SlideShare a Scribd company logo
1 of 38
Monte Carlo Modelling
on a Blackpool Budget
Paul Brierley
University of Manchester
Monte Carlo Modelling
on a Blackpool Budget
Agenda
NP Hard Problems
What is the Monte Carlo method?
Problem: How much space to build?
Problem: How to structure induction event?
Outcomes
First up – any physicists in the room?
Either way, I apologise in advance…
NP Hard Problems
NP Hard Problems
Computer Science has a concept called “NP Hard” problems.
“Non-deterministic Polynomial-time Hard”
In other words:
A computer can tell you if a given set of options works but it
would take ages to work out the “best” answer, because there’s
no shortcut other than looking at every possible combination.
NP Hard Problems
http://stackoverflow.com/questions/2162397/are-all-scheduling-problems-np-hard
NP Hard Problems
TL;DR
Some problems are too hard even for a computer to solve in a
reasonable timeframe and timetabling is one of them.
It’s definitely hard, but the human factor makes it worse!
What is the Monte Carlo Method?
What is the Monte Carlo Method?
“In physics-related problems, Monte Carlo methods are quite useful for simulating
systems with many coupled degrees of freedom, such as fluids, disordered materials,
strongly coupled solids, and cellular structures.
“Other examples include modelling phenomena with significant uncertainty in inputs
such as the calculation of risk in business and, in math, evaluation of multidimensional
definite integrals with complicated boundary conditions.
“In application to space and oil exploration problems, Monte Carlo–based predictions of
failure, cost overruns and schedule overruns are routinely better than human intuition
or alternative ‘soft’ methods.”
Wikipedia Definition
“In physics-related problems, Monte Carlo methods are quite useful for simulating
systems with many coupled degrees of freedom, such as fluids, disordered materials,
strongly coupled solids, and cellular structures.
“Other examples include modelling phenomena with significant uncertainty in inputs
such as the calculation of risk in business and, in math, evaluation of multidimensional
definite integrals with complicated boundary conditions.
“In application to space and oil exploration problems, Monte Carlo–based predictions of
failure, cost overruns and schedule overruns are routinely better than human intuition
or alternative ‘soft’ methods.”
What is the Monte Carlo Method?
TL;DR
The Monte Carlo method is way of coming up with answers to hard problems
that are:
•Better than guessing
•Probably right
•Easier and quicker than doing the math!
What is the Monte Carlo Method?
Define your problemDefine your problem
Randomly guess the answerRandomly guess the answer
Record the resultRecord the result
Find the best resultFind the best result
Repeat many timesRepeat many times
What is the Monte Carlo Method?
Important note:
The Monte Carlo method is not guaranteed to find you the best answer.
The more iterations, the more likely you are to find the best answer.
What is the Monte Carlo Method?
Problem: How much space to build?
North
CampusNorth
Campus
Oxford Road
Campus
Oxford Road
Campus
MECD
MECD
Problem: How much space to build?
Current North Campus Central Teaching Room Provision
Renold Building – 28 rooms including 1 x 532, 2 x 296
George Begg Building – 5 rooms
Pariser Building – 5 rooms
Sackville Street Building – 11 rooms
The Mill – 2 rooms
(plus a big pool of School controlled rooms of various sizes)
Problem: How much space to build?
Problem: How much space to build?
Problem: How much space to build?
Problem: How much space to build?
Problem: How much space to build?
Problem: How much space to build?
Phrase the problem in a way which can be expressed in
numerical values:
•How many rooms of size 0 to 30 should we have?
•How many rooms of size 31 to 50 should we have?
•How many rooms of size 51 to 100 should we have?
•How many rooms of size 101 to 200 should we have?
•How many rooms of size 201 to 300 should we have?
•How many rooms of size 301 to 400 should we have?
Problem: How much space to build?
RANDBETWEEN(lower, upper)
=RANDBETWEEN(0,10)
Problem: How much space to build?
Calculated from
real demand and
random supply
Can see overall
effect of this
combination of
spaces
Problem: How much space to build?
Outcome:
Problem: How much space to build?
Outcome:
The approach answers the question that you asked!
We thought we had asked “how many rooms should we build?”
We actually asked “how many rooms give us the most efficient use of space?”
Problem: How to structure induction event?
Problem: How to structure an Induction event?
Problem: How to structure an Induction event?
Requirements:
•2,000 participants
•During Welcome Week
•30 minutes in a large lecture theatre
•2 hours in small groups (flat rooms)
•30 minutes in a large lecture theatre
•Keep everything close together for logistical reasons.
Problem: How to structure an Induction event?
Questions:
•How many sessions?
•Where on campus?
•Efficient use of space
•How to divide the cohort?
•Who do we disrupt?
•Interdependencies between all these.
Problem: How to structure an Induction event?
We can simplify the problem a bit (“local knowledge” of best rooms)
…but there are simply too many variables to explore every possibility.
Problem: How to structure an Induction event?
One column for
each room, each
possible session
Use RANDBETWEEN to populate each cell with
either zero or the capacity of the room
=RANDBETWEEN(0,1) x 470
Problem: How to structure an Induction event?
Sum how many seats are being used.
Conditional formatting highlights
those close to 2,000 target
Highlight in amber when this
combination cannot be condensed
into 2 or fewer sessions
Problem: How to structure an Induction event?
Outcome:
Conclusions
Conclusions – Positives!
It’s a powerful tool for complex problems.
It impresses academics!
Surprisingly simple to do with some Excel skills.
Conclusions – Negatives!
Sometimes hard to phrase the question.
You get the answer to what you ask:
…make sure you ask the right question.
…you may not like the answer.
Hard physics questions may follow.
Any questions?
paul.brierley@manchester.ac.uk

More Related Content

Similar to Monte Carlo Modelling on a Blackpool Budget

Mb0048 operations research
Mb0048  operations researchMb0048  operations research
Mb0048 operations researchsmumbahelp
 
Understanding Basics of Machine Learning
Understanding Basics of Machine LearningUnderstanding Basics of Machine Learning
Understanding Basics of Machine LearningPranav Ainavolu
 
Introduction to Quantum Computing.pptx.pdf
Introduction to Quantum Computing.pptx.pdfIntroduction to Quantum Computing.pptx.pdf
Introduction to Quantum Computing.pptx.pdfUdaykiranL1
 
Machine Learning on Azure - AzureConf
Machine Learning on Azure - AzureConfMachine Learning on Azure - AzureConf
Machine Learning on Azure - AzureConfSeth Juarez
 
Software estimation is crap
Software estimation is crapSoftware estimation is crap
Software estimation is crapIan Garrison
 
Uxhk 2015art of start workshop share.key
Uxhk 2015art of start workshop share.keyUxhk 2015art of start workshop share.key
Uxhk 2015art of start workshop share.keyTed Kilian
 
In the age of Big Data, what role for Software Engineers?
In the age of Big Data, what role for Software Engineers?In the age of Big Data, what role for Software Engineers?
In the age of Big Data, what role for Software Engineers?CS, NcState
 
Bug debug keynote - Present problems and future solutions
Bug debug keynote - Present problems and future solutionsBug debug keynote - Present problems and future solutions
Bug debug keynote - Present problems and future solutionsRIA RUI Society
 
[PR12] Inception and Xception - Jaejun Yoo
[PR12] Inception and Xception - Jaejun Yoo[PR12] Inception and Xception - Jaejun Yoo
[PR12] Inception and Xception - Jaejun YooJaeJun Yoo
 
Technical Trends_Study of Quantum
Technical Trends_Study of QuantumTechnical Trends_Study of Quantum
Technical Trends_Study of QuantumHardik Gohel
 
Probabilities and Statistics for Engineers 11 Lecture 1
Probabilities and Statistics for Engineers 11 Lecture 1Probabilities and Statistics for Engineers 11 Lecture 1
Probabilities and Statistics for Engineers 11 Lecture 1amyw1990
 

Similar to Monte Carlo Modelling on a Blackpool Budget (20)

Mb0048 operations research
Mb0048  operations researchMb0048  operations research
Mb0048 operations research
 
Building mathematicalcraving
Building mathematicalcravingBuilding mathematicalcraving
Building mathematicalcraving
 
Understanding Basics of Machine Learning
Understanding Basics of Machine LearningUnderstanding Basics of Machine Learning
Understanding Basics of Machine Learning
 
Introduction to Quantum Computing.pptx.pdf
Introduction to Quantum Computing.pptx.pdfIntroduction to Quantum Computing.pptx.pdf
Introduction to Quantum Computing.pptx.pdf
 
Lecture 1
Lecture 1Lecture 1
Lecture 1
 
lec1.ppt
lec1.pptlec1.ppt
lec1.ppt
 
Machine Learning on Azure - AzureConf
Machine Learning on Azure - AzureConfMachine Learning on Azure - AzureConf
Machine Learning on Azure - AzureConf
 
Software estimation is crap
Software estimation is crapSoftware estimation is crap
Software estimation is crap
 
Blinkdb
BlinkdbBlinkdb
Blinkdb
 
Uxhk 2015art of start workshop share.key
Uxhk 2015art of start workshop share.keyUxhk 2015art of start workshop share.key
Uxhk 2015art of start workshop share.key
 
In the age of Big Data, what role for Software Engineers?
In the age of Big Data, what role for Software Engineers?In the age of Big Data, what role for Software Engineers?
In the age of Big Data, what role for Software Engineers?
 
Time andspacecomplexity
Time andspacecomplexityTime andspacecomplexity
Time andspacecomplexity
 
modeling.ppt
modeling.pptmodeling.ppt
modeling.ppt
 
Bug debug keynote - Present problems and future solutions
Bug debug keynote - Present problems and future solutionsBug debug keynote - Present problems and future solutions
Bug debug keynote - Present problems and future solutions
 
[PR12] Inception and Xception - Jaejun Yoo
[PR12] Inception and Xception - Jaejun Yoo[PR12] Inception and Xception - Jaejun Yoo
[PR12] Inception and Xception - Jaejun Yoo
 
Technical Trends_Study of Quantum
Technical Trends_Study of QuantumTechnical Trends_Study of Quantum
Technical Trends_Study of Quantum
 
Knapsack problem using fixed tuple
Knapsack problem using fixed tupleKnapsack problem using fixed tuple
Knapsack problem using fixed tuple
 
Big Data Challenges and Solutions
Big Data Challenges and SolutionsBig Data Challenges and Solutions
Big Data Challenges and Solutions
 
Probabilities and Statistics for Engineers 11 Lecture 1
Probabilities and Statistics for Engineers 11 Lecture 1Probabilities and Statistics for Engineers 11 Lecture 1
Probabilities and Statistics for Engineers 11 Lecture 1
 
EURO Conference 2015 - Automated Timetabling
EURO Conference 2015 - Automated TimetablingEURO Conference 2015 - Automated Timetabling
EURO Conference 2015 - Automated Timetabling
 

Monte Carlo Modelling on a Blackpool Budget

  • 1. Monte Carlo Modelling on a Blackpool Budget Paul Brierley University of Manchester
  • 2. Monte Carlo Modelling on a Blackpool Budget
  • 3. Agenda NP Hard Problems What is the Monte Carlo method? Problem: How much space to build? Problem: How to structure induction event? Outcomes
  • 4. First up – any physicists in the room? Either way, I apologise in advance…
  • 6. NP Hard Problems Computer Science has a concept called “NP Hard” problems. “Non-deterministic Polynomial-time Hard” In other words: A computer can tell you if a given set of options works but it would take ages to work out the “best” answer, because there’s no shortcut other than looking at every possible combination.
  • 8. NP Hard Problems TL;DR Some problems are too hard even for a computer to solve in a reasonable timeframe and timetabling is one of them. It’s definitely hard, but the human factor makes it worse!
  • 9. What is the Monte Carlo Method?
  • 10. What is the Monte Carlo Method? “In physics-related problems, Monte Carlo methods are quite useful for simulating systems with many coupled degrees of freedom, such as fluids, disordered materials, strongly coupled solids, and cellular structures. “Other examples include modelling phenomena with significant uncertainty in inputs such as the calculation of risk in business and, in math, evaluation of multidimensional definite integrals with complicated boundary conditions. “In application to space and oil exploration problems, Monte Carlo–based predictions of failure, cost overruns and schedule overruns are routinely better than human intuition or alternative ‘soft’ methods.” Wikipedia Definition “In physics-related problems, Monte Carlo methods are quite useful for simulating systems with many coupled degrees of freedom, such as fluids, disordered materials, strongly coupled solids, and cellular structures. “Other examples include modelling phenomena with significant uncertainty in inputs such as the calculation of risk in business and, in math, evaluation of multidimensional definite integrals with complicated boundary conditions. “In application to space and oil exploration problems, Monte Carlo–based predictions of failure, cost overruns and schedule overruns are routinely better than human intuition or alternative ‘soft’ methods.”
  • 11. What is the Monte Carlo Method? TL;DR The Monte Carlo method is way of coming up with answers to hard problems that are: •Better than guessing •Probably right •Easier and quicker than doing the math!
  • 12. What is the Monte Carlo Method? Define your problemDefine your problem Randomly guess the answerRandomly guess the answer Record the resultRecord the result Find the best resultFind the best result Repeat many timesRepeat many times
  • 13. What is the Monte Carlo Method? Important note: The Monte Carlo method is not guaranteed to find you the best answer. The more iterations, the more likely you are to find the best answer.
  • 14. What is the Monte Carlo Method?
  • 15. Problem: How much space to build?
  • 17. Current North Campus Central Teaching Room Provision Renold Building – 28 rooms including 1 x 532, 2 x 296 George Begg Building – 5 rooms Pariser Building – 5 rooms Sackville Street Building – 11 rooms The Mill – 2 rooms (plus a big pool of School controlled rooms of various sizes) Problem: How much space to build?
  • 18. Problem: How much space to build?
  • 19. Problem: How much space to build?
  • 20. Problem: How much space to build?
  • 21. Problem: How much space to build?
  • 22. Problem: How much space to build? Phrase the problem in a way which can be expressed in numerical values: •How many rooms of size 0 to 30 should we have? •How many rooms of size 31 to 50 should we have? •How many rooms of size 51 to 100 should we have? •How many rooms of size 101 to 200 should we have? •How many rooms of size 201 to 300 should we have? •How many rooms of size 301 to 400 should we have?
  • 23. Problem: How much space to build? RANDBETWEEN(lower, upper) =RANDBETWEEN(0,10)
  • 24. Problem: How much space to build? Calculated from real demand and random supply Can see overall effect of this combination of spaces
  • 25. Problem: How much space to build? Outcome:
  • 26. Problem: How much space to build? Outcome: The approach answers the question that you asked! We thought we had asked “how many rooms should we build?” We actually asked “how many rooms give us the most efficient use of space?”
  • 27. Problem: How to structure induction event?
  • 28. Problem: How to structure an Induction event?
  • 29. Problem: How to structure an Induction event? Requirements: •2,000 participants •During Welcome Week •30 minutes in a large lecture theatre •2 hours in small groups (flat rooms) •30 minutes in a large lecture theatre •Keep everything close together for logistical reasons.
  • 30. Problem: How to structure an Induction event? Questions: •How many sessions? •Where on campus? •Efficient use of space •How to divide the cohort? •Who do we disrupt? •Interdependencies between all these.
  • 31. Problem: How to structure an Induction event? We can simplify the problem a bit (“local knowledge” of best rooms) …but there are simply too many variables to explore every possibility.
  • 32. Problem: How to structure an Induction event? One column for each room, each possible session Use RANDBETWEEN to populate each cell with either zero or the capacity of the room =RANDBETWEEN(0,1) x 470
  • 33. Problem: How to structure an Induction event? Sum how many seats are being used. Conditional formatting highlights those close to 2,000 target Highlight in amber when this combination cannot be condensed into 2 or fewer sessions
  • 34. Problem: How to structure an Induction event? Outcome:
  • 36. Conclusions – Positives! It’s a powerful tool for complex problems. It impresses academics! Surprisingly simple to do with some Excel skills.
  • 37. Conclusions – Negatives! Sometimes hard to phrase the question. You get the answer to what you ask: …make sure you ask the right question. …you may not like the answer. Hard physics questions may follow.