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CppCon 2014: Chandler Carruth "Efficiency with Algorithms, Performance with Data Structures" - YouTube
- idk how I feel about this
- makes a distinction between efficiency (basically asymptotic complexity, "doing less work") and performance ("doing that work faster"). idiosyncratic terminology but similar to the "two performance aesthetics" described here: https://pinboard.in/u:nhaliday/b:913a284640c5
- some bikeshedding about vector::reserve and references
- "discontiguous data structures are the root of all evil" (cache-locality, don't use linked lists, etc)
- stacks? queues? just use vector. also suggests circular buffers. says std::deque is really bad
- std::map is bad too (for real SWE, not oly-programming). if you want ordered associative container, just binary search in vector
- std::unordered_map is poorly implemented, unfortunately (due to requirement for buckets in API)
- good implementation of hash table uses open addressing and local (linear?) probing
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october 2019 by nhaliday
Unhappy Go Lucky!
- regularly publishes unofficial editorials for AtCoder
- also seems like an otaku >_>
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september 2019 by nhaliday
Parallel Computing: Theory and Practice
by Umut Acar who also co-authored a different book on parallel algorithms w/ Guy Blelloch from a more high-level and functional perspective
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september 2019 by nhaliday
Anti-hash test. - Codeforces
- Thue-Morse sequence
- nice paper: http://www.mii.lt/olympiads_in_informatics/pdf/INFOL119.pdf
In general, polynomial string hashing is a useful technique in construction of efficient string algorithms. One simply needs to remember to carefully select the modulus M and the variable of the polynomial p depending on the application. A good rule of thumb is to pick both values as prime numbers with M as large as possible so that no integer overflow occurs and p being at least the size of the alphabet.
2.2. Upper Bound on M
[stuff about 32- and 64-bit integers]
2.3. Lower Bound on M
On the other side Mis bounded due to the well-known birthday paradox: if we consider a collection of m keys with m ≥ 1.2√M then the chance of a collision to occur within this collection is at least 50% (assuming that the distribution of fingerprints is close to uniform on the set of all strings). Thus if the birthday paradox applies then one needs to choose M=ω(m^2)to have a fair chance to avoid a collision. However, one should note that not always the birthday paradox applies. As a benchmark consider the following two problems.

I generally prefer to use Schwartz-Zippel to reason about collision probabilities w/ this kind of thing, eg, https://people.eecs.berkeley.edu/~sinclair/cs271/n3.pdf.

A good way to get more accurate results: just use multiple primes and the Chinese remainder theorem to get as large an M as you need w/o going beyond 64-bit arithmetic.

more on this: https://codeforces.com/blog/entry/60442
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august 2019 by nhaliday
Factorization of polynomials over finite fields - Wikipedia
In mathematics and computer algebra the factorization of a polynomial consists of decomposing it into a product of irreducible factors. This decomposition is theoretically possible and is unique for polynomials with coefficients in any field, but rather strong restrictions on the field of the coefficients are needed to allow the computation of the factorization by means of an algorithm. In practice, algorithms have been designed only for polynomials with coefficients in a finite field, in the field of rationals or in a finitely generated field extension of one of them.

All factorization algorithms, including the case of multivariate polynomials over the rational numbers, reduce the problem to this case; see polynomial factorization. It is also used for various applications of finite fields, such as coding theory (cyclic redundancy codes and BCH codes), cryptography (public key cryptography by the means of elliptic curves), and computational number theory.

As the reduction of the factorization of multivariate polynomials to that of univariate polynomials does not have any specificity in the case of coefficients in a finite field, only polynomials with one variable are considered in this article.

...

In the algorithms that follow, the complexities are expressed in terms of number of arithmetic operations in Fq, using classical algorithms for the arithmetic of polynomials.

[ed.: Interesting choice...]

...

Factoring algorithms
Many algorithms for factoring polynomials over finite fields include the following three stages:

Square-free factorization
Distinct-degree factorization
Equal-degree factorization
An important exception is Berlekamp's algorithm, which combines stages 2 and 3.

Berlekamp's algorithm
Main article: Berlekamp's algorithm
The Berlekamp's algorithm is historically important as being the first factorization algorithm, which works well in practice. However, it contains a loop on the elements of the ground field, which implies that it is practicable only over small finite fields. For a fixed ground field, its time complexity is polynomial, but, for general ground fields, the complexity is exponential in the size of the ground field.

[ed.: This actually looks fairly implementable.]
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july 2019 by nhaliday
data structures - Why are Red-Black trees so popular? - Computer Science Stack Exchange
- AVL trees have smaller average depth than red-black trees, and thus searching for a value in AVL tree is consistently faster.
- Red-black trees make less structural changes to balance themselves than AVL trees, which could make them potentially faster for insert/delete. I'm saying potentially, because this would depend on the cost of the structural change to the tree, as this will depend a lot on the runtime and implemntation (might also be completely different in a functional language when the tree is immutable?)

There are many benchmarks online that compare AVL and Red-black trees, but what struck me is that my professor basically said, that usually you'd do one of two things:
- Either you don't really care that much about performance, in which case the 10-20% difference of AVL vs Red-black in most cases won't matter at all.
- Or you really care about performance, in which you case you'd ditch both AVL and Red-black trees, and go with B-trees, which can be tweaked to work much better (or (a,b)-trees, I'm gonna put all of those in one basket.)

--

> For some kinds of binary search trees, including red-black trees but not AVL trees, the "fixes" to the tree can fairly easily be predicted on the way down and performed during a single top-down pass, making the second pass unnecessary. Such insertion algorithms are typically implemented with a loop rather than recursion, and often run slightly faster in practice than their two-pass counterparts.

So a RedBlack tree insert can be implemented without recursion, on some CPUs recursion is very expensive if you overrun the function call cache (e.g SPARC due to is use of Register window)

--

There are some cases where you can't use B-trees at all.

One prominent case is std::map from C++ STL. The standard requires that insert does not invalidate existing iterators

...

I also believe that "single pass tail recursive" implementation is not the reason for red black tree popularity as a mutable data structure.

First of all, stack depth is irrelevant here, because (given log𝑛 height) you would run out of the main memory before you run out of stack space. Jemalloc is happy with preallocating worst case depth on the stack.
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june 2019 by nhaliday
LeetCode - The World's Leading Online Programming Learning Platform
very much targeted toward interview prep
https://www.quora.com/Is-LeetCode-Online-Judges-premium-membership-really-worth-it
This data is especially valuable because you get to know a company's interview style beforehand. For example, most questions that appeared in Facebook interviews have short solution typically not more than 30 lines of code. Their interview process focus on your ability to write clean, concise code. On the other hand, Google style interviews lean more on the analytical side and is algorithmic heavy, typically with multiple solutions to a question - each with a different run time complexity.
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june 2019 by nhaliday
Interview with Donald Knuth | Interview with Donald Knuth | InformIT
Andrew Binstock and Donald Knuth converse on the success of open source, the problem with multicore architecture, the disappointing lack of interest in literate programming, the menace of reusable code, and that urban legend about winning a programming contest with a single compilation.

Reusable vs. re-editable code: https://hal.archives-ouvertes.fr/hal-01966146/document
- Konrad Hinsen

https://www.johndcook.com/blog/2008/05/03/reusable-code-vs-re-editable-code/
I think whether code should be editable or in “an untouchable black box” depends on the number of developers involved, as well as their talent and motivation. Knuth is a highly motivated genius working in isolation. Most software is developed by large teams of programmers with varying degrees of motivation and talent. I think the further you move away from Knuth along these three axes the more important black boxes become.
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june 2019 by nhaliday
Bareiss algorithm - Wikipedia
During the execution of Bareiss algorithm, every integer that is computed is the determinant of a submatrix of the input matrix. This allows, using the Hadamard inequality, to bound the size of these integers. Otherwise, the Bareiss algorithm may be viewed as a variant of Gaussian elimination and needs roughly the same number of arithmetic operations.
nibble  ground-up  cs  tcs  algorithms  complexity  linear-algebra  numerics  sci-comp  fields  calculation  nitty-gritty 
june 2019 by nhaliday
algorithm, algorithmic, algorithmicx, algorithm2e, algpseudocode = confused - TeX - LaTeX Stack Exchange
algorithm2e is only one currently maintained, but answerer prefers style of algorithmicx, and after perusing the docs, so do I
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june 2019 by nhaliday
What every computer scientist should know about floating-point arithmetic
Floating-point arithmetic is considered as esoteric subject by many people. This is rather surprising, because floating-point is ubiquitous in computer systems: Almost every language has a floating-point datatype; computers from PCs to supercomputers have floating-point accelerators; most compilers will be called upon to compile floating-point algorithms from time to time; and virtually every operating system must respond to floating-point exceptions such as overflow. This paper presents a tutorial on the aspects of floating-point that have a direct impact on designers of computer systems. It begins with background on floating-point representation and rounding error, continues with a discussion of the IEEE floating point standard, and concludes with examples of how computer system builders can better support floating point.

Float Toy: http://evanw.github.io/float-toy/
https://news.ycombinator.com/item?id=22113485

https://stackoverflow.com/questions/2729637/does-epsilon-really-guarantees-anything-in-floating-point-computations
"you must use an epsilon when dealing with floats" is a knee-jerk reaction of programmers with a superficial understanding of floating-point computations, for comparisons in general (not only to zero).

This is usually unhelpful because it doesn't tell you how to minimize the propagation of rounding errors, it doesn't tell you how to avoid cancellation or absorption problems, and even when your problem is indeed related to the comparison of two floats, it doesn't tell you what value of epsilon is right for what you are doing.

...

Regarding the propagation of rounding errors, there exists specialized analyzers that can help you estimate it, because it is a tedious thing to do by hand.

https://www.di.ens.fr/~cousot/projects/DAEDALUS/synthetic_summary/CEA/Fluctuat/index.html

This was part of HW1 of CS24:
https://en.wikipedia.org/wiki/Kahan_summation_algorithm
In particular, simply summing n numbers in sequence has a worst-case error that grows proportional to n, and a root mean square error that grows as {\displaystyle {\sqrt {n}}} {\sqrt {n}} for random inputs (the roundoff errors form a random walk).[2] With compensated summation, the worst-case error bound is independent of n, so a large number of values can be summed with an error that only depends on the floating-point precision.[2]

cf:
https://en.wikipedia.org/wiki/Pairwise_summation
In numerical analysis, pairwise summation, also called cascade summation, is a technique to sum a sequence of finite-precision floating-point numbers that substantially reduces the accumulated round-off error compared to naively accumulating the sum in sequence.[1] Although there are other techniques such as Kahan summation that typically have even smaller round-off errors, pairwise summation is nearly as good (differing only by a logarithmic factor) while having much lower computational cost—it can be implemented so as to have nearly the same cost (and exactly the same number of arithmetic operations) as naive summation.

In particular, pairwise summation of a sequence of n numbers xn works by recursively breaking the sequence into two halves, summing each half, and adding the two sums: a divide and conquer algorithm. Its worst-case roundoff errors grow asymptotically as at most O(ε log n), where ε is the machine precision (assuming a fixed condition number, as discussed below).[1] In comparison, the naive technique of accumulating the sum in sequence (adding each xi one at a time for i = 1, ..., n) has roundoff errors that grow at worst as O(εn).[1] Kahan summation has a worst-case error of roughly O(ε), independent of n, but requires several times more arithmetic operations.[1] If the roundoff errors are random, and in particular have random signs, then they form a random walk and the error growth is reduced to an average of {\displaystyle O(\varepsilon {\sqrt {\log n}})} O(\varepsilon {\sqrt {\log n}}) for pairwise summation.[2]

A very similar recursive structure of summation is found in many fast Fourier transform (FFT) algorithms, and is responsible for the same slow roundoff accumulation of those FFTs.[2][3]

https://eng.libretexts.org/Bookshelves/Electrical_Engineering/Book%3A_Fast_Fourier_Transforms_(Burrus)/10%3A_Implementing_FFTs_in_Practice/10.8%3A_Numerical_Accuracy_in_FFTs
However, these encouraging error-growth rates only apply if the trigonometric “twiddle” factors in the FFT algorithm are computed very accurately. Many FFT implementations, including FFTW and common manufacturer-optimized libraries, therefore use precomputed tables of twiddle factors calculated by means of standard library functions (which compute trigonometric constants to roughly machine precision). The other common method to compute twiddle factors is to use a trigonometric recurrence formula—this saves memory (and cache), but almost all recurrences have errors that grow as O(n‾√) , O(n) or even O(n2) which lead to corresponding errors in the FFT.

...

There are, in fact, trigonometric recurrences with the same logarithmic error growth as the FFT, but these seem more difficult to implement efficiently; they require that a table of Θ(logn) values be stored and updated as the recurrence progresses. Instead, in order to gain at least some of the benefits of a trigonometric recurrence (reduced memory pressure at the expense of more arithmetic), FFTW includes several ways to compute a much smaller twiddle table, from which the desired entries can be computed accurately on the fly using a bounded number (usually <3) of complex multiplications. For example, instead of a twiddle table with n entries ωkn , FFTW can use two tables with Θ(n‾√) entries each, so that ωkn is computed by multiplying an entry in one table (indexed with the low-order bits of k ) by an entry in the other table (indexed with the high-order bits of k ).

[ed.: Nicholas Higham's "Accuracy and Stability of Numerical Algorithms" seems like a good reference for this kind of analysis.]
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may 2019 by nhaliday
The Hanson-Yudkowsky AI-Foom Debate - Machine Intelligence Research Institute
How Deviant Recent AI Progress Lumpiness?: http://www.overcomingbias.com/2018/03/how-deviant-recent-ai-progress-lumpiness.html
I seem to disagree with most people working on artificial intelligence (AI) risk. While with them I expect rapid change once AI is powerful enough to replace most all human workers, I expect this change to be spread across the world, not concentrated in one main localized AI system. The efforts of AI risk folks to design AI systems whose values won’t drift might stop global AI value drift if there is just one main AI system. But doing so in a world of many AI systems at similar abilities levels requires strong global governance of AI systems, which is a tall order anytime soon. Their continued focus on preventing single system drift suggests that they expect a single main AI system.

The main reason that I understand to expect relatively local AI progress is if AI progress is unusually lumpy, i.e., arriving in unusually fewer larger packages rather than in the usual many smaller packages. If one AI team finds a big lump, it might jump way ahead of the other teams.

However, we have a vast literature on the lumpiness of research and innovation more generally, which clearly says that usually most of the value in innovation is found in many small innovations. We have also so far seen this in computer science (CS) and AI. Even if there have been historical examples where much value was found in particular big innovations, such as nuclear weapons or the origin of humans.

Apparently many people associated with AI risk, including the star machine learning (ML) researchers that they often idolize, find it intuitively plausible that AI and ML progress is exceptionally lumpy. Such researchers often say, “My project is ‘huge’, and will soon do it all!” A decade ago my ex-co-blogger Eliezer Yudkowsky and I argued here on this blog about our differing estimates of AI progress lumpiness. He recently offered Alpha Go Zero as evidence of AI lumpiness:

...

In this post, let me give another example (beyond two big lumps in a row) of what could change my mind. I offer a clear observable indicator, for which data should have available now: deviant citation lumpiness in recent ML research. One standard measure of research impact is citations; bigger lumpier developments gain more citations that smaller ones. And it turns out that the lumpiness of citations is remarkably constant across research fields! See this March 3 paper in Science:

I Still Don’t Get Foom: http://www.overcomingbias.com/2014/07/30855.html
All of which makes it look like I’m the one with the problem; everyone else gets it. Even so, I’m gonna try to explain my problem again, in the hope that someone can explain where I’m going wrong. Here goes.

“Intelligence” just means an ability to do mental/calculation tasks, averaged over many tasks. I’ve always found it plausible that machines will continue to do more kinds of mental tasks better, and eventually be better at pretty much all of them. But what I’ve found it hard to accept is a “local explosion.” This is where a single machine, built by a single project using only a tiny fraction of world resources, goes in a short time (e.g., weeks) from being so weak that it is usually beat by a single human with the usual tools, to so powerful that it easily takes over the entire world. Yes, smarter machines may greatly increase overall economic growth rates, and yes such growth may be uneven. But this degree of unevenness seems implausibly extreme. Let me explain.

If we count by economic value, humans now do most of the mental tasks worth doing. Evolution has given us a brain chock-full of useful well-honed modules. And the fact that most mental tasks require the use of many modules is enough to explain why some of us are smarter than others. (There’d be a common “g” factor in task performance even with independent module variation.) Our modules aren’t that different from those of other primates, but because ours are different enough to allow lots of cultural transmission of innovation, we’ve out-competed other primates handily.

We’ve had computers for over seventy years, and have slowly build up libraries of software modules for them. Like brains, computers do mental tasks by combining modules. An important mental task is software innovation: improving these modules, adding new ones, and finding new ways to combine them. Ideas for new modules are sometimes inspired by the modules we see in our brains. When an innovation team finds an improvement, they usually sell access to it, which gives them resources for new projects, and lets others take advantage of their innovation.

...

In Bostrom’s graph above the line for an initially small project and system has a much higher slope, which means that it becomes in a short time vastly better at software innovation. Better than the entire rest of the world put together. And my key question is: how could it plausibly do that? Since the rest of the world is already trying the best it can to usefully innovate, and to abstract to promote such innovation, what exactly gives one small project such a huge advantage to let it innovate so much faster?

...

In fact, most software innovation seems to be driven by hardware advances, instead of innovator creativity. Apparently, good ideas are available but must usually wait until hardware is cheap enough to support them.

Yes, sometimes architectural choices have wider impacts. But I was an artificial intelligence researcher for nine years, ending twenty years ago, and I never saw an architecture choice make a huge difference, relative to other reasonable architecture choices. For most big systems, overall architecture matters a lot less than getting lots of detail right. Researchers have long wandered the space of architectures, mostly rediscovering variations on what others found before.

Some hope that a small project could be much better at innovation because it specializes in that topic, and much better understands new theoretical insights into the basic nature of innovation or intelligence. But I don’t think those are actually topics where one can usefully specialize much, or where we’ll find much useful new theory. To be much better at learning, the project would instead have to be much better at hundreds of specific kinds of learning. Which is very hard to do in a small project.

What does Bostrom say? Alas, not much. He distinguishes several advantages of digital over human minds, but all software shares those advantages. Bostrom also distinguishes five paths: better software, brain emulation (i.e., ems), biological enhancement of humans, brain-computer interfaces, and better human organizations. He doesn’t think interfaces would work, and sees organizations and better biology as only playing supporting roles.

...

Similarly, while you might imagine someday standing in awe in front of a super intelligence that embodies all the power of a new age, superintelligence just isn’t the sort of thing that one project could invent. As “intelligence” is just the name we give to being better at many mental tasks by using many good mental modules, there’s no one place to improve it. So I can’t see a plausible way one project could increase its intelligence vastly faster than could the rest of the world.

Takeoff speeds: https://sideways-view.com/2018/02/24/takeoff-speeds/
Futurists have argued for years about whether the development of AGI will look more like a breakthrough within a small group (“fast takeoff”), or a continuous acceleration distributed across the broader economy or a large firm (“slow takeoff”).

I currently think a slow takeoff is significantly more likely. This post explains some of my reasoning and why I think it matters. Mostly the post lists arguments I often hear for a fast takeoff and explains why I don’t find them compelling.

(Note: this is not a post about whether an intelligence explosion will occur. That seems very likely to me. Quantitatively I expect it to go along these lines. So e.g. while I disagree with many of the claims and assumptions in Intelligence Explosion Microeconomics, I don’t disagree with the central thesis or with most of the arguments.)
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april 2018 by nhaliday
Information Processing: US Needs a National AI Strategy: A Sputnik Moment?
FT podcasts on US-China competition and AI: http://infoproc.blogspot.com/2018/05/ft-podcasts-on-us-china-competition-and.html

A new recommended career path for effective altruists: China specialist: https://80000hours.org/articles/china-careers/
Our rough guess is that it would be useful for there to be at least ten people in the community with good knowledge in this area within the next few years.

By “good knowledge” we mean they’ve spent at least 3 years studying these topics and/or living in China.

We chose ten because that would be enough for several people to cover each of the major areas listed (e.g. 4 within AI, 2 within biorisk, 2 within foreign relations, 1 in another area).

AI Policy and Governance Internship: https://www.fhi.ox.ac.uk/ai-policy-governance-internship/

https://www.fhi.ox.ac.uk/deciphering-chinas-ai-dream/
https://www.fhi.ox.ac.uk/wp-content/uploads/Deciphering_Chinas_AI-Dream.pdf
Deciphering China’s AI Dream
The context, components, capabilities, and consequences of
China’s strategy to lead the world in AI

Europe’s AI delusion: https://www.politico.eu/article/opinion-europes-ai-delusion/
Brussels is failing to grasp threats and opportunities of artificial intelligence.
By BRUNO MAÇÃES

When the computer program AlphaGo beat the Chinese professional Go player Ke Jie in a three-part match, it didn’t take long for Beijing to realize the implications.

If algorithms can already surpass the abilities of a master Go player, it can’t be long before they will be similarly supreme in the activity to which the classic board game has always been compared: war.

As I’ve written before, the great conflict of our time is about who can control the next wave of technological development: the widespread application of artificial intelligence in the economic and military spheres.

...

If China’s ambitions sound plausible, that’s because the country’s achievements in deep learning are so impressive already. After Microsoft announced that its speech recognition software surpassed human-level language recognition in October 2016, Andrew Ng, then head of research at Baidu, tweeted: “We had surpassed human-level Chinese recognition in 2015; happy to see Microsoft also get there for English less than a year later.”

...

One obvious advantage China enjoys is access to almost unlimited pools of data. The machine-learning technologies boosting the current wave of AI expansion are as good as the amount of data they can use. That could be the number of people driving cars, photos labeled on the internet or voice samples for translation apps. With 700 or 800 million Chinese internet users and fewer data protection rules, China is as rich in data as the Gulf States are in oil.

How can Europe and the United States compete? They will have to be commensurately better in developing algorithms and computer power. Sadly, Europe is falling behind in these areas as well.

...

Chinese commentators have embraced the idea of a coming singularity: the moment when AI surpasses human ability. At that point a number of interesting things happen. First, future AI development will be conducted by AI itself, creating exponential feedback loops. Second, humans will become useless for waging war. At that point, the human mind will be unable to keep pace with robotized warfare. With advanced image recognition, data analytics, prediction systems, military brain science and unmanned systems, devastating wars might be waged and won in a matter of minutes.

...

The argument in the new strategy is fully defensive. It first considers how AI raises new threats and then goes on to discuss the opportunities. The EU and Chinese strategies follow opposite logics. Already on its second page, the text frets about the legal and ethical problems raised by AI and discusses the “legitimate concerns” the technology generates.

The EU’s strategy is organized around three concerns: the need to boost Europe’s AI capacity, ethical issues and social challenges. Unfortunately, even the first dimension quickly turns out to be about “European values” and the need to place “the human” at the center of AI — forgetting that the first word in AI is not “human” but “artificial.”

https://twitter.com/mr_scientism/status/983057591298351104
https://archive.is/m3Njh
US military: "LOL, China thinks it's going to be a major player in AI, but we've got all the top AI researchers. You guys will help us develop weapons, right?"

US AI researchers: "No."

US military: "But... maybe just a computer vision app."

US AI researchers: "NO."

https://www.theverge.com/2018/4/4/17196818/ai-boycot-killer-robots-kaist-university-hanwha
https://www.nytimes.com/2018/04/04/technology/google-letter-ceo-pentagon-project.html
https://twitter.com/mr_scientism/status/981685030417326080
https://archive.is/3wbHm
AI-risk was a mistake.
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february 2018 by nhaliday
Rank aggregation basics: Local Kemeny optimisation | David R. MacIver
This turns our problem from a global search to a local one: Basically we can start from any point in the search space and search locally by swapping adjacent pairs until we hit a minimum. This turns out to be quite easy to do. _We basically run insertion sort_: At step n we have the first n items in a locally Kemeny optimal order. Swap the n+1th item backwards until the majority think its predecessor is < it. This ensures all adjacent pairs are in the majority order, so swapping them would result in a greater than or equal K. This is of course an O(n^2) algorithm. In fact, the problem of merely finding a locally Kemeny optimal solution can be done in O(n log(n)) (for much the same reason as you can sort better than insertion sort). You just take the directed graph of majority votes and find a Hamiltonian Path. The nice thing about the above version of the algorithm is that it gives you a lot of control over where you start your search.
techtariat  liner-notes  papers  tcs  algorithms  machine-learning  acm  optimization  approximation  local-global  orders  graphs  graph-theory  explanation  iteration-recursion  time-complexity  nibble 
september 2017 by nhaliday
Kelly criterion - Wikipedia
In probability theory and intertemporal portfolio choice, the Kelly criterion, Kelly strategy, Kelly formula, or Kelly bet, is a formula used to determine the optimal size of a series of bets. In most gambling scenarios, and some investing scenarios under some simplifying assumptions, the Kelly strategy will do better than any essentially different strategy in the long run (that is, over a span of time in which the observed fraction of bets that are successful equals the probability that any given bet will be successful). It was described by J. L. Kelly, Jr, a researcher at Bell Labs, in 1956.[1] The practical use of the formula has been demonstrated.[2][3][4]

The Kelly Criterion is to bet a predetermined fraction of assets and can be counterintuitive. In one study,[5][6] each participant was given $25 and asked to bet on a coin that would land heads 60% of the time. Participants had 30 minutes to play, so could place about 300 bets, and the prizes were capped at $250. Behavior was far from optimal. "Remarkably, 28% of the participants went bust, and the average payout was just $91. Only 21% of the participants reached the maximum. 18 of the 61 participants bet everything on one toss, while two-thirds gambled on tails at some stage in the experiment." Using the Kelly criterion and based on the odds in the experiment, the right approach would be to bet 20% of the pot on each throw (see first example in Statement below). If losing, the size of the bet gets cut; if winning, the stake increases.
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august 2017 by nhaliday
Talks
Quantum Supremacy: Office of Science and Technology Policy QIS Forum, Eisenhower Executive Office Building, White House Complex, Washington DC, October 18, 2016. Another version at UTCS Faculty Lunch, October 26, 2016. Another version at UT Austin Physics Colloquium, Austin, TX, November 9, 2016.

Complexity-Theoretic Foundations of Quantum Supremacy Experiments: Quantum Algorithms Workshop, Aspen Center for Physics, Aspen, CO, March 25, 2016

When Exactly Do Quantum Computers Provide A Speedup?: Yale Quantum Institute Seminar, Yale University, New Haven, CT, October 10, 2014. Another version at UT Austin Physics Colloquium, Austin, TX, November 19, 2014; Applied and Interdisciplinary Mathematics Seminar, Northeastern University, Boston, MA, November 25, 2014; Hebrew University Physics Colloquium, Jerusalem, Israel, January 5, 2015; Computer Science Colloquium, Technion, Haifa, Israel, January 8, 2015; Stanford University Physics Colloquium, January 27, 2015
tcstariat  aaronson  tcs  complexity  quantum  quantum-info  talks  list  slides  accretion  algorithms  applications  physics  nibble  frontier  computation  volo-avolo  speedometer  questions 
may 2017 by nhaliday
Strings, periods, and borders
A border of x is any proper prefix of x that equals a suffix of x.

...overlapping borders of a string imply that the string is periodic...

In the border array ß[1..n] of x, entry ß[i] is the length
of the longest border of x[1..i].
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may 2017 by nhaliday
Main Page - Competitive Programming Algorithms: E-Maxx Algorithms in English
original russian version: http://e-maxx.ru/algo/

some notable stuff:
- O(N) factorization sieve
- discrete logarithm
- factorial N! (mod P) in O(P log N)
- flow algorithms
- enumerating submasks
- bridges, articulation points
- Ukkonen algorithm
- sqrt(N) trick, eg, for range mode query
explanation  programming  algorithms  russia  foreign-lang  oly  oly-programming  problem-solving  accretion  math.NT  graphs  graph-theory  optimization  data-structures  yoga  tidbits  multi  anglo  language  arrows  strings 
february 2017 by nhaliday
inequalities - Is the Jaccard distance a distance? - MathOverflow
Steinhaus Transform
the referenced survey: http://kenclarkson.org/nn_survey/p.pdf

It's known that this transformation produces a metric from a metric. Now if you take as the base metric D the symmetric difference between two sets, what you end up with is the Jaccard distance (which actually is known by many other names as well).
q-n-a  overflow  nibble  math  acm  sublinear  metrics  metric-space  proofs  math.CO  tcstariat  arrows  reduction  measure  math.MG  similarity  multi  papers  survey  computational-geometry  cs  algorithms  pdf  positivity  msr  tidbits  intersection  curvature  convexity-curvature  intersection-connectedness  signum 
february 2017 by nhaliday
MinHash - Wikipedia
- goal: compute Jaccard coefficient J(A, B) = |A∩B| / |A∪B| in sublinear space
- idea: pick random injective hash function h, define h_min(S) = argmin_{x in S} h(x), and note that Pr[h_min(A) = h_min(B)] = J(A, B)
- reduce variance w/ Chernoff bound
algorithms  data-structures  sublinear  hashing  wiki  reference  random  tcs  nibble  measure  metric-space  metrics  similarity  PAC  intersection  intersection-connectedness 
february 2017 by nhaliday
Count–min sketch - Wikipedia
- estimates frequency vector (f_i)
- idea:
d = O(log 1/δ) hash functions h_j: [n] -> [w] (w = O(1/ε))
d*w counters a[r, c]
for each event i, increment counters a[1, h_1(i)], a[2, h_2(i)], ..., a[d, h_d(i)]
estimate for f_i is min_j a[j, h_j(i)]
- never underestimates but upward-biased
- pf: Markov to get constant probability of success, then exponential decrease with repetition
lecture notes: http://theory.stanford.edu/~tim/s15/l/l2.pdf
- note this can work w/ negative updates. just use median instead of min. pf still uses markov on the absolute value of error.
algorithms  data-structures  sublinear  hashing  wiki  reference  bias-variance  approximation  random  tcs  multi  stanford  lecture-notes  pdf  tim-roughgarden  nibble  pigeonhole-markov  PAC 
february 2017 by nhaliday
Lecture 11
In which we prove that the Edmonds-Karp algorithm for maximum flow is a strongly polynomial time algorithm, and we begin to talk about the push-relabel approach.
pdf  lecture-notes  exposition  optimization  algorithms  linear-programming  graphs  stanford  luca-trevisan  nibble  direction  stock-flow  tcs  constraint-satisfaction  tcstariat 
january 2017 by nhaliday
Lecture 16
In which we define a multi-commodity flow problem, and we see that its dual is the relaxation of a useful graph partitioning problem. The relaxation can be rounded to yield an approximate graph partitioning algorithm.
pdf  lecture-notes  exposition  optimization  linear-programming  graphs  graph-theory  algorithms  duality  rounding  stanford  approximation  rand-approx  luca-trevisan  relaxation  nibble  stock-flow  constraint-satisfaction  tcs  tcstariat 
january 2017 by nhaliday
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