance goals for a specific application it´s sometimes the cheapest possibility ...)
If you want to do it on CUDA, it should work conceptually, so no big problems should occur. However, there are always the little things, which depend on experience and so on.
Consider the thrust-library for the sorting thing, hopefully someone else can suggest some good LU-decomposition algorithm.
I recently read that you can predict the outcomes of a PRNG if you:
Know what algorithm is being used.
Have consecutive data points.
Is it possible to figure out the seed used for a PRNG from only data points?
I managed to find a paper by Kelsey et al which details the different types of attack and also summarises some real-world examples. It seems most attacks rely on similar techniques to those against cryptosystems, and in most cases actually taking advantage of the fact that the PRNG is used in a cryptosystem.
With "enough" data points that are the absolute first data points generated by the PRNG with no gaps, sure. Most PRNG functions are invertible, so just work backwards and you should get the seed.
For example, the typical return seed=(seed*A+B)%N has an inverse of return seed=((seed-B)/A)%N.
It's always theoretically possible, if you're "allowed" to brute force all possible values for the seed, and if you have enough data points that there's only one seed that could have produced that output. If the PRNG was seeded with the time, and you know roughly when that happened, then this might be very fast since there aren't many plausible values to try. If the PRNG was seeded with data from a truly random source having 64 bits of entropy, then this approach is computationally infeasible.
Whether there are other techniques depends on the algorithm. For example doing this for Blum Blum Shub is equivalent to integer factorization, which is generally believed to be a hard computational problem. Other, faster PRNGs might be less "secure" in this sense. Any PRNG used for crypto purposes, for example in a stream cipher, pretty much needs there to be no known feasible way of doing it.
I'm tackling an interesting machine learning problem and would love to hear if anyone knows a good algorithm to deal with the following:
The algorithm must learn to approximate a function of N inputs and M outputs
N is quite large, e.g. 1,000-10,000
M is quite small, e.g. 5-10
All inputs and outputs are floating point values, could be positive or negative, likely to be relatively small in absolute value but no absolute guarantees on bounds
Each time period I get N inputs and need to predict the M outputs, at the end of the time period the actual values for the M outputs are provided (i.e. this is a supervised learning situation where learning needs to take place online)
The underlying function is non-linear, but not too nasty (e.g. I expect it will be smooth and continuous over most of the input space)
There will be a small amount of noise in the function, but signal/noise is likely to be good - I expect the N inputs will expain 95%+ of the output values
The underlying function is slowly changing over time - unlikely to change drastically in a single time period but is likely to shift slightly over the 1000s of time periods range
There is no hidden state to worry about (other than the changing function), i.e. all the information required is in the N inputs
I'm currently thinking some kind of back-propagation neural network with lots of hidden nodes might work - but is that really the best approach for this situation and will it handle the changing function?
With your number of inputs and outputs, I'd also go for a neural network, it should do a good approximation. The slight change is good for a back-propagation technique, it should not have to 'de-learn' stuff.
I think stochastic gradient descent (http://en.wikipedia.org/wiki/Stochastic_gradient_descent) would be a straight forward first step, it will probably work nicely given the operating conditions you have.
I'd also go for an ANN. Single layer might do fine since your input space is large. You might wanna give it a shot before adding a lot of hidden layers.
#mikera What is it going to be used for? Is it an assignment in a ML course?
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There are some data structures around that are really useful but are unknown to most programmers. Which ones are they?
Everybody knows about linked lists, binary trees, and hashes, but what about Skip lists and Bloom filters for example. I would like to know more data structures that are not so common, but are worth knowing because they rely on great ideas and enrich a programmer's tool box.
PS: I am also interested in techniques like Dancing links which make clever use of properties of a common data structure.
EDIT:
Please try to include links to pages describing the data structures in more detail. Also, try to add a couple of words on why a data structure is cool (as Jonas Kölker already pointed out). Also, try to provide one data-structure per answer. This will allow the better data structures to float to the top based on their votes alone.
Tries, also known as prefix-trees or crit-bit trees, have existed for over 40 years but are still relatively unknown. A very cool use of tries is described in "TRASH - A dynamic LC-trie and hash data structure", which combines a trie with a hash function.
Bloom filter: Bit array of m bits, initially all set to 0.
To add an item you run it through k hash functions that will give you k indices in the array which you then set to 1.
To check if an item is in the set, compute the k indices and check if they are all set to 1.
Of course, this gives some probability of false-positives (according to wikipedia it's about 0.61^(m/n) where n is the number of inserted items). False-negatives are not possible.
Removing an item is impossible, but you can implement counting bloom filter, represented by array of ints and increment/decrement.
Rope: It's a string that allows for cheap prepends, substrings, middle insertions and appends. I've really only had use for it once, but no other structure would have sufficed. Regular strings and arrays prepends were just far too expensive for what we needed to do, and reversing everthing was out of the question.
Skip lists are pretty neat.
Wikipedia
A skip list is a probabilistic data structure, based on multiple parallel, sorted linked lists, with efficiency comparable to a binary search tree (order log n average time for most operations).
They can be used as an alternative to balanced trees (using probalistic balancing rather than strict enforcement of balancing). They are easy to implement and faster than say, a red-black tree. I think they should be in every good programmers toolchest.
If you want to get an in-depth introduction to skip-lists here is a link to a video of MIT's Introduction to Algorithms lecture on them.
Also, here is a Java applet demonstrating Skip Lists visually.
Spatial Indices, in particular R-trees and KD-trees, store spatial data efficiently. They are good for geographical map coordinate data and VLSI place and route algorithms, and sometimes for nearest-neighbor search.
Bit Arrays store individual bits compactly and allow fast bit operations.
Zippers - derivatives of data structures that modify the structure to have a natural notion of 'cursor' -- current location. These are really useful as they guarantee indicies cannot be out of bound -- used, e.g. in the xmonad window manager to track which window has focused.
Amazingly, you can derive them by applying techniques from calculus to the type of the original data structure!
Here are a few:
Suffix tries. Useful for almost all kinds of string searching (http://en.wikipedia.org/wiki/Suffix_trie#Functionality). See also suffix arrays; they're not quite as fast as suffix trees, but a whole lot smaller.
Splay trees (as mentioned above). The reason they are cool is threefold:
They are small: you only need the left and right pointers like you do in any binary tree (no node-color or size information needs to be stored)
They are (comparatively) very easy to implement
They offer optimal amortized complexity for a whole host of "measurement criteria" (log n lookup time being the one everybody knows). See http://en.wikipedia.org/wiki/Splay_tree#Performance_theorems
Heap-ordered search trees: you store a bunch of (key, prio) pairs in a tree, such that it's a search tree with respect to the keys, and heap-ordered with respect to the priorities. One can show that such a tree has a unique shape (and it's not always fully packed up-and-to-the-left). With random priorities, it gives you expected O(log n) search time, IIRC.
A niche one is adjacency lists for undirected planar graphs with O(1) neighbour queries. This is not so much a data structure as a particular way to organize an existing data structure. Here's how you do it: every planar graph has a node with degree at most 6. Pick such a node, put its neighbors in its neighbor list, remove it from the graph, and recurse until the graph is empty. When given a pair (u, v), look for u in v's neighbor list and for v in u's neighbor list. Both have size at most 6, so this is O(1).
By the above algorithm, if u and v are neighbors, you won't have both u in v's list and v in u's list. If you need this, just add each node's missing neighbors to that node's neighbor list, but store how much of the neighbor list you need to look through for fast lookup.
I think lock-free alternatives to standard data structures i.e lock-free queue, stack and list are much overlooked.
They are increasingly relevant as concurrency becomes a higher priority and are much more admirable goal than using Mutexes or locks to handle concurrent read/writes.
Here's some links
http://www.cl.cam.ac.uk/research/srg/netos/lock-free/
http://www.research.ibm.com/people/m/michael/podc-1996.pdf [Links to PDF]
http://www.boyet.com/Articles/LockfreeStack.html
Mike Acton's (often provocative) blog has some excellent articles on lock-free design and approaches
I think Disjoint Set is pretty nifty for cases when you need to divide a bunch of items into distinct sets and query membership. Good implementation of the Union and Find operations result in amortized costs that are effectively constant (inverse of Ackermnan's Function, if I recall my data structures class correctly).
Fibonacci heaps
They're used in some of the fastest known algorithms (asymptotically) for a lot of graph-related problems, such as the Shortest Path problem. Dijkstra's algorithm runs in O(E log V) time with standard binary heaps; using Fibonacci heaps improves that to O(E + V log V), which is a huge speedup for dense graphs. Unfortunately, though, they have a high constant factor, often making them impractical in practice.
Anyone with experience in 3D rendering should be familiar with BSP trees. Generally, it's the method by structuring a 3D scene to be manageable for rendering knowing the camera coordinates and bearing.
Binary space partitioning (BSP) is a
method for recursively subdividing a
space into convex sets by hyperplanes.
This subdivision gives rise to a
representation of the scene by means
of a tree data structure known as a
BSP tree.
In other words, it is a method of
breaking up intricately shaped
polygons into convex sets, or smaller
polygons consisting entirely of
non-reflex angles (angles smaller than
180°). For a more general description
of space partitioning, see space
partitioning.
Originally, this approach was proposed
in 3D computer graphics to increase
the rendering efficiency. Some other
applications include performing
geometrical operations with shapes
(constructive solid geometry) in CAD,
collision detection in robotics and 3D
computer games, and other computer
applications that involve handling of
complex spatial scenes.
Huffman trees - used for compression.
Have a look at Finger Trees, especially if you're a fan of the previously mentioned purely functional data structures. They're a functional representation of persistent sequences supporting access to the ends in amortized constant time, and concatenation and splitting in time logarithmic in the size of the smaller piece.
As per the original article:
Our functional 2-3 finger trees are an instance of a general design technique in- troduced by Okasaki (1998), called implicit recursive slowdown. We have already noted that these trees are an extension of his implicit deque structure, replacing pairs with 2-3 nodes to provide the flexibility required for efficient concatenation and splitting.
A Finger Tree can be parameterized with a monoid, and using different monoids will result in different behaviors for the tree. This lets Finger Trees simulate other data structures.
Circular or ring buffer - used for streaming, among other things.
I'm surprised no one has mentioned Merkle trees (ie. Hash Trees).
Used in many cases (P2P programs, digital signatures) where you want to verify the hash of a whole file when you only have part of the file available to you.
<zvrba> Van Emde-Boas trees
I think it'd be useful to know why they're cool. In general, the question "why" is the most important to ask ;)
My answer is that they give you O(log log n) dictionaries with {1..n} keys, independent of how many of the keys are in use. Just like repeated halving gives you O(log n), repeated sqrting gives you O(log log n), which is what happens in the vEB tree.
How about splay trees?
Also, Chris Okasaki's purely functional data structures come to mind.
An interesting variant of the hash table is called Cuckoo Hashing. It uses multiple hash functions instead of just 1 in order to deal with hash collisions. Collisions are resolved by removing the old object from the location specified by the primary hash, and moving it to a location specified by an alternate hash function. Cuckoo Hashing allows for more efficient use of memory space because you can increase your load factor up to 91% with only 3 hash functions and still have good access time.
A min-max heap is a variation of a heap that implements a double-ended priority queue. It achieves this by by a simple change to the heap property: A tree is said to be min-max ordered if every element on even (odd) levels are less (greater) than all childrens and grand children. The levels are numbered starting from 1.
http://internet512.chonbuk.ac.kr/datastructure/heap/img/heap8.jpg
I like Cache Oblivious datastructures. The basic idea is to lay out a tree in recursively smaller blocks so that caches of many different sizes will take advantage of blocks that convenient fit in them. This leads to efficient use of caching at everything from L1 cache in RAM to big chunks of data read off of the disk without needing to know the specifics of the sizes of any of those caching layers.
Left Leaning Red-Black Trees. A significantly simplified implementation of red-black trees by Robert Sedgewick published in 2008 (~half the lines of code to implement). If you've ever had trouble wrapping your head around the implementation of a Red-Black tree, read about this variant.
Very similar (if not identical) to Andersson Trees.
Work Stealing Queue
Lock-free data structure for dividing the work equaly among multiple threads
Implementation of a work stealing queue in C/C++?
Bootstrapped skew-binomial heaps by Gerth Stølting Brodal and Chris Okasaki:
Despite their long name, they provide asymptotically optimal heap operations, even in a function setting.
O(1) size, union, insert, minimum
O(log n) deleteMin
Note that union takes O(1) rather than O(log n) time unlike the more well-known heaps that are commonly covered in data structure textbooks, such as leftist heaps. And unlike Fibonacci heaps, those asymptotics are worst-case, rather than amortized, even if used persistently!
There are multiple implementations in Haskell.
They were jointly derived by Brodal and Okasaki, after Brodal came up with an imperative heap with the same asymptotics.
Kd-Trees, spatial data structure used (amongst others) in Real-Time Raytracing, has the downside that triangles that cross intersect the different spaces need to be clipped. Generally BVH's are faster because they are more lightweight.
MX-CIF Quadtrees, store bounding boxes instead of arbitrary point sets by combining a regular quadtree with a binary tree on the edges of the quads.
HAMT, hierarchical hash map with access times that generally exceed O(1) hash-maps due to the constants involved.
Inverted Index, quite well known in the search-engine circles, because it's used for fast retrieval of documents associated with different search-terms.
Most, if not all, of these are documented on the NIST Dictionary of Algorithms and Data Structures
Ball Trees. Just because they make people giggle.
A ball tree is a data structure that indexes points in a metric space. Here's an article on building them. They are often used for finding nearest neighbors to a point or accelerating k-means.
Not really a data structure; more of a way to optimize dynamically allocated arrays, but the gap buffers used in Emacs are kind of cool.
Fenwick Tree. It's a data structure to keep count of the sum of all elements in a vector, between two given subindexes i and j. The trivial solution, precalculating the sum since the begining doesn't allow to update a item (you have to do O(n) work to keep up).
Fenwick Trees allow you to update and query in O(log n), and how it works is really cool and simple. It's really well explained in Fenwick's original paper, freely available here:
http://www.cs.ubc.ca/local/reading/proceedings/spe91-95/spe/vol24/issue3/spe884.pdf
Its father, the RQM tree is also very cool: It allows you to keep info about the minimum element between two indexes of the vector, and it also works in O(log n) update and query. I like to teach first the RQM and then the Fenwick Tree.
Van Emde-Boas trees. I have even a C++ implementation of it, for up to 2^20 integers.
Nested sets are nice for representing trees in the relational databases and running queries on them. For instance, ActiveRecord (Ruby on Rails' default ORM) comes with a very simple nested set plugin, which makes working with trees trivial.
It's pretty domain-specific, but half-edge data structure is pretty neat. It provides a way to iterate over polygon meshes (faces and edges) which is very useful in computer graphics and computational geometry.