Applying machine learning to a guessing game?

Question

I have a problem with a game I am making. I think I know the solution(or what solution to apply) but not sure how all the ‘pieces’ fit together.

How the game works:

(from How to approach number guessing game(with a twist) algorithm? )

users will be given items with a value(values change every day and the program is aware of the change in price). For example

Apple = 1 Pears = 2 Oranges  = 3 

They will then get a chance to choose any combo of them they like (i.e. 100 apples, 20 pears, and 1 oranges). The only output the computer gets is the total value(in this example, its currently $143). The computer will try to guess what they have. Which obviously it won’t be able to get correctly the first turn.

         Value  quantity(day1)  value(day1) Apple    1      100             100 Pears    2      20              40 Orange   3      1               3 Total           121             143 

The next turn the user can modify their numbers but no more than 5% of the total quantity (or some other percent we may chose. I’ll use 5% for example.). The prices of fruit can change(at random) so the total value may change based on that also(for simplicity I am not changing fruit prices in this example). Using the above example, on day 2 of the game, the user returns a value of $152 and $164 on day 3. Here's an example.

quantity(day2)  %change(day2)   value(day2) quantity(day3)  %change(day3)   value(day3) 104                             104         106                             106 21                              42          23                              46 2                               6           4                               12 127             4.96%           152         133             4.72%           164 

*(I hope the tables show up right, I had to manually space them so hopefully its not just doing it on my screen, if it doesn't work let me know and I'll try to upload a screenshot).

I am trying to see if I can figure out what the quantities are over time(assuming the user will have the patience to keep entering numbers). I know right now my only restriction is the total value cannot be more than 5% so I cannot be within 5% accuracy right now so the user will be entering it forever.

What I have done so far:

I have taken all the values of the fruit and total value of fruit basket that’s given to me and created a large table of all the possibilities. Once I have a list of all the possibilities I used graph theory and created nodes for each possible solution. I then create edges(links) between nodes from each day(for example day1 to day2) if its within 5% change. I then delete all nodes that do not have edges(links to other nodes), and as the user keeps playing I also delete entire paths when the path becomes a dead end. This is great because it narrows the choices down, but now I’m stuck because I want to narrow these choices even more. I’ve been told this is a hidden markov problem but a trickier version because the states are changing(as you can see above new nodes are being added every turn and old/non-probable ones are being removed).

** if it helps, I got a amazing answer(with sample code) on a python implementation of the baum-welch model(its used to train the data) here: Example of implementation of Baum-Welch **

What I think needs to be done(this could be wrong):

Now that I narrowed the results down, I am basically trying to allow the program to try to predict the correct based the narrowed result base. I thought this was not possible but several people are suggesting this can be solved with a hidden markov model. I think I can run several iterations over the data(using a Baum-Welch model) until the probabilities stabilize(and should get better with more turns from the user). The way hidden markov models are able to check spelling or handwriting and improve as they make errors(errors in this case is to pick a basket that is deleted upon the next turn as being improbable).

Two questions:

1. How do I figure out the transition and emission matrix if all states are at first equal? For example, as all states are equally likely something must be used to dedicate the probability of states changing. I was thinking of using the graph I made to weight the nodes with the highest number of edges as part of the calculation of transition/emission states? Does that make sense or is there a better approach?

2. How can I keep track of all the changes in states? As new baskets are added and old ones are removed, there becomes an issue of tracking the baskets. I though an Hierarchical Dirichlet Process hidden markov model(hdp-hmm) would be what I needed but not exactly sure how to apply it.

(sorry if I sound a bit frustrated..its a bit hard knowing a problem is solvable but not able to conceptually grasp what needs to be done).

As always, thanks for your time and any advice/suggestions would be greatly appreciated.

Answer 1

Like you've said, this problem can be described with a HMM. You are essentially interested in maintaining a distribution over latent, or hidden, states which would be the true quantities at each time point. However, it seems you are confusing the problem of learning the parameters for a HMM opposed to simply doing inference in a known HMM. You have the latter problem but propose employing a solution (Baum-Welch) designed to do the former. That is, you have the model already, you just have to use it.

Interestingly, if you go through coding a discrete HMM for your problem you get an algorithm very similar to what you describe in your graph-theory solution. The big difference is that your solution is tracking what is possible whereas a correct inference algorithm, like the Virterbi algorithm, will track what is likely. The difference is clear when there is overlap in the 5% range on a domain, that is, when multiple possible states could potentially transition to the same state. Your algorithm might add 2 edges to a point, but I doubt that when you compute the next day that has an effect (it should count twice, essentially).

Anyway, you could use the Viterbi algortihm, if you are only interested in the best guess at the most recent day I'll just give you a brief idea how you can just modify your graph-theory solution. Instead of maintaining edges between states maintain a fraction representing the probability that state is the correct one (this distribution is sometimes called the belief state). At each new day, propagate forward your belief state by incrementing each bucket by the probability of it's parent (instead of adding an edge your adding a floating point number). You also have to make sure your belief state is properly normalized (sums to 1) so just divide by its sum after each update. After that, you can weight each state by your observation, but since you don't have a noisy observation you can just go and set all the impossible states to being zero probability and then re-normalize. You now have a distribution over underlying quantities conditioned on your observations.

I'm skipping over a lot of statistical details here, just to give you the idea.

Edit (re: questions): The answer to your question really depends on what you want, if you want only the distribution for the most recent day then you can get away with a one-pass algorithm like I've described. If, however, you want to have the correct distribution over the quantities at every single day you're going to have to do a backward pass as well. Hence, the aptly named forward-backward algorithm. I get the sense that since you are looking to go back a step and delete edges then you probably want the distribution for all days (unlike I originally assumed). Of course, you noticed there is information that can be used so that the "future can inform the past" so to speak, and this is exactly the reason why you need to do the backward pass as well, it's not really complicated you just have to run the exact same algorithm starting at the end of the chain. For a good overview check out Christopher Bishop's 6-piece tutorial on videolectures.net.

Because you mentioned adding/deleting edges let me just clarify the algorithm I described previously, keep in mind this is for a single forward pass. Let there be a total of N possible permutations of quantities, so you will have a belief state that is a sparse vector N elements long (called v_0). The first step you receive a observation of the sum, and you populate the vector by setting all the possible values to have probability 1.0, then re-normalize. The next step you create a new sparse vector (v_1) of all 0s, iterate over all non-zero entries in v_0 and increment (by the probability in v_0) all entries in v_1 that are within 5%. Then, zero out all the entries in v_1 that are not possible according to the new observation, then re-normalize v_1 and throw away v_0. repeat forever, v_1 will always be the correct distribution of possibilities.

By the way, things can get way more complex than this, if you have noisy observations or very large states or continuous states. For this reason it's pretty hard to read some of the literature on statistical inference; it's quite general.