Download Slides Set 12

Randomized Algorithms
Andreas Klappenecker
[using some slides by Prof. Welch]
1
Discrete Probability Distributions
A probability distribution is called
discrete if and only if its image is
countable.
For example, the outcomes of the experiments:
• flipping two coins once
• flipping one coin infinitely often
can be modeled by discrete probability
distributions.
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Uniform Probability Distribution
Let X be a random variable that takes
integral values in S = {1,2,…,n}.
The random variable X is said to be
uniformly distributed if and only if
Pr[X=k] = 1/n
holds for all k in S.
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Expected Value of a Random
Variable
The most commonly used property of a
random variable is its expectation value
E[X] = ∑ v Pr[X = v].
The expectation value averages over all
possible values of the
v random variable,
weighted by the probability.
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Example
Let X be a uniformly distributed random
variable with values in S= {1,2,…,n}.
Then the expectation value of X is
E[X] = ∑ v Pr[X = v]
= (1/n) ∑ v
(sum is over S)
= (1/n)n(n+1)/2= (n+1)/2.
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Linearity of Expectation
Let X and Y be random variables, and a, b
be real numbers.
Then
E[aX+bY] = aE[X] + bE[Y]
This is a very useful property when
calculating expectation values.
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Variance
The variance Var[X] of a random variable
X is defined as
Var[X] = E[(X-E[X])2] = E[X2]-E[X]2.
[Thus, the variance measures the squared
deviation from the expectation value.]
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Example
A uniformly distributed random variable X with values
in {1,2,…,n} has the variance
Var[X] = (n2 -1)/12
Indeed,
Var[X] = E[X2]-E[X]2
= (1/n) ∑ v2 - ((n+1)/2)2
= (1/n)n(n+1)(2n+1)/6 – ((n+1)/2)2
= (n2 -1)/12
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Exercise
Calculate yourself the expectation and
variance of all probability distributions
given in the lecture notes.
The expectation is usually easy. For the
variance, you might need some tricks.
Read the lecture notes on probability
theory!
9
Randomized Algorithms (Recap)
10
Randomized Algorithms
• Instead of relying on a (perhaps incorrect)
assumption that inputs exhibit some
distribution, make your own input distribution
by, say, permuting the input randomly or
taking some other random action
• On the same input, a randomized algorithm
has multiple possible executions
• No one input elicits worst-case behavior
• Typically we analyze the average case
behavior for the worst possible input
11
Probabilistic Analysis vs.
Randomized Algorithm
• Probabilistic analysis of a deterministic
algorithm:
• assume some probability distribution on
the inputs
• Randomized algorithm:
• use random choices in the algorithm
12
Random Permutation
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Randomly Permuting an Array
RandomPermute(A)
Input: array A[1..n]
for i := 1 to n do
j := value in [i..n] chosen uniformly at random;
swap(A[i], A[j]);
od;
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Analysis
Our goal is to show that after the i-th iteration
of the for loop:
A[1..i] equals each permutation of i elements
from {1,…,n} with probability (n–i)!/n!
•Basis: After first iteration, A[1] contains
each permutation of 1 element from {1,…,n} with
probability (n–1)!/n! = 1/n
• true since A[1] is swapped with an element drawn
from the entire array uniformly at random
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Induction Basis
Claim: After the first iteration,
A[1] contains each permutation of one
element from the set {1,…,n} with
probability (n–1)!/n! = 1/n.
The claim is indeed true, since A[1] is
swapped with an element drawn from the
entire array uniformly at random
16
Induction Step
Induction: Assume that after (i–1)-st iteration
of the for loop
A[1..i–1] equals each permutation of i–1 elements
from {1,…,n} with probability (n–(i–1))!/n!
The probability that A[1..i] contains the
permutation (x1, x2, …, xi ) is equal to
• the probability that A[1..i–1] contains
(x1, x2, …, xi–1) after the (i–1)-st iteration
• and that the i-th iteration puts xi in A[i].
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Formalizing
• Let E1 be the event that A[1..i–1] contains
(x1, x2, …, xi–1) after the (i–1)-st iteration.
• Let E2 be the event that the i-th iteration
puts xi in A[i].
• We need to show that Pr[E1E2] = (n–i)!/n!.
[The events E1 and E2 are not independent: if
some element appears in A[1..i –1], then it is not
available to appear in A[i]. ]
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Conditional Probability
• Formalizes having partial knowledge about the
outcome of an experiment
• Example: flip two fair coins.
• Probability of two heads is 1/4
• Probability of two heads when you already know
that the first coin is a head is 1/2
• Conditional probability of A given that B
occurs is Pr[A|B] is defined to be
Pr[AB]/Pr[B]
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Conditional Probabilities
to the Rescue
Recall that
Pr[AB] = Pr[A|B]·Pr[B]
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Calculating the Probabilities
•
•
•
•
Recall: E1 is event that A[1..i–1] = (x1,…,xi–1)
Recall: E2 is event that A[i] = xi
Pr[E1E2] = Pr[E2|E1]·Pr[E1]
Pr[E2|E1] = 1/(n–i+1) because
• xi is available in A[i..n] to be chosen, since E1
already occurred and did not include xi
• every element in A[i..n] is equally likely to be
chosen
• Pr[E1] = (n–(i–1))!/n! by inductive hypothesis
• So Pr[E1E2] = [1/(n–i+1)]·[(n–(i–1))!/n!]
= (n–i)!/n!
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Conclusion
• After the last (n-th) iteration, the inductive
hypothesis tells us that the array A[1..n]
contains a random permutation of n
elements from {1,…,n} with probability
(n–n)!/n! = 1/n!
• Thus the algorithm gives us a permutation
of the array chosen uniformly at random.
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