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  • AdBlock

    AdBlock

    AdBlock is an ad-blocking browser extension for Google Chrome, Apple Safari (desktop and mobile), Firefox, Samsung Internet, Microsoft Edge and Opera. AdBlock allows users to prevent page elements, such as advertisements, from being displayed. It is free to download and use, and it includes optional donations to the developers. The AdBlock extension was created on December 8, 2009, which is the day that supports for extensions was added to Google Chrome. It was one of the first Google Chrome extensions that was made. Since 2016, AdBlock has been based on the Adblock Plus source code. In July 2018, AdBlock acquired uBlock, a commercial ad-blocker owned by uBlock LLC and based on uBlock Origin. In April 2021, eyeo GmbH (developer of Adblock Plus) announced its purchase of AdBlock, Inc (formerly BetaFish, Inc). == Crowdfunding == Gundlach launched a crowdfunding campaign on Crowdtilt in August 2013 in order to fund an ad campaign to raise awareness of ad-blocking and to rent a billboard at Times Square. After the one-month campaign, it raised $55,000. == Sales and acceptable ads == AdBlock was sold to an anonymous buyer in 2015 and on October 15, 2015, Gundlach's name was taken down from the site. In the terms of the deal, the original developer Michael Gundlach left operations to Adblock's continuing director, Gabriel Cubbage, and as of October 2, 2015, AdBlock began participating in the Acceptable Ads program. Acceptable Ads identifies "non-annoying" ads, which AdBlock shows by default. The intent is to allow non-invasive advertising, to either maintain support for websites that rely on advertising as a main source of revenue or for websites that have an agreement with the program. == Filters == AdBlock uses EasyList, the same filter syntax as Adblock Plus for Firefox, and natively supports the use of a number of filter lists. == Partnership with Amnesty International == On March 12, 2016, in support of World Day Against Cyber Censorship, and in partnership with Amnesty International, instead of blocking ads, AdBlock replaced ads with banners linked to articles on Amnesty's website, written by prominent free speech advocates such as Edward Snowden, to raise awareness of government-imposed online censorship and digital privacy issues around the world. The campaign was met with both praise and criticism, with AdBlock's CEO, Gabriel Cubbage, defending the decision in an essay on AdBlock's website, saying "We’re showing you Amnesty banners, just for today, because we believe users should be part of the conversation about online privacy. Tomorrow, those spaces will be vacant again. But take a moment to consider that in an increasingly information-driven world, when your right to digital privacy is threatened, so is your right to free expression." Meanwhile, Simon Sharwood of The Register characterized Cubbage's position as "'You should control your computer except when we feel political', says AdBlock CEO". == AdBlock for Firefox == On September 13, 2014, the AdBlock team released a version for Firefox users, ported from the code for Google Chrome, released under the same free software license as the original Adblock. The extension was removed on April 2, 2015, by an administrator on Mozilla Add-ons. On December 7, 2015, the official AdBlock site's knowledge base article stated that with version 44 or higher of Firefox desktop and Firefox Mobile, AdBlock will not be supported. The last version of Adblock for those platforms will work on older versions of Firefox. AdBlock was released again on Mozilla Add-ons on November 17, 2016. On April 1, 2012, Adblock developer Michael Gundlach tweaked the code to display LOLcats instead of simply blocking ads. Initially developed as a short-lived April Fools joke, the response was so positive that CatBlock was continued to be offered as an optional add-on supported by a monthly subscription. On October 23, 2014, the developer decided to end official support for CatBlock, and made it open-source, under GPLv3 licensing, as the original extension.

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  • Loss function

    Loss function

    In mathematical optimization and decision theory, a loss function or cost function (sometimes also called an error function) is a function that maps an event or values of one or more variables onto a real number intuitively representing some "cost" associated with the event. An optimization problem seeks to minimize a loss function. An objective function is either a loss function or its opposite (in specific domains, variously called a reward function, a profit function, a utility function, a fitness function, etc.), in which case it is to be maximized. The loss function could include terms from several levels of the hierarchy. In statistics, typically a loss function is used for parameter estimation, and the event in question is some function of the difference between estimated and true values for an instance of data. The concept, as old as Laplace, was reintroduced in statistics by Abraham Wald in the middle of the 20th century. In the context of economics, for example, this is usually economic cost or regret. In classification, it is the penalty for an incorrect classification of an example. In actuarial science, it is used in an insurance context to model benefits paid over premiums, particularly since the works of Harald Cramér in the 1920s. In optimal control, the loss is the penalty for failing to achieve a desired value. In financial risk management, the function is mapped to a monetary loss. == Examples == === Regret === Leonard J. Savage argued that using non-Bayesian methods such as minimax, the loss function should be based on the idea of regret, i.e., the loss associated with a decision should be the difference between the consequences of the best decision that could have been made under circumstances will be known and the decision that was in fact taken before they were known. === Quadratic loss function === The use of a quadratic loss function is common, for example when using least squares techniques. It is often more mathematically tractable than other loss functions because of the properties of variances, as well as being symmetric: an error above the target causes the same loss as the same magnitude of error below the target. If the target is t {\displaystyle t} , then a quadratic loss function is λ ( x ) = C ( t − x ) 2 {\displaystyle \lambda (x)=C(t-x)^{2}\;} for some constant C {\displaystyle C} ; the value of the constant makes no difference to a decision, and can be ignored by setting it equal to 1. This is also known as the squared error loss (SEL). Many common statistics, including t-tests, regression models, design of experiments, and much else, use least squares methods applied using linear regression theory, which is based on the quadratic loss function. The quadratic loss function is also used in linear-quadratic optimal control problems. In these problems, even in the absence of uncertainty, it may not be possible to achieve the desired values of all target variables. Often loss is expressed as a quadratic form in the deviations of the variables of interest from their desired values; this approach is tractable because it results in linear first-order conditions. In the context of stochastic control, the expected value of the quadratic form is used. The quadratic loss assigns more importance to outliers than to the true data due to its square nature, so alternatives like the Huber, log-cosh and SMAE losses are used when the data has many large outliers. === 0-1 loss function === In statistics and decision theory, a frequently used loss function is the 0-1 loss function L ( y ^ , y ) = { 0 if y = y ^ 1 if y ≠ y ^ {\displaystyle L({\hat {y}},y)={\begin{cases}0&{\text{if }}y={\hat {y}}\\1&{\text{if }}y\neq {\hat {y}}\end{cases}}} In information theory, this loss function is known as Hamming distortion. == Constructing loss and objective functions == In many applications, objective functions, including loss functions as a particular case, are determined by the problem formulation. In other situations, the decision maker’s preference must be elicited and represented by a scalar-valued function (called also utility function) in a form suitable for optimization — the problem that Ragnar Frisch has highlighted in his Nobel Prize lecture. The existing methods for constructing objective functions are collected in the proceedings of two dedicated conferences. In particular, Andranik Tangian showed that the most usable objective functions — quadratic and additive — are determined by a few indifference points. He used this property in the models for constructing these objective functions from either ordinal or cardinal data that were elicited through computer-assisted interviews with decision makers. Among other things, he constructed objective functions to optimally distribute budgets for 16 Westfalian universities and the European subsidies for equalizing unemployment rates among 271 German regions. == Expected loss == In some contexts, the value of the loss function itself is a random quantity because it depends on the outcome of a random variable X {\displaystyle X} . === Statistics === Both frequentist and Bayesian statistical theory involve making a decision based on the expected value of the loss function; however, this quantity is defined differently under the two paradigms. ==== Frequentist expected loss ==== We first define the expected loss in the frequentist context. It is obtained by taking the expected value with respect to the probability distribution, P θ {\displaystyle P_{\theta }} , of the observed data, X {\displaystyle X} . This is also referred to as the risk function of the decision rule δ {\displaystyle \delta } and the parameter θ {\displaystyle \theta } . Here the decision rule depends on the outcome of X {\displaystyle X} . The risk function is given by: R ( θ , δ ) = E θ ⁡ L ( θ , δ ( X ) ) = ∫ X L ( θ , δ ( x ) ) d P θ ( x ) . {\displaystyle R(\theta ,\delta )=\operatorname {E} _{\theta }L{\big (}\theta ,\delta (X){\big )}=\int _{X}L{\big (}\theta ,\delta (x){\big )}\,\mathrm {d} P_{\theta }(x).} Here, θ {\displaystyle \theta } is a fixed but possibly unknown state of nature, X {\displaystyle X} is a vector of observations stochastically drawn from a population, E θ {\displaystyle \operatorname {E} _{\theta }} is the expectation over all population values of X {\displaystyle X} , d P θ {\displaystyle \mathrm {d} P_{\theta }} is a probability measure over the event space of X {\displaystyle X} (parametrized by θ {\displaystyle \theta } ) and the integral is evaluated over the entire support of X {\displaystyle X} . ==== Bayes Risk ==== In a Bayesian approach, the expectation is calculated using the prior distribution π ∗ {\displaystyle \pi ^{}} of the parameter θ {\displaystyle \theta } : ρ ( π ∗ , a ) = ∫ Θ ∫ X L ( θ , a ( x ) ) d P ( x | θ ) d π ∗ ( θ ) = ∫ X ∫ Θ L ( θ , a ( x ) ) d π ∗ ( θ | x ) d M ( x ) {\displaystyle \rho (\pi ^{},a)=\int _{\Theta }\int _{\mathbf {X}}L(\theta ,a({\mathbf {x}}))\,\mathrm {d} P({\mathbf {x}}\vert \theta )\,\mathrm {d} \pi ^{}(\theta )=\int _{\mathbf {X}}\int _{\Theta }L(\theta ,a({\mathbf {x}}))\,\mathrm {d} \pi ^{}(\theta \vert {\mathbf {x}})\,\mathrm {d} M({\mathbf {x}})} where M ( x ) {\displaystyle M(\mathbf {x} )} is known as the predictive likelihood wherein θ {\displaystyle \theta } has been "integrated out," π ∗ ( θ | x ) {\displaystyle \pi ^{}(\theta |\mathbf {x} )} is the posterior distribution, and the order of integration has been changed. One then should choose the action a ∗ {\displaystyle a^{}} which minimises this expected loss, which is referred to as Bayes Risk. In the latter equation, the integrand inside d x {\displaystyle \mathrm {d} x} is known as the Posterior Risk, and minimising it with respect to decision a {\displaystyle a} also minimizes the overall Bayes Risk. This optimal decision, a ∗ {\displaystyle a^{}} is known as the Bayes (decision) Rule - it minimises the average loss over all possible states of nature θ {\displaystyle \theta } , over all possible (probability-weighted) data outcomes. One advantage of the Bayesian approach is to that one need only choose the optimal action under the actual observed data to obtain a uniformly optimal one, whereas choosing the actual frequentist optimal decision rule as a function of all possible observations, is a much more difficult problem. Of equal importance though, the Bayes Rule reflects consideration of loss outcomes under different states of nature, θ {\displaystyle \theta } . ==== Examples in statistics ==== For a scalar parameter θ {\displaystyle \theta } , a decision function whose output θ ^ {\displaystyle {\hat {\theta }}} is an estimate of θ {\displaystyle \theta } , and a quadratic loss function (squared error loss) L ( θ , θ ^ ) = ( θ − θ ^ ) 2 , {\displaystyle L(\theta ,{\hat {\theta }})=(\theta -{\hat {\theta }})^{2},} the risk function becomes the mean squared error of the estimate, R ( θ , θ ^ ) = E θ ⁡ [ ( θ − θ ^ ) 2 ] . {\displaystyle R(\theta ,{\hat {\thet

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  • Wolfram Mathematica

    Wolfram Mathematica

    Wolfram Mathematica (also known as Mathematica) is a software system with built-in libraries for several areas of technical computing that allows machine learning, statistics, symbolic computation, data manipulation, network analysis, time series analysis, NLP, optimization, plotting functions and various types of data, implementation of algorithms, creation of user interfaces, and interfacing with programs written in other programming languages. It was conceived by Stephen Wolfram, and is developed by Wolfram Research of Champaign, Illinois. The Wolfram Language is the programming language used in Mathematica. Mathematica 1.0 was released on June 23, 1988 in Champaign, Illinois and Santa Clara, California. Mathematica's Wolfram Language is fundamentally based on Lisp; for example, the Mathematica command Most is identically equal to the Lisp command butlast. == Notebook interface == Mathematica is split into two parts: the kernel and the front end. The kernel interprets expressions (Wolfram Language code) and returns result expressions, which can then be displayed by the front end. The original front end, designed by Theodore Gray in 1988, consists of a notebook interface and allows the creation and editing of notebook documents that can contain code, plaintext, images, and graphics. Code development is also supported through support in a range of standard integrated development environment (IDE) including Eclipse, IntelliJ IDEA, Atom, Vim, Visual Studio Code and Git. The Mathematica Kernel also includes a command line front end. Other interfaces include JMath, based on GNU Readline and WolframScript which runs self-contained Mathematica programs (with arguments) from the UNIX command line. == High-performance computing == Capabilities for high-performance computing were extended with the introduction of packed arrays in version 4 (1999) and sparse matrices (version 5, 2003), and by adopting the GNU Multiple Precision Arithmetic Library to evaluate high-precision arithmetic. Version 5.2 (2005) added automatic multi-threading when computations are performed on multi-core computers. This release included CPU-specific optimized libraries. In addition Mathematica is supported by third party specialist acceleration hardware such as ClearSpeed. In 2002, gridMathematica was introduced to allow user level parallel programming on heterogeneous clusters and multiprocessor systems and in 2008 parallel computing technology was included in all Mathematica licenses including support for grid technology such as Windows HPC Server 2008, Microsoft Compute Cluster Server and Sun Grid. Support for CUDA and OpenCL GPU hardware was added in 2010. == Extensions == As of Version 14, there are 6,602 built-in functions and symbols in the Wolfram Language. Stephen Wolfram announced the launch of the Wolfram Function Repository in June 2019 as a way for the public Wolfram community to contribute functionality to the Wolfram Language. There are currently more than 3000 functions contributed as Resource Functions. In addition to the Wolfram Function Repository, there is a Wolfram Data Repository with computable data and the Wolfram Neural Net Repository for machine learning. Wolfram Mathematica is the basis of the Combinatorica package, which adds discrete mathematics functionality in combinatorics and graph theory to the program. == Connections to other applications, programming languages, and services == Communication with other applications can be done using a protocol called Wolfram Symbolic Transfer Protocol (WSTP). It allows communication between the Wolfram Mathematica kernel and the front end and provides a general interface between the kernel and other applications. Wolfram Research freely distributes a developer kit for linking applications written in the programming language C to the Mathematica kernel through WSTP using J/Link., a Java program that can ask Mathematica to perform computations. Similar functionality is achieved with .NET /Link, but with .NET programs instead of Java programs. Other languages that connect to Mathematica include Haskell, AppleScript, Racket, Visual Basic, Python, and Clojure. Mathematica supports the generation and execution of Modelica models for systems modeling and connects with Wolfram System Modeler. Links are also available to many third-party software packages and APIs. Mathematica can also capture real-time data from a variety of sources and can read and write to public blockchains (Bitcoin, Ethereum, and ARK). It supports import and export of over 220 data, image, video, sound, computer-aided design (CAD), geographic information systems (GIS), document, and biomedical formats. In 2019, support was added for compiling Wolfram Language code to LLVM. Version 12.3 of the Wolfram Language added support for Arduino. == Computable data == Mathematica is also integrated with Wolfram Alpha, an online answer engine that provides additional data, some of which is kept updated in real time, for users who use Mathematica with an internet connection. Some of the data sets include astronomical, chemical, geopolitical, language, biomedical, airplane, and weather data, in addition to mathematical data (such as knots and polyhedra). == Reception == BYTE in 1989 listed Mathematica as among the "Distinction" winners of the BYTE Awards, stating that it "is another breakthrough Macintosh application ... it could enable you to absorb the algebra and calculus that seemed impossible to comprehend from a textbook". Mathematica has been criticized for being closed source. Wolfram Research claims keeping Mathematica closed source is central to its business model and the continuity of the software.

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  • BrownBoost

    BrownBoost

    BrownBoost is a boosting algorithm that may be robust to noisy datasets. BrownBoost is an adaptive version of the boost by majority algorithm. As is the case for all boosting algorithms, BrownBoost is used in conjunction with other machine learning methods. BrownBoost was introduced by Yoav Freund in 2001. == Motivation == AdaBoost performs well on a variety of datasets; however, it can be shown that AdaBoost does not perform well on noisy data sets. This is a result of AdaBoost's focus on examples that are repeatedly misclassified. In contrast, BrownBoost effectively "gives up" on examples that are repeatedly misclassified. The core assumption of BrownBoost is that noisy examples will be repeatedly mislabeled by the weak hypotheses and non-noisy examples will be correctly labeled frequently enough to not be "given up on." Thus only noisy examples will be "given up on," whereas non-noisy examples will contribute to the final classifier. In turn, if the final classifier is learned from the non-noisy examples, the generalization error of the final classifier may be much better than if learned from noisy and non-noisy examples. The user of the algorithm can set the amount of error to be tolerated in the training set. Thus, if the training set is noisy (say 10% of all examples are assumed to be mislabeled), the booster can be told to accept a 10% error rate. Since the noisy examples may be ignored, only the true examples will contribute to the learning process. == Algorithm description == BrownBoost uses a non-convex potential loss function, thus it does not fit into the AdaBoost framework. The non-convex optimization provides a method to avoid overfitting noisy data sets. However, in contrast to boosting algorithms that analytically minimize a convex loss function (e.g. AdaBoost and LogitBoost), BrownBoost solves a system of two equations and two unknowns using standard numerical methods. The only parameter of BrownBoost ( c {\displaystyle c} in the algorithm) is the "time" the algorithm runs. The theory of BrownBoost states that each hypothesis takes a variable amount of time ( t {\displaystyle t} in the algorithm) which is directly related to the weight given to the hypothesis α {\displaystyle \alpha } . The time parameter in BrownBoost is analogous to the number of iterations T {\displaystyle T} in AdaBoost. A larger value of c {\displaystyle c} means that BrownBoost will treat the data as if it were less noisy and therefore will give up on fewer examples. Conversely, a smaller value of c {\displaystyle c} means that BrownBoost will treat the data as more noisy and give up on more examples. During each iteration of the algorithm, a hypothesis is selected with some advantage over random guessing. The weight of this hypothesis α {\displaystyle \alpha } and the "amount of time passed" t {\displaystyle t} during the iteration are simultaneously solved in a system of two non-linear equations ( 1. uncorrelated hypothesis w.r.t example weights and 2. hold the potential constant) with two unknowns (weight of hypothesis α {\displaystyle \alpha } and time passed t {\displaystyle t} ). This can be solved by bisection (as implemented in the JBoost software package) or Newton's method (as described in the original paper by Freund). Once these equations are solved, the margins of each example ( r i ( x j ) {\displaystyle r_{i}(x_{j})} in the algorithm) and the amount of time remaining s {\displaystyle s} are updated appropriately. This process is repeated until there is no time remaining. The initial potential is defined to be 1 m ∑ j = 1 m 1 − erf ( c ) = 1 − erf ( c ) {\displaystyle {\frac {1}{m}}\sum _{j=1}^{m}1-{\mbox{erf}}({\sqrt {c}})=1-{\mbox{erf}}({\sqrt {c}})} . Since a constraint of each iteration is that the potential be held constant, the final potential is 1 m ∑ j = 1 m 1 − erf ( r i ( x j ) / c ) = 1 − erf ( c ) {\displaystyle {\frac {1}{m}}\sum _{j=1}^{m}1-{\mbox{erf}}(r_{i}(x_{j})/{\sqrt {c}})=1-{\mbox{erf}}({\sqrt {c}})} . Thus the final error is likely to be near 1 − erf ( c ) {\displaystyle 1-{\mbox{erf}}({\sqrt {c}})} . However, the final potential function is not the 0–1 loss error function. For the final error to be exactly 1 − erf ( c ) {\displaystyle 1-{\mbox{erf}}({\sqrt {c}})} , the variance of the loss function must decrease linearly w.r.t. time to form the 0–1 loss function at the end of boosting iterations. This is not yet discussed in the literature and is not in the definition of the algorithm below. The final classifier is a linear combination of weak hypotheses and is evaluated in the same manner as most other boosting algorithms. == BrownBoost learning algorithm definition == Input: m {\displaystyle m} training examples ( x 1 , y 1 ) , … , ( x m , y m ) {\displaystyle (x_{1},y_{1}),\ldots ,(x_{m},y_{m})} where x j ∈ X , y j ∈ Y = { − 1 , + 1 } {\displaystyle x_{j}\in X,\,y_{j}\in Y=\{-1,+1\}} The parameter c {\displaystyle c} Initialise: s = c {\displaystyle s=c} . (The value of s {\displaystyle s} is the amount of time remaining in the game) r i ( x j ) = 0 {\displaystyle r_{i}(x_{j})=0} ∀ j {\displaystyle \forall j} . The value of r i ( x j ) {\displaystyle r_{i}(x_{j})} is the margin at iteration i {\displaystyle i} for example x j {\displaystyle x_{j}} . While s > 0 {\displaystyle s>0} : Set the weights of each example: W i ( x j ) = e − ( r i ( x j ) + s ) 2 c {\displaystyle W_{i}(x_{j})=e^{-{\frac {(r_{i}(x_{j})+s)^{2}}{c}}}} , where r i ( x j ) {\displaystyle r_{i}(x_{j})} is the margin of example x j {\displaystyle x_{j}} Find a classifier h i : X → { − 1 , + 1 } {\displaystyle h_{i}:X\to \{-1,+1\}} such that ∑ j W i ( x j ) h i ( x j ) y j > 0 {\displaystyle \sum _{j}W_{i}(x_{j})h_{i}(x_{j})y_{j}>0} Find values α , t {\displaystyle \alpha ,t} that satisfy the equation: ∑ j h i ( x j ) y j e − ( r i ( x j ) + α h i ( x j ) y j + s − t ) 2 c = 0 {\displaystyle \sum _{j}h_{i}(x_{j})y_{j}e^{-{\frac {(r_{i}(x_{j})+\alpha h_{i}(x_{j})y_{j}+s-t)^{2}}{c}}}=0} . (Note this is similar to the condition E W i + 1 [ h i ( x j ) y j ] = 0 {\displaystyle E_{W_{i+1}}[h_{i}(x_{j})y_{j}]=0} set forth by Schapire and Singer. In this setting, we are numerically finding the W i + 1 = exp ⁡ ( ⋯ ⋯ ) {\displaystyle W_{i+1}=\exp \left({\frac {\cdots }{\cdots }}\right)} such that E W i + 1 [ h i ( x j ) y j ] = 0 {\displaystyle E_{W_{i+1}}[h_{i}(x_{j})y_{j}]=0} .) This update is subject to the constraint ∑ ( Φ ( r i ( x j ) + α h ( x j ) y j + s − t ) − Φ ( r i ( x j ) + s ) ) = 0 {\displaystyle \sum \left(\Phi \left(r_{i}(x_{j})+\alpha h(x_{j})y_{j}+s-t\right)-\Phi \left(r_{i}(x_{j})+s\right)\right)=0} , where Φ ( z ) = 1 − erf ( z / c ) {\displaystyle \Phi (z)=1-{\mbox{erf}}(z/{\sqrt {c}})} is the potential loss for a point with margin r i ( x j ) {\displaystyle r_{i}(x_{j})} Update the margins for each example: r i + 1 ( x j ) = r i ( x j ) + α h ( x j ) y j {\displaystyle r_{i+1}(x_{j})=r_{i}(x_{j})+\alpha h(x_{j})y_{j}} Update the time remaining: s = s − t {\displaystyle s=s-t} Output: H ( x ) = sign ( ∑ i α i h i ( x ) ) {\displaystyle H(x)={\textrm {sign}}\left(\sum _{i}\alpha _{i}h_{i}(x)\right)} == Empirical results == In preliminary experimental results with noisy datasets, BrownBoost outperformed AdaBoost's generalization error; however, LogitBoost performed as well as BrownBoost. An implementation of BrownBoost can be found in the open source software JBoost.

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  • ActivTrak

    ActivTrak

    ActivTrak is an American company that produces workforce analytics and productivity software. The company was founded in 2009 by Birch Grove Software and is headquartered in Austin, Texas. The company has raised US$77.5 million in funding and is backed by Sapphire Ventures and Elsewhere Partners. == History == ActivTrak was founded in 2009 by Herb Axilrod and Anton Seidler in Dallas, Texas. ActivTrak's first on-demand software product launched in 2012, and the workforce analytics platform launched in 2015. It uses data sourced from more than 9,500 customers and 900,000 users. In 2019, ActivTrak raised $20 million in a Series A round of funding with Elsewhere Partners, a growth-stage venture capital firm that principally invests in B2B startups. Rita Selvaggi assumed the role of CEO. In 2020, ActivTrak raised $50M in a Series B round of funding with Sapphire Ventures and Elsewhere Partners. The company also introduced the ActivTrak Productivity Lab, an online resource about workforce productivity research, industry benchmark data, and best practices. == Product == ActivTrak is a workforce analytics and productivity platform that uses reports, dashboards, and data analysis. The platform uses machine learning (AI) to collect and analyze user activity data and produce reports about workforce productivity. The software runs on Microsoft Windows, Mac, Chrome, Terminal Services, and VDI. It includes the ActivTrak Agent, which runs in the background and collects data. It responds to user activity, sensing mouse and keyboard movement in the active window(s) of the user's device. This data is collected and stored in a database that aggregates the data based on the user's request. ActivTrak does not utilize keystroke logging, content scraping, camera access, video recording or mobile device monitoring. The database leverages data analytics to generate account and team benchmarks, and identify productivity patterns and outliers. == Awards == Built In, 100 Best Midsize Places to Work in Austin, 2025 G2, Winter: Best Estimated ROI, High Performer, Best Relationship, Best Support, Users Most Likely to Recommend, Easiest Setup, Easiest Admin, Best Meets Requirements, Users Love Us, 2025 TrustRadius, Buyer’s Choice, 2025 Deloitte Technology Fast 500, No. 468 Fastest-Growing Company, 2024 Product Marketing Alliance, AI Marketing Innovation, 2024 Fortune Best Workplaces in Technology™, 2024 Inc. 5000, No. 2335 of America’s Fastest-Growing Private Companies, 2024 Fortune Best Workplaces in Texas™, 2024 Reworked IMPACT Gold Award: Most Innovative Workplace Productivity Solution, 2024 TrustRadius, Most Loved, 2024 Great Place To Work-Certified™, 2024 Inc. 5000 Regionals: Southwest, 2024 Brandon Hall Group, Best Advance in HR Predictive Analytics Technology, 2024

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  • LogitBoost

    LogitBoost

    In machine learning and computational learning theory, LogitBoost is a boosting algorithm formulated by Jerome Friedman, Trevor Hastie, and Robert Tibshirani. The original paper casts the AdaBoost algorithm into a statistical framework. Specifically, if one considers AdaBoost as a generalized additive model and then applies the cost function of logistic regression, one can derive the LogitBoost algorithm. == Minimizing the LogitBoost cost function == LogitBoost can be seen as a convex optimization. Specifically, given that we seek an additive model of the form f = ∑ t α t h t {\displaystyle f=\sum _{t}\alpha _{t}h_{t}} the LogitBoost algorithm minimizes the logistic loss: ∑ i log ⁡ ( 1 + e − y i f ( x i ) ) {\displaystyle \sum _{i}\log \left(1+e^{-y_{i}f(x_{i})}\right)}

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  • Vapnik–Chervonenkis theory

    Vapnik–Chervonenkis theory

    Vapnik–Chervonenkis theory (also known as VC theory) was developed during 1960–1990 by Vladimir Vapnik and Alexey Chervonenkis. The theory is a form of computational learning theory, which attempts to explain the learning process from a statistical point of view. == Introduction == VC theory covers at least four parts (as explained in The Nature of Statistical Learning Theory): Theory of consistency of learning processes What are (necessary and sufficient) conditions for consistency of a learning process based on the empirical risk minimization principle? Nonasymptotic theory of the rate of convergence of learning processes How fast is the rate of convergence of the learning process? Theory of controlling the generalization ability of learning processes How can one control the rate of convergence (the generalization ability) of the learning process? Theory of constructing learning machines How can one construct algorithms that can control the generalization ability? VC Theory is a major subbranch of statistical learning theory. One of its main applications in statistical learning theory is to provide generalization conditions for learning algorithms. From this point of view, VC theory is related to stability, which is an alternative approach for characterizing generalization. In addition, VC theory and VC dimension are instrumental in the theory of empirical processes, in the case of processes indexed by VC classes. Arguably these are the most important applications of the VC theory, and are employed in proving generalization. Several techniques will be introduced that are widely used in the empirical process and VC theory. The discussion is mainly based on the book Weak Convergence and Empirical Processes: With Applications to Statistics. == Overview of VC theory in empirical processes == === Background on empirical processes === Let ( X , A ) {\displaystyle ({\mathcal {X}},{\mathcal {A}})} be a measurable space. For any measure Q {\displaystyle Q} on ( X , A ) {\displaystyle ({\mathcal {X}},{\mathcal {A}})} , and any measurable functions f : X → R {\displaystyle f:{\mathcal {X}}\to \mathbf {R} } , define Q f = ∫ f d Q {\displaystyle Qf=\int fdQ} Measurability issues will be ignored here, for more technical detail see. Let F {\displaystyle {\mathcal {F}}} be a class of measurable functions f : X → R {\displaystyle f:{\mathcal {X}}\to \mathbf {R} } and define: ‖ Q ‖ F = sup { | Q f | : f ∈ F } . {\displaystyle \|Q\|_{\mathcal {F}}=\sup\{\vert Qf\vert \ :\ f\in {\mathcal {F}}\}.} Let X 1 , … , X n {\displaystyle X_{1},\ldots ,X_{n}} be independent, identically distributed random elements of ( X , A ) {\displaystyle ({\mathcal {X}},{\mathcal {A}})} . Then define the empirical measure P n = n − 1 ∑ i = 1 n δ X i , {\displaystyle \mathbb {P} _{n}=n^{-1}\sum _{i=1}^{n}\delta _{X_{i}},} where δ here stands for the Dirac measure. The empirical measure induces a map F → R {\displaystyle {\mathcal {F}}\to \mathbf {R} } given by: f ↦ P n f = 1 n ( f ( X 1 ) + . . . + f ( X n ) ) {\displaystyle f\mapsto \mathbb {P} _{n}f={\frac {1}{n}}(f(X_{1})+...+f(X_{n}))} Now suppose P is the underlying true distribution of the data, which is unknown. Empirical Processes theory aims at identifying classes F {\displaystyle {\mathcal {F}}} for which statements such as the following hold: uniform law of large numbers: ‖ P n − P ‖ F → n 0 , {\displaystyle \|\mathbb {P} _{n}-P\|_{\mathcal {F}}{\underset {n}{\to }}0,} That is, as n → ∞ {\displaystyle n\to \infty } , | 1 n ( f ( X 1 ) + . . . + f ( X n ) ) − ∫ f d P | → 0 {\displaystyle \left|{\frac {1}{n}}(f(X_{1})+...+f(X_{n}))-\int fdP\right|\to 0} uniformly for all f ∈ F {\displaystyle f\in {\mathcal {F}}} . uniform central limit theorem: G n = n ( P n − P ) ⇝ G , in ℓ ∞ ( F ) {\displaystyle \mathbb {G} _{n}={\sqrt {n}}(\mathbb {P} _{n}-P)\rightsquigarrow \mathbb {G} ,\quad {\text{in }}\ell ^{\infty }({\mathcal {F}})} In the former case F {\displaystyle {\mathcal {F}}} is called Glivenko–Cantelli class, and in the latter case (under the assumption ∀ x , sup f ∈ F | f ( x ) − P f | < ∞ {\displaystyle \forall x,\sup \nolimits _{f\in {\mathcal {F}}}\vert f(x)-Pf\vert <\infty } ) the class F {\displaystyle {\mathcal {F}}} is called Donsker or P-Donsker. A Donsker class is Glivenko–Cantelli in probability by an application of Slutsky's theorem. These statements are true for a single f {\displaystyle f} , by standard LLN, CLT arguments under regularity conditions, and the difficulty in the Empirical Processes comes in because joint statements are being made for all f ∈ F {\displaystyle f\in {\mathcal {F}}} . Intuitively then, the set F {\displaystyle {\mathcal {F}}} cannot be too large, and as it turns out that the geometry of F {\displaystyle {\mathcal {F}}} plays a very important role. One way of measuring how big the function set F {\displaystyle {\mathcal {F}}} is to use the so-called covering numbers. The covering number N ( ε , F , ‖ ⋅ ‖ ) {\displaystyle N(\varepsilon ,{\mathcal {F}},\|\cdot \|)} is the minimal number of balls { g : ‖ g − f ‖ < ε } {\displaystyle \{g:\|g-f\|<\varepsilon \}} needed to cover the set F {\displaystyle {\mathcal {F}}} (here it is obviously assumed that there is an underlying norm on F {\displaystyle {\mathcal {F}}} ). The entropy is the logarithm of the covering number. Two sufficient conditions are provided below, under which it can be proved that the set F {\displaystyle {\mathcal {F}}} is Glivenko–Cantelli or Donsker. A class F {\displaystyle {\mathcal {F}}} is P-Glivenko–Cantelli if it is P-measurable with envelope F such that P ∗ F < ∞ {\displaystyle P^{\ast }F<\infty } and satisfies: ∀ ε > 0 sup Q N ( ε ‖ F ‖ Q , F , L 1 ( Q ) ) < ∞ . {\displaystyle \forall \varepsilon >0\quad \sup \nolimits _{Q}N(\varepsilon \|F\|_{Q},{\mathcal {F}},L_{1}(Q))<\infty .} The next condition is a version of Dudley's theorem. If F {\displaystyle {\mathcal {F}}} is a class of functions such that ∫ 0 ∞ sup Q log ⁡ N ( ε ‖ F ‖ Q , 2 , F , L 2 ( Q ) ) d ε < ∞ {\displaystyle \int _{0}^{\infty }\sup \nolimits _{Q}{\sqrt {\log N\left(\varepsilon \|F\|_{Q,2},{\mathcal {F}},L_{2}(Q)\right)}}d\varepsilon <\infty } then F {\displaystyle {\mathcal {F}}} is P-Donsker for every probability measure P such that P ∗ F 2 < ∞ {\displaystyle P^{\ast }F^{2}<\infty } . In the last integral, the notation means ‖ f ‖ Q , 2 = ( ∫ | f | 2 d Q ) 1 2 {\displaystyle \|f\|_{Q,2}=\left(\int |f|^{2}dQ\right)^{\frac {1}{2}}} . === Symmetrization === The majority of the arguments about how to bound the empirical process rely on symmetrization, maximal and concentration inequalities, and chaining. Symmetrization is usually the first step of the proofs, and since it is used in many machine learning proofs on bounding empirical loss functions (including the proof of the VC inequality which is discussed in the next section). It is presented here: Consider the empirical process: f ↦ ( P n − P ) f = 1 n ∑ i = 1 n ( f ( X i ) − P f ) {\displaystyle f\mapsto (\mathbb {P} _{n}-P)f={\dfrac {1}{n}}\sum _{i=1}^{n}(f(X_{i})-Pf)} Turns out that there is a connection between the empirical and the following symmetrized process: f ↦ P n 0 f = 1 n ∑ i = 1 n ε i f ( X i ) {\displaystyle f\mapsto \mathbb {P} _{n}^{0}f={\dfrac {1}{n}}\sum _{i=1}^{n}\varepsilon _{i}f(X_{i})} The symmetrized process is a Rademacher process, conditionally on the data X i {\displaystyle X_{i}} . Therefore, it is a sub-Gaussian process by Hoeffding's inequality. Lemma (Symmetrization). For every nondecreasing, convex Φ: R → R and class of measurable functions F {\displaystyle {\mathcal {F}}} , E Φ ( ‖ P n − P ‖ F ) ≤ E Φ ( 2 ‖ P n 0 ‖ F ) {\displaystyle \mathbb {E} \Phi (\|\mathbb {P} _{n}-P\|_{\mathcal {F}})\leq \mathbb {E} \Phi \left(2\left\|\mathbb {P} _{n}^{0}\right\|_{\mathcal {F}}\right)} The proof of the Symmetrization lemma relies on introducing independent copies of the original variables X i {\displaystyle X_{i}} (sometimes referred to as a ghost sample) and replacing the inner expectation of the LHS by these copies. After an application of Jensen's inequality different signs could be introduced (hence the name symmetrization) without changing the expectation. The proof can be found below because of its instructive nature. The same proof method can be used to prove the Glivenko–Cantelli theorem. A typical way of proving empirical CLTs, first uses symmetrization to pass the empirical process to P n 0 {\displaystyle \mathbb {P} _{n}^{0}} and then argue conditionally on the data, using the fact that Rademacher processes are simple processes with nice properties. === VC Connection === It turns out that there is a fascinating connection between certain combinatorial properties of the set F {\displaystyle {\mathcal {F}}} and the entropy numbers. Uniform covering numbers can be controlled by the notion of Vapnik–Chervonenkis classes of sets – or shortly VC sets. Consider a collection C {\displaystyle {\mathcal {C}}} of subsets of the sample space X {\displaystyle

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  • Evolutionary programming

    Evolutionary programming

    Evolutionary programming is an evolutionary algorithm, where a share of new population is created by mutation of previous population without crossover. Evolutionary programming differs from evolution strategy ES( μ + λ {\displaystyle \mu +\lambda } ) in one detail. All individuals are selected for the new population, while in ES( μ + λ {\displaystyle \mu +\lambda } ), every individual has the same probability to be selected. It is one of the four major evolutionary algorithm paradigms. == History == It was first used by Lawrence J. Fogel in the US in 1960 in order to use simulated evolution as a learning process aiming to generate artificial intelligence. It was used to evolve finite-state machines as predictors.

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  • NER model

    NER model

    NER is one of several formulas for accessing live subtitles in television broadcasts and events that are produced using speech recognition. The three letters stand for number, edit error and recognition error. It has been promoted as an alternative to Word error rate (Word Error Rate) which is a more objective measure. The overall score is calculated as follows: Firstly, the number of edit and recognition errors is deducted from the total number of words in the live subtitles. This number is then divided by the total number of words in the live subtitles and finally multiplied by one hundred. N E R v a l u e = N − E − R N ∗ 100 {\displaystyle NERvalue={\frac {N-E-R}{N}}100} . The acronyms stand for the following: N (number) = total number of words in the live subtitles E (Edit error) = edit error R (Recognition error) = recognition error This measurement process has been used for public television broadcasts in European countries like Italy and Switzerland. One major drawback with NER is that it requires a human assessor to rate errors as either: 1 Minor edition or recognition errors 2 Normal edition or recognition errors 3 Serious errors which are then weighted in the assessment process. This is both subjective, time consuming and costly. Also, NER fails to account for words left out subtitles which is something that does not take account of the D/deaf audience who want verbatim subtitles. As a result, NER cannot accurately reflect the audience's experience of subtitles. Another problem is the inconsistency of human evaluation of subtitles, particularly with live subtitles, where there are differing opinions of the importance of subtitle errors. By way of contrast, Word error rate is an objective measure of subtitle errors, since it measures the textual discrepancy between the subtitles and the speech.

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  • Mating pool

    Mating pool

    Mating pool is a concept used in evolutionary algorithms and means a population of parents for the next population. The mating pool is formed by candidate solutions that the selection operators deem to have the highest fitness in the current population. Solutions that are included in the mating pool are referred to as parents. Individual solutions can be repeatedly included in the mating pool, with individuals of higher fitness values having a higher chance of being included multiple times. Crossover operators are then applied to the parents, resulting in recombination of genes recognized as superior. Lastly, random changes in the genes are introduced through mutation operators, increasing the genetic variation in the gene pool. Those two operators improve the chance of creating new, superior solutions. A new generation of solutions is thereby created, the children, who will constitute the next population. Depending on the selection method, the total number of parents in the mating pool can be different to the size of the initial population, resulting in a new population that’s smaller. To continue the algorithm with an equally sized population, random individuals from the old populations can be chosen and added to the new population. At this point, the fitness value of the new solutions is evaluated. If the termination conditions are fulfilled, processes come to an end. Otherwise, they are repeated. The repetition of the steps result in candidate solutions that evolve towards the most optimal solution over time. The genes will become increasingly uniform towards the most optimal gene, a process called convergence. If 95% of the population share the same version of a gene, the gene has converged. When all the individual fitness values have reached the value of the best individual, i.e. all the genes have converged, population convergence is achieved. == Mating pool creation == Several methods can be applied to create a mating pool. All of these processes involve the selective breeding of a particular number of individuals within a population. There are multiple criteria that can be employed to determine which individuals make it into the mating pool and which are left behind. The selection methods can be split into three general types: fitness proportionate selection, ordinal based selection and threshold based selection. === Fitness proportionate selection === In the case of fitness proportionate selection, random individuals are selected to enter the pool. However, the ones with a higher level of fitness are more likely to be picked and therefore have a greater chance of passing on their features to the next generation. One of the techniques used in this type of parental selection is the roulette wheel selection. This approach divides a hypothetical circular wheel into different slots, the size of which is equal to the fitness values of each potential candidate. Afterwards, the wheel is rotated and a fixed point determines which individual gets picked. The greater the fitness value of an individual, the higher the probability of being chosen as a parent by the random spin of the wheel. Alternatively, stochastic universal sampling can be implemented. This selection method is also based on the rotation of a spinning wheel. However, in this case there is more than one fixed point and as a result all of the mating pool members will be selected simultaneously. === Ordinal based selection === The ordinal based selection methods include the tournament and ranking selection. Tournament selection involves the random selection of individuals of a population and the subsequent comparison of their fitness levels. The winners of these “tournaments” are the ones with the highest values and will be put into the mating pool as parents. In ranking selection all the individuals are sorted based on their fitness values. Then, the selection of the parents is made according to the rank of the candidates. Every individual has a chance of being chosen, but higher ranked ones are favored === Threshold based selection === The last type of selection method is referred to as the threshold based method. This includes the truncation selection method, which sorts individuals based on their phenotypic values on a specific trait and later selects the proportion of them that are within a certain threshold as parents.

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  • Gaussian process emulator

    Gaussian process emulator

    In statistics, Gaussian process emulator is one name for a general type of statistical model that has been used in contexts where the problem is to make maximum use of the outputs of a complicated (often non-random) computer-based simulation model. Each run of the simulation model is computationally expensive and each run is based on many different controlling inputs. The variation of the outputs of the simulation model is expected to vary reasonably smoothly with the inputs, but in an unknown way. The overall analysis involves two models: the simulation model, or "simulator", and the statistical model, or "emulator", which notionally emulates the unknown outputs from the simulator. The Gaussian process emulator model treats the problem from the viewpoint of Bayesian statistics. In this approach, even though the output of the simulation model is fixed for any given set of inputs, the actual outputs are unknown unless the computer model is run and hence can be made the subject of a Bayesian analysis. The main element of the Gaussian process emulator model is that it models the outputs as a Gaussian process on a space that is defined by the model inputs. The model includes a description of the correlation or covariance of the outputs, which enables the model to encompass the idea that differences in the output will be small if there are only small differences in the inputs.

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  • LamaH

    LamaH

    LamaH (Large-Sample Data for Hydrology and Environmental Sciences) is a cross-state initiative for unified data preparation and collection in the field of catchment hydrology. Hydrological datasets, for example, are an integral component for creating flood forecasting models. == Features == LamaH datasets always consist of a combination of meteorological time series (e.g., precipitation, temperature) and hydrologically relevant catchment attributes (e.g., elevation, slope, forest area, soil, bedrock) aggregated over the respective catchment as well as associated hydrological time series at the catchment outlet (discharge). By evaluating the large and heterogeneous sample (large-sample) of catchments, it is possible to gain insights into the hydrological cycle that would probably not be achievable with local and small-scale studies. The structure of the dataset allows an evaluation based on machine learning methods (deep learning). The accompanying paper explains not only the data preparation but also any limitations, uncertainties and possible applications. == Difference to CAMELS == The LamaH datasets are quite similar to the CAMELS datasets, but additionally feature: Further basin delineations (based on intermediate catchments) and attributes (e.g. flow distance and altitude difference between two topologically adjacent discharge gauges), enabling the setup of an interconnected hydrological network Attributes for classifying catchments and runoff gauges according to the degree and type of (anthropogenic) influence == Availability == LamaH datasets are available for the following regions: Central Europe (Austria and its hydrological upstream areas in Germany, Czech Republic, Switzerland, Slovakia, Italy, Liechtenstein, Slovenia and Hungary) / 859 catchments CAMELS datasets are available for (ranked by publication date): Contiguous USA (exclusive Alaska and Hawaii) / 671 catchments Chile / 516 catchments Brazil / 897 catchments Great Britain / 671 catchments Australia / 222 catchments Both the CAMELS and LamaH datasets are licensed with Creative Commons and are therefore available barrier-free for the public.

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  • Nuance Communications

    Nuance Communications

    Nuance Communications, Inc. was an American multinational computer software technology corporation, headquartered in Burlington, Massachusetts, that markets speech recognition and artificial intelligence software. Nuance merged with its competitor in the commercial large-scale speech application business, ScanSoft, in October 2005. ScanSoft was a Xerox spin-off that was bought in 1999 by Visioneer, a hardware and software scanner company, which adopted ScanSoft as the new merged company name. The original ScanSoft had its roots in Kurzweil Computer Products. In April 2021, Microsoft announced it would buy Nuance Communications. The deal is an all-cash transaction of $19.7 billion, including company debt, or $56 per share. The acquisition was completed in March 2022. == History == The Speech Technology and Research (STAR) Laboratory at SRI International began the journey that, in 1994, resulted in a spin-off company; Corona Corporation (later renamed to Nuance Communications ). Nuance Communications (NUAN) went public on the Nasdaq Stock Market in 1995. Nuance focused on commercializing advanced speech recognition technologies. Nuance was an early spinoff of SRI's Speech Technology and Research (STAR) Laboratory, a world leader in audio processing, speech and speaker analytics and spoken language research. The technology that served as the foundation of Nuance's speech recognition solution started at the STAR Lab and helped launch Nuance more than 20 years ago. In 1995, The SRI Language Modeling Toolkit (SRILM) was developed. This provides the tools to build and apply statistical language models (LMs), primarily for use in speech recognition, statistical tagging and segmentation, and machine translation. In terms of commercialization of natural automated speech recognition, SRI's natural language speech recognition software was the first to be deployed by a major corporation. In 1996, Charles Schwab & Co., Inc., used Nuance's speech recognition technology to allow customers to receive stock quotes over the telephone. One of the key features of the ‘Schwab Discount Brokerage system’, was the ability to recognize English words even when spoken by customers with accents. In 1997, Nuance Communications developed the first large scale commercial dialog system for United Parcel Services (UPS). UPS used the voice recognition platform to handle very large numbers of inquiries about package status. The company that would later merge with Nuance Communications started life as Visioneer, incorporated in 1992. In 1999, Visioneer acquired ScanSoft, Inc. (SSFT), and the combined company became known as ScanSoft. In September 2005, ScanSoft Inc. acquired and merged with Nuance Communications (NUAN), a natural language DOD-project spinoff from SRI International. The resulting company adopted the Nuance name. During the prior decade, the two companies competed in the commercial large-scale speech application business. === Data breach === Between 2014 and 2017, Nuance exposed over 45,000 patient records. == Solutions == Customer service virtual assistants Speech recognition — for people Speech recognition — for business Speech recognition — for physicians Accessibility Power PDF Managed Print Services Transcription === ScanSoft origins === In 1974, Raymond Kurzweil founded Kurzweil Computer Products, Inc. to develop the first omni-font optical character-recognition system – a computer program capable of recognizing text written in any normal font. In 1980, Kurzweil sold his company to Xerox. The company became known as Xerox Imaging Systems (XIS), and later ScanSoft. In March 1992, a new company called Visioneer, Inc. was founded to develop scanner hardware and software products, such as a sheetfed scanner called PaperMax and the document management software PaperPort. Visioneer eventually sold its hardware division to Primax Electronics, Ltd. in January 1999. Two months later, in March, Visioneer acquired ScanSoft from Xerox to form a new public company with ScanSoft as the new company-wide name. Prior to 2001, ScanSoft focused primarily on desktop imaging software such as TextBridge, PaperPort and OmniPage. Beginning with the December 2001 acquisition of Lernout & Hauspie assets, the company moved into the speech recognition business and began to compete with Nuance. Lernout & Hauspie had acquired speech recognition company Dragon Systems in June 2001, shortly before becoming bankrupt in October. Scansoft acquired speech recognition company SpeechWorks in 2003. === Partnership with Siri and Apple Inc. === In 2013, Nuance confirmed that its natural language processing algorithms supported Apple's Siri voice assistant. === Focus on health care === In 2019, Nuance spun off its automotive division as the company Cerence, allowing it to focus on health care applications. === Acquisition by Microsoft === On April 12, 2021, Microsoft announced that it would buy Nuance Communications for $19.7 billion, or $56 a share, a 22% increase over the previous closing price. Nuance's CEO, Mark Benjamin, stayed with the company. This was Microsoft's second-biggest acquisition up to that point, after its purchase of LinkedIn for $24 billion (~$30.7 billion in 2024) in 2016. Shortly after the deal, the Competition and Markets Authority, a UK regulatory body, stated it was looking into the deal on the basis of antitrust concerns. In December 2021, it was reported that the deal would be approved by the European Union. The acquisition was completed on March 4, 2022. In May 2023, Nuance announced an unspecified number of layoffs.

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  • Semantic mapping (statistics)

    Semantic mapping (statistics)

    Semantic mapping (SM) is a statistical method for dimensionality reduction (the transformation of data from a high-dimensional space into a low-dimensional space). SM can be used in a set of multidimensional vectors of features to extract a few new features that preserves the main data characteristics. SM performs dimensionality reduction by clustering the original features in semantic clusters and combining features mapped in the same cluster to generate an extracted feature. Given a data set, this method constructs a projection matrix that can be used to map a data element from a high-dimensional space into a reduced dimensional space. SM can be applied in construction of text mining and information retrieval systems, as well as systems managing vectors of high dimensionality. SM is an alternative to random mapping, principal components analysis and latent semantic indexing methods.

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  • Locality-sensitive hashing

    Locality-sensitive hashing

    In computer science, locality-sensitive hashing (LSH) is a fuzzy hashing technique that hashes similar input items into the same "buckets" with high probability. The number of buckets is much smaller than the universe of possible input items. Since similar items end up in the same buckets, this technique can be used for data clustering and nearest neighbor search. It differs from conventional hashing techniques in that hash collisions are maximized, not minimized. Alternatively, the technique can be seen as a way to reduce the dimensionality of high-dimensional data; high-dimensional input items can be reduced to low-dimensional versions while preserving relative distances between items. Hashing-based approximate nearest-neighbor search algorithms generally use one of two main categories of hashing methods: either data-independent methods, such as locality-sensitive hashing (LSH); or data-dependent methods, such as locality-preserving hashing (LPH). Locality-preserving hashing was initially devised as a way to facilitate data pipelining in implementations of massively parallel algorithms that use randomized routing and universal hashing to reduce memory contention and network congestion. == Definitions == A finite family F {\displaystyle {\mathcal {F}}} of functions h : M → S {\displaystyle h\colon M\to S} is defined to be an LSH family for a metric space M = ( M , d ) {\displaystyle {\mathcal {M}}=(M,d)} , a threshold r > 0 {\displaystyle r>0} , an approximation factor c > 1 {\displaystyle c>1} , and probabilities p 1 > p 2 {\displaystyle p_{1}>p_{2}} if it satisfies the following condition. For any two points a , b ∈ M {\displaystyle a,b\in M} and a hash function h {\displaystyle h} chosen uniformly at random from F {\displaystyle {\mathcal {F}}} : If d ( a , b ) ≤ r {\displaystyle d(a,b)\leq r} , then h ( a ) = h ( b ) {\displaystyle h(a)=h(b)} (i.e., a and b collide) with probability at least p 1 {\displaystyle p_{1}} , If d ( a , b ) ≥ c r {\displaystyle d(a,b)\geq cr} , then h ( a ) = h ( b ) {\displaystyle h(a)=h(b)} with probability at most p 2 {\displaystyle p_{2}} . Such a family F {\displaystyle {\mathcal {F}}} is called ( r , c r , p 1 , p 2 ) {\displaystyle (r,cr,p_{1},p_{2})} -sensitive. === LSH with respect to a similarity measure === Alternatively it is possible to define an LSH family on a universe of items U endowed with a similarity function ϕ : U × U → [ 0 , 1 ] {\displaystyle \phi \colon U\times U\to [0,1]} . In this setting, a LSH scheme is a family of hash functions H coupled with a probability distribution D over H such that a function h ∈ H {\displaystyle h\in H} chosen according to D satisfies P r [ h ( a ) = h ( b ) ] = ϕ ( a , b ) {\displaystyle Pr[h(a)=h(b)]=\phi (a,b)} for each a , b ∈ U {\displaystyle a,b\in U} . === Amplification === Given a ( d 1 , d 2 , p 1 , p 2 ) {\displaystyle (d_{1},d_{2},p_{1},p_{2})} -sensitive family F {\displaystyle {\mathcal {F}}} , we can construct new families G {\displaystyle {\mathcal {G}}} by either the AND-construction or OR-construction of F {\displaystyle {\mathcal {F}}} . To create an AND-construction, we define a new family G {\displaystyle {\mathcal {G}}} of hash functions g, where each function g is constructed from k random functions h 1 , … , h k {\displaystyle h_{1},\ldots ,h_{k}} from F {\displaystyle {\mathcal {F}}} . We then say that for a hash function g ∈ G {\displaystyle g\in {\mathcal {G}}} , g ( x ) = g ( y ) {\displaystyle g(x)=g(y)} if and only if all h i ( x ) = h i ( y ) {\displaystyle h_{i}(x)=h_{i}(y)} for i = 1 , 2 , … , k {\displaystyle i=1,2,\ldots ,k} . Since the members of F {\displaystyle {\mathcal {F}}} are independently chosen for any g ∈ G {\displaystyle g\in {\mathcal {G}}} , G {\displaystyle {\mathcal {G}}} is a ( d 1 , d 2 , p 1 k , p 2 k ) {\displaystyle (d_{1},d_{2},p_{1}^{k},p_{2}^{k})} -sensitive family. To create an OR-construction, we define a new family G {\displaystyle {\mathcal {G}}} of hash functions g, where each function g is constructed from k random functions h 1 , … , h k {\displaystyle h_{1},\ldots ,h_{k}} from F {\displaystyle {\mathcal {F}}} . We then say that for a hash function g ∈ G {\displaystyle g\in {\mathcal {G}}} , g ( x ) = g ( y ) {\displaystyle g(x)=g(y)} if and only if h i ( x ) = h i ( y ) {\displaystyle h_{i}(x)=h_{i}(y)} for one or more values of i. Since the members of F {\displaystyle {\mathcal {F}}} are independently chosen for any g ∈ G {\displaystyle g\in {\mathcal {G}}} , G {\displaystyle {\mathcal {G}}} is a ( d 1 , d 2 , 1 − ( 1 − p 1 ) k , 1 − ( 1 − p 2 ) k ) {\displaystyle (d_{1},d_{2},1-(1-p_{1})^{k},1-(1-p_{2})^{k})} -sensitive family. == Applications == LSH has been applied to several problem domains, including: Near-duplicate detection Hierarchical clustering Genome-wide association study Image similarity identification VisualRank Gene expression similarity identification Audio similarity identification Nearest neighbor search Audio fingerprint Digital video fingerprinting Shared memory organization in parallel computing Physical data organization in database management systems Training fully connected neural networks Computer security Machine learning == Methods == === Bit sampling for Hamming distance === One of the easiest ways to construct an LSH family is by bit sampling. This approach works for the Hamming distance over d-dimensional vectors { 0 , 1 } d {\displaystyle \{0,1\}^{d}} . Here, the family F {\displaystyle {\mathcal {F}}} of hash functions is simply the family of all the projections of points on one of the d {\displaystyle d} coordinates, i.e., F = { h : { 0 , 1 } d → { 0 , 1 } ∣ h ( x ) = x i for some i ∈ { 1 , … , d } } {\displaystyle {\mathcal {F}}=\{h\colon \{0,1\}^{d}\to \{0,1\}\mid h(x)=x_{i}{\text{ for some }}i\in \{1,\ldots ,d\}\}} , where x i {\displaystyle x_{i}} is the i {\displaystyle i} th coordinate of x {\displaystyle x} . A random function h {\displaystyle h} from F {\displaystyle {\mathcal {F}}} simply selects a random bit from the input point. This family has the following parameters: P 1 = 1 − R / d {\displaystyle P_{1}=1-R/d} , P 2 = 1 − c R / d {\displaystyle P_{2}=1-cR/d} . That is, any two vectors x , y {\displaystyle x,y} with Hamming distance at most R {\displaystyle R} collide under a random h {\displaystyle h} with probability at least P 1 {\displaystyle P_{1}} . Any x , y {\displaystyle x,y} with Hamming distance at least c R {\displaystyle cR} collide with probability at most P 2 {\displaystyle P_{2}} . === Min-wise independent permutations === Suppose U is composed of subsets of some ground set of enumerable items S and the similarity function of interest is the Jaccard index J. If π is a permutation on the indices of S, for A ⊆ S {\displaystyle A\subseteq S} let h ( A ) = min a ∈ A { π ( a ) } {\displaystyle h(A)=\min _{a\in A}\{\pi (a)\}} . Each possible choice of π defines a single hash function h mapping input sets to elements of S. Define the function family H to be the set of all such functions and let D be the uniform distribution. Given two sets A , B ⊆ S {\displaystyle A,B\subseteq S} the event that h ( A ) = h ( B ) {\displaystyle h(A)=h(B)} corresponds exactly to the event that the minimizer of π over A ∪ B {\displaystyle A\cup B} lies inside A ∩ B {\displaystyle A\cap B} . As h was chosen uniformly at random, P r [ h ( A ) = h ( B ) ] = J ( A , B ) {\displaystyle Pr[h(A)=h(B)]=J(A,B)\,} and ( H , D ) {\displaystyle (H,D)\,} define an LSH scheme for the Jaccard index. Because the symmetric group on n elements has size n!, choosing a truly random permutation from the full symmetric group is infeasible for even moderately sized n. Because of this fact, there has been significant work on finding a family of permutations that is "min-wise independent" — a permutation family for which each element of the domain has equal probability of being the minimum under a randomly chosen π. It has been established that a min-wise independent family of permutations is at least of size lcm ⁡ { 1 , 2 , … , n } ≥ e n − o ( n ) {\displaystyle \operatorname {lcm} \{\,1,2,\ldots ,n\,\}\geq e^{n-o(n)}} , and that this bound is tight. Because min-wise independent families are too big for practical applications, two variant notions of min-wise independence are introduced: restricted min-wise independent permutations families, and approximate min-wise independent families. Restricted min-wise independence is the min-wise independence property restricted to certain sets of cardinality at most k. Approximate min-wise independence differs from the property by at most a fixed ε. === Open source methods === ==== Nilsimsa Hash ==== Nilsimsa is a locality-sensitive hashing algorithm used in anti-spam efforts. The goal of Nilsimsa is to generate a hash digest of an email message such that the digests of two similar messages are similar to each other. The paper suggests that the Nilsimsa satisfies three requirements: The digest identifying each message should not

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