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  • Pooling layer

    Pooling layer

    In neural networks, a pooling layer is a kind of network layer that downsamples and aggregates information that is dispersed among many vectors into fewer vectors. It has several uses. It removes redundant information, thus reducing the amount of computation and memory required, which makes the model more robust to small variations in the input; and it increases the receptive field of neurons in later layers in the network. == Convolutional neural network pooling == Pooling is most commonly used in convolutional neural networks (CNN). Below is a description of pooling in 2-dimensional CNNs. The generalization to n-dimensions is immediate. As notation, we consider a tensor x ∈ R H × W × C {\displaystyle x\in \mathbb {R} ^{H\times W\times C}} , where H {\displaystyle H} is height, W {\displaystyle W} is width, and C {\displaystyle C} is the number of channels. A pooling layer outputs a tensor y ∈ R H ′ × W ′ × C ′ {\displaystyle y\in \mathbb {R} ^{H'\times W'\times C'}} . We define two variables f , s {\displaystyle f,s} called "filter size" (aka "kernel size") and "stride". Sometimes, it is necessary to use a different filter size and stride for horizontal and vertical directions. In such cases, we define 4 variables: f H , f W , s H , s W {\displaystyle f_{H},f_{W},s_{H},s_{W}} . The receptive field of an entry in the output tensor, y {\displaystyle y} , are all the entries in x {\displaystyle x} that can affect that entry. === Max pooling === Max Pooling (MaxPool) is commonly used in CNNs to reduce the spatial dimensions of feature maps. Define M a x P o o l ( x | f , s ) 0 , 0 , 0 = max ( x 0 : f − 1 , 0 : f − 1 , 0 ) {\displaystyle \mathrm {MaxPool} (x|f,s)_{0,0,0}=\max(x_{0:f-1,0:f-1,0})} where 0 : f − 1 {\displaystyle 0:f-1} means the range 0 , 1 , … , f − 1 {\displaystyle 0,1,\dots ,f-1} . Note that we need to avoid the off-by-one error. The next input is M a x P o o l ( x | f , s ) 1 , 0 , 0 = max ( x s : s + f − 1 , 0 : f − 1 , 0 ) {\displaystyle \mathrm {MaxPool} (x|f,s)_{1,0,0}=\max(x_{s:s+f-1,0:f-1,0})} and so on. The receptive field of y i , j , c {\displaystyle y_{i,j,c}} is x i s + f − 1 , j s + f − 1 , c {\displaystyle x_{is+f-1,js+f-1,c}} , so in general, M a x P o o l ( x | f , s ) i , j , c = m a x ( x i s : i s + f − 1 , j s : j s + f − 1 , c ) {\displaystyle \mathrm {MaxPool} (x|f,s)_{i,j,c}=\mathrm {max} (x_{is:is+f-1,js:js+f-1,c})} If the horizontal and vertical filter size and strides differ, then in general, M a x P o o l ( x | f , s ) i , j , c = m a x ( x i s H : i s H + f H − 1 , j s W : j s W + f W − 1 , c ) {\displaystyle \mathrm {MaxPool} (x|f,s)_{i,j,c}=\mathrm {max} (x_{is_{H}:is_{H}+f_{H}-1,js_{W}:js_{W}+f_{W}-1,c})} More succinctly, we can write y k = max ( { x k ′ | k ′ in the receptive field of k } ) {\displaystyle y_{k}=\max(\{x_{k'}|k'{\text{ in the receptive field of }}k\})} . If H {\displaystyle H} is not expressible as k s + f {\displaystyle ks+f} where k {\displaystyle k} is an integer, then for computing the entries of the output tensor on the boundaries, max pooling would attempt to take as inputs variables off the tensor. In this case, how those non-existent variables are handled depends on the padding conditions, illustrated on the right. Global Max Pooling (GMP) is a specific kind of max pooling where the output tensor has shape R C {\displaystyle \mathbb {R} ^{C}} and the receptive field of y c {\displaystyle y_{c}} is all of x 0 : H , 0 : W , c {\displaystyle x_{0:H,0:W,c}} . That is, it takes the maximum over each entire channel. It is often used just before the final fully connected layers in a CNN classification head. === Average pooling === Average pooling (AvgPool) is similarly defined A v g P o o l ( x | f , s ) i , j , c = a v e r a g e ( x i s : i s + f − 1 , j s : j s + f − 1 , c ) = 1 f 2 ∑ k ∈ i s : i s + f − 1 ∑ l ∈ j s : j s + f − 1 x k , l , c {\displaystyle \mathrm {AvgPool} (x|f,s)_{i,j,c}=\mathrm {average} (x_{is:is+f-1,js:js+f-1,c})={\frac {1}{f^{2}}}\sum _{k\in is:is+f-1}\sum _{l\in js:js+f-1}x_{k,l,c}} Global Average Pooling (GAP) is defined similarly to GMP. It was first proposed in Network-in-Network. Similarly to GMP, it is often used just before the final fully connected layers in a CNN classification head. === Interpolations === There are some interpolations of max pooling and average pooling. Mixed Pooling is a linear sum of max pooling and average pooling. That is, M i x e d P o o l ( x | f , s , w ) = w M a x P o o l ( x | f , s ) + ( 1 − w ) A v g P o o l ( x | f , s ) {\displaystyle \mathrm {MixedPool} (x|f,s,w)=w\mathrm {MaxPool} (x|f,s)+(1-w)\mathrm {AvgPool} (x|f,s)} where w ∈ [ 0 , 1 ] {\displaystyle w\in [0,1]} is either a hyperparameter, a learnable parameter, or randomly sampled anew every time. Lp Pooling is similar to average pooling, but uses Lp norm average instead of average: y k = ( 1 N ∑ k ′ in the receptive field of k | x k ′ | p ) 1 / p {\displaystyle y_{k}=\left({\frac {1}{N}}\sum _{k'{\text{ in the receptive field of }}k}|x_{k'}|^{p}\right)^{1/p}} where N {\displaystyle N} is the size of receptive field, and p ≥ 1 {\displaystyle p\geq 1} is a hyperparameter. If all activations are non-negative, then average pooling is the case of p = 1 {\displaystyle p=1} , and max pooling is the case of p → ∞ {\displaystyle p\to \infty } . Square-root pooling is the case of p = 2 {\displaystyle p=2} . Stochastic pooling samples a random activation x k ′ {\displaystyle x_{k'}} from the receptive field with probability x k ′ ∑ k ″ x k ″ {\displaystyle {\frac {x_{k'}}{\sum _{k''}x_{k''}}}} . It is the same as average pooling in expectation. Softmax pooling is like max pooling, but uses softmax, i.e. ∑ k ′ e β x k ′ x k ′ ∑ k ″ e β x k ″ {\displaystyle {\frac {\sum _{k'}e^{\beta x_{k'}}x_{k'}}{\sum _{k''}e^{\beta x_{k''}}}}} where β > 0 {\displaystyle \beta >0} . Average pooling is the case of β ↓ 0 {\displaystyle \beta \downarrow 0} , and max pooling is the case of β ↑ ∞ {\displaystyle \beta \uparrow \infty } Local Importance-based Pooling generalizes softmax pooling by ∑ k ′ e g ( x k ′ ) x k ′ ∑ k ″ e g ( x k ″ ) {\displaystyle {\frac {\sum _{k'}e^{g(x_{k'})}x_{k'}}{\sum _{k''}e^{g(x_{k''})}}}} where g {\displaystyle g} is a learnable function. === Other poolings === Spatial pyramidal pooling applies max pooling (or any other form of pooling) in a pyramid structure. That is, it applies global max pooling, then applies max pooling to the image divided into 4 equal parts, then 16, etc. The results are then concatenated. It is a hierarchical form of global pooling, and similar to global pooling, it is often used just before a classification head. Region of Interest Pooling (also known as RoI pooling) is a variant of max pooling used in R-CNNs for object detection. It is designed to take an arbitrarily-sized input matrix, and output a fixed-sized output matrix. Covariance pooling computes the covariance matrix of the vectors { x k , l , 0 : C − 1 } k ∈ i s : i s + f − 1 , l ∈ j s : j s + f − 1 {\displaystyle \{x_{k,l,0:C-1}\}_{k\in is:is+f-1,l\in js:js+f-1}} which is then flattened to a C 2 {\displaystyle C^{2}} -dimensional vector y i , j , 0 : C 2 − 1 {\displaystyle y_{i,j,0:C^{2}-1}} . Global covariance pooling is used similarly to global max pooling. As average pooling computes the average, which is a first-degree statistic, and covariance is a second-degree statistic, covariance pooling is also called "second-order pooling". It can be generalized to higher-order poolings. Blur Pooling means applying a blurring method before downsampling. For example, the Rect-2 blur pooling means taking an average pooling at f = 2 , s = 1 {\displaystyle f=2,s=1} , then taking every second pixel (identity with s = 2 {\displaystyle s=2} ). == Vision Transformer pooling == In Vision Transformers (ViT), there are the following common kinds of poolings. BERT-like pooling uses a dummy [CLS] token, "classification". For classification, the output at [CLS] is the classification token, which is then processed by a LayerNorm-feedforward-softmax module into a probability distribution, which is the network's prediction of class probability distribution. This is the one used by the original ViT and Masked Autoencoder. Global average pooling (GAP) does not use the dummy token, but simply takes the average of all output tokens as the classification token. It was mentioned in the original ViT as being equally good. Multihead attention pooling (MAP) applies a multi headed attention block to pooling. Specifically, it takes as input a list of vectors x 1 , x 2 , … , x n {\displaystyle x_{1},x_{2},\dots ,x_{n}} , which might be thought of as the output vectors of a layer of a ViT. It then applies a feedforward layer F F N {\displaystyle \mathrm {FFN} } on each vector, resulting in a matrix V = [ F F N ( v 1 ) , … , F F N ( v n ) ] {\displaystyle V=[\mathrm {FFN} (v_{1}),\dots ,\mathrm {FFN} (v_{n})]} . This is then sent to a multi-headed attention, resulting in M u l t i h e a d e d A

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  • Universal approximation theorem

    Universal approximation theorem

    In the field of machine learning, the universal approximation theorems (UATs) state that neural networks with a certain structure can, in principle, approximate any continuous function to any desired degree of accuracy. These theorems provide a mathematical justification for using neural networks, assuring researchers that a sufficiently large or deep network can model the complex, non-linear relationships often found in real-world data. The best-known version of the theorem applies to feedforward networks with a single hidden layer. It states that if the layer's activation function is non-polynomial (which is true for common choices like the sigmoid function or ReLU), then the network can act as a "universal approximator." Universality is achieved by increasing the number of neurons in the hidden layer, making the network "wider." Other versions of the theorem show that universality can also be achieved by keeping the network's width fixed but increasing its number of layers, making it "deeper." These are existence theorems. They guarantee that a network with the right structure exists, but they do not provide a method for finding the network's parameters (training it), nor do they specify exactly how large the network must be for a given function. Finding a suitable network remains a practical challenge that is typically addressed with optimization algorithms like backpropagation. == Setup == Artificial neural networks are combinations of multiple simple mathematical functions that implement more complicated functions from (typically) real-valued vectors to real-valued vectors. The spaces of multivariate functions that can be implemented by a network are determined by the structure of the network, the set of simple functions, and its multiplicative parameters. A great deal of theoretical work has gone into characterizing these function spaces. Most universal approximation theorems are in one of two classes. The first quantifies the approximation capabilities of neural networks with an arbitrary number of artificial neurons ("arbitrary width" case) and the second focuses on the case with an arbitrary number of hidden layers, each containing a limited number of artificial neurons ("arbitrary depth" case). In addition to these two classes, there are also universal approximation theorems for neural networks with bounded number of hidden layers and a limited number of neurons in each layer ("bounded depth and bounded width" case). == History == === Arbitrary width === The first results concerned the arbitrary width case. Ken-ichi Funahashi (May 1989) showed that Rumelhart–Hinton–Williams type backpropagation networks possess universal approximation capability with a class of sigmoidal activation functions, extending the result to multi-output mappings as well. Kurt Hornik, Maxwell Stinchcombe, and Halbert White (July 1989) showed that multilayer feed-forward networks with as few as one hidden layer are universal approximators, provided that the activation function satisfies certain conditions. George Cybenko (December 1989) independently established a related result for sigmoid activation functions using functional-analytic methods. Hornik also showed in 1991 that it is not the specific choice of the activation function but rather the multilayer feed-forward architecture itself that gives neural networks the potential of being universal approximators. Moshe Leshno et al in 1993 and later Allan Pinkus in 1999 showed that the universal approximation property is equivalent to having a nonpolynomial activation function. === Arbitrary depth === The arbitrary depth case was also studied by a number of authors such as Gustaf Gripenberg in 2003, Dmitry Yarotsky, Zhou Lu et al in 2017, Boris Hanin and Mark Sellke in 2018 who focused on neural networks with ReLU activation function. In 2020, Patrick Kidger and Terry Lyons extended those results to neural networks with general activation functions such, e.g. tanh or GeLU. One special case of arbitrary depth is that each composition component comes from a finite set of mappings. In 2024, Cai constructed a finite set of mappings, named a vocabulary, such that any continuous function can be approximated by compositing a sequence from the vocabulary. This is similar to the concept of compositionality in linguistics, which is the idea that a finite vocabulary of basic elements can be combined via grammar to express an infinite range of meanings. === Bounded depth and bounded width === The bounded depth and bounded width case was first studied by Maiorov and Pinkus in 1999. They showed that there exists an analytic sigmoidal activation function such that two hidden layer neural networks with bounded number of units in hidden layers are universal approximators. In 2018, Guliyev and Ismailov constructed a smooth sigmoidal activation function providing universal approximation property for two hidden layer feedforward neural networks with fewer units in hidden layers. In 2018, they also constructed single hidden layer networks with bounded width that are still universal approximators for univariate functions. However, this does not apply for multivariable functions. In 2022, Shen et al. obtained precise quantitative information on the depth and width required to approximate a target function by deep and wide ReLU neural networks. === Quantitative bounds === The question of minimal possible width for universality was first studied in 2021, Park et al obtained the minimum width required for the universal approximation of Lp functions using feed-forward neural networks with ReLU as activation functions. Similar results that can be directly applied to residual neural networks were also obtained in the same year by Paulo Tabuada and Bahman Gharesifard using control-theoretic arguments. In 2023, Cai obtained the optimal minimum width bound for the universal approximation. For the arbitrary depth case, Leonie Papon and Anastasis Kratsios derived explicit depth estimates depending on the regularity of the target function and of the activation function. === Kolmogorov network === The Kolmogorov–Arnold representation theorem is similar in spirit. Indeed, certain neural network families can directly apply the Kolmogorov–Arnold theorem to yield a universal approximation theorem. Robert Hecht-Nielsen showed that a three-layer neural network can approximate any continuous multivariate function. This was extended to the discontinuous case by Vugar Ismailov. In 2024, Ziming Liu and co-authors showed a practical application. === Reservoir computing and quantum reservoir computing === In reservoir computing a sparse recurrent neural network with fixed weights equipped of fading memory and echo state property is followed by a trainable output layer. Its universality has been demonstrated separately for what concerns networks of rate neurons and spiking neurons, respectively. In 2024, the framework has been generalized and extended to quantum reservoirs where the reservoir is based on qubits defined over Hilbert spaces. === Variants === Variants include discontinuous activation functions, noncompact domains, certifiable networks, random neural networks, and alternative network architectures and topologies. The universal approximation property of width-bounded networks has been studied as a dual of classical universal approximation results on depth-bounded networks. For input dimension d x {\displaystyle d_{x}} and output dimension d y {\displaystyle d_{y}} the minimum width required for the universal approximation of the Lp functions is exactly m a x { d x + 1 , d y } {\displaystyle max\{d_{x}+1,d_{y}\}} (for a ReLU network). More generally this also holds if both ReLU and a threshold activation function are used. Universal function approximation on graphs (or rather on graph isomorphism classes) by popular graph convolutional neural networks (GCNs or GNNs) can be made as discriminative as the Weisfeiler–Leman graph isomorphism test. In 2020, a universal approximation theorem result was established by Brüel-Gabrielsson, showing that graph representation with certain injective properties is sufficient for universal function approximation on bounded graphs and restricted universal function approximation on unbounded graphs, with an accompanying O ( | V | ⋅ | E | ) {\displaystyle {\mathcal {O}}(\left|V\right|\cdot \left|E\right|)} -runtime method that performed at state of the art on a collection of benchmarks (where V {\displaystyle V} and E {\displaystyle E} are the sets of nodes and edges of the graph respectively). There are also a variety of results between non-Euclidean spaces and other commonly used architectures and, more generally, algorithmically generated sets of functions, such as the convolutional neural network (CNN) architecture, radial basis functions, or neural networks with specific properties. == Arbitrary-width case == A universal approximation theorem formally states that a family of neural network funct

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  • IBM Watsonx

    IBM Watsonx

    Watsonx is a platform by IBM for building and managing artificial intelligence (AI) applications for business use. Released on May 9, 2023, the platform provides software tools and infrastructure for companies to work with both IBM's own AI models and models from third-party sources. The platform consists of three main components: watsonx.ai, a studio for training, validating, and deploying AI models; watsonx.data, a system for storing and managing data used by the models; and watsonx.governance, a toolkit to ensure AI applications are compliant with company policies and regulations. A key feature of the platform is that it can be trained on a company's private data to perform specialized tasks, a process known as fine-tuning. IBM states that this client-specific data is not used to train its own models. == History == Watsonx was introduced on May 9, 2023, at the annual IBM Think conference, as a platform that includes multiple services. Just like Watson AI computer with the similar name, Watsonx was named after Thomas J. Watson, IBM's founder and first CEO. On February 13, 2024, Anaconda partnered with IBM to embed its open-source Python packages into Watsonx. Watsonx is used at ESPN's Fantasy Football App for managing players' performance, and by Italian telecommunications company Wind Tre. It was employed to generate editorial content around nominees during the 66th Annual Grammy Awards. In 2025, Wimbledon integrated IBM watsonx generative AI into its app and website. Integrated with IBM Safer Payments, IBM watsonx has been used in banking sector fraud detection and anti-money laundering (AML) systems. == Services == === watsonx.ai === Watsonx.ai is a platform that allows AI developers to leverage a wide range of LLMs under IBM's own Granite series and others such as Facebook's LLaMA-2, free and open-source model Mistral, and many others present in the Hugging Face community. These models come pre-trained and optimized for various natural language processing (NLP) applications.The platform also allows fine-tuning with its Tuning Studio. === watsonx.data === Watsonx.data is a platform designed to assist clients in addressing issues related to data volume, complexity, cost, and governance.. The platform facilitates seamless data access, whether stored in the cloud or on-premises, through a single entry point. === watsonx.governance === Watsonx.governance is a platform that utilizes IBM's AI capabilities to implement AI lifecycle governance. This helps them manage risks and maintain compliance with evolving AI and industry regulations, while reducing AI bias through automated oversight.

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  • FERET database

    FERET database

    The Facial Recognition Technology (FERET) database is a dataset used for facial recognition system evaluation as part of the Face Recognition Technology (FERET) program. It was first established in 1993 under a collaborative effort between Harry Wechsler at George Mason University and Jonathon Phillips at the Army Research Laboratory in Adelphi, Maryland. The FERET database serves as a standard database of facial images for researchers to use to develop various algorithms and report results. The use of a common database also allowed one to compare the effectiveness of different approaches in methodology and gauge their strengths and weaknesses. The facial images for the database were collected between December 1993 and August 1996, accumulating a total of 14,126 images pertaining to 1,199 individuals along with 365 duplicate sets of images that were taken on a different day. In 2003, the Defense Advanced Research Projects Agency (DARPA) released a high-resolution, 24-bit color version of these images. The dataset tested includes 2,413 still facial images, representing 856 individuals. The FERET database has been used by more than 460 research groups and is managed by the National Institute of Standards and Technology (NIST).

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  • Autonomous things

    Autonomous things

    Autonomous things, abbreviated AuT, or the Internet of autonomous things, abbreviated as IoAT, is an emerging term for the technological developments that are expected to bring computers into the physical environment as autonomous entities without human direction, freely moving and interacting with humans and other objects. Self-navigating drones are the first AuT technology in (limited) deployment. It is expected that the first mass-deployment of AuT technologies will be the autonomous car, generally expected to be available around 2020. Other currently expected AuT technologies include home robotics (e.g., machines that provide care for the elderly, infirm or young), and military robots (air, land or sea autonomous machines with information-collection or target-attack capabilities). AuT technologies share many common traits, which justify the common notation. They are all based on recent breakthroughs in the domains of (deep) machine learning and artificial intelligence. They all require extensive and prompt regulatory developments to specify the requirements from them and to license and manage their deployment (see the further reading below). And they all require unprecedented levels of safety (e.g., automobile safety) and security, to overcome concerns about the potential negative impact of the new technology. As an example, the autonomous car both addresses the main existing safety issues and creates new issues. It is expected to be much safer than existing vehicles, by eliminating the single most dangerous element – the driver. The US's National Highway Traffic Safety Administration estimates 94 percent of US accidents were the result of human error and poor decision-making, including speeding and impaired driving, and the Center for Internet and Society at Stanford Law School claims that "Some ninety percent of motor vehicle crashes are caused at least in part by human error". So while safety standards like the ISO 26262 specify the required safety, there is still a burden on the industry to demonstrate acceptable safety. While car accidents claim every year 35,000 lives in the US, and 1.25 million worldwide, some believe that even "a car that's 10 times as safe, which means 3,500 people die on the roads each year [in the US alone]" would not be accepted by the public. The acceptable level may be closer to the current figures on aviation accidents and incidents, with under a thousand worldwide deaths in most years – three orders of magnitude lower than cars. This underscores the unprecedented nature of the safety requirements that will need to be met for cars, with similar levels of safety expected for other Autonomous Things.

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  • Absorbing Markov chain

    Absorbing Markov chain

    In the mathematical theory of probability, an absorbing Markov chain is a Markov chain in which every state can reach an absorbing state. An absorbing state is a state that, once entered, cannot be left. Like general Markov chains, there can be continuous-time absorbing Markov chains with an infinite state space. However, this article concentrates on the discrete-time discrete-state-space case. == Formal definition == A Markov chain is an absorbing chain if there is at least one absorbing state and it is possible to go from any state to at least one absorbing state in a finite number of steps. In an absorbing Markov chain, a state that is not absorbing is called transient. === Canonical form === Let an absorbing Markov chain with transition matrix P have t transient states and r absorbing states. The rows of P represent sources, while columns represent destinations. By ordering the transient states before the absorbing states, it can be assumed that P has the form P = [ Q R 0 I r ] , {\displaystyle P={\begin{bmatrix}Q&R\\\mathbf {0} &I_{r}\end{bmatrix}},} where Q is a t-by-t matrix, R is a nonzero t-by-r matrix, 0 is an r-by-t zero matrix, and Ir is the r-by-r identity matrix. Thus, Q describes the probability of transitioning from some transient state to another while R describes the probability of transitioning from some transient state to some absorbing state. The probability of transitioning from i to j in exactly k steps is the (i,j)-entry of Pk, further computed below. When considering only transient states, the probability is found in the upper left of Pk, the (i,j)-entry of Qk. == Fundamental matrix == === Expected number of visits to a transient state === A basic property about an absorbing Markov chain is the expected number of visits to a transient state j starting from a transient state i (before being absorbed). This can be established to be given by the (i, j) entry of so-called fundamental matrix N, obtained by summing Qk for all k (from 0 to ∞). It can be proven that N := ∑ k = 0 ∞ Q k = ( I t − Q ) − 1 , {\displaystyle N:=\sum _{k=0}^{\infty }Q^{k}=(I_{t}-Q)^{-1},} where It is the t-by-t identity matrix. The computation of this formula is the matrix equivalent of the geometric series of scalars, ∑ k = 0 ∞ q k = 1 1 − q {\displaystyle {\textstyle \sum }_{k=0}^{\infty }q^{k}={\tfrac {1}{1-q}}} . With the matrix N in hand, also other properties of the Markov chain are easy to obtain. === Expected number of steps before being absorbed === The expected number of steps before being absorbed in any absorbing state, when starting in transient state i can be computed via a sum over transient states. The value is given by the ith entry of the vector t := N 1 , {\displaystyle \mathbf {t} :=N\mathbf {1} ,} where 1 is a length-t column vector whose entries are all 1. === Absorbing probabilities === By induction, P k = [ Q k ( I t − Q k ) N R 0 I r ] . {\displaystyle P^{k}={\begin{bmatrix}Q^{k}&(I_{t}-Q^{k})NR\\\mathbf {0} &I_{r}\end{bmatrix}}.} The probability of eventually being absorbed in the absorbing state j when starting from transient state i is given by the (i,j)-entry of the matrix B := N R {\displaystyle B:=NR} . The number of columns of this matrix equals the number of absorbing states r. An approximation of those probabilities can also be obtained directly from the (i,j)-entry of P k {\displaystyle P^{k}} for a large enough value of k, when i is the index of a transient, and j the index of an absorbing state. This is because ( lim k → ∞ P k ) i , t + j = B i , j {\displaystyle \left(\lim _{k\to \infty }P^{k}\right)_{i,t+j}=B_{i,j}} . === Transient visiting probabilities === The probability of visiting transient state j when starting at a transient state i is the (i,j)-entry of the matrix H := ( N − I t ) ( N dg ) − 1 , {\displaystyle H:=(N-I_{t})(N_{\operatorname {dg} })^{-1},} where Ndg is the diagonal matrix with the same diagonal as N. === Variance on number of transient visits === The variance on the number of visits to a transient state j with starting at a transient state i (before being absorbed) is the (i,j)-entry of the matrix N 2 := N ( 2 N dg − I t ) − N sq , {\displaystyle N_{2}:=N(2N_{\operatorname {dg} }-I_{t})-N_{\operatorname {sq} },} where Nsq is the Hadamard product of N with itself (i.e. each entry of N is squared). === Variance on number of steps === The variance on the number of steps before being absorbed when starting in transient state i is the ith entry of the vector ( 2 N − I t ) t − t sq , {\displaystyle (2N-I_{t})\mathbf {t} -\mathbf {t} _{\operatorname {sq} },} where tsq is the Hadamard product of t with itself (i.e., as with Nsq, each entry of t is squared). == Examples == === String generation === Consider the process of repeatedly flipping a fair coin until the sequence (heads, tails, heads) appears. This process is modeled by an absorbing Markov chain with transition matrix P = [ 1 / 2 1 / 2 0 0 0 1 / 2 1 / 2 0 1 / 2 0 0 1 / 2 0 0 0 1 ] . {\displaystyle P={\begin{bmatrix}1/2&1/2&0&0\\0&1/2&1/2&0\\1/2&0&0&1/2\\0&0&0&1\end{bmatrix}}.} The first state represents the empty string, the second state the string "H", the third state the string "HT", and the fourth state the string "HTH". Although in reality, the coin flips cease after the string "HTH" is generated, the perspective of the absorbing Markov chain is that the process has transitioned into the absorbing state representing the string "HTH" and, therefore, cannot leave. For this absorbing Markov chain, the fundamental matrix is N = ( I − Q ) − 1 = ( [ 1 0 0 0 1 0 0 0 1 ] − [ 1 / 2 1 / 2 0 0 1 / 2 1 / 2 1 / 2 0 0 ] ) − 1 = [ 1 / 2 − 1 / 2 0 0 1 / 2 − 1 / 2 − 1 / 2 0 1 ] − 1 = [ 4 4 2 2 4 2 2 2 2 ] . {\displaystyle {\begin{aligned}N&=(I-Q)^{-1}=\left({\begin{bmatrix}1&0&0\\0&1&0\\0&0&1\end{bmatrix}}-{\begin{bmatrix}1/2&1/2&0\\0&1/2&1/2\\1/2&0&0\end{bmatrix}}\right)^{-1}\\[4pt]&={\begin{bmatrix}1/2&-1/2&0\\0&1/2&-1/2\\-1/2&0&1\end{bmatrix}}^{-1}={\begin{bmatrix}4&4&2\\2&4&2\\2&2&2\end{bmatrix}}.\end{aligned}}} The expected number of steps starting from each of the transient states is t = N 1 = [ 4 4 2 2 4 2 2 2 2 ] [ 1 1 1 ] = [ 10 8 6 ] . {\displaystyle \mathbf {t} =N\mathbf {1} ={\begin{bmatrix}4&4&2\\2&4&2\\2&2&2\end{bmatrix}}{\begin{bmatrix}1\\1\\1\end{bmatrix}}={\begin{bmatrix}10\\8\\6\end{bmatrix}}.} Therefore, the expected number of coin flips before observing the sequence (heads, tails, heads) is 10, the entry for the state representing the empty string. === Games of chance === Games based entirely on chance can be modeled by an absorbing Markov chain. A classic example of this is the ancient Indian board game Snakes and Ladders. The graph on the left plots the probability mass in the lone absorbing state that represents the final square as the transition matrix is raised to larger and larger powers. To determine the expected number of turns to complete the game, compute the vector t as described above and examine tstart, which is approximately 39.2. === Infectious disease testing === Infectious disease testing, either of blood products or in medical clinics, is often taught as an example of an absorbing Markov chain. The public U.S. Centers for Disease Control and Prevention (CDC) model for HIV and for hepatitis B, for example, illustrates the property that absorbing Markov chains can lead to the detection of disease, versus the loss of detection through other means. In the standard CDC model, the Markov chain has five states, a state in which the individual is uninfected, then a state with infected but undetectable virus, a state with detectable virus, and absorbing states of having quit/been lost from the clinic, or of having been detected (the goal). The typical rates of transition between the Markov states are the probability p per unit time of being infected with the virus, w for the rate of window period removal (time until virus is detectable), q for quit/loss rate from the system, and d for detection, assuming a typical rate λ {\displaystyle \lambda } at which the health system administers tests of the blood product or patients in question. It follows that we can "walk along" the Markov model to identify the overall probability of detection for a person starting as undetected, by multiplying the probabilities of transition to each next state of the model as: p ( p + q ) w ( w + q ) d ( d + q ) {\displaystyle {\frac {p}{(p+q)}}{\frac {w}{(w+q)}}{\frac {d}{(d+q)}}} . The subsequent total absolute number of false negative tests—the primary CDC concern—would then be the rate of tests, multiplied by the probability of reaching the infected but undetectable state, times the duration of staying in the infected undetectable state: p ( p + q ) 1 ( w + q ) λ {\displaystyle {\frac {p}{(p+q)}}{\frac {1}{(w+q)}}\lambda } .

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  • Feature selection

    Feature selection

    In machine learning, feature selection is the process of selecting a subset of relevant features (variables, predictors) for use in model construction. Feature selection techniques are used for several reasons: simplification of models to make them easier to interpret, shorter training times, to avoid the curse of dimensionality, improve the compatibility of the data with a certain learning model class, to encode inherent symmetries present in the input space. The central premise when using feature selection is that data sometimes contains features that are redundant or irrelevant, and can thus be removed without incurring much loss of information. Redundancy and irrelevance are two distinct notions, since one relevant feature may be redundant in the presence of another relevant feature with which it is strongly correlated. Feature extraction creates new features from functions of the original features, whereas feature selection finds a subset of the features. Feature selection techniques are often used in domains where there are many features and comparatively few samples (data points). == Introduction == A feature selection algorithm can be seen as the combination of a search technique for proposing new feature subsets, along with an evaluation measure which scores the different feature subsets. The simplest algorithm is to test each possible subset of features finding the one which minimizes the error rate. This is an exhaustive search of the space, and is computationally intractable for all but the smallest of feature sets. The choice of evaluation metric heavily influences the algorithm, and it is these evaluation metrics which distinguish between the three main categories of feature selection algorithms: wrappers, filters and embedded methods. Wrapper methods use a predictive model to score feature subsets. Each new subset is used to train a model, which is tested on a hold-out set. Counting the number of mistakes made on that hold-out set (the error rate of the model) gives the score for that subset. As wrapper methods train a new model for each subset, they are very computationally intensive, but usually provide the best performing feature set for that particular type of model or typical problem. Filter methods use a proxy measure instead of the error rate to score a feature subset. This measure is chosen to be fast to compute, while still capturing the usefulness of the feature set. Common measures include the mutual information, the pointwise mutual information, Pearson product-moment correlation coefficient, Relief-based algorithms, and inter/intra class distance or the scores of significance tests for each class/feature combinations. Filters are usually less computationally intensive than wrappers, but they produce a feature set which is not tuned to a specific type of predictive model. This lack of tuning means a feature set from a filter is more general than the set from a wrapper, usually giving lower prediction performance than a wrapper. However the feature set doesn't contain the assumptions of a prediction model, and so is more useful for exposing the relationships between the features. Many filters provide a feature ranking rather than an explicit best feature subset, and the cut off point in the ranking is chosen via cross-validation. Filter methods have also been used as a preprocessing step for wrapper methods, allowing a wrapper to be used on larger problems. One other popular approach is the Recursive Feature Elimination algorithm, commonly used with Support Vector Machines to repeatedly construct a model and remove features with low weights. Embedded methods are a catch-all group of techniques which perform feature selection as part of the model construction process. The exemplar of this approach is the LASSO method for constructing a linear model, which penalizes the regression coefficients with an L1 penalty, shrinking many of them to zero. Any features which have non-zero regression coefficients are 'selected' by the LASSO algorithm. Improvements to the LASSO include Bolasso which bootstraps samples; Elastic net regularization, which combines the L1 penalty of LASSO with the L2 penalty of ridge regression; and FeaLect which scores all the features based on combinatorial analysis of regression coefficients. AEFS further extends LASSO to nonlinear scenario with autoencoders. These approaches tend to be between filters and wrappers in terms of computational complexity. In traditional regression analysis, the most popular form of feature selection is stepwise regression, which is a wrapper technique. It is a greedy algorithm that adds the best feature (or deletes the worst feature) at each round. The main control issue is deciding when to stop the algorithm. In machine learning, this is typically done by cross-validation. In statistics, some criteria are optimized. This leads to the inherent problem of nesting. More robust methods have been explored, such as branch and bound and piecewise linear network. == Subset selection == Subset selection evaluates a subset of features as a group for suitability. Subset selection algorithms can be broken up into wrappers, filters, and embedded methods. Wrappers use a search algorithm to search through the space of possible features and evaluate each subset by running a model on the subset. Wrappers can be computationally expensive and have a risk of over fitting to the model. Filters are similar to wrappers in the search approach, but instead of evaluating against a model, a simpler filter is evaluated. Embedded techniques are embedded in, and specific to, a model. Many popular search approaches use greedy hill climbing, which iteratively evaluates a candidate subset of features, then modifies the subset and evaluates if the new subset is an improvement over the old. Evaluation of the subsets requires a scoring metric that grades a subset of features. Exhaustive search is generally impractical, so at some implementor (or operator) defined stopping point, the subset of features with the highest score discovered up to that point is selected as the satisfactory feature subset. The stopping criterion varies by algorithm; possible criteria include: a subset score exceeds a threshold, a program's maximum allowed run time has been surpassed, etc. Alternative search-based techniques are based on targeted projection pursuit which finds low-dimensional projections of the data that score highly: the features that have the largest projections in the lower-dimensional space are then selected. Search approaches include: Exhaustive Best first Simulated annealing Genetic algorithm Greedy forward selection Greedy backward elimination Particle swarm optimization Targeted projection pursuit Scatter search Variable neighborhood search Two popular filter metrics for classification problems are correlation and mutual information, although neither are true metrics or 'distance measures' in the mathematical sense, since they fail to obey the triangle inequality and thus do not compute any actual 'distance' – they should rather be regarded as 'scores'. These scores are computed between a candidate feature (or set of features) and the desired output category. There are, however, true metrics that are a simple function of the mutual information; see here. Other available filter metrics include: Class separability Error probability Inter-class distance Probabilistic distance Entropy Consistency-based feature selection Correlation-based feature selection == Optimality criteria == The choice of optimality criteria is difficult as there are multiple objectives in a feature selection task. Many common criteria incorporate a measure of accuracy, penalised by the number of features selected. Examples include Akaike information criterion (AIC) and Mallows's Cp, which have a penalty of 2 for each added feature. AIC is based on information theory, and is effectively derived via the maximum entropy principle. Other criteria are Bayesian information criterion (BIC), which uses a penalty of log ⁡ n {\displaystyle {\sqrt {\log {n}}}} for each added feature, minimum description length (MDL) which asymptotically uses log ⁡ n {\displaystyle {\sqrt {\log {n}}}} , Bonferroni / RIC which use 2 log ⁡ p {\displaystyle {\sqrt {2\log {p}}}} , maximum dependency feature selection, and a variety of new criteria that are motivated by false discovery rate (FDR), which use something close to 2 log ⁡ p q {\displaystyle {\sqrt {2\log {\frac {p}{q}}}}} . A maximum entropy rate criterion may also be used to select the most relevant subset of features. == Structure learning == Filter feature selection is a specific case of a more general paradigm called structure learning. Feature selection finds the relevant feature set for a specific target variable whereas structure learning finds the relationships between all the variables, usually by expressing these relationships as a graph. The most common structure learning algorithms

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  • Mixture model

    Mixture model

    In statistics, a mixture model is a probabilistic model for representing the presence of subpopulations within an overall population, without requiring that an observed data set should identify the sub-population to which an individual observation belongs. Formally a mixture model corresponds to the mixture distribution that represents the probability distribution of observations in the overall population. However, while problems associated with "mixture distributions" relate to deriving the properties of the overall population from those of the sub-populations, "mixture models" are used to make statistical inferences about the properties of the sub-populations given only observations on the pooled population, without sub-population identity information. Mixture models are used for clustering, under the name model-based clustering, and also for density estimation. Mixture models should not be confused with models for compositional data, i.e., data whose components are constrained to sum to a constant value (1, 100%, etc.). However, compositional models can be thought of as mixture models, where members of the population are sampled at random. Conversely, mixture models can be thought of as compositional models, where the total size reading population has been normalized to 1. == Structure == === General mixture model === A typical finite-dimensional mixture model is a hierarchical model consisting of the following components: N random variables that are observed, each distributed according to a mixture of K components, with the components belonging to the same parametric family of distributions (e.g., all normal, all Zipfian, etc.) but with different parameters. However, it is also possible to have a finite mixture model where each component belongs to a different parametric family of distributions, for example, a mixture of a multivariate normal distribution and a generalized hyperbolic distribution. N random latent variables specifying the identity of the mixture component of each observation, each distributed according to a K-dimensional categorical distribution A set of K mixture weights, which are probabilities that sum to 1. A set of K parameters, each specifying the parameter of the corresponding mixture component. In many cases, each "parameter" is actually a set of parameters. For example, if the mixture components are Gaussian distributions, there will be a mean and variance for each component. If the mixture components are categorical distributions (e.g., when each observation is a token from a finite alphabet of size V), there will be a vector of V probabilities summing to 1. In addition, in a Bayesian setting, the mixture weights and parameters will themselves be random variables, and prior distributions will be placed over the variables. In such a case, the weights are typically viewed as a K-dimensional random vector drawn from a Dirichlet distribution (the conjugate prior of the categorical distribution), and the parameters will be distributed according to their respective conjugate priors. Mathematically, a basic parametric mixture model can be described as follows: K = number of mixture components N = number of observations θ i = 1 … K = parameter of distribution of observation associated with component i ϕ i = 1 … K = mixture weight, i.e., prior probability of a particular component i ϕ = K -dimensional vector composed of all the individual ϕ 1 … K ; must sum to 1 z i = 1 … N = component of observation i x i = 1 … N = observation i F ( x | θ ) = probability distribution of an observation, parametrized on θ z i = 1 … N ∼ Categorical ⁡ ( ϕ ) x i = 1 … N | z i = 1 … N ∼ F ( θ z i ) {\displaystyle {\begin{array}{lcl}K&=&{\text{number of mixture components}}\\N&=&{\text{number of observations}}\\\theta _{i=1\dots K}&=&{\text{parameter of distribution of observation associated with component }}i\\\phi _{i=1\dots K}&=&{\text{mixture weight, i.e., prior probability of a particular component }}i\\{\boldsymbol {\phi }}&=&K{\text{-dimensional vector composed of all the individual }}\phi _{1\dots K}{\text{; must sum to 1}}\\z_{i=1\dots N}&=&{\text{component of observation }}i\\x_{i=1\dots N}&=&{\text{observation }}i\\F(x|\theta )&=&{\text{probability distribution of an observation, parametrized on }}\theta \\z_{i=1\dots N}&\sim &\operatorname {Categorical} ({\boldsymbol {\phi }})\\x_{i=1\dots N}|z_{i=1\dots N}&\sim &F(\theta _{z_{i}})\end{array}}} In a Bayesian setting, all parameters are associated with random variables, as follows: K , N = as above θ i = 1 … K , ϕ i = 1 … K , ϕ = as above z i = 1 … N , x i = 1 … N , F ( x | θ ) = as above α = shared hyperparameter for component parameters β = shared hyperparameter for mixture weights H ( θ | α ) = prior probability distribution of component parameters, parametrized on α θ i = 1 … K ∼ H ( θ | α ) ϕ ∼ S y m m e t r i c - D i r i c h l e t K ⁡ ( β ) z i = 1 … N | ϕ ∼ Categorical ⁡ ( ϕ ) x i = 1 … N | z i = 1 … N , θ i = 1 … K ∼ F ( θ z i ) {\displaystyle {\begin{array}{lcl}K,N&=&{\text{as above}}\\\theta _{i=1\dots K},\phi _{i=1\dots K},{\boldsymbol {\phi }}&=&{\text{as above}}\\z_{i=1\dots N},x_{i=1\dots N},F(x|\theta )&=&{\text{as above}}\\\alpha &=&{\text{shared hyperparameter for component parameters}}\\\beta &=&{\text{shared hyperparameter for mixture weights}}\\H(\theta |\alpha )&=&{\text{prior probability distribution of component parameters, parametrized on }}\alpha \\\theta _{i=1\dots K}&\sim &H(\theta |\alpha )\\{\boldsymbol {\phi }}&\sim &\operatorname {Symmetric-Dirichlet} _{K}(\beta )\\z_{i=1\dots N}|{\boldsymbol {\phi }}&\sim &\operatorname {Categorical} ({\boldsymbol {\phi }})\\x_{i=1\dots N}|z_{i=1\dots N},\theta _{i=1\dots K}&\sim &F(\theta _{z_{i}})\end{array}}} This characterization uses F and H to describe arbitrary distributions over observations and parameters, respectively. Typically H will be the conjugate prior of F. The two most common choices of F are Gaussian aka "normal" (for real-valued observations) and categorical (for discrete observations). Other common possibilities for the distribution of the mixture components are: Binomial distribution, for the number of "positive occurrences" (e.g., successes, yes votes, etc.) given a fixed number of total occurrences Multinomial distribution, similar to the binomial distribution, but for counts of multi-way occurrences (e.g., yes/no/maybe in a survey) Negative binomial distribution, for binomial-type observations but where the quantity of interest is the number of failures before a given number of successes occurs Poisson distribution, for the number of occurrences of an event in a given period of time, for an event that is characterized by a fixed rate of occurrence Exponential distribution, for the time before the next event occurs, for an event that is characterized by a fixed rate of occurrence Log-normal distribution, for positive real numbers that are assumed to grow exponentially, such as incomes or prices Multivariate normal distribution (aka multivariate Gaussian distribution), for vectors of correlated outcomes that are individually Gaussian-distributed Multivariate Student's t-distribution, for vectors of heavy-tailed correlated outcomes A vector of Bernoulli-distributed values, corresponding, e.g., to a black-and-white image, with each value representing a pixel; see the handwriting-recognition example below === Specific examples === ==== Gaussian mixture model ==== A typical non-Bayesian Gaussian mixture model looks like this: K , N = as above ϕ i = 1 … K , ϕ = as above z i = 1 … N , x i = 1 … N = as above θ i = 1 … K = { μ i = 1 … K , σ i = 1 … K 2 } μ i = 1 … K = mean of component i σ i = 1 … K 2 = variance of component i z i = 1 … N ∼ Categorical ⁡ ( ϕ ) x i = 1 … N ∼ N ( μ z i , σ z i 2 ) {\displaystyle {\begin{array}{lcl}K,N&=&{\text{as above}}\\\phi _{i=1\dots K},{\boldsymbol {\phi }}&=&{\text{as above}}\\z_{i=1\dots N},x_{i=1\dots N}&=&{\text{as above}}\\\theta _{i=1\dots K}&=&\{\mu _{i=1\dots K},\sigma _{i=1\dots K}^{2}\}\\\mu _{i=1\dots K}&=&{\text{mean of component }}i\\\sigma _{i=1\dots K}^{2}&=&{\text{variance of component }}i\\z_{i=1\dots N}&\sim &\operatorname {Categorical} ({\boldsymbol {\phi }})\\x_{i=1\dots N}&\sim &{\mathcal {N}}(\mu _{z_{i}},\sigma _{z_{i}}^{2})\end{array}}} A Bayesian version of a Gaussian mixture model is as follows: K , N = as above ϕ i = 1 … K , ϕ = as above z i = 1 … N , x i = 1 … N = as above θ i = 1 … K = { μ i = 1 … K , σ i = 1 … K 2 } μ i = 1 … K = mean of component i σ i = 1 … K 2 = variance of component i μ 0 , λ , ν , σ 0 2 = shared hyperparameters μ i = 1 … K ∼ N ( μ 0 , λ σ i 2 ) σ i = 1 … K 2 ∼ I n v e r s e - G a m m a ⁡ ( ν , σ 0 2 ) ϕ ∼ S y m m e t r i c - D i r i c h l e t K ⁡ ( β ) z i = 1 … N ∼ Categorical ⁡ ( ϕ ) x i = 1 … N ∼ N ( μ z i , σ z i 2 ) {\displaystyle {\begin{array}{lcl}K,N&=&{\text{as above}}\\\phi _{i=1\dots K},{\boldsymbol {\phi }}&=&{\text{as above}}\\z_{i=1\dots N},x_{i=1\dots N}&=&{\text{as above}}\\\theta _{i=1\

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  • Pandas (software)

    Pandas (software)

    Pandas (styled as pandas) is a software library written for the Python programming language for data manipulation and analysis. In particular, it offers data structures and operations for manipulating numerical tables and time series. It is free software released under the three-clause BSD license. The name is derived from the term "panel data", an econometrics term for data sets that include observations over multiple time periods for the same individuals, as well as a play on the phrase "Python data analysis". Wes McKinney started building what would become Pandas at AQR Capital while he was a researcher there from 2007 to 2010. The development of Pandas introduced into Python many comparable features of working with DataFrames that were established in the R programming language. The library is built upon another library, NumPy. == History == Developer Wes McKinney started working on Pandas in 2008 while at AQR Capital Management out of the need for a high performance, flexible tool to perform quantitative analysis on financial data. Before leaving AQR, he was able to convince management to allow him to open source the library in 2009. Another AQR employee, Chang She, joined the effort in 2012 as the second major contributor to the library. In 2015, Pandas signed on as a fiscally sponsored project of NumFOCUS, a 501(c)(3) nonprofit charity in the United States. == Data model == Pandas is built around data structures called Series and DataFrames. Data for these collections can be imported from various file formats such as comma-separated values, JSON, Parquet, SQL database tables or queries, and Microsoft Excel. === Series === A Series is a one-dimensional array-like object that stores a sequence of values together with an associated set of labels, called an index. It is built on top of NumPy's array and affords many similar functionalities, but instead of using implicit integer positions, a Series allows explicit index labels of many data types. A Series can be created from Python lists, dictionaries, or NumPy arrays. If no index is provided, pandas automatically assigns a default integer index ranging from 0 to n-1, where n is the number of items in the Series. A simple example with customized labels is: To access a value or list of values from a Series, use its index or list of indices: Series can be used arithmetically, as in the statement series_3 = series_1 + series_2. This will align data points with corresponding index values in series_1 and series_2 (similar to a join in relational algebra), then add them together to produce new values in series_3. A Series has various attributes, such as name (Series name), dtype (data type of values), shape (number of rows), values, and index. They can be used in many of the same operations as NumPy arrays, with additional methods for reindexing, label-based selection, and handling missing data. === DataFrame === A DataFrame is a two-dimensional, tabular data structure with labeled rows and columns. Each column is stored internally as a Series and may hold a different data type (numeric, string, boolean, etc.). DataFrames can be created by a variety of means, including dictionaries of lists, NumPy arrays, and external files such as CSV or Excel spreadsheets: To retrieve a DataFrame column as a Series, use either 1) the index (dict-like notation) or 2) the name of column if the name is a valid Python identifier (attribute-like access). DataFrames support operations such as column assignment, row and column deletion, label-based indexing with loc, position-based indexing with iloc, reshaping, grouping, and joining. Merge operations implement a subset of relational algebra and allow one-to-one, many-to-one, and many-to-many joins. Some common attributes of a DataFrame include dtypes (data type of each column), shape (dimensions of the DataFrame returned as a tuple with form (number of rows, number of columns)), index/columns (labels of the DataFrame's rows/columns, respectively, returned as an Index object), values (data in the DataFrame returned as a 2D array), and empty (returns True if the DataFrame is empty). === Index === Index objects hold metadata for Series and Dataframe objects, such as axis labels and names, and are automatically created from input data. By default, a pandas index is a series of integers ascending from 0, similar to the indices of Python arrays. However, indices can also use any NumPy data type, including floating point, timestamps, or strings. Indices are also immutable, which allows them to be safely shared across multiple objects. pandas' syntax for mapping index values to relevant data is the same syntax Python uses to map dictionary keys to values. For example, if s is a Series, s['a'] will return the data point at index a. Unlike dictionary keys, index values are not guaranteed to be unique. If a Series uses the index value a for multiple data points, then s['a'] will instead return a new Series containing all matching values. A DataFrame's column names are stored and implemented identically to an index. As such, a DataFrame can be thought of as having two indices: one column-based and one row-based. Because column names are stored as an index, these are not required to be unique. If data is a Series, then data['a'] returns all values with the index value of a. However, if data is a DataFrame, then data['a'] returns all values in the column(s) named a. To avoid this ambiguity, Pandas supports the syntax data.loc['a'] as an alternative way to filter using the index. Pandas also supports the syntax data.iloc[n], which always takes an integer n and returns the nth value, counting from 0. This allows a user to act as though the index is an array-like sequence of integers, regardless of how it is actually defined. pandas also supports hierarchical indices with multiple values per data point through the "MultiIndex" class. MultiIndex objects allow a single DataFrame to represent multiple dimensions, similar to a pivot table in Microsoft Excel, where each level can optionally carry its own unique name. In practice, data with more than 2 dimensions is often represented using DataFrames with hierarchical indices, instead of the higher-dimension Panel and Panel4D data structures. == Functionality == pandas supports a variety of indexing and subsetting techniques, allowing data to be selected by label, index, or Boolean conditions. For example, df[df['col1'] > 5] will return all rows in the DataFrame df for which the value of the column col1 exceeds 5. The library also implements grouping operations based on the split-apply-combine approach, enabling users to aggregate, transform, or restructure data according to column values or functions applied to index labels. For example, df['col1'].groupby(df['col2']) groups the data in 'col1' by their values in 'col2', while df.groupby(lambda i: i % 2) groups all data in the whole DataFrame by whether their index is even. The library also provides extensive tools for transforming, filtering and summarizing data. Users may apply arbitrary functions to Series and DataFrames, and because the library is built on top of Numpy, most NumPy functions can be applied directly to pandas objects as well. The library also includes built-in operations for arithmetic operations, string processing, and descriptive statistics such as mean, median, and standard deviation. These built-in functions are designed to handle missing data, usually represented by the floating-point value NaN. In addition, pandas includes tools for reorganizing data into different structural formats, with methods that can reshape tabular data between "wide" and "long" formats and pivot values based on column labels. pandas also implements a flexible set of relational operations for combining datasets. For instance, merge() links row in DataFrames based on one or more shared keys or indices, supporting one-to-one, one-to-many, and many-to-many relationships in a manner analogous to join operations in relational databases like SQL. DataFrames can also be concatenated or stacked together along an axis through the concat() method, and overlapping data can be further spliced together using combine_first() to fill in missing values. Furthermore, the library includes specialized support for working with time-series data. Features include the ability to interpolate values and filter using a range of timestamps, such as data['1/1/2023':'2/2/2023'] , which will return all dates between January 1 and February 2. Missing values in time-series data are represented by a dedicated NaT (Not a Timestamp) object, instead of the NaN value it uses elsewhere. == Criticisms == Pandas has been criticized for its inefficiency. The entire dataset must be loaded in RAM, and the library does not optimize query plans or support parallel computing across multiple cores. Wes McKinney, the creator of Pandas, has recommended Apache Arrow as an alternative to address these performance concerns and ot

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  • Correlation clustering

    Correlation clustering

    Clustering is the problem of partitioning data points into groups based on similarity or dissimilarity. Correlation clustering is a clustering framework in which a set of objects is partitioned into clusters based on pairwise similarity and dissimilarity information, without requiring the number of clusters to be specified in advance. == Description of the problem == In machine learning, correlation clustering (also known as cluster editing) considers settings in which pairwise similarity or dissimilarity relationships between objects are known. A standard formulation models the input as an unweighted complete graph G = ( V , E ) {\displaystyle G=(V,E)} , where each edge is labeled either + {\displaystyle +} or − {\displaystyle -} (that is, the graph is a signed graph), indicating whether the corresponding endpoints are similar or dissimilar. The goal is to find a clustering (that is, a partition of V {\displaystyle V} ) that either maximizes the number of agreements—the sum of positive edges whose endpoints lie in the same cluster and negative edges whose endpoints lie in different clusters—or minimizes the number of disagreements—the sum of positive edges whose endpoints are separated and negative edges whose endpoints lie in the same cluster. Unlike other clustering methods such as k-means, correlation clustering does not require choosing the number of clusters k {\displaystyle k} in advance. It is not always possible to find a clustering with zero disagreements. For example, consider a triangle graph containing two positive edges and one negative edge. In this case, every clustering incurs at least one disagreement. Such configurations are referred to in the literature as bad triangles. From a computational perspective, optimizing the correlation clustering objective is challenging. The (decision version of the) problem is NP-complete. A large body of subsequent work has developed approximation algorithms for correlation clustering under various assumptions, including complete or general graphs and unweighted or weighted graphs, for both minimization and maximization objectives. This problem is considered one of the fundamental combinatorial optimization problems, and many algorithmic techniques have been developed to address it. The problem has also been studied extensively across multiple disciplines. A comprehensive literature review of early correlation clustering research is provided by Wahid and Hassini. == Formal Definitions == Let G = ( V , E ) {\displaystyle G=(V,E)} be a graph with nodes V {\displaystyle V} and edges E {\displaystyle E} . A clustering of G {\displaystyle G} is a partition of its node set Π = { π 1 , … , π k } {\displaystyle \Pi =\{\pi _{1},\dots ,\pi _{k}\}} with V = π 1 ∪ ⋯ ∪ π k {\displaystyle V=\pi _{1}\cup \dots \cup \pi _{k}} and π i ∩ π j = ∅ {\displaystyle \pi _{i}\cap \pi _{j}=\emptyset } for i ≠ j {\displaystyle i\neq j} . For a given clustering Π {\displaystyle \Pi } , let δ ( Π ) = { { u , v } ∈ E ∣ { u , v } ⊈ π ∀ π ∈ Π } {\displaystyle \delta (\Pi )=\{\{u,v\}\in E\mid \{u,v\}\not \subseteq \pi \;\forall \pi \in \Pi \}} denote the subset of edges of G {\displaystyle G} whose endpoints are in different subsets of the clustering Π {\displaystyle \Pi } . Now, let w : E → R ≥ 0 {\displaystyle w\colon E\to \mathbb {R} _{\geq 0}} be a function that assigns a non-negative weight to each edge of the graph and let E = E + ∪ E − {\displaystyle E=E^{+}\cup E^{-}} be a partition of the edges into attractive ( E + {\displaystyle E^{+}} ) and repulsive ( E − {\displaystyle E^{-}} ) edges; that is, the edges are signed. The minimum disagreement correlation clustering problem is the following optimization problem: minimize Π ∑ e ∈ E + ∩ δ ( Π ) w e + ∑ e ∈ E − ∖ δ ( Π ) w e . {\displaystyle {\begin{aligned}&{\underset {\Pi }{\operatorname {minimize} }}&&\sum _{e\in E^{+}\cap \delta (\Pi )}w_{e}+\sum _{e\in E^{-}\setminus \delta (\Pi )}w_{e}\;.\end{aligned}}} Here, the set E + ∩ δ ( Π ) {\displaystyle E^{+}\cap \delta (\Pi )} contains the attractive edges whose endpoints are in different components with respect to the clustering Π {\displaystyle \Pi } and the set E − ∖ δ ( Π ) {\displaystyle E^{-}\setminus \delta (\Pi )} contains the repulsive edges whose endpoints are in the same component with respect to the clustering Π {\displaystyle \Pi } . Together these two sets contain all edges that disagree with the clustering Π {\displaystyle \Pi } . Similarly to the minimum disagreement correlation clustering problem, the maximum agreement correlation clustering problem is defined as maximize Π ∑ e ∈ E + ∖ δ ( Π ) w e + ∑ e ∈ E − ∩ δ ( Π ) w e . {\displaystyle {\begin{aligned}&{\underset {\Pi }{\operatorname {maximize} }}&&\sum _{e\in E^{+}\setminus \delta (\Pi )}w_{e}+\sum _{e\in E^{-}\cap \delta (\Pi )}w_{e}\;.\end{aligned}}} Here, the set E + ∖ δ ( Π ) {\displaystyle E^{+}\setminus \delta (\Pi )} contains the attractive edges whose endpoints are in the same component with respect to the clustering Π {\displaystyle \Pi } and the set E − ∩ δ ( Π ) {\displaystyle E^{-}\cap \delta (\Pi )} contains the repulsive edges whose endpoints are in different components with respect to the clustering Π {\displaystyle \Pi } . Together these two sets contain all edges that agree with the clustering Π {\displaystyle \Pi } . Instead of formulating the correlation clustering problem in terms of non-negative edge weights and a partition of the edges into attractive and repulsive edges the problem is also formulated in terms of positive and negative edge costs without partitioning the set of edges explicitly. For given weights w : E → R ≥ 0 {\displaystyle w\colon E\to \mathbb {R} _{\geq 0}} and a given partition E = E + ∪ E − {\displaystyle E=E^{+}\cup E^{-}} of the edges into attractive and repulsive edges, the edge costs can be defined by c e = { w e if e ∈ E + − w e if e ∈ E − {\displaystyle {\begin{aligned}c_{e}={\begin{cases}\;\;w_{e}&{\text{if }}e\in E^{+}\\-w_{e}&{\text{if }}e\in E^{-}\end{cases}}\end{aligned}}} for all e ∈ E {\displaystyle e\in E} . An edge whose endpoints are in different clusters is said to be cut. The set δ ( Π ) {\displaystyle \delta (\Pi )} of all edges that are cut is often called a multicut of G {\displaystyle G} . The minimum cost multicut problem is the problem of finding a clustering Π {\displaystyle \Pi } of G {\displaystyle G} such that the sum of the costs of the edges whose endpoints are in different clusters is minimal: minimize Π ∑ e ∈ δ ( Π ) c e . {\displaystyle {\begin{aligned}&{\underset {\Pi }{\operatorname {minimize} }}&&\sum _{e\in \delta (\Pi )}c_{e}\;.\end{aligned}}} Similar to the minimum cost multicut problem, coalition structure generation in weighted graph games is the problem of finding a clustering such that the sum of the costs of the edges that are not cut is maximal: maximize Π ∑ e ∈ E ∖ δ ( Π ) c e . {\displaystyle {\begin{aligned}&{\underset {\Pi }{\operatorname {maximize} }}&&\sum _{e\in E\setminus \delta (\Pi )}c_{e}\;.\end{aligned}}} This formulation is also known as the clique partitioning problem. It can be shown that all four problems that are formulated above are equivalent. This means that a clustering that is optimal with respect to any of the four objectives is optimal for all of the four objectives. == Algorithms == If the graph admits a clustering with zero disagreements, then deleting all negative edges and computing the connected components of the remaining graph yields an optimal clustering. A necessary and sufficient condition for the existence of such a clustering was given by Davis: no cycle in the graph may contain exactly one negative edge. Bansal et al. discuss the NP-completeness proof and also present both a constant factor approximation algorithm and polynomial-time approximation scheme to find the clusters in this setting. Ailon et al. propose a randomized 3-approximation algorithm for the same problem. CC-Pivot(G=(V,E+,E−)) Pick random pivot i ∈ V Set C = { i } {\displaystyle C=\{i\}} , V'=Ø For all j ∈ V, j ≠ i; If (i,j) ∈ E+ then Add j to C Else (If (i,j) ∈ E−) Add j to V' Let G' be the subgraph induced by V' Return clustering C,CC-Pivot(G') The authors show that the above algorithm is a 3-approximation algorithm for correlation clustering. The best polynomial-time approximation algorithm known at the moment for this problem achieves a ~2.06 approximation by rounding a linear program, as shown by Chawla, Makarychev, Schramm, and Yaroslavtsev. Karpinski and Schudy proved existence of a polynomial time approximation scheme (PTAS) for that problem on complete graphs and fixed number of clusters. == Optimal number of clusters == In 2011, it was shown by Bagon and Galun that the optimization of the correlation clustering functional is closely related to well known discrete optimization methods. In their work they proposed a probabilistic analysis of the underlying implicit model that allows the correlation clustering functional to estimate the

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  • Local tangent space alignment

    Local tangent space alignment

    Local tangent space alignment (LTSA) is a method for manifold learning, which can efficiently learn a nonlinear embedding into low-dimensional coordinates from high-dimensional data, and can also reconstruct high-dimensional coordinates from embedding coordinates. It is based on the intuition that when a manifold is correctly unfolded, all of the tangent hyperplanes to the manifold will become aligned. It begins by computing the k-nearest neighbors of every point. It computes the tangent space at every point by computing the d-first principal components in each local neighborhood. It then optimizes to find an embedding that aligns the tangent spaces, but it ignores the label information conveyed by data samples, and thus can not be used for classification directly.

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  • Natarajan dimension

    Natarajan dimension

    In the theory of Probably Approximately Correct Machine Learning, the Natarajan dimension characterizes the complexity of learning a set of functions, generalizing from the Vapnik–Chervonenkis dimension for boolean functions to multi-class functions. Originally introduced as the Generalized Dimension by Natarajan, it was subsequently renamed the Natarajan Dimension by Haussler and Long. == Definition == Let H {\displaystyle H} be a set of functions from a set X {\displaystyle X} to a set Y {\displaystyle Y} . H {\displaystyle H} shatters a set C ⊂ X {\displaystyle C\subset X} if there exist two functions f 0 , f 1 ∈ H {\displaystyle f_{0},f_{1}\in H} such that For every x ∈ C , f 0 ( x ) ≠ f 1 ( x ) {\displaystyle x\in C,f_{0}(x)\neq f_{1}(x)} . For every B ⊂ C {\displaystyle B\subset C} , there exists a function h ∈ H {\displaystyle h\in H} such that for all x ∈ B , h ( x ) = f 0 ( x ) {\displaystyle x\in B,h(x)=f_{0}(x)} and for all x ∈ C − B , h ( x ) = f 1 ( x ) {\displaystyle x\in C-B,h(x)=f_{1}(x)} . The Natarajan dimension of H is the maximal cardinality of a set shattered by H {\displaystyle H} . It is easy to see that if | Y | = 2 {\displaystyle |Y|=2} , the Natarajan dimension collapses to the Vapnik–Chervonenkis dimension. Shalev-Shwartz and Ben-David present comprehensive material on multi-class learning and the Natarajan dimension, including uniform convergence and learnability. Recently, Cohen et al showed that the Natarajan dimension is the dominant term governing agnostic multi-class PAC learnability.

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  • Incremental heuristic search

    Incremental heuristic search

    Incremental heuristic search algorithms combine both incremental and heuristic search to speed up searches of sequences of similar search problems, which is important in domains that are only incompletely known or change dynamically. Incremental search has been studied at least since the late 1960s. Incremental search algorithms reuse information from previous searches to speed up the current search and solve search problems potentially much faster than solving them repeatedly from scratch. Similarly, heuristic search has also been studied at least since the late 1960s. Heuristic search algorithms, often based on A, use heuristic knowledge in the form of approximations of the goal distances to focus the search and solve search problems potentially much faster than uninformed search algorithms. The resulting search problems, sometimes called dynamic path planning problems, are graph search problems where paths have to be found repeatedly because the topology of the graph, its edge costs, the start vertex or the goal vertices change over time. So far, three main classes of incremental heuristic search algorithms have been developed: The first class restarts A at the point where its current search deviates from the previous one (example: Fringe Saving A). The second class updates the h-values (heuristic, i.e. approximate distance to goal) from the previous search during the current search to make them more informed (example: Generalized Adaptive A). The third class updates the g-values (distance from start) from the previous search during the current search to correct them when necessary, which can be interpreted as transforming the A search tree from the previous search into the A search tree for the current search (examples: Lifelong Planning A, D, D Lite). All three classes of incremental heuristic search algorithms are different from other replanning algorithms, such as planning by analogy, in that their plan quality does not deteriorate with the number of replanning episodes. == Applications == Incremental heuristic search has been extensively used in robotics, where a larger number of path planning systems are based on either D (typically earlier systems) or D Lite (current systems), two different incremental heuristic search algorithms.

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  • Evolutionary algorithm

    Evolutionary algorithm

    Evolutionary algorithms (EA) reproduce essential elements of biological evolution in a computer algorithm in order to solve "difficult" problems, at least approximately, for which no exact or satisfactory solution methods are known. They are metaheuristics and population-based bio-inspired algorithms and evolutionary computation, which itself are part of the field of computational intelligence. The mechanisms of biological evolution that an EA mainly imitates are reproduction, mutation, recombination and selection. Candidate solutions to the optimization problem play the role of individuals in a population, and the fitness function determines the quality of the solutions (see also loss function). Evolution of the population then takes place after the repeated application of the above operators. Evolutionary algorithms often perform well approximating solutions to all types of problems because they ideally do not make any assumption about the underlying fitness landscape. Techniques from evolutionary algorithms applied to the modeling of biological evolution are generally limited to explorations of microevolution (microevolutionary processes) and planning models based upon cellular processes. In most real applications of EAs, computational complexity is a prohibiting factor. In fact, this computational complexity is due to fitness function evaluation. Fitness approximation is one of the solutions to overcome this difficulty. However, seemingly simple EA can solve often complex problems; therefore, there may be no direct link between algorithm complexity and problem complexity. == Generic definition == The following is an example of a generic evolutionary algorithm: Randomly generate the initial population of individuals, the first generation. Evaluate the fitness of each individual in the population. Check, if the goal is reached and the algorithm can be terminated. Select individuals as parents, preferably of higher fitness. Produce offspring with optional crossover (mimicking reproduction). Apply mutation operations on the offspring. Select individuals preferably of lower fitness for replacement with new individuals (mimicking natural selection). Return to 2 == Types == Similar techniques differ in genetic representation and other implementation details, and the nature of the particular applied problem. Genetic algorithm – This is the most popular type of EA. One seeks the solution of a problem in the form of strings of numbers (traditionally binary, although the best representations are usually those that reflect something about the problem being solved), by applying operators such as recombination and mutation (sometimes one, sometimes both). This type of EA is often used in optimization problems. Genetic programming – Here the solutions are in the form of computer programs, and their fitness is determined by their ability to solve a computational problem. There are many variants of Genetic Programming: Cartesian genetic programming Gene expression programming Grammatical evolution Linear genetic programming Multi expression programming Evolutionary programming – Similar to evolution strategy, but with a deterministic selection of all parents. Evolution strategy (ES) – Works with vectors of real numbers as representations of solutions, and typically uses self-adaptive mutation rates. The method is mainly used for numerical optimization, although there are also variants for combinatorial tasks. CMA-ES Natural evolution strategy Differential evolution – Based on vector differences and is therefore primarily suited for numerical optimization problems. Coevolutionary algorithm – Similar to genetic algorithms and evolution strategies, but the created solutions are compared on the basis of their outcomes from interactions with other solutions. Solutions can either compete or cooperate during the search process. Coevolutionary algorithms are often used in scenarios where the fitness landscape is dynamic, complex, or involves competitive interactions. Neuroevolution – Similar to genetic programming but the genomes represent artificial neural networks by describing structure and connection weights. The genome encoding can be direct or indirect. Learning classifier system – Here the solution is a set of classifiers (rules or conditions). A Michigan-LCS evolves at the level of individual classifiers whereas a Pittsburgh-LCS uses populations of classifier-sets. Initially, classifiers were only binary, but now include real, neural net, or S-expression types. Fitness is typically determined with either a strength or accuracy based reinforcement learning or supervised learning approach. Quality–Diversity algorithms – QD algorithms simultaneously aim for high-quality and diverse solutions. Unlike traditional optimization algorithms that solely focus on finding the best solution to a problem, QD algorithms explore a wide variety of solutions across a problem space and keep those that are not just high performing, but also diverse and unique. == Theoretical background == The following theoretical principles apply to all or almost all EAs. === No free lunch theorem === The no free lunch theorem of optimization states that all optimization strategies are equally effective when the set of all optimization problems is considered. Under the same condition, no evolutionary algorithm is fundamentally better than another. This can only be the case if the set of all problems is restricted. This is exactly what is inevitably done in practice. Therefore, to improve an EA, it must exploit problem knowledge in some form (e.g. by choosing a certain mutation strength or a problem-adapted coding). Thus, if two EAs are compared, this constraint is implied. In addition, an EA can use problem specific knowledge by, for example, not randomly generating the entire start population, but creating some individuals through heuristics or other procedures. Another possibility to tailor an EA to a given problem domain is to involve suitable heuristics, local search procedures or other problem-related procedures in the process of generating the offspring. This form of extension of an EA is also known as a memetic algorithm. Both extensions play a major role in practical applications, as they can speed up the search process and make it more robust. === Convergence === For EAs in which, in addition to the offspring, at least the best individual of the parent generation is used to form the subsequent generation (so-called elitist EAs), there is a general proof of convergence under the condition that an optimum exists. Without loss of generality, a maximum search is assumed for the proof: From the property of elitist offspring acceptance and the existence of the optimum it follows that per generation k {\displaystyle k} an improvement of the fitness F {\displaystyle F} of the respective best individual x ′ {\displaystyle x'} will occur with a probability P > 0 {\displaystyle P>0} . Thus: F ( x 1 ′ ) ≤ F ( x 2 ′ ) ≤ F ( x 3 ′ ) ≤ ⋯ ≤ F ( x k ′ ) ≤ ⋯ {\displaystyle F(x'_{1})\leq F(x'_{2})\leq F(x'_{3})\leq \cdots \leq F(x'_{k})\leq \cdots } I.e., the fitness values represent a monotonically non-decreasing sequence, which is bounded due to the existence of the optimum. From this follows the convergence of the sequence against the optimum. Since the proof makes no statement about the speed of convergence, it is of little help in practical applications of EAs. But it does justify the recommendation to use elitist EAs. However, when using the usual panmictic population model, elitist EAs tend to converge prematurely more than non-elitist ones. In a panmictic population model, mate selection (see step 4 of the generic definition) is such that every individual in the entire population is eligible as a mate. In non-panmictic populations, selection is suitably restricted, so that the dispersal speed of better individuals is reduced compared to panmictic ones. Thus, the general risk of premature convergence of elitist EAs can be significantly reduced by suitable population models that restrict mate selection. === Virtual alphabets === With the theory of virtual alphabets, David E. Goldberg showed in 1990 that by using a representation with real numbers, an EA that uses classical recombination operators (e.g. uniform or n-point crossover) cannot reach certain areas of the search space, in contrast to a coding with binary numbers. This results in the recommendation for EAs with real representation to use arithmetic operators for recombination (e.g. arithmetic mean or intermediate recombination). With suitable operators, real-valued representations are more effective than binary ones, contrary to earlier opinion. == Comparison to other concepts == === Biological processes === A possible limitation of many evolutionary algorithms is their lack of a clear genotype–phenotype distinction. In nature, the fertilized egg cell undergoes a complex process known as embryogenesis to become a mature p

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  • Markov model

    Markov model

    In probability theory, a Markov model is a stochastic model used to model pseudo-randomly changing systems. It is assumed that future states depend only on the current state, not on the events that occurred before it (that is, it assumes the Markov property). Generally, this assumption enables reasoning and computation with the model that would otherwise be intractable. For this reason, in the fields of predictive modelling and probabilistic forecasting, it is desirable for a given model to exhibit the Markov property. == Introduction == Andrey Andreyevich Markov (14 June 1856 – 20 July 1922) was a Russian mathematician best known for his work on stochastic processes. A primary subject of his research later became known as the Markov chain. There are four common Markov models used in different situations, depending on whether every sequential state is observable or not, and whether the system is to be adjusted on the basis of observations made: == Markov chain == The simplest Markov model is the Markov chain. It models the state of a system with a random variable that changes through time. In this context, the Markov property indicates that the distribution for this variable depends only on the distribution of a previous state. An example use of a Markov chain is Markov chain Monte Carlo, which uses the Markov property to prove that a particular method for performing a random walk will sample from the joint distribution. == Hidden Markov model == A hidden Markov model is a Markov chain for which the state is only partially observable or noisily observable. In other words, observations are related to the state of the system, but they are typically insufficient to precisely determine the state. Several well-known algorithms for hidden Markov models exist. For example, given a sequence of observations, the Viterbi algorithm will compute the most-likely corresponding sequence of states, the forward algorithm will compute the probability of the sequence of observations, and the Baum–Welch algorithm will estimate the starting probabilities, the transition function, and the observation function of a hidden Markov model. One common use is for speech recognition, where the observed data is the speech audio waveform and the hidden state is the spoken text. In this example, the Viterbi algorithm finds the most likely sequence of spoken words given the speech audio. == Markov decision process == A Markov decision process is a Markov chain in which state transitions depend on the current state and an action vector that is applied to the system. Typically, a Markov decision process is used to compute a policy of actions that will maximize some utility with respect to expected rewards. == Partially observable Markov decision process == A partially observable Markov decision process (POMDP) is a Markov decision process in which the state of the system is only partially observed. POMDPs are known to be NP complete, but recent approximation techniques have made them useful for a variety of applications, such as controlling simple agents or robots. == Markov random field == A Markov random field, or Markov network, may be considered to be a generalization of a Markov chain in multiple dimensions. In a Markov chain, state depends only on the previous state in time, whereas in a Markov random field, each state depends on its neighbors in any of multiple directions. A Markov random field may be visualized as a field or graph of random variables, where the distribution of each random variable depends on the neighboring variables with which it is connected. More specifically, the joint distribution for any random variable in the graph can be computed as the product of the "clique potentials" of all the cliques in the graph that contain that random variable. Modeling a problem as a Markov random field is useful because it implies that the joint distributions at each vertex in the graph may be computed in this manner. == Hierarchical Markov models == Hierarchical Markov models can be applied to categorize human behavior at various levels of abstraction. For example, a series of simple observations, such as a person's location in a room, can be interpreted to determine more complex information, such as in what task or activity the person is performing. Two kinds of Hierarchical Markov Models are the Hierarchical hidden Markov model and the Abstract Hidden Markov Model. Both have been used for behavior recognition and certain conditional independence properties between different levels of abstraction in the model allow for faster learning and inference. == Tolerant Markov model == A Tolerant Markov model (TMM) is a probabilistic-algorithmic Markov chain model. It assigns the probabilities according to a conditioning context that considers the last symbol, from the sequence to occur, as the most probable instead of the true occurring symbol. A TMM can model three different natures: substitutions, additions or deletions. Successful applications have been efficiently implemented in DNA sequences compression. == Markov-chain forecasting models == Markov-chains have been used as a forecasting methods for several topics, for example price trends, wind power and solar irradiance. The Markov-chain forecasting models utilize a variety of different settings, from discretizing the time-series to hidden Markov-models combined with wavelets and the Markov-chain mixture distribution model (MCM).

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