Month: July 2016

Kalman filters and functional programming

Posted on by John

A few weeks ago I started a series of posts on various things you could do with a functional fold. In the first post I mentioned that the idea came from a paper by Brian Beckman on Kalman filters and folds:

This post was inspired by a paper by Brian Beckman (in progress) that shows how a Kalman filter can be implemented as a fold. From a Bayesian perspective, the thing that makes the Kalman filter work is that a certain multivariate normal model has a conjugate prior. This post shows that conjugate models more generally can be implemented as folds over the data. That’s interesting, but what does it buy you? Brian’s paper discusses this in detail, but one advantage is that it completely separates the accumulator function from the data, so the former can be tested in isolation.

At the time Brian was working on one big paper in private. This has since been split into several papers and they’re now public.

See also: Kalman filters, particle filters, and tracking

 

Formal methods let you explore the corners

Posted on by John

I heard someone say the other day that the advantage of formal software validation methods is that they let you explore the corners, cases where intuition doesn’t naturally take you.

This made me think of corners in the geometric sense. If you have a sphere in a box in high dimensions, nearly all the volume is in the corners, i.e. outside the sphere. This is more than a metaphor. You can think of software options geometrically, with each independent choice corresponding to a dimension. Paths through a piece of software that are individually rare may account for nearly all use when considered together.

With a circle inside a square, nearly 78.5% of the area is inside the circle. With a ball sitting inside a 3-D box, 52.4% of the volume is inside the ball. As the dimension increases, the proportion of volume inside the sphere rapidly decreases. For a 10-dimensional sphere sitting in a 10-dimensional box, 0.25% of the volume is in the sphere. Said another way, 99.75% of the volume is in the corners.

When you go up to 100 dimensions, the proportion of volume inside the sphere is about 2 parts in 1070, a 1 followed by 70 zeros [1]. If 100 dimensions sounds like pure fantasy, think about a piece of software with more than 100 features. Those feature combinations multiply like geometric dimensions [2].

Here’s a little Python code you could use to see how much volume is in a sphere as a function of dimension.

    from scipy.special import gamma
    from math import pi

    def unit_sphere_volume(n): 
        return pi**(0.5*n)/gamma(0.5*n + 1)

    def unit_cube_volume(n): 
        return 2**n

    def ratio(n):
        return unit_sphere_volume(n) / unit_cube_volume(n)

    print( [ratio(n) for n in range(1, 20)] )

* * *

[1] There are names for such extremely large numbers. These names are hardly ever used—scientific notation is much more practical— but they’re fun to say. 1070 is ten duovigintillion in American nomenclature, ten undecilliard in European.

[2] Geometric dimensions are perfectly independent, but software feature combinations are not. In terms of logic, some combinations may not be possible. Or in terms of probability, the probability of exploring some paths is conditional on the probability of exploring other paths. Even so, there are inconceivably many paths through any large software system. And in large-scale operations, events that should “never happen” happen regularly.

Literate programming: presenting code in human order

Posted on by John

Presentation order

People best understand computer programs in a different order than compilers do. This is a key idea of literate programming, and one that distinguishes literate programs from heavily commented programs.

Traditional source code, no matter how heavily commented, is presented in the order dictated by the compiler. The computer is the primary audience. Literate programming is more humanistic in the sense that the primary audience is a human. The computer has to go to extra effort to arrange the code for its needs. As Donald Knuth describes it in his book on literate programming,

The practitioner of literate programming … strives for a program that is comprehensible because its concepts have been introduced in an order that is best for human understanding, using a mixture of formal and informal methods that nicely reinforce each other. [emphasis added]

There are two steps in processing literate programs: weaving and tangling. You take files containing prose and code, and weave them into documentation and tangle them into source code. Tools like Sweave and Pweave focus on the weave process, as their names imply. The weave side of literate programming has gotten the most attention.

A half-hearted approach to literate programming doesn’t require much of a tangle process. A well-commented program has no tangle step at all. A *weave document that follows the order of the source code has a trivial tangle step: save the code to its own file, manually or automatically, but don’t rearrange it. But a full-fledged literate program may make the tangle program work harder, rearranging code fragments from human-friendly to compiler-friendly order.

Careful explanation vs. unit tests

The most obvious feature of literate programming is that it requires careful explanation. Here’s more from the paragraph I quoted above, filling in the part I left out.

The practitioner of literate programming can be regarded as an essayist, whose main concern is with explanation and excellence of style. Such an author, with thesaurus in hand, chooses the names of variables carefully and explains what each variable means. He or she strives for a program that is comprehensible …

The discipline of explaining every piece of code leads to better code. It serves a similar purpose to writing unit tests. I saw somewhere—I can’t remember where now— that Knuth hates unit testing and sees it as redundant effort. Presumably this is because unit testing and literate programming overlap. Unit tests are a kind of commentary on code, explaining how it used, exploring its limitations, etc.

Knuth understands that literate programming doesn’t replace the need for testing, just unit testing. He explained somewhere—again I forget where—that he would test TeX by spending days at a time trying fiendishly to break it.

My misunderstanding and experience

When I read Knuth’s book, I could see the value of carefully explaining code. What I didn’t appreciate was the value of presenting code in a different order than the order of source code.

I’m working on a project now where a few lines of code may require a few paragraphs of explanation. That’s what got me thinking about literate programming. My intention was to write my documentation in the same order as the code. It took a while to realize I had stumbled on an ideal application of literate programming: a complicated algorithm that needs to be explained carefully, both in order to hand over to the client and to reduce the chances of errors. The best order to understand this algorithm is definitely not top-down going through the code.

Why literate programming has not taken off

I think I understand better now why literate programming hasn’t gained much of an audience. I used to think that it was because developers hate writing prose. That’s part of it. Most programmers I’ve worked with would much rather write a hundred lines of unit tests than write one complete sentence.

But that’s not the whole story. There are quite a few programmers who are willing and able to write prose. Why don’t more of them use literate programming?

I think part of the reason is that having a non-trivial tangle process is a barrier to adoption. A programmer can decide to start writing more extensive comments, gradually working up to essay-like explanations. But it’s one thing to say “I’m going to heavily comment my C code” and quite another to say “I’m not going to write C per se any more. I’m going to write CWEB files that compile to C.” Even if a programmer wants to write CWEB in secret, just checking in the tangled C files, other programmers will edit these C files and the changes won’t be reflected in the CWEB source. Also, the output of tangle is less readable than ordinary code. The programmer secretly using CWEB as a preprocessor would appear to be writing undocumented code.

Tricky code benefits from a literate presentation, but routine code does not benefit so much. You either have to have two ways of writing code—straight source for routine code and literate programs for the tricky parts—or impose the overhead of literate programming everywhere. Most code is mundane and repetitive, challenging because of its volume rather than its cleverness. Knuth doesn’t write this kind of code. He only writes code that benefits from a literate presentation.

To write a good literate program, not only do you need to be able to program, and need to be willing and able to write good prose, on top of that you need to have a good sense for story telling, arranging the code for the benefit of other readers. If this is done poorly, the result is harder to understand than traditional programs.

I may use literate programming more now that I’m starting to understand it, at least for my own benefit and hopefully for the benefit of clients. I usually deliver algorithms or libraries, not large applications, and so it wouldn’t be too much work to create two versions of my results. I could create a literate program, then weave a report, and manually edit the tangled code into a traditional form convenient for the client.

Distribution of numbers in Pascal’s triangle

Posted on by John

This post explores a sentence from the book Single Digits:

Any number in Pascal’s triangle that is not in the outer two layers will appear at least three times, usually four.

Pascal’s triangle contains the binomial coefficients C(n, r) where n ranges over non-negative numbers and r ranges from 0 to n. The outer layers are the elements with r equal to 0, 1, n-1, and n.

Pascal's triangle

We’ll write some Python code to explore how often the numbers up to 1,000,000 appear. How many rows of Pascal’s triangle should we compute? The smallest number on row n is C(n, 2). Now 1,000,000 is between C(1414, 2) and C(1415, 2) so we need row 1414. This means we need N = 1415 below because the row numbers start with 0.

I’d like to use a NumPy array for storing Pascal’s triangle. In the process of writing this code I realized that a NumPy array with dtype int doesn’t contain Python’s arbitrary-sized integers. This makes sense because NumPy is designed for efficient computation, and using a NumPy array to contain huge integers is unnatural. But I’d like to do it anyway, and the way to make it happen is to set dtype to object.

    import numpy as np
    from collections import Counter
    
    N = 1415 # Number of rows of Pascal's triangle to compute
    
    Pascal = np.zeros((N, N), dtype=object)
    Pascal[0, 0] = 1
    Pascal[1,0] = Pascal[1,1] = 1
    
    for n in range(2, N):
        for r in range(0, n+1):
            Pascal[n, r] = Pascal[n-1, r-1] + Pascal[n-1, r]
    
    c = Counter()
    for n in range(4, N):
        for r in range(2, n-1):
            p = Pascal[n, r]
            if p <= 1000000:
                c[p] += 1

When we run this code, we find that our counter contains 1732 elements. That is, of the numbers up to one million, only 1732 of them appear inside Pascal’s triangle when we disallow the outer two layers. (The second layer contains consecutive integers, so every positive integer appears in Pascal’s triangle. But most integers only appear in the second layer.)

When Single Digits speaks of “Any number in Pascal’s triangle that is not in the outer two layers” this cannot refer to numbers that are not in the outer two layers because every natural number appears in the outer two layers. Also, when it says the number “will appear at least three times, usually four” it is referring to the entire triangle, i.e. including the outer two layers. So another way to state the sentence quoted above is as follows.

Define the interior of Pascal’s triangle to be the triangle excluding the outer two layers. Every number n in the interior of Pascal’s triangle appears twice more outside of the interior, namely as C(n, 1) and C(n, n-1). Most often n appears at least twice in the interior as well.

This means that any number you find in the interior of Pascal’s triangle, interior meaning not in the two outer layers, will appear at least three times in the full triangle, usually more.

Here are the statistics from our code above regarding just the interior of Pascal’s triangle.

  • One number, 3003, appears six times.
  • Six numbers appear four times: 120, 210, 1540, 7140, 11628, and 24310.
  • Ten numbers appear only once: 6, 20, 70, 252, 924, 3432, 12870,  48620, 184756, and 705432.
  • The large majority of numbers, 1715 out of 1732, appear twice.

Agile software development and homotopy

Posted on by John

One of the things I learned from my tenure as a software project manager was that a project is more likely to succeed if there’s a way to get where you want to go continuously. You want to move a project from A to B gradually, keeping a working code base all along the way. At the end of each day, the software may not be fully functional, but it should at least build. Anything that requires a big bang change, tearing the system apart for several days and putting it back together, is less likely to succeed.

This is very much like the idea of homotopy from topology, a continuous deformation of one thing into another. No discontinuities along the way—no ripping, no jumping suddenly from one thing to another.

Group projects

Posted on by John

The best teams have people with complementary skills, but similar work ethic. Academic assignments are the opposite. There’s not much variation in skills, in part because students haven’t yet developed specialized skills, and in part because students are in the same class because they have similar interests. The biggest variation is likely to be work ethic. It’s not uncommon for the hardest working person in a group to do 10x as much work as the laziest person in the group. The person doing most of the work learns that it’s best to avoid working with teams.

Working with people with complementary skills is a blast, but you’re unlike to experience that in an academic project. You might get some small degree specialization. Maybe one of the mechanical engineers on a project has more artistic ability than the other mechanical engineers, for example. But this is hardly like the experience of working with a team of people who are all great at different things.