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--- courses:cs211:winter2018:journals:patelk:chapter6 [2018/03/26 16:18] – [Personal Thoughts] patelk
+++ courses:cs211:winter2018:journals:patelk:chapter6 [2018/03/26 16:42] (current) – [6.3 Segmented Least Squares: Multi-way Choices] patelk
@@ Line 107: / Line 107: @@
-===== 6.2 Principles of Dynamic Programming: Memoization or Iteration over Subproblems =====
+===== 6.3 Segmented Least Squares: Multi-way Choices =====
+  * Here, the recurrence will involve "multi-way choices," meaning it is not necessarily binary.
+  * Each step has a polynomial number of possibilities to consider for the structure of the optimal solution
+__The Problem__
+  * Example: line of best fit
+    * Suppose our data consists of a set P of n points in the plane denoted (x1,y1), (x2,y2),...,(xn,yn) and x1<x2<...<xn
+    * Given a line L defined by the equation y = ax+b, we say that the error of L with respect to P is the sum of its squared "distances" to the points in P.
+  * Goal: find a line with minimum error
+    * But what if using more than one line is better than using just one line of best fit
+  * Modified Goal: fit the points well, using as few lines as possible
+    * Change Detection: given a sequence of data points, we want to identify a few points in the sequence at which discrete change occurs
+  * //Formulating The Problem//
+    * partition P into some number of segments
+    * Each segment is a subset of P that represents a contiguous set of x-coordinates
+    * For each segment S in our partition of P, we compute the line minimizing the error with respect to the points in S
+      * The penalty of a partition is defined to be a sum of the following terms:
+          - number of segments * a fixed, given multiplies (C>0)
+          - for each segment, the error value of the optimal line through that segment
+    * as we increase the number of segments, we reduce the penalty in terms of 2, but we increase the term in terms of 1
 __Designing the Algorithm__
-  * array M encodes the notion that we are using the value of optimal solutions to the subproblems on intervals {1,2,...,j} for each j
+  * Polynomial number of subproblems, solutions yield a solution to the original problem, build up solutions using a recurrence
-  * M[n] contains the value of the optimal solution on the full instance
+  * For segmented least squares, the last point pn belongs to a single segment in the optimal partition, and the segment begins at some earlier point pi.
-  * Find-Solution can be used
+  * If we know the identity of the last segment, pi,...,pn, then we could remove those points from consideration and recursively sold the problem on the remaining points p1,...,pi-1
+{{:courses:cs211:winter2018:journals:patelk:lineofbestfit.png?nolink&400|}}
+  * If the last segment of the optimal partition is pi,...,pn, then the value of the optimal solution is OPT(n) = error of i through n + C + OPT(i-1)
+  * For the subproblem on the points p1,...,pj,
+{{:courses:cs211:winter2018:journals:patelk:lineofbestfitstatement.png?nolink&400|}}
+{{:courses:cs211:winter2018:journals:patelk:segmented-least-squares-alg.png?nolink&400|}}
+  * we can trace back through array M to compute an optimum partition:
+{{:courses:cs211:winter2018:journals:patelk:find-segments-alg.png?nolink&400|}}
+**Analyzing the Algorithm**
+  * Runtime of Segmented-Least-Squares: O(n³)
+    * compute the values of all the least-squares errors e of i through j (eij)
+    * O(n²) pairs (i,j)
+      * For each pair, we can compute the error e of i through j in O(n) time
+  * Algorithm has n iterations j=1,...,n.
+    * For each value, we have to determing the minimum in the recurrence to fill in the array entry M[j]
+      * Takes O(n) for each j -> total of O(n²)
+  * Runtime is O(n²), once all error values have been determined.
+==== Personal Thoughts ====
+The section did a really good job laying out the algorithms in a way that was easy to follow. I think the least squares problem is also inherently easier to understand because we have worked with similar problems in math classes before. Overall, I think the algorithms and the data structures needed to solve this problem are pretty intuitive.
+Readability: 8.0
+Interesting: 6.5
+----