AI Data Farms Water

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  • Wink Bingo

    Wink Bingo

    Wink Bingo is an online bingo website launched in 2008. It is part of Broadway Gaming Ireland DF Limited and is based and licensed in Ireland. == History == Wink Bingo launched in 2008 and under chief executive Eitan Boyd it grew to 60,000 active players within two years. It had an estimated £1.3 million profit in the first 11 months of trading, and by 2009 it had estimated annual revenue of £15 million. In 2009 Wink Bingo was purchased by 888 Holdings Plc, which operates a number of entertainment brands including 888casino, 888poker and 888sport. The initial up front fee was reported in the London Evening Standard to be £11 million, rising as high as £59.7 million depending on performance-based earn out arrangements. The acquisition included Daub Ltd’s other online bingo businesses Posh Bingo and Bingo Fabulous. In 2011, the sellers agreed to amend the terms and accept two subsequent payments in addition to the initial cost, of £9.2 million in May and £6.1 million in August. In 2011 Wink Bingo sponsored ITV2's The Only Way Is Essex, and other notable advertising campaigns have included sponsorship of Harry Hill's TV Burp. In 2014, Wink Bingo rebranded with an updated slogan 'Wink if you're in!', with an aim of creating a 'sunny, calm and inclusive' online destination, and an accompanying TV commercial featuring the Ottawan song D.I.S.C.O. re-recorded as B.I.N.G.O.. Wink also launched a new digital magazine, 'Winkly', and 'Winkipedia, a bingo encyclopedia'. Wink Bingo is available on desktop and as a mobile app. Wink launched Wink Slots in 2016 as a companion site to Wink Bingo. The Advertising Standards Authority has ruled on Wink Bingo's advertisements on a number of occasions. In August 2008, Wink ran a television ad which showed a midwife celebrating while at work at a hospital maternity unit. The ASA banned the ad, concluding that it condoned gambling in the workplace and suggested that it took priority over professional commitments. In June 2013, the Gambling Reform & Society Perception Group (GRASP) challenged the use of semi-naked "athletic" men together with the claim "Go on ... you know you want to" on an outdoor ad, suggesting it linked gambling to seduction and enhanced attractiveness. The complaint was not upheld. The site underwent another rebrand and pop art inspired redesign in April 2018, taking on a new tone of voice and a new slogan, "You’ve Earned It". An online shop was added, where players can redeem reward points for free play or vouchers for online high street retailers. In 2021 Wink Bingo was purchased by Saphalata Holdings, a company that forms part of the Broadway Gaming group. === Cancer Research UK campaign === In 2015 Wink Bingo began an open-ended partnership with the Peter Andre Fund to raise money for Cancer Research UK. Peter Andre also met with players who were selected in a raffle. == Awards ==

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  • Relief (feature selection)

    Relief (feature selection)

    Relief is an algorithm developed by Kenji Kira and Larry Rendell in 1992 that takes a filter-method approach to feature selection that is notably sensitive to feature interactions. It was originally designed for application to binary classification problems with discrete or numerical features. Relief calculates a feature score for each feature which can then be applied to rank and select top scoring features for feature selection. Alternatively, these scores may be applied as feature weights to guide downstream modeling. Relief feature scoring is based on the identification of feature value differences between nearest neighbor instance pairs. If a feature value difference is observed in a neighboring instance pair with the same class (a 'hit'), the feature score decreases. Alternatively, if a feature value difference is observed in a neighboring instance pair with different class values (a 'miss'), the feature score increases. The original Relief algorithm has since inspired a family of Relief-based feature selection algorithms (RBAs), including the ReliefF algorithm. Beyond the original Relief algorithm, RBAs have been adapted to (1) perform more reliably in noisy problems, (2) generalize to multi-class problems (3) generalize to numerical outcome (i.e. regression) problems, and (4) to make them robust to incomplete (i.e. missing) data. To date, the development of RBA variants and extensions has focused on four areas; (1) improving performance of the 'core' Relief algorithm, i.e. examining strategies for neighbor selection and instance weighting, (2) improving scalability of the 'core' Relief algorithm to larger feature spaces through iterative approaches, (3) methods for flexibly adapting Relief to different data types, and (4) improving Relief run efficiency. Their strengths are that they are not dependent on heuristics, they run in low-order polynomial time, and they are noise-tolerant and robust to feature interactions, as well as being applicable for binary or continuous data; however, it does not discriminate between redundant features, and low numbers of training instances fool the algorithm. == Relief Algorithm == Take a data set with n instances of p features, belonging to two known classes. Within the data set, each feature should be scaled to the interval [0 1] (binary data should remain as 0 and 1). The algorithm will be repeated m times. Start with a p-long weight vector (W) of zeros. At each iteration, take the feature vector (X) belonging to one random instance, and the feature vectors of the instance closest to X (by Euclidean distance) from each class. The closest same-class instance is called 'near-hit', and the closest different-class instance is called 'near-miss'. Update the weight vector such that W i = W i − ( x i − n e a r H i t i ) 2 + ( x i − n e a r M i s s i ) 2 , {\displaystyle W_{i}=W_{i}-(x_{i}-\mathrm {nearHit} _{i})^{2}+(x_{i}-\mathrm {nearMiss} _{i})^{2},} where i {\displaystyle i} indexes the components and runs from 1 to p. Thus the weight of any given feature decreases if it differs from that feature in nearby instances of the same class more than nearby instances of the other class, and increases in the reverse case. After m iterations, divide each element of the weight vector by m. This becomes the relevance vector. Features are selected if their relevance is greater than a threshold τ. Kira and Rendell's experiments showed a clear contrast between relevant and irrelevant features, allowing τ to be determined by inspection. However, it can also be determined by Chebyshev's inequality for a given confidence level (α) that a τ of 1/sqrt(αm) is good enough to make the probability of a Type I error less than α, although it is stated that τ can be much smaller than that. Relief was also described as generalizable to multinomial classification by decomposition into a number of binary problems. == ReliefF Algorithm == Kononenko et al. propose a number of updates to Relief. Firstly, they find the near-hit and near-miss instances using the Manhattan (L1) norm rather than the Euclidean (L2) norm, although the rationale is not specified. Furthermore, they found taking the absolute differences between xi and near-hiti, and xi and near-missi to be sufficient when updating the weight vector (rather than the square of those differences). === Reliable probability estimation === Rather than repeating the algorithm m times, implement it exhaustively (i.e. n times, once for each instance) for relatively small n (up to one thousand). Furthermore, rather than finding the single nearest hit and single nearest miss, which may cause redundant and noisy attributes to affect the selection of the nearest neighbors, ReliefF searches for k nearest hits and misses and averages their contribution to the weights of each feature. k can be tuned for any individual problem. === Incomplete data === In ReliefF, the contribution of missing values to the feature weight is determined using the conditional probability that two values should be the same or different, approximated with relative frequencies from the data set. This can be calculated if one or both features are missing. === Multi-class problems === Rather than use Kira and Rendell's proposed decomposition of a multinomial classification into a number of binomial problems, ReliefF searches for k near misses from each different class and averages their contributions for updating W, weighted with the prior probability of each class. == Other Relief-based Algorithm Extensions/Derivatives == The following RBAs are arranged chronologically from oldest to most recent. They include methods for improving (1) the core Relief algorithm concept, (2) iterative approaches for scalability, (3) adaptations to different data types, (4) strategies for computational efficiency, or (5) some combination of these goals. For more on RBAs see these book chapters or this most recent review paper. === RRELIEFF === Robnik-Šikonja and Kononenko propose further updates to ReliefF, making it appropriate for regression. === Relieved-F === Introduced deterministic neighbor selection approach and a new approach for incomplete data handling. === Iterative Relief === Implemented method to address bias against non-monotonic features. Introduced the first iterative Relief approach. For the first time, neighbors were uniquely determined by a radius threshold and instances were weighted by their distance from the target instance. === I-RELIEF === Introduced sigmoidal weighting based on distance from target instance. All instance pairs (not just a defined subset of neighbors) contributed to score updates. Proposed an on-line learning variant of Relief. Extended the iterative Relief concept. Introduced local-learning updates between iterations for improved convergence. === TuRF (a.k.a. Tuned ReliefF) === Specifically sought to address noise in large feature spaces through the recursive elimination of features and the iterative application of ReliefF. === Evaporative Cooling ReliefF === Similarly seeking to address noise in large feature spaces. Utilized an iterative `evaporative' removal of lowest quality features using ReliefF scores in association with mutual information. === EReliefF (a.k.a. Extended ReliefF) === Addressing issues related to incomplete and multi-class data. === VLSReliefF (a.k.a. Very Large Scale ReliefF) === Dramatically improves the efficiency of detecting 2-way feature interactions in very large feature spaces by scoring random feature subsets rather than the entire feature space. === ReliefMSS === Introduced calculation of feature weights relative to average feature 'diff' between instance pairs. === SURF === SURF identifies nearest neighbors (both hits and misses) based on a distance threshold from the target instance defined by the average distance between all pairs of instances in the training data. Results suggest improved power to detect 2-way epistatic interactions over ReliefF. === SURF (a.k.a. SURFStar) === SURF extends the SURF algorithm to not only utilized 'near' neighbors in scoring updates, but 'far' instances as well, but employing inverted scoring updates for 'far instance pairs. Results suggest improved power to detect 2-way epistatic interactions over SURF, but an inability to detect simple main effects (i.e. univariate associations). === SWRF === SWRF extends the SURF algorithm adopting sigmoid weighting to take distance from the threshold into account. Also introduced a modular framework for further developing RBAs called MoRF. === MultiSURF (a.k.a. MultiSURFStar) === MultiSURF extends the SURF algorithm adapting the near/far neighborhood boundaries based on the average and standard deviation of distances from the target instance to all others. MultiSURF uses the standard deviation to define a dead-band zone where 'middle-distance' instances do not contribute to scoring. Evidence suggests MultiSURF performs best in detecting pure 2-way feature interactions. === Reli

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  • Mutation (evolutionary algorithm)

    Mutation (evolutionary algorithm)

    Mutation is a genetic operator used to maintain genetic diversity of the chromosomes of a population of an evolutionary algorithm (EA), including genetic algorithms in particular. It is analogous to biological mutation. The classic example of a mutation operator of a binary coded genetic algorithm (GA) involves a probability that an arbitrary bit in a genetic sequence will be flipped from its original state. A common method of implementing the mutation operator involves generating a random variable for each bit in a sequence. This random variable tells whether or not a particular bit will be flipped. This mutation procedure, based on the biological point mutation, is called single point mutation. Other types of mutation operators are commonly used for representations other than binary, such as floating-point encodings or representations for combinatorial problems. The purpose of mutation in EAs is to introduce diversity into the sampled population. Mutation operators are used in an attempt to avoid local minima by preventing the population of chromosomes from becoming too similar to each other, thus slowing or even stopping convergence to the global optimum. This reasoning also leads most EAs to avoid only taking the fittest of the population in generating the next generation, but rather selecting a random (or semi-random) set with a weighting toward those that are fitter. The following requirements apply to all mutation operators used in an EA: every point in the search space must be reachable by one or more mutations. there must be no preference for parts or directions in the search space (no drift). small mutations should be more probable than large ones. For different genome types, different mutation types are suitable. Some mutations are Gaussian, Uniform, Zigzag, Scramble, Insertion, Inversion, Swap, and so on. An overview and more operators than those presented below can be found in the introductory book by Eiben and Smith or in. == Bit string mutation == The mutation of bit strings ensue through bit flips at random positions. Example: The probability of a mutation of a bit is 1 l {\displaystyle {\frac {1}{l}}} , where l {\displaystyle l} is the length of the binary vector. Thus, a mutation rate of 1 {\displaystyle 1} per mutation and individual selected for mutation is reached. == Mutation of real numbers == Many EAs, such as the evolution strategy or the real-coded genetic algorithms, work with real numbers instead of bit strings. This is due to the good experiences that have been made with this type of coding. The value of a real-valued gene can either be changed or redetermined. A mutation that implements the latter should only ever be used in conjunction with the value-changing mutations and then only with comparatively low probability, as it can lead to large changes. In practical applications, the respective value range of the decision variables to be changed of the optimisation problem to be solved is usually limited. Accordingly, the values of the associated genes are each restricted to an interval [ x min , x max ] {\displaystyle [x_{\min },x_{\max }]} . Mutations may or may not take these restrictions into account. In the latter case, suitable post-treatment is then required as described below. === Mutation without consideration of restrictions === A real number x {\displaystyle x} can be mutated using normal distribution N ( 0 , σ ) {\displaystyle {\mathcal {N}}(0,\sigma )} by adding the generated random value to the old value of the gene, resulting in the mutated value x ′ {\displaystyle x'} : x ′ = x + N ( 0 , σ ) {\displaystyle x'=x+{\mathcal {N}}(0,\sigma )} In the case of genes with a restricted range of values, it is a good idea to choose the step size of the mutation σ {\displaystyle \sigma } so that it reasonably fits the range [ x min , x max ] {\displaystyle [x_{\min },x_{\max }]} of the gene to be changed, e.g.: σ = x max − x min 6 {\displaystyle \sigma ={\frac {x_{\text{max}}-x_{\text{min}}}{6}}} The step size can also be adjusted to the smaller permissible change range depending on the current value. In any case, however, it is likely that the new value x ′ {\displaystyle x'} of the gene will be outside the permissible range of values. Such a case must be considered a lethal mutation, since the obvious repair by using the respective violated limit as the new value of the gene would lead to a drift. This is because the limit value would then be selected with the entire probability of the values beyond the limit of the value range. The evolution strategy works with real numbers and mutation based on normal distribution. The step sizes are part of the chromosome and are subject to evolution together with the actual decision variables. === Mutation with consideration of restrictions === One possible form of changing the value of a gene while taking its value range [ x min , x max ] {\displaystyle [x_{\min },x_{\max }]} into account is the mutation relative parameter change of the evolutionary algorithm GLEAM (General Learning Evolutionary Algorithm and Method), in which, as with the mutation presented earlier, small changes are more likely than large ones. First, an equally distributed decision is made as to whether the current value x {\displaystyle x} should be increased or decreased and then the corresponding total change interval is determined. Without loss of generality, an increase is assumed for the explanation and the total change interval is then [ x , x max ] {\displaystyle [x,x_{\max }]} . It is divided into k {\displaystyle k} sub-areas of equal size with the width δ {\displaystyle \delta } , from which k {\displaystyle k} sub-change intervals of different size are formed: i {\displaystyle i} -th sub-change interval: [ x , x + δ ⋅ i ] {\displaystyle [x,x+\delta \cdot i]} with δ = ( x max − x ) k {\displaystyle \delta ={\frac {(x_{\text{max}}-x)}{k}}} and i = 1 , … , k {\displaystyle i=1,\dots ,k} Subsequently, one of the k {\displaystyle k} sub-change intervals is selected in equal distribution and a random number, also equally distributed, is drawn from it as the new value x ′ {\displaystyle x'} of the gene. The resulting summed probabilities of the sub-change intervals result in the probability distribution of the k {\displaystyle k} sub-areas shown in the adjacent figure for the exemplary case of k = 10 {\displaystyle k=10} . This is not a normal distribution as before, but this distribution also clearly favours small changes over larger ones. This mutation for larger values of k {\displaystyle k} , such as 10, is less well suited for tasks where the optimum lies on one of the value range boundaries. This can be remedied by significantly reducing k {\displaystyle k} when a gene value approaches its limits very closely. === Common properties === For both mutation operators for real-valued numbers, the probability of an increase and decrease is independent of the current value and is 50% in each case. In addition, small changes are considerably more likely than large ones. For mixed-integer optimization problems, rounding is usually used. == Mutation of permutations == Mutations of permutations are specially designed for genomes that are themselves permutations of a set. These are often used to solve combinatorial tasks. In the two mutations presented, parts of the genome are rotated or inverted. === Rotation to the right === The presentation of the procedure is illustrated by an example on the right: === Inversion === The presentation of the procedure is illustrated by an example on the right: === Variants with preference for smaller changes === The requirement raised at the beginning for mutations, according to which small changes should be more probable than large ones, is only inadequately fulfilled by the two permutation mutations presented, since the lengths of the partial lists and the number of shift positions are determined in an equally distributed manner. However, the longer the partial list and the shift, the greater the change in gene order. This can be remedied by the following modifications. The end index j {\displaystyle j} of the partial lists is determined as the distance d {\displaystyle d} to the start index i {\displaystyle i} : j = ( i + d ) mod | P 0 | {\displaystyle j=(i+d){\bmod {\left|P_{0}\right|}}} where d {\displaystyle d} is determined randomly according to one of the two procedures for the mutation of real numbers from the interval [ 0 , | P 0 | − 1 ] {\displaystyle \left[0,\left|P_{0}\right|-1\right]} and rounded. For the rotation, k {\displaystyle k} is determined similarly to the distance d {\displaystyle d} , but the value 0 {\displaystyle 0} is forbidden. For the inversion, note that i ≠ j {\displaystyle i\neq j} must hold, so for d {\displaystyle d} the value 0 {\displaystyle 0} must be excluded.

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  • Characteristic samples

    Characteristic samples

    Characteristic samples is a concept in the field of grammatical inference, related to passive learning. In passive learning, an inference algorithm I {\displaystyle I} is given a set of pairs of strings and labels S {\displaystyle S} , and returns a representation R {\displaystyle R} that is consistent with S {\displaystyle S} . Characteristic samples consider the scenario when the goal is not only finding a representation consistent with S {\displaystyle S} , but finding a representation that recognizes a specific target language. A characteristic sample of language L {\displaystyle L} is a set of pairs of the form ( s , l ( s ) ) {\displaystyle (s,l(s))} where: l ( s ) = 1 {\displaystyle l(s)=1} if and only if s ∈ L {\displaystyle s\in L} l ( s ) = − 1 {\displaystyle l(s)=-1} if and only if s ∉ L {\displaystyle s\notin L} Given the characteristic sample S {\displaystyle S} , I {\displaystyle I} 's output on it is a representation R {\displaystyle R} , e.g. an automaton, that recognizes L {\displaystyle L} . == Formal Definition == === The Learning Paradigm associated with Characteristic Samples === There are three entities in the learning paradigm connected to characteristic samples, the adversary, the teacher and the inference algorithm. Given a class of languages C {\displaystyle \mathbb {C} } and a class of representations for the languages R {\displaystyle \mathbb {R} } , the paradigm goes as follows: The adversary A {\displaystyle A} selects a language L ∈ C {\displaystyle L\in \mathbb {C} } and reports it to the teacher The teacher T {\displaystyle T} then computes a set of strings and label them correctly according to L {\displaystyle L} , trying to make sure that the inference algorithm will compute L {\displaystyle L} The adversary can add correctly labeled words to the set in order to confuse the inference algorithm The inference algorithm I {\displaystyle I} gets the sample and computes a representation R ∈ R {\displaystyle R\in \mathbb {R} } consistent with the sample. The goal is that when the inference algorithm receives a characteristic sample for a language L {\displaystyle L} , or a sample that subsumes a characteristic sample for L {\displaystyle L} , it will return a representation that recognizes exactly the language L {\displaystyle L} . === Sample === Sample S {\displaystyle S} is a set of pairs of the form ( s , l ( s ) ) {\displaystyle (s,l(s))} such that l ( s ) ∈ { − 1 , 1 } {\displaystyle l(s)\in \{-1,1\}} ==== Sample consistent with a language ==== We say that a sample S {\displaystyle S} is consistent with language L {\displaystyle L} if for every pair ( s , l ( s ) ) {\displaystyle (s,l(s))} in S {\displaystyle S} : l ( s ) = 1 if and only if s ∈ L {\displaystyle l(s)=1{\text{ if and only if }}s\in L} l ( s ) = − 1 if and only if s ∉ L {\displaystyle l(s)=-1{\text{ if and only if }}s\notin L} === Characteristic sample === Given an inference algorithm I {\displaystyle I} and a language L {\displaystyle L} , a sample S {\displaystyle S} that is consistent with L {\displaystyle L} is called a characteristic sample of L {\displaystyle L} for I {\displaystyle I} if: I {\displaystyle I} 's output on S {\displaystyle S} is a representation R {\displaystyle R} that recognizes L {\displaystyle L} . For every sample D {\displaystyle D} that is consistent with L {\displaystyle L} and also fulfils S ⊆ D {\displaystyle S\subseteq D} , I {\displaystyle I} 's output on D {\displaystyle D} is a representation R {\displaystyle R} that recognizes L {\displaystyle L} . A Class of languages C {\displaystyle \mathbb {C} } is said to have charistaristic samples if every L ∈ C {\displaystyle L\in \mathbb {C} } has a characteristic sample. == Related Theorems == === Theorem === If equivalence is undecidable for a class C {\textstyle \mathbb {C} } over Σ {\textstyle \Sigma } of cardinality bigger than 1, then C {\textstyle \mathbb {C} } doesn't have characteristic samples. ==== Proof ==== Given a class of representations C {\textstyle \mathbb {C} } such that equivalence is undecidable, for every polynomial p ( x ) {\displaystyle p(x)} and every n ∈ N {\displaystyle n\in \mathbb {N} } , there exist two representations r 1 {\displaystyle r_{1}} and r 2 {\displaystyle r_{2}} of sizes bounded by n {\displaystyle n} , that recognize different languages but are inseparable by any string of size bounded by p ( n ) {\displaystyle p(n)} . Assuming this is not the case, we can decide if r 1 {\displaystyle r_{1}} and r 2 {\displaystyle r_{2}} are equivalent by simulating their run on all strings of size smaller than p ( n ) {\displaystyle p(n)} , contradicting the assumption that equivalence is undecidable. === Theorem === If S 1 {\displaystyle S_{1}} is a characteristic sample for L 1 {\displaystyle L_{1}} and is also consistent with L 2 {\displaystyle L_{2}} , then every characteristic sample of L 2 {\displaystyle L_{2}} , is inconsistent with L 1 {\displaystyle L_{1}} . ==== Proof ==== Given a class C {\textstyle \mathbb {C} } that has characteristic samples, let R 1 {\displaystyle R_{1}} and R 2 {\displaystyle R_{2}} be representations that recognize L 1 {\displaystyle L_{1}} and L 2 {\displaystyle L_{2}} respectively. Under the assumption that there is a characteristic sample for L 1 {\displaystyle L_{1}} , S 1 {\displaystyle S_{1}} that is also consistent with L 2 {\displaystyle L_{2}} , we'll assume falsely that there exist a characteristic sample for L 2 {\displaystyle L_{2}} , S 2 {\displaystyle S_{2}} that is consistent with L 1 {\displaystyle L_{1}} . By the definition of characteristic sample, the inference algorithm I {\displaystyle I} must return a representation which recognizes the language if given a sample that subsumes the characteristic sample itself. But for the sample S 1 ∪ S 2 {\displaystyle S_{1}\cup S_{2}} , the answer of the inferring algorithm needs to recognize both L 1 {\displaystyle L_{1}} and L 2 {\displaystyle L_{2}} , in contradiction. === Theorem === If a class is polynomially learnable by example based queries, it is learnable with characteristic samples. == Polynomialy characterizable classes == === Regular languages === The proof that DFA's are learnable using characteristic samples, relies on the fact that every regular language has a finite number of equivalence classes with respect to the right congruence relation, ∼ L {\displaystyle \sim _{L}} (where x ∼ L y {\displaystyle x\sim _{L}y} for x , y ∈ Σ ∗ {\displaystyle x,y\in \Sigma ^{}} if and only if ∀ z ∈ Σ ∗ : x z ∈ L ↔ y z ∈ L {\displaystyle \forall z\in \Sigma ^{}:xz\in L\leftrightarrow yz\in L} ). Note that if x {\displaystyle x} , y {\displaystyle y} are not congruent with respect to ∼ L {\displaystyle \sim _{L}} , there exists a string z {\displaystyle z} such that x z ∈ L {\displaystyle xz\in L} but y z ∉ L {\displaystyle yz\notin L} or vice versa, this string is called a separating suffix. ==== Constructing a characteristic sample ==== The construction of a characteristic sample for a language L {\displaystyle L} by the teacher goes as follows. Firstly, by running a depth first search on a deterministic automaton A {\displaystyle A} recognizing L {\displaystyle L} , starting from its initial state, we get a suffix closed set of words, W {\displaystyle W} , ordered in shortlex order. From the fact above, we know that for every two states in the automaton, there exists a separating suffix that separates between every two strings that the run of A {\displaystyle A} on them ends in the respective states. We refer to the set of separating suffixes as S {\displaystyle S} . The labeled set (sample) of words the teacher gives the adversary is { ( w , l ( w ) ) | w ∈ W ⋅ S ∪ W ⋅ Σ ⋅ S } {\displaystyle \{(w,l(w))|w\in W\cdot S\cup W\cdot \Sigma \cdot S\}} where l ( w ) {\displaystyle l(w)} is the correct label of w {\displaystyle w} (whether it is in L {\displaystyle L} or not). We may assume that ϵ ∈ S {\displaystyle \epsilon \in S} . ==== Constructing a deterministic automata ==== Given the sample from the adversary W {\displaystyle W} , the construction of the automaton by the inference algorithm I {\displaystyle I} starts with defining P = prefix ( W ) {\displaystyle P={\text{prefix}}(W)} and S = suffix ( W ) {\displaystyle S={\text{suffix}}(W)} , which are the set of prefixes and suffixes of W {\displaystyle W} respectively. Now the algorithm constructs a matrix M {\displaystyle M} where the elements of P {\displaystyle P} function as the rows, ordered by the shortlex order, and the elements of S {\displaystyle S} function as the columns, ordered by the shortlex order. Next, the cells in the matrix are filled in the following manner for prefix p i {\displaystyle p_{i}} and suffix s j {\displaystyle s_{j}} : If p i s j ∈ W → M i j = l ( p i s j ) {\displaystyle p_{i}s_{j}\in W\rightarrow M_{ij}=l(p_{i}s_{j})} else, M i j = 0 {\displaystyle M_{ij}=0} Now, we say row i {\displaystyle i} and t {\displaystyle t} are distinguishable if there exi

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  • Active learning (machine learning)

    Active learning (machine learning)

    Active learning is a special case of machine learning in which a learning algorithm can interactively query a human user (or some other information source) to label new data points with the desired outputs. The human user must possess expertise in the problem domain, including the ability to consult authoritative sources when necessary. In statistics literature, it is sometimes also called optimal experimental design. The information source is also called teacher or oracle. There are situations in which unlabeled data is abundant but manual labeling is expensive. In such a scenario, learning algorithms can actively query the teacher for labels. Since the learner chooses the examples, the number of examples to learn a concept can often be much lower than the number required in normal supervised learning. However, there is a risk that the algorithm is overwhelmed by uninformative examples. Recent developments are dedicated to multi-label active learning, hybrid active learning and active learning in a single-pass (on-line) context, combining concepts from the field of machine learning (e.g. conflict and ignorance) with adaptive, incremental learning policies in the field of online machine learning. Using active learning allows for faster development of a machine learning algorithm, when comparative updates would require a quantum or super computer. Large-scale active learning projects may benefit from crowdsourcing frameworks such as Amazon Mechanical Turk that include many humans in the active learning loop. == Definitions == Let T be the total set of all data under consideration. For example, in a protein engineering problem, T would include all proteins that are known to have a certain interesting activity and all additional proteins that one might want to test for that activity. During each iteration, i, T is broken up into three subsets T K , i {\displaystyle \mathbf {T} _{K,i}} : Data points where the label is known. T U , i {\displaystyle \mathbf {T} _{U,i}} : Data points where the label is unknown. T C , i {\displaystyle \mathbf {T} _{C,i}} : A subset of TU,i that is chosen to be labeled. Most of the current research in active learning involves the best method to choose the data points for TC,i. == Scenarios == Pool-based sampling: In this approach, which is the most well known scenario, the learning algorithm attempts to evaluate the entire dataset before selecting data points (instances) for labeling. It is often initially trained on a fully labeled subset of the data using a machine-learning method such as logistic regression or SVM that yields class-membership probabilities for individual data instances. The candidate instances are those for which the prediction is most ambiguous. Instances are drawn from the entire data pool and assigned a confidence score, a measurement of how well the learner "understands" the data. The system then selects the instances for which it is the least confident and queries the teacher for the labels. The theoretical drawback of pool-based sampling is that it is memory-intensive and is therefore limited in its capacity to handle enormous datasets, but in practice, the rate-limiting factor is that the teacher is typically a (fatiguable) human expert who must be paid for their effort, rather than computer memory. Stream-based selective sampling: Here, each consecutive unlabeled instance is examined one at a time with the machine evaluating the informativeness of each item against its query parameters. The learner decides for itself whether to assign a label or query the teacher for each datapoint. As contrasted with Pool-based sampling, the obvious drawback of stream-based methods is that the learning algorithm does not have sufficient information, early in the process, to make a sound assign-label-vs ask-teacher decision, and it does not capitalize as efficiently on the presence of already labeled data. Therefore, the teacher is likely to spend more effort in supplying labels than with the pool-based approach. Membership query synthesis: This is where the learner generates synthetic data from an underlying natural distribution. For example, if the dataset are pictures of humans and animals, the learner could send a clipped image of a leg to the teacher and query if this appendage belongs to an animal or human. This is particularly useful if the dataset is small. The challenge here, as with all synthetic-data-generation efforts, is in ensuring that the synthetic data is consistent in terms of meeting the constraints on real data. As the number of variables/features in the input data increase, and strong dependencies between variables exist, it becomes increasingly difficult to generate synthetic data with sufficient fidelity. For example, to create a synthetic data set for human laboratory-test values, the sum of the various white blood cell (WBC) components in a white blood cell differential must equal 100, since the component numbers are really percentages. Similarly, the enzymes alanine transaminase (ALT) and aspartate transaminase (AST) measure liver function (though AST is also produced by other tissues, e.g., lung, pancreas) A synthetic data point with AST at the lower limit of normal range (8–33 units/L) with an ALT several times above normal range (4–35 units/L) in a simulated chronically ill patient would be physiologically impossible. == Query strategies == Algorithms for determining which data points should be labeled can be organized into a number of different categories, based upon their purpose: Balance exploration and exploitation: the choice of examples to label is seen as a dilemma between the exploration and the exploitation over the data space representation. This strategy manages this compromise by modelling the active learning problem as a contextual bandit problem. For example, Bouneffouf et al. propose a sequential algorithm named Active Thompson Sampling (ATS), which, in each round, assigns a sampling distribution on the pool, samples one point from this distribution, and queries the oracle for this sample point label. Expected model change: label those points that would most change the current model. Expected error reduction: label those points that would most reduce the model's generalization error. Exponentiated Gradient Exploration for Active Learning: In this paper, the author proposes a sequential algorithm named exponentiated gradient (EG)-active that can improve any active learning algorithm by an optimal random exploration. Uncertainty sampling: label those points for which the current model is least certain as to what the correct output should be. Query by committee: a variety of models are trained on the current labeled data, and vote on the output for unlabeled data; label those points for which the "committee" disagrees the most Querying from diverse subspaces or partitions: When the underlying model is a forest of trees, the leaf nodes might represent (overlapping) partitions of the original feature space. This offers the possibility of selecting instances from non-overlapping or minimally overlapping partitions for labeling. Variance reduction: label those points that would minimize output variance, which is one of the components of error. Conformal prediction: predicts that a new data point will have a label similar to old data points in some specified way and degree of the similarity within the old examples is used to estimate the confidence in the prediction. Mismatch-first farthest-traversal: The primary selection criterion is the prediction mismatch between the current model and nearest-neighbour prediction. It targets on wrongly predicted data points. The second selection criterion is the distance to previously selected data, the farthest first. It aims at optimizing the diversity of selected data. User-centered labeling strategies: Learning is accomplished by applying dimensionality reduction to graphs and figures like scatter plots. Then the user is asked to label the compiled data (categorical, numerical, relevance scores, relation between two instances). A wide variety of algorithms have been studied that fall into these categories. While the traditional AL strategies can achieve remarkable performance, it is often challenging to predict in advance which strategy is the most suitable in a particular situation. In recent years, meta-learning algorithms have been gaining in popularity. Some of them have been proposed to tackle the problem of learning AL strategies instead of relying on manually designed strategies. A benchmark which compares 'meta-learning approaches to active learning' to 'traditional heuristic-based Active Learning' may give intuitions if 'Learning active learning' is at the crossroads == Minimum marginal hyperplane == Some active learning algorithms are built upon support-vector machines (SVMs) and exploit the structure of the SVM to determine which data points to label. Such methods usually calculate the margin, W, of each u

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  • Generalized blockmodeling of valued networks

    Generalized blockmodeling of valued networks

    Generalized blockmodeling of valued networks is an approach of the generalized blockmodeling, dealing with valued networks (e.g., non-binary). While the generalized blockmodeling signifies a "formal and integrated approach for the study of the underlying functional anatomies of virtually any set of relational data", it is in principle used for binary networks. This is evident from the set of ideal blocks, which are used to interpret blockmodels, that are binary, based on the characteristic link patterns. Because of this, such templates are "not readily comparable with valued empirical blocks". To allow generalized blockmodeling of valued directional (one-mode) networks (e.g. allowing the direct comparisons of empirical valued blocks with ideal binary blocks), a non–parametric approach is used. With this, "an optional parameter determines the prominence of valued ties as a minimum percentile deviation between observed and expected flows". Such two–sided application of parameter then introduces "the possibility of non–determined ties, i.e. valued relations that are deemed neither prominent (1) nor non–prominent (0)." Resulted occurrences of links then motivate the modification of the calculation of inconsistencies between empirical and ideal blocks. At the same time, such links also give a possibility to measure the interpretational certainty, which is specific to each ideal block. Such maximum two–sided deviation threshold, holding the aggregate uncertainty score at zero or near–zero levels, is then proposed as "a measure of interpretational certainty for valued blockmodels, in effect transforming the optional parameter into an outgoing state". Problem with blockmodeling is the standard set of ideal block, as they are all specified using binary link (tie) patters; this results in "a non–trivial exercise to match and count inconsistencies between such ideal binary ties and empirical valued ties". One approach to solve this is by using dichotomization to transform the network into a binary version. The other two approaches were first proposed by Aleš Žiberna in 2007 by introducing valued (generalized) blockmodeling and also homogeneity blockmodeling. The basic idea of the latter is "that the inconsistency of an empirical block with its ideal block can be measured by within block variability of appropriate values". The newly–formed ideal blocks, which are appropriate for blockmodeling of valued networks, are then presented together with the definitions of their block inconsistencies. Two other approaches were later suggested by Carl Nordlund in 2019: deviational approach and correlation-based generalized approach. Both Nordlund's approaches are based on the idea, that valued networks can be compared with the ideal block without values. With this approach, more information is retained for analysis, which also means, that there are fewer partitions having identical values of the criterion function. This means, that the generalized blockmodeling of valued networks measures the inconsistencies more precisely. Usually, only one optimal partition is found in this approach, especially when it is used by homogeneity blockmodeling. Contrary, while using binary blockmodeling on the same sample, usually more than one optimal partition had occurred on several occasions.

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  • Induction of regular languages

    Induction of regular languages

    In computational learning theory, induction of regular languages refers to the task of learning a formal description (e.g. grammar) of a regular language from a given set of example strings. Although E. Mark Gold has shown that not every regular language can be learned this way (see language identification in the limit), approaches have been investigated for a variety of subclasses. They are sketched in this article. For learning of more general grammars, see Grammar induction. == Definitions == A regular language is defined as a (finite or infinite) set of strings that can be described by one of the mathematical formalisms called "finite automaton", "regular grammar", or "regular expression", all of which have the same expressive power. Since the latter formalism leads to shortest notations, it shall be introduced and used here. Given a set Σ of symbols (a.k.a. alphabet), a regular expression can be any of ∅ (denoting the empty set of strings), ε (denoting the singleton set containing just the empty string), a (where a is any character in Σ; denoting the singleton set just containing the single-character string a), r + s (where r and s are, in turn, simpler regular expressions; denoting their set's union) r ⋅ s (denoting the set of all possible concatenations of strings from r's and s's set), r + (denoting the set of n-fold repetitions of strings from r's set, for any n ≥ 1), or r (similarly denoting the set of n-fold repetitions, but also including the empty string, seen as 0-fold repetition). For example, using Σ = {0,1}, the regular expression (0+1+ε)⋅(0+1) denotes the set of all binary numbers with one or two digits (leading zero allowed), while 1⋅(0+1)⋅0 denotes the (infinite) set of all even binary numbers (no leading zeroes). Given a set of strings (also called "positive examples"), the task of regular language induction is to come up with a regular expression that denotes a set containing all of them. As an example, given {1, 10, 100}, a "natural" description could be the regular expression 1⋅0, corresponding to the informal characterization "a 1 followed by arbitrarily many (maybe even none) 0's". However, (0+1) and 1+(1⋅0)+(1⋅0⋅0) is another regular expression, denoting the largest (assuming Σ = {0,1}) and the smallest set containing the given strings, and called the trivial overgeneralization and undergeneralization, respectively. Some approaches work in an extended setting where also a set of "negative example" strings is given; then, a regular expression is to be found that generates all of the positive, but none of the negative examples. == Lattice of automata == Dupont et al. have shown that the set of all structurally complete finite automata generating a given input set of example strings forms a lattice, with the trivial undergeneralized and the trivial overgeneralized automaton as bottom and top element, respectively. Each member of this lattice can be obtained by factoring the undergeneralized automaton by an appropriate equivalence relation. For the above example string set {1, 10, 100}, the picture shows at its bottom the undergeneralized automaton Aa,b,c,d in grey, consisting of states a, b, c, and d. On the state set {a,b,c,d}, a total of 15 equivalence relations exist, forming a lattice. Mapping each equivalence E to the corresponding quotient automaton language L(Aa,b,c,d / E) obtains the partially ordered set shown in the picture. Each node's language is denoted by a regular expression. The language may be recognized by quotient automata w.r.t. different equivalence relations, all of which are shown below the node. An arrow between two nodes indicates that the lower node's language is a proper subset of the higher node's. If both positive and negative example strings are given, Dupont et al. build the lattice from the positive examples, and then investigate the separation border between automata that generate some negative example and such that do not. Most interesting are those automata immediately below the border. In the picture, separation borders are shown for the negative example strings 11 (green), 1001 (blue), 101 (cyan), and 0 (red). Coste and Nicolas present an own search method within the lattice, which they relate to Mitchell's version space paradigm. To find the separation border, they use a graph coloring algorithm on the state inequality relation induced by the negative examples. Later, they investigate several ordering relations on the set of all possible state fusions. Kudo and Shimbo use the representation by automaton factorizations to give a unique framework for the following approaches (sketched below): k-reversible languages and the "tail clustering" follow-up approach, Successor automata and the predecessor-successor method, and pumping-based approaches (framework-integration challenged by Luzeaux, however). Each of these approaches is shown to correspond to a particular kind of equivalence relations used for factorization. == Approaches == === k-reversible languages === Angluin considers so-called "k-reversible" regular automata, that is, deterministic automata in which each state can be reached from at most one state by following a transition chain of length k. Formally, if Σ, Q, and δ denote the input alphabet, the state set, and the transition function of an automaton A, respectively, then A is called k-reversible if: ∀a0, ..., ak ∈ Σ ∀s1, s2 ∈ Q: δ(s1, a0...ak) = δ(s2, a0...ak) ⇒ s1 = s2, where δ means the homomorphic extension of δ to arbitrary words. Angluin gives a cubic algorithm for learning of the smallest k-reversible language from a given set of input words; for k = 0, the algorithm has even almost linear complexity. The required state uniqueness after k + 1 given symbols forces unifying automaton states, thus leading to a proper generalization different from the trivial undergeneralized automaton. This algorithm has been used to learn simple parts of English syntax; later, an incremental version has been provided. Another approach based on k-reversible automata is the tail clustering method. === Successor automata === From a given set of input strings, Vernadat and Richetin build a so-called successor automaton, consisting of one state for each distinct character and a transition between each two adjacent characters' states. For example, the singleton input set {aabbaabb} leads to an automaton corresponding to the regular expression (a+⋅b+). An extension of this approach is the predecessor-successor method which generalizes each character repetition immediately to a Kleene + and then includes for each character the set of its possible predecessors in its state. Successor automata can learn exactly the class of local languages. Since each regular language is the homomorphic image of a local language, grammars from the former class can be learned by lifting, if an appropriate (depending on the intended application) homomorphism is provided. In particular, there is such a homomorphism for the class of languages learnable by the predecessor-successor method. The learnability of local languages can be reduced to that of k-reversible languages. === Early approaches === Chomsky and Miller (1957) used the pumping lemma: they guess a part v of an input string uvw and try to build a corresponding cycle into the automaton to be learned; using membership queries they ask, for appropriate k, which of the strings uw, uvvw, uvvvw, ..., uvkw also belongs to the language to be learned, thereby refining the structure of their automaton. In 1959, Solomonoff generalized this approach to context-free languages, which also obey a pumping lemma. === Cover automata === Câmpeanu et al. learn a finite automaton as a compact representation of a large finite language. Given such a language F, they search a so-called cover automaton A such that its language L(A) covers F in the following sense: L(A) ∩ Σ≤ l = F, where l is the length of the longest string in F, and Σ≤ l denotes the set of all strings not longer than l. If such a cover automaton exists, F is uniquely determined by A and l. For example, F = {ad, read, reread } has l = 6 and a cover automaton corresponding to the regular expression (r⋅e)⋅a⋅d. For two strings x and y, Câmpeanu et al. define x ~ y if xz ∈ F ⇔ yz ∈ F for all strings z of a length such that both xz and yz are not longer than l. Based on this relation, whose lack of transitivity causes considerable technical problems, they give an O(n4) algorithm to construct from F a cover automaton A of minimal state count. Moreover, for union, intersection, and difference of two finite languages they provide corresponding operations on their cover automata. Păun et al. improve the time complexity to O(n2). === Residual automata === For a set S of strings and a string u, the Brzozowski derivative u−1S is defined as the set of all rest-strings obtainable from a string in S by cutting off its prefix u (if possible), formally: u−1S = {v ∈ Σ: uv ∈ S}, cf. picture. Denis et al. define a

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  • ID3 algorithm

    ID3 algorithm

    In decision tree learning, ID3 (Iterative Dichotomiser 3) is a greedy algorithm invented by Ross Quinlan used to generate a decision tree from a dataset. ID3 is the precursor to the C4.5 algorithm. The 3 in the name is meant to signify that this was Quinlan's third attempt at a model based on entropy-based splitting, and the term dichotimser is a misnomer as it implies a binary split, but the ID3 algorithm can split on multi-valued attributes. == Algorithm == The ID3 algorithm begins with the original set S {\displaystyle S} as the root node. On each iteration of the algorithm, it iterates through every unused attribute of the set S {\displaystyle S} and calculates the entropy H ( S ) {\displaystyle \mathrm {H} {(S)}} or the information gain I G ( S ) {\displaystyle IG(S)} of that attribute. It then selects the attribute which has the smallest entropy (or largest information gain) value. The set S {\displaystyle S} is then split or partitioned by the selected attribute to produce subsets of the data. (For example, a node can be split into child nodes based upon the subsets of the population whose ages are less than 50, between 50 and 100, and greater than 100.) The algorithm continues to recurse on each subset, considering only attributes never selected before. Recursion on a subset may stop in one of these cases: every element in the subset belongs to the same class; in which case the node is turned into a leaf node and labelled with the class of the examples. there are no more attributes to be selected, but the examples still do not belong to the same class. In this case, the node is made a leaf node and labelled with the most common class of the examples in the subset. there are no examples in the subset, which happens when no example in the parent set was found to match a specific value of the selected attribute. An example could be the absence of a person among the population with age over 100 years. Then a leaf node is created and labelled with the most common class of the examples in the parent node's set. Throughout the algorithm, the decision tree is constructed with each non-terminal node (internal node) representing the selected attribute on which the data was split, and terminal nodes (leaf nodes) representing the class label of the final subset of this branch. === Summary === Calculate the entropy of every attribute a {\displaystyle a} of the data set S {\displaystyle S} . Partition ("split") the set S {\displaystyle S} into subsets using the attribute for which the resulting entropy after splitting is minimized; or, equivalently, information gain is maximum. Make a decision tree node containing that attribute. Recurse on subsets using the remaining attributes. === Properties === ID3 does not guarantee an optimal solution. It can converge upon local optima. It uses a greedy strategy by selecting the locally best attribute to split the dataset on each iteration. The algorithm's optimality can be improved by using backtracking during the search for the optimal decision tree at the cost of possibly taking longer. ID3 can overfit the training data. To avoid overfitting, smaller decision trees should be preferred over larger ones. This algorithm usually produces small trees, but it does not always produce the smallest possible decision tree. ID3 is harder to use on continuous data than on factored data (factored data has a discrete number of possible values, thus reducing the possible branch points). If the values of any given attribute are continuous, then there are many more places to split the data on this attribute, and searching for the best value to split by can be time-consuming. === Usage === The ID3 algorithm is used by training on a data set S {\displaystyle S} to produce a decision tree which is stored in memory. At runtime, this decision tree is used to classify new test cases (feature vectors) by traversing the decision tree using the features of the datum to arrive at a leaf node. == The ID3 metrics == === Entropy === Entropy H ( S ) {\displaystyle \mathrm {H} {(S)}} is a measure of the amount of uncertainty in the (data) set S {\displaystyle S} (i.e. entropy characterizes the (data) set S {\displaystyle S} ). H ( S ) = ∑ x ∈ X − p ( x ) log 2 ⁡ p ( x ) {\displaystyle \mathrm {H} {(S)}=\sum _{x\in X}{-p(x)\log _{2}p(x)}} Where, S {\displaystyle S} – The current dataset for which entropy is being calculated This changes at each step of the ID3 algorithm, either to a subset of the previous set in the case of splitting on an attribute or to a "sibling" partition of the parent in case the recursion terminated previously. X {\displaystyle X} – The set of classes in S {\displaystyle S} p ( x ) {\displaystyle p(x)} – The proportion of the number of elements in class x {\displaystyle x} to the number of elements in set S {\displaystyle S} When H ( S ) = 0 {\displaystyle \mathrm {H} {(S)}=0} , the set S {\displaystyle S} is perfectly classified (i.e. all elements in S {\displaystyle S} are of the same class). In ID3, entropy is calculated for each remaining attribute. The attribute with the smallest entropy is used to split the set S {\displaystyle S} on this iteration. Entropy in information theory measures how much information is expected to be gained upon measuring a random variable; as such, it can also be used to quantify the amount to which the distribution of the quantity's values is unknown. A constant quantity has zero entropy, as its distribution is perfectly known. In contrast, a uniformly distributed random variable (discretely or continuously uniform) maximizes entropy. Therefore, the greater the entropy at a node, the less information is known about the classification of data at this stage of the tree; and therefore, the greater the potential to improve the classification here. As such, ID3 is a greedy heuristic performing a best-first search for locally optimal entropy values. Its accuracy can be improved by preprocessing the data. === Information gain === Information gain I G ( A ) {\displaystyle IG(A)} is the measure of the difference in entropy from before to after the set S {\displaystyle S} is split on an attribute A {\displaystyle A} . In other words, how much uncertainty in S {\displaystyle S} was reduced after splitting set S {\displaystyle S} on attribute A {\displaystyle A} . I G ( S , A ) = H ( S ) − ∑ t ∈ T p ( t ) H ( t ) = H ( S ) − H ( S | A ) . {\displaystyle IG(S,A)=\mathrm {H} {(S)}-\sum _{t\in T}p(t)\mathrm {H} {(t)}=\mathrm {H} {(S)}-\mathrm {H} {(S|A)}.} Where, H ( S ) {\displaystyle \mathrm {H} (S)} – Entropy of set S {\displaystyle S} T {\displaystyle T} – The subsets created from splitting set S {\displaystyle S} by attribute A {\displaystyle A} such that S = ⋃ t ∈ T t {\displaystyle S=\bigcup _{t\in T}t} p ( t ) {\displaystyle p(t)} – The proportion of the number of elements in t {\displaystyle t} to the number of elements in set S {\displaystyle S} H ( t ) {\displaystyle \mathrm {H} (t)} – Entropy of subset t {\displaystyle t} In ID3, information gain can be calculated (instead of entropy) for each remaining attribute. The attribute with the largest information gain is used to split the set S {\displaystyle S} on this iteration.

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  • SMBGhost

    SMBGhost

    SMBGhost (or SMBleedingGhost or CoronaBlue) is a type of security vulnerability, with wormlike features, that affects Windows 10 computers and was first reported publicly on 10 March 2020. == Security vulnerability == A proof of concept (PoC) exploit code was published 1 June 2020 on GitHub by a security researcher. The code could possibly spread to millions of unpatched computers, resulting in as much as tens of billions of dollars in losses. Microsoft recommends all users of Windows 10 versions 1903 and 1909 and Windows Server versions 1903 and 1909 to install patches, and states, "We recommend customers install updates as soon as possible as publicly disclosed vulnerabilities have the potential to be leveraged by bad actors ... An update for this vulnerability was released in March [2020], and customers who have installed the updates, or have automatic updates enabled, are already protected." Workarounds, according to Microsoft, such as disabling SMB compression and blocking port 445, may help but may not be sufficient. According to the advisory division of Homeland Security, "Malicious cyber actors are targeting unpatched systems with the new [threat], ... [and] strongly recommends using a firewall to block server message block ports from the internet and to apply patches to critical- and high-severity vulnerabilities as soon as possible."

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  • Vowpal Wabbit

    Vowpal Wabbit

    Vowpal Wabbit (VW) is an open-source fast online interactive machine learning system library and program developed originally at Yahoo! Research, and currently at Microsoft Research. It was started and is led by John Langford. Vowpal Wabbit's interactive learning support is particularly notable including Contextual Bandits, Active Learning, and forms of guided Reinforcement Learning. Vowpal Wabbit provides an efficient scalable out-of-core implementation with support for a number of machine learning reductions, importance weighting, and a selection of different loss functions and optimization algorithms. == Notable features == The VW program supports: Multiple supervised (and semi-supervised) learning problems: Classification (both binary and multi-class) Regression Active learning (partially labeled data) for both regression and classification Multiple learning algorithms (model-types / representations) OLS regression Matrix factorization (sparse matrix SVD) Single layer neural net (with user specified hidden layer node count) Searn (Search and Learn) Latent Dirichlet Allocation (LDA) Stagewise polynomial approximation Recommend top-K out of N One-against-all (OAA) and cost-sensitive OAA reduction for multi-class Weighted all pairs Contextual-bandit (with multiple exploration/exploitation strategies) Multiple loss functions: squared error quantile hinge logistic poisson Multiple optimization algorithms Stochastic gradient descent (SGD) BFGS Conjugate gradient Regularization (L1 norm, L2 norm, & elastic net regularization) Flexible input - input features may be: Binary Numerical Categorical (via flexible feature-naming and the hash trick) Can deal with missing values/sparse-features Other features On the fly generation of feature interactions (quadratic and cubic) On the fly generation of N-grams with optional skips (useful for word/language data-sets) Automatic test-set holdout and early termination on multiple passes bootstrapping User settable online learning progress report + auditing of the model Hyperparameter optimization == Scalability == Vowpal wabbit has been used to learn a tera-feature (1012) data-set on 1000 nodes in one hour. Its scalability is aided by several factors: Out-of-core online learning: no need to load all data into memory The hashing trick: feature identities are converted to a weight index via a hash (uses 32-bit MurmurHash3) Exploiting multi-core CPUs: parsing of input and learning are done in separate threads. Compiled C++ code

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  • Analogical modeling

    Analogical modeling

    Analogical modeling (AM) is a formal theory of exemplar based analogical reasoning, proposed by Royal Skousen, professor of Linguistics and English language at Brigham Young University in Provo, Utah. It is applicable to language modeling and other categorization tasks. Analogical modeling is related to connectionism and nearest neighbor approaches, in that it is data-based rather than abstraction-based; but it is distinguished by its ability to cope with imperfect datasets (such as caused by simulated short term memory limits) and to base predictions on all relevant segments of the dataset, whether near or far. In language modeling, AM has successfully predicted empirically valid forms for which no theoretical explanation was known (see the discussion of Finnish morphology in Skousen et al. 2002). == Implementation == === Overview === An exemplar-based model consists of a general-purpose modeling engine and a problem-specific dataset. Within the dataset, each exemplar (a case to be reasoned from, or an informative past experience) appears as a feature vector: a row of values for the set of parameters that define the problem. For example, in a spelling-to-sound task, the feature vector might consist of the letters of a word. Each exemplar in the dataset is stored with an outcome, such as a phoneme or phone to be generated. When the model is presented with a novel situation (in the form of an outcome-less feature vector), the engine algorithmically sorts the dataset to find exemplars that helpfully resemble it, and selects one, whose outcome is the model's prediction. The particulars of the algorithm distinguish one exemplar-based modeling system from another. In AM, we think of the feature values as characterizing a context, and the outcome as a behavior that occurs within that context. Accordingly, the novel situation is known as the given context. Given the known features of the context, the AM engine systematically generates all contexts that include it (all of its supracontexts), and extracts from the dataset the exemplars that belong to each. The engine then discards those supracontexts whose outcomes are inconsistent (this measure of consistency will be discussed further below), leaving an analogical set of supracontexts, and probabilistically selects an exemplar from the analogical set with a bias toward those in large supracontexts. This multilevel search exponentially magnifies the likelihood of a behavior's being predicted as it occurs reliably in settings that specifically resemble the given context. === Analogical modeling in detail === AM performs the same process for each case it is asked to evaluate. The given context, consisting of n variables, is used as a template to generate 2 n {\displaystyle 2^{n}} supracontexts. Each supracontext is a set of exemplars in which one or more variables have the same values that they do in the given context, and the other variables are ignored. In effect, each is a view of the data, created by filtering for some criteria of similarity to the given context, and the total set of supracontexts exhausts all such views. Alternatively, each supracontext is a theory of the task or a proposed rule whose predictive power needs to be evaluated. It is important to note that the supracontexts are not equal peers one with another; they are arranged by their distance from the given context, forming a hierarchy. If a supracontext specifies all of the variables that another one does and more, it is a subcontext of that other one, and it lies closer to the given context. (The hierarchy is not strictly branching; each supracontext can itself be a subcontext of several others, and can have several subcontexts.) This hierarchy becomes significant in the next step of the algorithm. The engine now chooses the analogical set from among the supracontexts. A supracontext may contain exemplars that only exhibit one behavior; it is deterministically homogeneous and is included. It is a view of the data that displays regularity, or a relevant theory that has never yet been disproven. A supracontext may exhibit several behaviors, but contain no exemplars that occur in any more specific supracontext (that is, in any of its subcontexts); in this case it is non-deterministically homogeneous and is included. Here there is no great evidence that a systematic behavior occurs, but also no counterargument. Finally, a supracontext may be heterogeneous, meaning that it exhibits behaviors that are found in a subcontext (closer to the given context), and also behaviors that are not. Where the ambiguous behavior of the nondeterministically homogeneous supracontext was accepted, this is rejected because the intervening subcontext demonstrates that there is a better theory to be found. The heterogeneous supracontext is therefore excluded. This guarantees that we see an increase in meaningfully consistent behavior in the analogical set as we approach the given context. With the analogical set chosen, each appearance of an exemplar (for a given exemplar may appear in several of the analogical supracontexts) is given a pointer to every other appearance of an exemplar within its supracontexts. One of these pointers is then selected at random and followed, and the exemplar to which it points provides the outcome. This gives each supracontext an importance proportional to the square of its size, and makes each exemplar likely to be selected in direct proportion to the sum of the sizes of all analogically consistent supracontexts in which it appears. Then, of course, the probability of predicting a particular outcome is proportional to the summed probabilities of all the exemplars that support it. (Skousen 2002, in Skousen et al. 2002, pp. 11–25, and Skousen 2003, both passim) === Formulas === Given a context with n {\displaystyle n} elements: total number of pairings: n 2 {\displaystyle n^{2}} number of agreements for outcome i: n i 2 {\displaystyle n_{i}^{2}} number of disagreements for outcome i: n i ( n − n i ) {\displaystyle n_{i}(n-n_{i})} total number of agreements: ∑ n i 2 {\displaystyle \sum {n_{i}^{2}}} total number of disagreements: ∑ n i ( n − n i ) = n 2 − ∑ n i 2 {\displaystyle \sum {n_{i}(n-n_{i})}=n^{2}-\sum {n_{i}^{2}}} === Example === This terminology is best understood through an example. In the example used in the second chapter of Skousen (1989), each context consists of three variables with potential values 0-3 Variable 1: 0,1,2,3 Variable 2: 0,1,2,3 Variable 3: 0,1,2,3 The two outcomes for the dataset are e and r, and the exemplars are: 3 1 0 e 0 3 2 r 2 1 0 r 2 1 2 r 3 1 1 r We define a network of pointers like so: The solid lines represent pointers between exemplars with matching outcomes; the dotted lines represent pointers between exemplars with non-matching outcomes. The statistics for this example are as follows: n = 5 {\displaystyle n=5} n r = 4 {\displaystyle n_{r}=4} n e = 1 {\displaystyle n_{e}=1} total number of pairings: n 2 = 25 {\displaystyle n^{2}=25} number of agreements for outcome r: n r 2 = 16 {\displaystyle n_{r}^{2}=16} number of agreements for outcome e: n e 2 = 1 {\displaystyle n_{e}^{2}=1} number of disagreements for outcome r: n r ( n − n r ) = 4 {\displaystyle n_{r}(n-n_{r})=4} number of disagreements for outcome e: n e ( n − n e ) = 4 {\displaystyle n_{e}(n-n_{e})=4} total number of agreements: n r 2 + n e 2 = 17 {\displaystyle n_{r}^{2}+n_{e}^{2}=17} total number of disagreements: n r ( n − n r ) + n e ( n − n e ) = n 2 − ( n r 2 + n e 2 ) = 8 {\displaystyle n_{r}(n-n_{r})+n_{e}(n-n_{e})=n^{2}-(n_{r}^{2}+n_{e}^{2})=8} uncertainty or fraction of disagreement: 8 / 25 = .32 {\displaystyle 8/25=.32} Behavior can only be predicted for a given context; in this example, let us predict the outcome for the context "3 1 2". To do this, we first find all of the contexts containing the given context; these contexts are called supracontexts. We find the supracontexts by systematically eliminating the variables in the given context; with m variables, there will generally be 2 m {\displaystyle 2^{m}} supracontexts. The following table lists each of the sub- and supracontexts; x means "not x", and - means "anything". These contexts are shown in the venn diagram below: The next step is to determine which exemplars belong to which contexts in order to determine which of the contexts are homogeneous. The table below shows each of the subcontexts, their behavior in terms of the given exemplars, and the number of disagreements within the behavior: Analyzing the subcontexts in the table above, we see that there is only 1 subcontext with any disagreements: "3 1 2", which in the dataset consists of "3 1 0 e" and "3 1 1 r". There are 2 disagreements in this subcontext; 1 pointing from each of the exemplars to the other (see the pointer network pictured above). Therefore, only supracontexts containing this subcontext will contain any disagreements. We use a simple rule to identify the homogeneous supraco

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  • Probit model

    Probit model

    In statistics, a probit model is a type of regression where the dependent variable can take only two values, for example married or not married. The word is a portmanteau, coming from probability + unit. The purpose of the model is to estimate the probability that an observation with particular characteristics will fall into a specific one of the categories; moreover, classifying observations based on their predicted probabilities is a type of binary classification model. A probit model is a popular specification for a binary response model. As such it treats the same set of problems as does logistic regression using similar techniques. When viewed in the generalized linear model framework, the probit model employs a probit link function. It is most often estimated using the maximum likelihood procedure, such an estimation being called a probit regression. == Conceptual framework == Suppose a response variable Y is binary, that is it can have only two possible outcomes which we will denote as 1 and 0. For example, Y may represent presence/absence of a certain condition, success/failure of some device, answer yes/no on a survey, etc. We also have a vector of regressors X, which are assumed to influence the outcome Y. Specifically, we assume that the model takes the form P ( Y = 1 ∣ X ) = Φ ( X T β ) , {\displaystyle P(Y=1\mid X)=\Phi (X^{\operatorname {T} }\beta ),} where P is the probability and Φ {\displaystyle \Phi } is the cumulative distribution function (CDF) of the standard normal distribution. The parameters β are typically estimated by maximum likelihood. It is possible to motivate the probit model as a latent variable model. Suppose there exists an auxiliary random variable Y ∗ = X T β + ε , {\displaystyle Y^{\ast }=X^{T}\beta +\varepsilon ,} where ε ~ N(0, 1). Then Y can be viewed as an indicator for whether this latent variable is positive: Y = { 1 Y ∗ > 0 0 otherwise } = { 1 X T β + ε > 0 0 otherwise } {\displaystyle Y=\left.{\begin{cases}1&Y^{}>0\\0&{\text{otherwise}}\end{cases}}\right\}=\left.{\begin{cases}1&X^{\operatorname {T} }\beta +\varepsilon >0\\0&{\text{otherwise}}\end{cases}}\right\}} The use of the standard normal distribution causes no loss of generality compared with the use of a normal distribution with an arbitrary mean and standard deviation, because adding a fixed amount to the mean can be compensated by subtracting the same amount from the intercept, and multiplying the standard deviation by a fixed amount can be compensated by multiplying the weights by the same amount. To see that the two models are equivalent, note that P ( Y = 1 ∣ X ) = P ( Y ∗ > 0 ) = P ( X T β + ε > 0 ) = P ( ε > − X T β ) = P ( ε < X T β ) by symmetry of the normal distribution = Φ ( X T β ) {\displaystyle {\begin{aligned}P(Y=1\mid X)&=P(Y^{\ast }>0)\\&=P(X^{\operatorname {T} }\beta +\varepsilon >0)\\&=P(\varepsilon >-X^{\operatorname {T} }\beta )\\&=P(\varepsilon 0 {\displaystyle t,\lim _{n\rightarrow \infty }n_{t}/n=c_{t}>0} . Denote p ^ t = r t / n t {\displaystyle {\hat {p}}_{t}=r_{t}/n_{t}} σ ^ t 2 = 1 n t p ^ t ( 1 − p ^ t ) φ 2 ( Φ − 1 ( p ^ t ) ) {\displaystyle {\hat {\sigma }}_{t}^{2}={\frac {1}{n_{t}}}{\frac {{\hat {p}}_{t}(1-{\hat {p}}_{t})}{\varphi ^{2}{\big (}\Phi ^{-1}({\hat {p}}_{t}){\big )}}}} Then Berkson's minimum chi-square estimator is a generalized least squares estimator in a regression of Φ − 1 ( p ^ t ) {\displaystyle \Phi ^{-1}({\hat {p}}_{t})} on x ( t ) {\displaystyle x_{(t)}} with weights σ ^ t − 2 {\displaystyle {\hat {\sigma }}_{t}^{-2}} : β ^ = ( ∑ t = 1 T σ ^ t − 2 x ( t ) x ( t ) T ) − 1 ∑ t = 1 T σ ^ t − 2 x ( t ) Φ − 1 ( p ^ t ) {\displaystyle {\hat {\beta }}={\Bigg (}\sum _{t=1}^{T}{\hat {\sigma }}_{t}^{-2}x_{(t)}x_{(t)}^{\operatorname {T} }{\Bigg )}^{-1}\sum _{t=1}^{T}{\hat {\sigma }}_{t}^{-2}x_{(t)}\Phi ^{-1}({\hat {p}}_{t})} It can be shown that this estimator is consistent (as n→∞ and T fixed), asymptotically normal and efficient. Its advantage is the presence of a closed-form formula for the estimator. However, it is only meaningful to carry out this analysis when individual observations are not available, only their aggregated counts r t {\displaystyle r_{t}} , n t {\disp

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  • Radioplayer

    Radioplayer

    Radioplayer is a radio technology platform, owned by UK radio broadcasters and operated under licence in some other countries. It operates an internet radio web tuner, a set of mobile phone apps, an in-car adaptor, and a growing range of integrations with other connected devices and platforms. Radioplayer is operated by UK Radioplayer Ltd which is a not-for-profit organisation owned by UK radio broadcasters. Initial shareholders were the BBC, Global Radio, GMG Radio, Absolute Radio and RadioCentre. After consolidation in the radio market, current shareholders are the BBC, Global Radio, Bauer Media Group and RadioCentre. == History == Launched in the UK on 31 March 2011, Radioplayer set out to offer a simple and accessible way to listen to radio via the internet. It contained 157 stations at launch. Initially working internally at the BBC for Tim Davie, then Director of BBC Audio & Music, Michael Hill led the project since March 2009; he was made Managing Director of UK Radioplayer Ltd on 28 July 2010. At launch, Radioplayer was a simple and straightforward Flash-based radio player, linked-to by radio stations on their own website. The player included searching and bookmarking across all of UK radio station content. On 5 October 2012, Radioplayer launched a mobile app on iOS phones with an Android version following shortly afterwards. The apps are unavailable for download outside the United Kingdom. This was followed by a tablet app on 25 September 2013. The apps also support Android Wear, Android Auto, Smart Device Link, Apple Watch and Apple CarPlay. They are also compatible with Chromecast and Airplay. In September 2016, Radioplayer announced it had been chosen by Amazon to integrate with their new voice-controlled 'Echo' device, ahead of its UK launch. In July 2017, Radioplayer integrated with the Sonos and Bose multi-room speaker platforms. UK Radioplayer currently contains around 500 UK stations, from Ofcom-licensed broadcasters. Online-only 'sister-stations' can also be added, but only by broadcasters with Ofcom licences which have been on the platform for over a year. == Radioplayer Car == Radioplayer Car was announced in September 2014 as a hybrid radio receiver that switches between FM, DAB and streaming to find the strongest signal. Speaking in Oslo in June 2015, Michael Hill said that he hoped to launch the product in the UK and Norway during the summer of 2015. In February 2017, Radioplayer Car was launched. It was marketed as the world’s first voice-controlled hybrid radio adaptor for car stereos. A small box, fitted behind the dashboard, links to the auxiliary input on an existing car radio. It connects wirelessly via Bluetooth to the driver’s smartphone by an app. The adaptor enabled drivers to listen to their own smartphone music collections using Bluetooth, take hands-free calls, listen to inbound text messages and receive instant audio travel news, customised by GPS to their location and direction of travel. The hardware was manufactured under licence by car audio interfaces supplier Connects2, and Hyde Park Corner was promoted as the preferred installer of the audio equipment. There were several spin-off benefits of the Radioplayer Car project, including the creation of the hybrid radio metadata API for cars, known as the 'WRAPI' (Worldwide Radioplayer API). == International == Through a separate company called Radioplayer Worldwide, Radioplayer technology is licensed to a number of different territories.

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  • Dynamic time warping

    Dynamic time warping

    In time series analysis, dynamic time warping (DTW) is an algorithm for measuring similarity between two temporal sequences, which may vary in speed. For instance, similarities in walking could be detected using DTW, even if one person was walking faster than the other, or if there were accelerations and decelerations during the course of an observation. DTW has been applied to temporal sequences of video, audio, and graphics data — indeed, any data that can be turned into a one-dimensional sequence can be analyzed with DTW. A well-known application has been automatic speech recognition, to cope with different speaking speeds. Other applications include speaker recognition and online signature recognition. It can also be used in partial shape matching applications. In general, DTW is a method that calculates an optimal match between two given sequences (e.g. time series) with certain restriction and rules: Every index from the first sequence must be matched with one or more indices from the other sequence, and vice versa The first index from the first sequence must be matched with the first index from the other sequence (but it does not have to be its only match) The last index from the first sequence must be matched with the last index from the other sequence (but it does not have to be its only match) The mapping of the indices from the first sequence to indices from the other sequence must be monotonically increasing, and vice versa, i.e. if j > i {\displaystyle j>i} are indices from the first sequence, then there must not be two indices l > k {\displaystyle l>k} in the other sequence, such that index i {\displaystyle i} is matched with index l {\displaystyle l} and index j {\displaystyle j} is matched with index k {\displaystyle k} , and vice versa We can plot each match between the sequences 1 : M {\displaystyle 1:M} and 1 : N {\displaystyle 1:N} as a path in a M × N {\displaystyle M\times N} matrix from ( 1 , 1 ) {\displaystyle (1,1)} to ( M , N ) {\displaystyle (M,N)} , such that each step is one of ( 0 , 1 ) , ( 1 , 0 ) , ( 1 , 1 ) {\displaystyle (0,1),(1,0),(1,1)} . In this formulation, we see that the number of possible matches is the Delannoy number. The optimal match is denoted by the match that satisfies all the restrictions and the rules and that has the minimal cost, where the cost is computed as the sum of absolute differences, for each matched pair of indices, between their values. The sequences are "warped" non-linearly in the time dimension to determine a measure of their similarity independent of certain non-linear variations in the time dimension. This sequence alignment method is often used in time series classification. Although DTW measures a distance-like quantity between two given sequences, it doesn't guarantee the triangle inequality to hold. In addition to a similarity measure between the two sequences (a so called "warping path" is produced), by warping according to this path the two signals may be aligned in time. The signal with an original set of points X(original), Y(original) is transformed to X(warped), Y(warped). This finds applications in genetic sequence and audio synchronisation. In a related technique sequences of varying speed may be averaged using this technique see the average sequence section. This is conceptually very similar to the Needleman–Wunsch algorithm. == Implementation == This example illustrates the implementation of the dynamic time warping algorithm when the two sequences s and t are strings of discrete symbols. For two symbols x and y, d ( x , y ) {\displaystyle d(x,y)} is a distance between the symbols, e.g., d ( x , y ) = | x − y | {\displaystyle d(x,y)=|x-y|} . int DTWDistance(s: array [1..n], t: array [1..m]) { DTW := array [0..n, 0..m] for i := 0 to n for j := 0 to m DTW[i, j] := infinity DTW[0, 0] := 0 for i := 1 to n for j := 1 to m cost := d(s[i], t[j]) DTW[i, j] := cost + minimum(DTW[i-1, j ], // insertion DTW[i , j-1], // deletion DTW[i-1, j-1]) // match return DTW[n, m] } where DTW[i, j] is the distance between s[1:i] and t[1:j] with the best alignment. We sometimes want to add a locality constraint. That is, we require that if s[i] is matched with t[j], then | i − j | {\displaystyle |i-j|} is no larger than w, a window parameter. We can easily modify the above algorithm to add a locality constraint (differences marked). However, the above given modification works only if | n − m | {\displaystyle |n-m|} is no larger than w, i.e. the end point is within the window length from diagonal. In order to make the algorithm work, the window parameter w must be adapted so that | n − m | ≤ w {\displaystyle |n-m|\leq w} (see the line marked with () in the code). int DTWDistance(s: array [1..n], t: array [1..m], w: int) { DTW := array [0..n, 0..m] w := max(w, abs(n-m)) // adapt window size () for i := 0 to n for j:= 0 to m DTW[i, j] := infinity DTW[0, 0] := 0 for i := 1 to n for j := max(1, i-w) to min(m, i+w) DTW[i, j] := 0 for i := 1 to n for j := max(1, i-w) to min(m, i+w) cost := d(s[i], t[j]) DTW[i, j] := cost + minimum(DTW[i-1, j ], // insertion DTW[i , j-1], // deletion DTW[i-1, j-1]) // match return DTW[n, m] } == Warping properties == The DTW algorithm produces a discrete matching between existing elements of one series to another. In other words, it does not allow time-scaling of segments within the sequence. Other methods allow continuous warping. For example, Correlation Optimized Warping (COW) divides the sequence into uniform segments that are scaled in time using linear interpolation, to produce the best matching warping. The segment scaling causes potential creation of new elements, by time-scaling segments either down or up, and thus produces a more sensitive warping than DTW's discrete matching of raw elements. == Complexity == The time complexity of the DTW algorithm is O ( N M ) {\displaystyle O(NM)} , where N {\displaystyle N} and M {\displaystyle M} are the lengths of the two input sequences. The 50 years old quadratic time bound was broken in 2016: an algorithm due to Gold and Sharir enables computing DTW in O ( N 2 / log ⁡ log ⁡ N ) {\displaystyle O({N^{2}}/\log \log N)} time and space for two input sequences of length N {\displaystyle N} . This algorithm can also be adapted to sequences of different lengths. Despite this improvement, it was shown that a strongly subquadratic running time of the form O ( N 2 − ϵ ) {\displaystyle O(N^{2-\epsilon })} for some ϵ > 0 {\displaystyle \epsilon >0} cannot exist unless the Strong exponential time hypothesis fails. While the dynamic programming algorithm for DTW requires O ( N M ) {\displaystyle O(NM)} space in a naive implementation, the space consumption can be reduced to O ( min ( N , M ) ) {\displaystyle O(\min(N,M))} using Hirschberg's algorithm. == Fast computation == Fast techniques for computing DTW include PrunedDTW, SparseDTW, FastDTW, and the MultiscaleDTW. A common task, retrieval of similar time series, can be accelerated by using lower bounds such as LB_Keogh, LB_Improved, or LB_Petitjean. However, the Early Abandon and Pruned DTW algorithm reduces the degree of acceleration that lower bounding provides and sometimes renders it ineffective. In a survey, Wang et al. reported slightly better results with the LB_Improved lower bound than the LB_Keogh bound, and found that other techniques were inefficient. Subsequent to this survey, the LB_Enhanced bound was developed that is always tighter than LB_Keogh while also being more efficient to compute. LB_Petitjean is the tightest known lower bound that can be computed in linear time. == Average sequence == Averaging for dynamic time warping is the problem of finding an average sequence for a set of sequences. NLAAF is an exact method to average two sequences using DTW. For more than two sequences, the problem is related to that of multiple alignment and requires heuristics. DBA is currently a reference method to average a set of sequences consistently with DTW. COMASA efficiently randomizes the search for the average sequence, using DBA as a local optimization process. == Supervised learning == A nearest-neighbour classifier can achieve state-of-the-art performance when using dynamic time warping as a distance measure. == Amerced Dynamic Time Warping == Amerced Dynamic Time Warping (ADTW) is a variant of DTW designed to better control DTW's permissiveness in the alignments that it allows. The windows that classical DTW uses to constrain alignments introduce a step function. Any warping of the path is allowed within the window and none beyond it. In contrast, ADTW employs an additive penalty that is incurred each time that the path is warped. Any amount of warping is allowed, but each warping action incurs a direct penalty. ADTW significantly outperforms DTW with windowing when applied as a nearest neighbor classifier on a set of benchmark time series classification tasks. == Alternative approaches == In functional data analysis, time series are regarde

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  • Diffusion model

    Diffusion model

    In machine learning, diffusion models, also known as diffusion-based generative models or score-based generative models, are a class of latent variable generative models. A diffusion model consists of two major components: the forward diffusion process, and the reverse sampling process. The goal of diffusion models is to learn a diffusion process for a given dataset, such that the process can generate new elements that are distributed similarly as the original dataset. A diffusion model models data as generated by a diffusion process, whereby a new datum performs a random walk with drift through the space of all possible data. A trained diffusion model can be sampled in many ways, with different efficiency and quality. There are various equivalent formalisms, including Markov chains, denoising diffusion probabilistic models, noise conditioned score networks, and stochastic differential equations. They are typically trained using variational inference. The model responsible for denoising is typically called its "backbone". The backbone may be of any kind, but they are typically U-nets or transformers. As of 2024, diffusion models are mainly used for computer vision tasks, including image denoising, inpainting, super-resolution, image generation, and video generation. These typically involve training a neural network to sequentially denoise images blurred with Gaussian noise. The model is trained to reverse the process of adding noise to an image. After training to convergence, it can be used for image generation by starting with an image composed of random noise, and applying the network iteratively to denoise the image. Diffusion-based image generators have seen widespread commercial interest, such as Stable Diffusion and DALL-E. These models typically combine diffusion models with other models, such as text-encoders and cross-attention modules to allow text-conditioned generation. Other than computer vision, diffusion models have also found applications in natural language processing such as text generation and summarization, sound generation, and reinforcement learning. == Denoising diffusion model == === Non-equilibrium thermodynamics === Diffusion models were introduced in 2015 as a method to train a model that can sample from a highly complex probability distribution. They used techniques from non-equilibrium thermodynamics, especially diffusion. Consider, for example, how one might model the distribution of all naturally occurring photos. Each image is a point in the space of all images, and the distribution of naturally occurring photos is a "cloud" in space, which, by repeatedly adding noise to the images, diffuses out to the rest of the image space, until the cloud becomes all but indistinguishable from a Gaussian distribution N ( 0 , I ) {\displaystyle {\mathcal {N}}(0,I)} . A model that can approximately undo the diffusion can then be used to sample from the original distribution. This is studied in "non-equilibrium" thermodynamics, as the starting distribution is not in equilibrium, unlike the final distribution. The equilibrium distribution is the Gaussian distribution N ( 0 , I ) {\displaystyle {\mathcal {N}}(0,I)} , with pdf ρ ( x ) ∝ e − 1 2 ‖ x ‖ 2 {\displaystyle \rho (x)\propto e^{-{\frac {1}{2}}\|x\|^{2}}} . This is just the Maxwell–Boltzmann distribution of particles in a potential well V ( x ) = 1 2 ‖ x ‖ 2 {\displaystyle V(x)={\frac {1}{2}}\|x\|^{2}} at temperature 1. The initial distribution, being very much out of equilibrium, would diffuse towards the equilibrium distribution, making biased random steps that are a sum of pure randomness (like a Brownian walker) and gradient descent down the potential well. The randomness is necessary: if the particles were to undergo only gradient descent, then they will all fall to the origin, collapsing the distribution. === Denoising Diffusion Probabilistic Model (DDPM) === The 2020 paper proposed the Denoising Diffusion Probabilistic Model (DDPM), which improves upon the previous method by variational inference. ==== Forward diffusion ==== To present the model, some notation is required. β 1 , . . . , β T ∈ ( 0 , 1 ) {\displaystyle \beta _{1},...,\beta _{T}\in (0,1)} are fixed constants. α t := 1 − β t {\displaystyle \alpha _{t}:=1-\beta _{t}} α ¯ t := α 1 ⋯ α t {\displaystyle {\bar {\alpha }}_{t}:=\alpha _{1}\cdots \alpha _{t}} σ t := 1 − α ¯ t {\displaystyle \sigma _{t}:={\sqrt {1-{\bar {\alpha }}_{t}}}} σ ~ t := σ t − 1 σ t β t {\displaystyle {\tilde {\sigma }}_{t}:={\frac {\sigma _{t-1}}{\sigma _{t}}}{\sqrt {\beta _{t}}}} μ ~ t ( x t , x 0 ) := α t ( 1 − α ¯ t − 1 ) x t + α ¯ t − 1 ( 1 − α t ) x 0 σ t 2 {\displaystyle {\tilde {\mu }}_{t}(x_{t},x_{0}):={\frac {{\sqrt {\alpha _{t}}}(1-{\bar {\alpha }}_{t-1})x_{t}+{\sqrt {{\bar {\alpha }}_{t-1}}}(1-\alpha _{t})x_{0}}{\sigma _{t}^{2}}}} N ( μ , Σ ) {\displaystyle {\mathcal {N}}(\mu ,\Sigma )} is the normal distribution with mean μ {\displaystyle \mu } and variance Σ {\displaystyle \Sigma } , and N ( x | μ , Σ ) {\displaystyle {\mathcal {N}}(x|\mu ,\Sigma )} is the probability density at x {\displaystyle x} . A vertical bar denotes conditioning. A forward diffusion process starts at some starting point x 0 ∼ q {\displaystyle x_{0}\sim q} , where q {\displaystyle q} is the probability distribution to be learned, then repeatedly adds noise to it by x t = 1 − β t x t − 1 + β t z t {\displaystyle x_{t}={\sqrt {1-\beta _{t}}}x_{t-1}+{\sqrt {\beta _{t}}}z_{t}} where z 1 , . . . , z T {\displaystyle z_{1},...,z_{T}} are IID (Independent and identically distributed random variables) samples from N ( 0 , I ) {\displaystyle {\mathcal {N}}(0,I)} . The coefficients 1 − β t {\displaystyle {\sqrt {1-\beta _{t}}}} and β t {\displaystyle {\sqrt {\beta _{t}}}} ensure that Var ( X t ) = I {\displaystyle {\mbox{Var}}(X_{t})=I} assuming that Var ( X 0 ) = I {\displaystyle {\mbox{Var}}(X_{0})=I} . The values of β t {\displaystyle \beta _{t}} are chosen such that for any starting distribution of x 0 {\displaystyle x_{0}} , if it has finite second moment, then lim t → ∞ x t | x 0 {\displaystyle \lim _{t\to \infty }x_{t}|x_{0}} converges to N ( 0 , I ) {\displaystyle {\mathcal {N}}(0,I)} . The entire diffusion process then satisfies q ( x 0 : T ) = q ( x 0 ) q ( x 1 | x 0 ) ⋯ q ( x T | x T − 1 ) = q ( x 0 ) N ( x 1 | α 1 x 0 , β 1 I ) ⋯ N ( x T | α T x T − 1 , β T I ) {\displaystyle q(x_{0:T})=q(x_{0})q(x_{1}|x_{0})\cdots q(x_{T}|x_{T-1})=q(x_{0}){\mathcal {N}}(x_{1}|{\sqrt {\alpha _{1}}}x_{0},\beta _{1}I)\cdots {\mathcal {N}}(x_{T}|{\sqrt {\alpha _{T}}}x_{T-1},\beta _{T}I)} or ln ⁡ q ( x 0 : T ) = ln ⁡ q ( x 0 ) − ∑ t = 1 T 1 2 β t ‖ x t − 1 − β t x t − 1 ‖ 2 + C {\displaystyle \ln q(x_{0:T})=\ln q(x_{0})-\sum _{t=1}^{T}{\frac {1}{2\beta _{t}}}\|x_{t}-{\sqrt {1-\beta _{t}}}x_{t-1}\|^{2}+C} where C {\displaystyle C} is a normalization constant and often omitted. In particular, we note that x 1 : T | x 0 {\displaystyle x_{1:T}|x_{0}} is a Gaussian process, which affords us considerable freedom in reparameterization. For example, by standard manipulation with Gaussian process, x t | x 0 ∼ N ( α ¯ t x 0 , σ t 2 I ) {\displaystyle x_{t}|x_{0}\sim N\left({\sqrt {{\bar {\alpha }}_{t}}}x_{0},\sigma _{t}^{2}I\right)} x t − 1 | x t , x 0 ∼ N ( μ ~ t ( x t , x 0 ) , σ ~ t 2 I ) {\displaystyle x_{t-1}|x_{t},x_{0}\sim {\mathcal {N}}({\tilde {\mu }}_{t}(x_{t},x_{0}),{\tilde {\sigma }}_{t}^{2}I)} In particular, notice that for large t {\displaystyle t} , the variable x t | x 0 ∼ N ( α ¯ t x 0 , σ t 2 I ) {\displaystyle x_{t}|x_{0}\sim N\left({\sqrt {{\bar {\alpha }}_{t}}}x_{0},\sigma _{t}^{2}I\right)} converges to N ( 0 , I ) {\displaystyle {\mathcal {N}}(0,I)} . That is, after a long enough diffusion process, we end up with some x T {\displaystyle x_{T}} that is very close to N ( 0 , I ) {\displaystyle {\mathcal {N}}(0,I)} , with all traces of the original x 0 ∼ q {\displaystyle x_{0}\sim q} gone. For example, since x t | x 0 ∼ N ( α ¯ t x 0 , σ t 2 I ) {\displaystyle x_{t}|x_{0}\sim N\left({\sqrt {{\bar {\alpha }}_{t}}}x_{0},\sigma _{t}^{2}I\right)} we can sample x t | x 0 {\displaystyle x_{t}|x_{0}} directly "in one step", instead of going through all the intermediate steps x 1 , x 2 , . . . , x t − 1 {\displaystyle x_{1},x_{2},...,x_{t-1}} . ==== Backward diffusion ==== The key idea of DDPM is to use a neural network parametrized by θ {\displaystyle \theta } . The network takes in two arguments x t , t {\displaystyle x_{t},t} , and outputs a vector μ θ ( x t , t ) {\displaystyle \mu _{\theta }(x_{t},t)} and a matrix Σ θ ( x t , t ) {\displaystyle \Sigma _{\theta }(x_{t},t)} , such that each step in the forward diffusion process can be approximately undone by x t − 1 ∼ N ( μ θ ( x t , t ) , Σ θ ( x t , t ) ) {\displaystyle x_{t-1}\sim {\mathcal {N}}(\mu _{\theta }(x_{t},t),\Sigma _{\theta }(x_{t},t))} . This then gives us a backward diffusion process p θ {\displaystyle p_{\theta }} defined by p θ ( x T ) = N ( x T | 0 , I ) {\displaystyle p_{\theta }(x

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