AI Data Training Jobs

AI Data Training Jobs — independent reviews, comparisons, pricing and step-by-step guides on Aizhi.

  • EasyChair

    EasyChair

    EasyChair is a web-based conference management software system. It has been used since 2002 in the scientific community for tasks such as organising research paper submission and review. In 2012, EasyChair added an open access online publication service for conference proceedings. == Description == EasyChair is a paid web-based conference management software system used, among other tasks, to organize paper submission and review, similar to other event management system software such as OpenConf. EasyChair used to be run by the Department of Computer Science at the University of Manchester but now it is a commercial service, owned by EasyChair Ltd. in Stockport (established 2016). EasyChair used to be free, for standard service, but as of 2022, only minimal services are free. The EasyChair website also provides an open access online publication service for conference proceedings. When launched in 2012, the service was for computer science only, but in 2016 it was expanded to all sciences. == History == The EasyChair software has been in continuous development since 2002. As of 2015, the code base consists of nearly 300,000 lines of code, and it has been used by more than 41,000 conferences. More than two and a half million users in the scientific community reported using it in 2019.

    Read more →
  • Deterministic blockmodeling

    Deterministic blockmodeling

    Deterministic blockmodeling is an approach in blockmodeling that does not assume a probabilistic model, and instead relies on the exact or approximate algorithms, which are used to find blockmodel(s). This approach typically minimizes some inconsistency that can occur with the ideal block structure. Such analysis is focused on clustering (grouping) of the network (or adjacency matrix) that is obtained with minimizing an objective function, which measures discrepancy from the ideal block structure. However, some indirect approaches (or methods between direct and indirect approaches, such as CONCOR) do not explicitly minimize inconsistencies or optimize some criterion function. This approach was popularized in the 1970s, due to the presence of two computer packages (CONCOR and STRUCTURE) that were used to "find a permutation of the rows and columns in the adjacency matrix leading to an approximate block structure". The opposite approach to deterministic blockmodeling is a stochastic blockmodeling approach.

    Read more →
  • Multidimensional analysis

    Multidimensional analysis

    In statistics, econometrics and related fields, multidimensional analysis (MDA) is a data analysis process that groups data into two categories: data dimensions and measurements. For example, a data set consisting of the number of wins for a single football team at each of several years is a single-dimensional (in this case, longitudinal) data set. A data set consisting of the number of wins for several football teams in a single year is also a single-dimensional (in this case, cross-sectional) data set. A data set consisting of the number of wins for several football teams over several years is a two-dimensional data set. == Higher dimensions == In many disciplines, two-dimensional data sets are also called panel data. While, strictly speaking, two- and higher-dimensional data sets are "multi-dimensional", the term "multidimensional" tends to be applied only to data sets with three or more dimensions. For example, some forecast data sets provide forecasts for multiple target periods, conducted by multiple forecasters, and made at multiple horizons. The three dimensions provide more information than can be gleaned from two-dimensional panel data sets. == Software == Computer software for MDA include Online analytical processing (OLAP) for data in relational databases, pivot tables for data in spreadsheets, and Array DBMSs for general multi-dimensional data (such as raster data) in science, engineering, and business.

    Read more →
  • Andrej Mrvar

    Andrej Mrvar

    Andrej Mrvar is a Slovenian computer scientist and a professor at the University of Ljubljana's Faculty of Social Sciences. He is known for his work in network analysis, graph drawing, decision making, virtual reality, timing and data processing of sports competitions. == Education and career == He is well known for his work on Pajek, a free software for analysis and visualization of large networks. Mrvar began work on Pajek in 1996 with Vladimir Batagelj. His book Exploratory Social Network Analysis with Pajek, coauthored with Wouter de Nooy and Vladimir Batagelj, is his most cited work. It was published by Cambridge University Press in three editions (first 2005, second 2011, and third 2018). The book was translated into Japanese (2009) and Chinese (first edition 2012, second 2014). With Anuška Ferligoj, he was a founding co-editor-in-chief of the Metodološki zvezki - Advances in Methodology and Statistics journal. == Awards and honors == Vidmar Award (Faculty of Electrical and Computer Engineering, University of Ljubljana): 1988, 1990 First prizes for contributions (with Vladimir Batagelj) to Graph Drawing Contests in years: 1995, 1996, 1997, 1998, 1999, 2000 and 2005 / Graph Drawing Hall of Fame. Award of University of Ljubljana for contributions in education and research (Svečana listina Univerze v Ljubljani za pomembne dosežke na področju vzgojnoizobraževalnega in znanstvenoraziskovalega dela): 2001 The INSNA's William D. Richards Software award for work on Pajek (with Vladimir Batagelj): 2013 Award of Faculty of Social Sciences, University of Ljubljana for scientific excellence (Priznanje za znanstveno odličnost): 2013 == Selected publications == Wouter de Nooy, Andrej Mrvar, Vladimir Batagelj, Mark Granovetter (Series Editor), Exploratory Social Network Analysis with Pajek (Structural Analysis in the Social Sciences), Cambridge University Press (First Edition: 2005, Second Edition: 2011, Third Edition: 2018 ). Japanese Translation (2010). Chinese Translation (First Edition: 2012, Second Edition: 2014) Andrej Mrvar and Vladimir Batagelj, Analysis and visualization of large networks with program package Pajek. Complex Adaptive Systems Modeling, 4:6. SpringerOpen, 2016 Vladimir Batagelj and Andrej Mrvar, Some Analyses of Erdős Collaboration Graph, Social Networks, 22, 173–186, 2000 Vladimir Batagelj and Andrej Mrvar, A Subquadratic Triad Census Algorithm for Large Sparse Networks with Small Maximum Degree. Social Networks, 23, 237–243, 2001 Patrick Doreian and Andrej Mrvar, A Partitioning Approach to Structural Balance, Social Networks, 18, 149–168, 1996 Patrick Doreian and Andrej Mrvar, Partitioning Signed Social Networks, Social Networks, 31, 1–11, 2009 Andrej Mrvar and Patrick Doreian, Partitioning Signed Two-Mode Networks, Journal of Mathematical Sociology, 33, 196–221, 2009 Patrick Doreian and Andrej Mrvar, The international reach of the Koch brothers network. In: Antonyuk, A. and Basov, N. (Eds.): Networks in the Global World V. NetGloW 2020. Lecture Notes in Networks and Systems, 181, 225–235. Springer, 2021 Patrick Doreian and Andrej Mrvar, Delineating Changes in the Fundamental Structure of Signed Networks, Frontiers in Physics, 294, 1–11, 2021 Patrick Doreian and Andrej Mrvar, Hubs and Authorities in the Koch Brothers Network. Social Networks, Social Networks, 64, 148–157, 2021 Patrick Doreian and Andrej Mrvar, Public issues, policy proposals, social movements, and the interests of the Koch Brothers network of allies, Quality and Quantity, 56, 305–322, 2022 Douglas R. White, Vladimir Batagelj, Andrej Mrvar, Analyzing Large Kinship and Marriage Networks with Pgraph and Pajek. Social Science Computer Review, 17, 245–274, 1999 Ion Georgiou, Ronald Concer, Andrej Mrvar, A Systemic Approach to Sociometric Group Research: Advancing The Work of Leslie Day Zeleny, 1939–1947, Social Networks, 63, 174–200, 2020

    Read more →
  • Artificial brain

    Artificial brain

    An artificial brain (or artificial mind) is software and hardware with cognitive abilities similar to those of the animal or human brain. Research investigating "artificial brains" and brain emulation plays three important roles in science: An ongoing attempt by neuroscientists to understand how the human brain works, known as cognitive neuroscience. A thought experiment in the philosophy of artificial intelligence, demonstrating that it is possible, at least in theory, to create a machine that has all the capabilities of a human being. A long-term project to create machines exhibiting behavior comparable to those of animals with complex central nervous system such as mammals and most particularly humans. The ultimate goal of creating a machine exhibiting human-like behavior or intelligence is sometimes called strong AI. An example of the first objective is the project reported by Aston University in Birmingham, England where researchers are using biological cells to create "neurospheres" (small clusters of neurons) in order to develop new treatments for diseases including Alzheimer's, motor neurone and Parkinson's disease. The second objective is a reply to arguments such as John Searle's Chinese room argument, Hubert Dreyfus's critique of AI or Roger Penrose's argument in The Emperor's New Mind. These critics argued that there are aspects of human consciousness or expertise that can not be simulated by machines. One reply to their arguments is that the biological processes inside the brain can be simulated to any degree of accuracy. This reply was made as early as 1950, by Alan Turing in his classic paper "Computing Machinery and Intelligence". The third objective is generally called artificial general intelligence by researchers. However, Ray Kurzweil prefers the term "strong AI". In his book The Singularity is Near, he focuses on whole brain emulation using conventional computing machines as an approach to implementing artificial brains, and claims (on grounds of computer power continuing an exponential growth trend) that this could be done by 2025. Henry Markram, director of the Blue Brain project (which is attempting brain emulation), made a similar claim (2020) at the Oxford TED conference in 2009. == Approaches to brain simulation == W. Ross Ashby's pioneering work in cybernetics provided an early mathematical framework for understanding adaptive brain-like systems. In his 1952 book Design for a Brain, Ashby proposed that the brain could be modeled as an ultrastable system that maintains equilibrium through continuous adaptation to environmental perturbations. His approach used differential equations and state-space models to describe how neural systems could exhibit purposeful behavior through feedback mechanisms. Ashby's homeostat, a physical machine built in 1948, demonstrated these principles through an electromechanical device with four interconnected units that automatically adjusted their parameters to maintain stability when disturbed. The homeostat represented one of the first attempts to build an artificial system exhibiting brain-like adaptive behavior, influencing subsequent work in adaptive systems, neural networks, and artificial intelligence. Although direct human brain emulation using artificial neural networks on a high-performance computing engine is a commonly discussed approach, there are other approaches. An alternative artificial brain implementation could be based on Holographic Neural Technology (HNeT) non linear phase coherence/decoherence principles. The analogy has been made to quantum processes through the core synaptic algorithm which has strong similarities to the quantum mechanical wave equation. EvBrain is a form of evolutionary software that can evolve "brainlike" neural networks, such as the network immediately behind the retina. In November 2008, IBM received a US$4.9 million grant from the Pentagon for research into creating intelligent computers. The Blue Brain project is being conducted with the assistance of IBM in Lausanne. The project is based on the premise that it is possible to artificially link the neurons "in the computer" by placing thirty million synapses in their proper three-dimensional position. Some proponents of strong AI speculated in 2009 that computers in connection with Blue Brain and Soul Catcher may exceed human intellectual capacity by around 2015, and that it is likely that we will be able to download the human brain at some time around 2050. While Blue Brain is able to represent complex neural connections on the large scale, the project does not achieve the link between brain activity and behaviors executed by the brain. In 2012, project Spaun (Semantic Pointer Architecture Unified Network) attempted to model multiple parts of the human brain through large-scale representations of neural connections that generate complex behaviors in addition to mapping. Spaun's design recreates elements of human brain anatomy. The model, consisting of approximately 2.5 million neurons, includes features of the visual and motor cortices, GABAergic and dopaminergic connections, the ventral tegmental area (VTA), substantia nigra, and others. The design allows for several functions in response to eight tasks, using visual inputs of typed or handwritten characters and outputs carried out by a mechanical arm. Spaun's functions include copying a drawing, recognizing images, and counting. There are good reasons to believe that, regardless of implementation strategy, the predictions of realising artificial brains in the near future are optimistic. In particular brains (including the human brain) and cognition are not currently well understood, and the scale of computation required is unknown. Another near term limitation is that all current approaches for brain simulation require orders of magnitude larger power consumption compared with a human brain. The human brain consumes about 20 W of power, whereas current supercomputers may use as much as 1 MW—i.e., an order of 100,000 more. == Artificial brain thought experiment == Some critics of brain simulation believe that it is simpler to create general intelligent action directly without imitating nature. Some commentators have used the analogy that early attempts to construct flying machines modeled them after birds, but that modern aircraft do not look like birds.

    Read more →
  • Proximal policy optimization

    Proximal policy optimization

    Proximal policy optimization (PPO) is a reinforcement learning (RL) algorithm for training an intelligent agent. Specifically, it is a policy gradient method, often used for deep RL when the policy network is very large. == History == The predecessor to PPO, Trust Region Policy Optimization (TRPO), was published in 2015. It addressed the instability issue of another algorithm, the Deep Q-Network (DQN), by using the trust region method to limit the KL divergence between the old and new policies. However, TRPO uses the Hessian matrix (a matrix of second derivatives) to enforce the trust region, but the Hessian is inefficient for large-scale problems. PPO was published in 2017. It was essentially an approximation of TRPO that does not require computing the Hessian. The KL divergence constraint was approximated by simply clipping the policy gradient. Since 2018, PPO was the default RL algorithm at OpenAI. PPO has been applied to many areas, such as controlling a robotic arm, beating professional players at Dota 2 (OpenAI Five), and playing Atari games. == TRPO == TRPO, the predecessor of PPO, is an on-policy algorithm. It can be used for environments with either discrete or continuous action spaces. The pseudocode is as follows: Input: initial policy parameters θ 0 {\textstyle \theta _{0}} , initial value function parameters ϕ 0 {\textstyle \phi _{0}} Hyperparameters: KL-divergence limit δ {\textstyle \delta } , backtracking coefficient α {\textstyle \alpha } , maximum number of backtracking steps K {\textstyle K} for k = 0 , 1 , 2 , … {\textstyle k=0,1,2,\ldots } do Collect set of trajectories D k = { τ i } {\textstyle {\mathcal {D}}_{k}=\left\{\tau _{i}\right\}} by running policy π k = π ( θ k ) {\textstyle \pi _{k}=\pi \left(\theta _{k}\right)} in the environment. Compute rewards-to-go R ^ t {\textstyle {\hat {R}}_{t}} . Compute advantage estimates, A ^ t {\textstyle {\hat {A}}_{t}} (using any method of advantage estimation) based on the current value function V ϕ k {\textstyle V_{\phi _{k}}} . Estimate policy gradient as g ^ k = 1 | D k | ∑ τ ∈ D k ∑ t = 0 T ∇ θ log ⁡ π θ ( a t ∣ s t ) | θ k A ^ t {\displaystyle {\hat {g}}_{k}=\left.{\frac {1}{\left|{\mathcal {D}}_{k}\right|}}\sum _{\tau \in {\mathcal {D}}_{k}}\sum _{t=0}^{T}\nabla _{\theta }\log \pi _{\theta }\left(a_{t}\mid s_{t}\right)\right|_{\theta _{k}}{\hat {A}}_{t}} Use the conjugate gradient algorithm to compute x ^ k ≈ H ^ k − 1 g ^ k {\displaystyle {\hat {x}}_{k}\approx {\hat {H}}_{k}^{-1}{\hat {g}}_{k}} where H ^ k {\textstyle {\hat {H}}_{k}} is the Hessian of the sample average KL-divergence. Update the policy by backtracking line search with θ k + 1 = θ k + α j 2 δ x ^ k T H ^ k x ^ k x ^ k {\displaystyle \theta _{k+1}=\theta _{k}+\alpha ^{j}{\sqrt {\frac {2\delta }{{\hat {x}}_{k}^{T}{\hat {H}}_{k}{\hat {x}}_{k}}}}{\hat {x}}_{k}} where j ∈ { 0 , 1 , 2 , … K } {\textstyle j\in \{0,1,2,\ldots K\}} is the smallest value which improves the sample loss and satisfies the sample KL-divergence constraint. Fit value function by regression on mean-squared error: ϕ k + 1 = arg ⁡ min ϕ 1 | D k | T ∑ τ ∈ D k ∑ t = 0 T ( V ϕ ( s t ) − R ^ t ) 2 {\displaystyle \phi _{k+1}=\arg \min _{\phi }{\frac {1}{\left|{\mathcal {D}}_{k}\right|T}}\sum _{\tau \in {\mathcal {D}}_{k}}\sum _{t=0}^{T}\left(V_{\phi }\left(s_{t}\right)-{\hat {R}}_{t}\right)^{2}} typically via some gradient descent algorithm. == PPO == The pseudocode is as follows: Input: initial policy parameters θ 0 {\textstyle \theta _{0}} , initial value function parameters ϕ 0 {\textstyle \phi _{0}} for k = 0 , 1 , 2 , … {\textstyle k=0,1,2,\ldots } do Collect set of trajectories D k = { τ i } {\textstyle {\mathcal {D}}_{k}=\left\{\tau _{i}\right\}} by running policy π k = π ( θ k ) {\textstyle \pi _{k}=\pi \left(\theta _{k}\right)} in the environment. Compute rewards-to-go R ^ t {\textstyle {\hat {R}}_{t}} . Compute advantage estimates, A ^ t {\textstyle {\hat {A}}_{t}} (using any method of advantage estimation) based on the current value function V ϕ k {\textstyle V_{\phi _{k}}} . Update the policy by maximizing the PPO-Clip objective: θ k + 1 = arg ⁡ max θ 1 | D k | T ∑ τ ∈ D k ∑ t = 0 T min ( π θ ( a t ∣ s t ) π θ k ( a t ∣ s t ) A π θ k ( s t , a t ) , g ( ϵ , A π θ k ( s t , a t ) ) ) {\displaystyle \theta _{k+1}=\arg \max _{\theta }{\frac {1}{\left|{\mathcal {D}}_{k}\right|T}}\sum _{\tau \in {\mathcal {D}}_{k}}\sum _{t=0}^{T}\min \left({\frac {\pi _{\theta }\left(a_{t}\mid s_{t}\right)}{\pi _{\theta _{k}}\left(a_{t}\mid s_{t}\right)}}A^{\pi _{\theta _{k}}}\left(s_{t},a_{t}\right),\quad g\left(\epsilon ,A^{\pi _{\theta _{k}}}\left(s_{t},a_{t}\right)\right)\right)} typically via stochastic gradient ascent with Adam. Fit value function by regression on mean-squared error: ϕ k + 1 = arg ⁡ min ϕ 1 | D k | T ∑ τ ∈ D k ∑ t = 0 T ( V ϕ ( s t ) − R ^ t ) 2 {\displaystyle \phi _{k+1}=\arg \min _{\phi }{\frac {1}{\left|{\mathcal {D}}_{k}\right|T}}\sum _{\tau \in {\mathcal {D}}_{k}}\sum _{t=0}^{T}\left(V_{\phi }\left(s_{t}\right)-{\hat {R}}_{t}\right)^{2}} typically via some gradient descent algorithm. Like all policy gradient methods, PPO is used for training an RL agent whose actions are determined by a differentiable policy function by gradient ascent. Intuitively, a policy gradient method takes small policy update steps, so the agent can reach higher and higher rewards in expectation. Policy gradient methods may be unstable: A step size that is too big may direct the policy in a suboptimal direction, thus having little possibility of recovery; a step size that is too small lowers the overall efficiency. To solve the instability, PPO implements a clip function that constrains the policy update of an agent from being too large, so that larger step sizes may be used without negatively affecting the gradient ascent process. === Basic concepts === To begin the PPO training process, the agent is set in an environment to perform actions based on its current input. In the early phase of training, the agent can freely explore solutions and keep track of the result. Later, with a certain amount of transition samples and policy updates, the agent will select an action to take by randomly sampling from the probability distribution P ( A | S ) {\displaystyle P(A|S)} generated by the policy network. The actions that are most likely to be beneficial will have the highest probability of being selected from the random sample. After an agent arrives at a different scenario (a new state) by acting, it is rewarded with a positive reward or a negative reward. The objective of an agent is to maximize the cumulative reward signal across sequences of states, known as episodes. === Policy gradient laws: the advantage function === The advantage function (denoted as A {\displaystyle A} ) is central to PPO, as it tries to answer the question of whether a specific action of the agent is better or worse than some other possible action in a given state. By definition, the advantage function is an estimate of the relative value for a selected action. If the output of this function is positive, it means that the action in question is better than the average return, so the possibilities of selecting that specific action will increase. The opposite is true for a negative advantage output. The advantage function can be defined as A = Q − V {\displaystyle A=Q-V} , where Q {\displaystyle Q} is the discounted sum of rewards (the total weighted reward for the completion of an episode) and V {\displaystyle V} is the baseline estimate. Since the advantage function is calculated after the completion of an episode, the program records the outcome of the episode. Therefore, calculating advantage is essentially an unsupervised learning problem. The baseline estimate comes from the value function that outputs the expected discounted sum of an episode starting from the current state. In the PPO algorithm, the baseline estimate will be noisy (with some variance), as it also uses a neural network, like the policy function itself. With Q {\displaystyle Q} and V {\displaystyle V} computed, the advantage function is calculated by subtracting the baseline estimate from the actual discounted return. If A > 0 {\displaystyle A>0} , the actual return of the action is better than the expected return from experience; if A < 0 {\displaystyle A<0} , the actual return is worse. === Ratio function === In PPO, the ratio function ( r t {\displaystyle r_{t}} ) calculates the probability of selecting action a {\displaystyle a} in state s {\displaystyle s} given the current policy network, divided by the previous probability under the old policy. In other words: If r t ( θ ) > 1 {\displaystyle r_{t}(\theta )>1} , where θ {\displaystyle \theta } are the policy network parameters, then selecting action a {\displaystyle a} in state s {\displaystyle s} is more likely based on the current policy than the previous policy. If 0 ≤ r t ( θ ) < 1 {\displaystyle 0\leq r_{t}(\theta )<1} , then selecting actio

    Read more →
  • Preference regression

    Preference regression

    Preference regression is a statistical technique used by marketers to determine consumers’ preferred core benefits. It usually supplements product positioning techniques like multi dimensional scaling or factor analysis and is used to create ideal vectors on perceptual maps. == Application == Starting with raw data from surveys, researchers apply positioning techniques to determine important dimensions and plot the position of competing products on these dimensions. Next they regress the survey data against the dimensions. The independent variables are the data collected in the survey. The dependent variable is the preference datum. Like all regression methods, the computer fits weights to best predict data. The resultant regression line is referred to as an ideal vector because the slope of the vector is the ratio of the preferences for the two dimensions. If all the data is used in the regression, the program will derive a single equation and hence a single ideal vector. This tends to be a blunt instrument so researchers refine the process with cluster analysis. This creates clusters that reflect market segments. Separate preference regressions are then done on the data within each segment. This provides an ideal vector for each segment. == Alternative methods == Self-stated importance method is an alternative method in which direct survey data is used to determine the weightings rather than statistical imputations. A third method is conjoint analysis in which an additive method is used.

    Read more →
  • Least-squares support vector machine

    Least-squares support vector machine

    Least-squares support-vector machines (LS-SVM) for statistics and in statistical modeling, are least-squares versions of support-vector machines (SVM), which are a set of related supervised learning methods that analyze data and recognize patterns, and which are used for classification and regression analysis. In this version one finds the solution by solving a set of linear equations instead of a convex quadratic programming (QP) problem for classical SVMs. Least-squares SVM classifiers were proposed by Johan Suykens and Joos Vandewalle. LS-SVMs are a class of kernel-based learning methods. == From support-vector machine to least-squares support-vector machine == Given a training set { x i , y i } i = 1 N {\displaystyle \{x_{i},y_{i}\}_{i=1}^{N}} with input data x i ∈ R n {\displaystyle x_{i}\in \mathbb {R} ^{n}} and corresponding binary class labels y i ∈ { − 1 , + 1 } {\displaystyle y_{i}\in \{-1,+1\}} , the SVM classifier, according to Vapnik's original formulation, satisfies the following conditions: { w T ϕ ( x i ) + b ≥ 1 , if y i = + 1 , w T ϕ ( x i ) + b ≤ − 1 , if y i = − 1 , {\displaystyle {\begin{cases}w^{T}\phi (x_{i})+b\geq 1,&{\text{if }}\quad y_{i}=+1,\\w^{T}\phi (x_{i})+b\leq -1,&{\text{if }}\quad y_{i}=-1,\end{cases}}} which is equivalent to y i [ w T ϕ ( x i ) + b ] ≥ 1 , i = 1 , … , N , {\displaystyle y_{i}\left[{w^{T}\phi (x_{i})+b}\right]\geq 1,\quad i=1,\ldots ,N,} where ϕ ( x ) {\displaystyle \phi (x)} is the nonlinear map from original space to the high- or infinite-dimensional space. === Inseparable data === In case such a separating hyperplane does not exist, we introduce so-called slack variables ξ i {\displaystyle \xi _{i}} such that { y i [ w T ϕ ( x i ) + b ] ≥ 1 − ξ i , i = 1 , … , N , ξ i ≥ 0 , i = 1 , … , N . {\displaystyle {\begin{cases}y_{i}\left[{w^{T}\phi (x_{i})+b}\right]\geq 1-\xi _{i},&i=1,\ldots ,N,\\\xi _{i}\geq 0,&i=1,\ldots ,N.\end{cases}}} According to the structural risk minimization principle, the risk bound is minimized by the following minimization problem: min J 1 ( w , ξ ) = 1 2 w T w + c ∑ i = 1 N ξ i , {\displaystyle \min J_{1}(w,\xi )={\frac {1}{2}}w^{T}w+c\sum \limits _{i=1}^{N}\xi _{i},} Subject to { y i [ w T ϕ ( x i ) + b ] ≥ 1 − ξ i , i = 1 , … , N , ξ i ≥ 0 , i = 1 , … , N , {\displaystyle {\text{Subject to }}{\begin{cases}y_{i}\left[{w^{T}\phi (x_{i})+b}\right]\geq 1-\xi _{i},&i=1,\ldots ,N,\\\xi _{i}\geq 0,&i=1,\ldots ,N,\end{cases}}} To solve this problem, we could construct the Lagrangian function: L 1 ( w , b , ξ , α , β ) = 1 2 w T w + c ∑ i = 1 N ξ i − ∑ i = 1 N α i { y i [ w T ϕ ( x i ) + b ] − 1 + ξ i } − ∑ i = 1 N β i ξ i , {\displaystyle L_{1}(w,b,\xi ,\alpha ,\beta )={\frac {1}{2}}w^{T}w+c\sum \limits _{i=1}^{N}{\xi _{i}}-\sum \limits _{i=1}^{N}\alpha _{i}\left\{y_{i}\left[{w^{T}\phi (x_{i})+b}\right]-1+\xi _{i}\right\}-\sum \limits _{i=1}^{N}\beta _{i}\xi _{i},} where α i ≥ 0 , β i ≥ 0 ( i = 1 , … , N ) {\displaystyle \alpha _{i}\geq 0,\ \beta _{i}\geq 0\ (i=1,\ldots ,N)} are the Lagrangian multipliers. The optimal point will be in the saddle point of the Lagrangian function, and then we obtain By substituting w {\displaystyle w} by its expression in the Lagrangian formed from the appropriate objective and constraints, we will get the following quadratic programming problem: max Q 1 ( α ) = − 1 2 ∑ i , j = 1 N α i α j y i y j K ( x i , x j ) + ∑ i = 1 N α i , {\displaystyle \max Q_{1}(\alpha )=-{\frac {1}{2}}\sum \limits _{i,j=1}^{N}{\alpha _{i}\alpha _{j}y_{i}y_{j}K(x_{i},x_{j})}+\sum \limits _{i=1}^{N}\alpha _{i},} where K ( x i , x j ) = ⟨ ϕ ( x i ) , ϕ ( x j ) ⟩ {\displaystyle K(x_{i},x_{j})=\left\langle \phi (x_{i}),\phi (x_{j})\right\rangle } is called the kernel function. Solving this QP problem subject to constraints in (1), we will get the hyperplane in the high-dimensional space and hence the classifier in the original space. === Least-squares SVM formulation === The least-squares version of the SVM classifier is obtained by reformulating the minimization problem as min J 2 ( w , b , e ) = μ 2 w T w + ζ 2 ∑ i = 1 N e i 2 , {\displaystyle \min J_{2}(w,b,e)={\frac {\mu }{2}}w^{T}w+{\frac {\zeta }{2}}\sum \limits _{i=1}^{N}e_{i}^{2},} subject to the equality constraints y i [ w T ϕ ( x i ) + b ] = 1 − e i , i = 1 , … , N . {\displaystyle y_{i}\left[{w^{T}\phi (x_{i})+b}\right]=1-e_{i},\quad i=1,\ldots ,N.} The least-squares SVM (LS-SVM) classifier formulation above implicitly corresponds to a regression interpretation with binary targets y i = ± 1 {\displaystyle y_{i}=\pm 1} . Using y i 2 = 1 {\displaystyle y_{i}^{2}=1} , we have ∑ i = 1 N e i 2 = ∑ i = 1 N ( y i e i ) 2 = ∑ i = 1 N e i 2 = ∑ i = 1 N ( y i − ( w T ϕ ( x i ) + b ) ) 2 , {\displaystyle \sum \limits _{i=1}^{N}e_{i}^{2}=\sum \limits _{i=1}^{N}(y_{i}e_{i})^{2}=\sum \limits _{i=1}^{N}e_{i}^{2}=\sum \limits _{i=1}^{N}\left(y_{i}-(w^{T}\phi (x_{i})+b)\right)^{2},} with e i = y i − ( w T ϕ ( x i ) + b ) . {\displaystyle e_{i}=y_{i}-(w^{T}\phi (x_{i})+b).} Notice, that this error would also make sense for least-squares data fitting, so that the same end results holds for the regression case. Hence the LS-SVM classifier formulation is equivalent to J 2 ( w , b , e ) = μ E W + ζ E D {\displaystyle J_{2}(w,b,e)=\mu E_{W}+\zeta E_{D}} with E W = 1 2 w T w {\displaystyle E_{W}={\frac {1}{2}}w^{T}w} and E D = 1 2 ∑ i = 1 N e i 2 = 1 2 ∑ i = 1 N ( y i − ( w T ϕ ( x i ) + b ) ) 2 . {\displaystyle E_{D}={\frac {1}{2}}\sum \limits _{i=1}^{N}e_{i}^{2}={\frac {1}{2}}\sum \limits _{i=1}^{N}\left(y_{i}-(w^{T}\phi (x_{i})+b)\right)^{2}.} Both μ {\displaystyle \mu } and ζ {\displaystyle \zeta } should be considered as hyperparameters to tune the amount of regularization versus the sum squared error. The solution does only depend on the ratio γ = ζ / μ {\displaystyle \gamma =\zeta /\mu } , therefore the original formulation uses only γ {\displaystyle \gamma } as tuning parameter. We use both μ {\displaystyle \mu } and ζ {\displaystyle \zeta } as parameters in order to provide a Bayesian interpretation to LS-SVM. The solution of LS-SVM regressor will be obtained after we construct the Lagrangian function: { L 2 ( w , b , e , α ) = J 2 ( w , e ) − ∑ i = 1 N α i { [ w T ϕ ( x i ) + b ] + e i − y i } , = 1 2 w T w + γ 2 ∑ i = 1 N e i 2 − ∑ i = 1 N α i { [ w T ϕ ( x i ) + b ] + e i − y i } , {\displaystyle {\begin{cases}L_{2}(w,b,e,\alpha )\;=J_{2}(w,e)-\sum \limits _{i=1}^{N}\alpha _{i}\left\{{\left[{w^{T}\phi (x_{i})+b}\right]+e_{i}-y_{i}}\right\},\\\quad \quad \quad \quad \quad \;={\frac {1}{2}}w^{T}w+{\frac {\gamma }{2}}\sum \limits _{i=1}^{N}e_{i}^{2}-\sum \limits _{i=1}^{N}\alpha _{i}\left\{\left[w^{T}\phi (x_{i})+b\right]+e_{i}-y_{i}\right\},\end{cases}}} where α i ∈ R {\displaystyle \alpha _{i}\in \mathbb {R} } are the Lagrange multipliers. The conditions for optimality are { ∂ L 2 ∂ w = 0 → w = ∑ i = 1 N α i ϕ ( x i ) , ∂ L 2 ∂ b = 0 → ∑ i = 1 N α i = 0 , ∂ L 2 ∂ e i = 0 → α i = γ e i , i = 1 , … , N , ∂ L 2 ∂ α i = 0 → y i = w T ϕ ( x i ) + b + e i , i = 1 , … , N . {\displaystyle {\begin{cases}{\frac {\partial L_{2}}{\partial w}}=0\quad \to \quad w=\sum \limits _{i=1}^{N}\alpha _{i}\phi (x_{i}),\\{\frac {\partial L_{2}}{\partial b}}=0\quad \to \quad \sum \limits _{i=1}^{N}\alpha _{i}=0,\\{\frac {\partial L_{2}}{\partial e_{i}}}=0\quad \to \quad \alpha _{i}=\gamma e_{i},\;i=1,\ldots ,N,\\{\frac {\partial L_{2}}{\partial \alpha _{i}}}=0\quad \to \quad y_{i}=w^{T}\phi (x_{i})+b+e_{i},\,i=1,\ldots ,N.\end{cases}}} Elimination of w {\displaystyle w} and e {\displaystyle e} will yield a linear system instead of a quadratic programming problem: [ 0 1 N T 1 N Ω + γ − 1 I N ] [ b α ] = [ 0 Y ] , {\displaystyle \left[{\begin{matrix}0&1_{N}^{T}\\1_{N}&\Omega +\gamma ^{-1}I_{N}\end{matrix}}\right]\left[{\begin{matrix}b\\\alpha \end{matrix}}\right]=\left[{\begin{matrix}0\\Y\end{matrix}}\right],} with Y = [ y 1 , … , y N ] T {\displaystyle Y=[y_{1},\ldots ,y_{N}]^{T}} , 1 N = [ 1 , … , 1 ] T {\displaystyle 1_{N}=[1,\ldots ,1]^{T}} and α = [ α 1 , … , α N ] T {\displaystyle \alpha =[\alpha _{1},\ldots ,\alpha _{N}]^{T}} . Here, I N {\displaystyle I_{N}} is an N × N {\displaystyle N\times N} identity matrix, and Ω ∈ R N × N {\displaystyle \Omega \in \mathbb {R} ^{N\times N}} is the kernel matrix defined by Ω i j = ϕ ( x i ) T ϕ ( x j ) = K ( x i , x j ) {\displaystyle \Omega _{ij}=\phi (x_{i})^{T}\phi (x_{j})=K(x_{i},x_{j})} . === Kernel function K === For the kernel function K(•, •) one typically has the following choices: Linear kernel : K ( x , x i ) = x i T x , {\displaystyle K(x,x_{i})=x_{i}^{T}x,} Polynomial kernel of degree d {\displaystyle d} : K ( x , x i ) = ( 1 + x i T x / c ) d , {\displaystyle K(x,x_{i})=\left({1+x_{i}^{T}x/c}\right)^{d},} Radial basis function RBF kernel : K ( x , x i ) = exp ⁡ ( − ‖ x − x i ‖ 2 / σ 2 ) , {\displaystyle K(x,x_{i})=\exp \left({-\left\|{x-x_{i}}\right\|^{2}/\sigma ^{2}}\right),} MLP kernel : K ( x , x i ) = tanh ⁡ ( k x i T x + θ ) , {\displaystyle K(x,x_{i})=\tanh \left({k

    Read more →
  • VideoPoet

    VideoPoet

    VideoPoet is a large language model developed by Google Research in 2023 for video making. It can be asked to animate still images. The model accepts text, images, and videos as inputs, with a program to add feature for any input to any format generated content. VideoPoet was publicly announced on December 19, 2023. It uses an autoregressive language model.

    Read more →
  • Quantum neural network

    Quantum neural network

    Quantum neural networks are computational neural network models which are based on the principles of quantum mechanics. The first ideas on quantum neural computation were published independently in 1995 by Subhash Kak and Ron Chrisley, engaging with the theory of quantum mind, which posits that quantum effects play a role in cognitive function. However, typical research in quantum neural networks involves combining classical artificial neural network models (which are widely used in machine learning for the important task of pattern recognition) with the advantages of quantum information in order to develop more efficient algorithms. One important motivation for these investigations is the difficulty to train classical neural networks, especially in big data applications. The hope is that features of quantum computing such as quantum parallelism or the effects of interference and entanglement can be used as resources. Since the technological implementation of a quantum computer is still in a premature stage, such quantum neural network models are mostly theoretical proposals that await their full implementation in physical experiments. Most Quantum neural networks are developed as feed-forward networks. Similar to their classical counterparts, this structure intakes input from one layer of qubits, and passes that input onto another layer of qubits. This layer of qubits evaluates this information and passes on the output to the next layer. Eventually the path leads to the final layer of qubits. The layers do not have to be of the same width, meaning they don't have to have the same number of qubits as the layer before or after it. This structure is trained on which path to take similar to classical artificial neural networks. This is discussed in a lower section. Quantum neural networks refer to three different categories: Quantum computer with classical data, classical computer with quantum data, and quantum computer with quantum data. == Examples == Quantum neural network research is still in its infancy, and a conglomeration of proposals and ideas of varying scope and mathematical rigor have been put forward. Most of them are based on the idea of replacing classical binary or McCulloch-Pitts neurons with a qubit (which can be called a "quron"), resulting in neural units that can be in a superposition of the state 'firing' and 'resting'. === Quantum perceptrons === A lot of proposals attempt to find a quantum equivalent for the perceptron unit from which neural nets are constructed. A problem is that nonlinear activation functions do not immediately correspond to the mathematical structure of quantum theory, since a quantum evolution is described by linear operations and leads to probabilistic observation. Ideas to imitate the perceptron activation function with a quantum mechanical formalism reach from special measurements to postulating non-linear quantum operators (a mathematical framework that is disputed). A direct implementation of the activation function using the circuit-based model of quantum computation has recently been proposed by Schuld, Sinayskiy and Petruccione based on the quantum phase estimation algorithm. === Quantum networks === At a larger scale, researchers have attempted to generalize neural networks to the quantum setting. One way of constructing a quantum neuron is to first generalise classical neurons and then generalising them further to make unitary gates. Interactions between neurons can be controlled quantumly, with unitary gates, or classically, via measurement of the network states. This high-level theoretical technique can be applied broadly, by taking different types of networks and different implementations of quantum neurons, such as photonically implemented neurons and quantum reservoir processor (quantum version of reservoir computing). Most learning algorithms follow the classical model of training an artificial neural network to learn the input-output function of a given training set and use classical feedback loops to update parameters of the quantum system until they converge to an optimal configuration. Learning as a parameter optimisation problem has also been approached by adiabatic models of quantum computing. Quantum neural networks can be applied to algorithmic design: given qubits with tunable mutual interactions, one can attempt to learn interactions following the classical backpropagation rule from a training set of desired input-output relations, taken to be the desired output algorithm's behavior. The quantum network thus 'learns' an algorithm. === Quantum associative memory === The first quantum associative memory algorithm was introduced by Dan Ventura and Tony Martinez in 1999. The authors do not attempt to translate the structure of artificial neural network models into quantum theory, but propose an algorithm for a circuit-based quantum computer that simulates associative memory. The memory states (in Hopfield neural networks saved in the weights of the neural connections) are written into a superposition, and a Grover-like quantum search algorithm retrieves the memory state closest to a given input. As such, this is not a fully content-addressable memory, since only incomplete patterns can be retrieved. The first truly content-addressable quantum memory, which can retrieve patterns also from corrupted inputs, was proposed by Carlo A. Trugenberger. Both memories can store an exponential (in terms of n qubits) number of patterns but can be used only once due to the no-cloning theorem and their destruction upon measurement. Trugenberger, however, has shown that his probabilistic model of quantum associative memory can be efficiently implemented and re-used multiples times for any polynomial number of stored patterns, a large advantage with respect to classical associative memories. === Classical neural networks inspired by quantum theory === A substantial amount of interest has been given to a "quantum-inspired" model that uses ideas from quantum theory to implement a neural network based on fuzzy logic. == Training == Quantum Neural Networks can be theoretically trained similarly to training classical/artificial neural networks. A key difference lies in communication between the layers of a neural networks. For classical neural networks, at the end of a given operation, the current perceptron copies its output to the next layer of perceptron(s) in the network. However, in a quantum neural network, where each perceptron is a qubit, this would violate the no-cloning theorem. A proposed generalized solution to this is to replace the classical fan-out method with an arbitrary unitary that spreads out, but does not copy, the output of one qubit to the next layer of qubits. Using this fan-out Unitary ( U f {\displaystyle U_{f}} ) with a dummy state qubit in a known state (Ex. | 0 ⟩ {\displaystyle |0\rangle } in the computational basis), also known as an Ancilla bit, the information from the qubit can be transferred to the next layer of qubits. This process adheres to the quantum operation requirement of reversibility. Using this quantum feed-forward network, deep neural networks can be executed and trained efficiently. A deep neural network is essentially a network with many hidden-layers, as seen in the sample model neural network above. Since the Quantum neural network being discussed uses fan-out Unitary operators, and each operator only acts on its respective input, only two layers are used at any given time. In other words, no Unitary operator is acting on the entire network at any given time, meaning the number of qubits required for a given step depends on the number of inputs in a given layer. Since Quantum Computers are notorious for their ability to run multiple iterations in a short period of time, the efficiency of a quantum neural network is solely dependent on the number of qubits in any given layer, and not on the depth of the network. === Cost functions === To determine the effectiveness of a neural network, a cost function is used, which essentially measures the proximity of the network's output to the expected or desired output. In a Classical Neural Network, the weights ( w {\displaystyle w} ) and biases ( b {\displaystyle b} ) at each step determine the outcome of the cost function C ( w , b ) {\displaystyle C(w,b)} . When training a Classical Neural network, the weights and biases are adjusted after each iteration, and given equation 1 below, where y ( x ) {\displaystyle y(x)} is the desired output and a out ( x ) {\displaystyle a^{\text{out}}(x)} is the actual output, the cost function is optimized when C ( w , b ) {\displaystyle C(w,b)} = 0. For a quantum neural network, the cost function is determined by measuring the fidelity of the outcome state ( ρ out {\displaystyle \rho ^{\text{out}}} ) with the desired outcome state ( ϕ out {\displaystyle \phi ^{\text{out}}} ), seen in Equation 2 below. In this case, the Unitary operators are adjusted after each it

    Read more →
  • Growth function

    Growth function

    The growth function, also called the shatter coefficient or the shattering number, measures the richness of a set family or class of functions. It is especially used in the context of statistical learning theory, where it is used to study properties of statistical learning methods. The term 'growth function' was coined by Vapnik and Chervonenkis in their 1968 paper, where they also proved many of its properties. It is a basic concept in machine learning. == Definitions == === Set-family definition === Let H {\displaystyle H} be a set family (a set of sets) and C {\displaystyle C} a set. Their intersection is defined as the following set-family: H ∩ C := { h ∩ C ∣ h ∈ H } {\displaystyle H\cap C:=\{h\cap C\mid h\in H\}} The intersection-size (also called the index) of H {\displaystyle H} with respect to C {\displaystyle C} is | H ∩ C | {\displaystyle |H\cap C|} . If a set C m {\displaystyle C_{m}} has m {\displaystyle m} elements then the index is at most 2 m {\displaystyle 2^{m}} . If the index is exactly 2m then the set C {\displaystyle C} is said to be shattered by H {\displaystyle H} , because H ∩ C {\displaystyle H\cap C} contains all the subsets of C {\displaystyle C} , i.e.: | H ∩ C | = 2 | C | , {\displaystyle |H\cap C|=2^{|C|},} The growth function measures the size of H ∩ C {\displaystyle H\cap C} as a function of | C | {\displaystyle |C|} . Formally: Growth ⁡ ( H , m ) := max C : | C | = m | H ∩ C | {\displaystyle \operatorname {Growth} (H,m):=\max _{C:|C|=m}|H\cap C|} === Hypothesis-class definition === Equivalently, let H {\displaystyle H} be a hypothesis-class (a set of binary functions) and C {\displaystyle C} a set with m {\displaystyle m} elements. The restriction of H {\displaystyle H} to C {\displaystyle C} is the set of binary functions on C {\displaystyle C} that can be derived from H {\displaystyle H} : H C := { ( h ( x 1 ) , … , h ( x m ) ) ∣ h ∈ H , x i ∈ C } {\displaystyle H_{C}:=\{(h(x_{1}),\ldots ,h(x_{m}))\mid h\in H,x_{i}\in C\}} The growth function measures the size of H C {\displaystyle H_{C}} as a function of | C | {\displaystyle |C|} : Growth ⁡ ( H , m ) := max C : | C | = m | H C | {\displaystyle \operatorname {Growth} (H,m):=\max _{C:|C|=m}|H_{C}|} == Examples == 1. The domain is the real line R {\displaystyle \mathbb {R} } . The set-family H {\displaystyle H} contains all the half-lines (rays) from a given number to positive infinity, i.e., all sets of the form { x > x 0 ∣ x ∈ R } {\displaystyle \{x>x_{0}\mid x\in \mathbb {R} \}} for some x 0 ∈ R {\displaystyle x_{0}\in \mathbb {R} } . For any set C {\displaystyle C} of m {\displaystyle m} real numbers, the intersection H ∩ C {\displaystyle H\cap C} contains m + 1 {\displaystyle m+1} sets: the empty set, the set containing the largest element of C {\displaystyle C} , the set containing the two largest elements of C {\displaystyle C} , and so on. Therefore: Growth ⁡ ( H , m ) = m + 1 {\displaystyle \operatorname {Growth} (H,m)=m+1} . The same is true whether H {\displaystyle H} contains open half-lines, closed half-lines, or both. 2. The domain is the segment [ 0 , 1 ] {\displaystyle [0,1]} . The set-family H {\displaystyle H} contains all the open sets. For any finite set C {\displaystyle C} of m {\displaystyle m} real numbers, the intersection H ∩ C {\displaystyle H\cap C} contains all possible subsets of C {\displaystyle C} . There are 2 m {\displaystyle 2^{m}} such subsets, so Growth ⁡ ( H , m ) = 2 m {\displaystyle \operatorname {Growth} (H,m)=2^{m}} . 3. The domain is the Euclidean space R n {\displaystyle \mathbb {R} ^{n}} . The set-family H {\displaystyle H} contains all the half-spaces of the form: x ⋅ ϕ ≥ 1 {\displaystyle x\cdot \phi \geq 1} , where ϕ {\displaystyle \phi } is a fixed vector. Then Growth ⁡ ( H , m ) = Comp ⁡ ( n , m ) {\displaystyle \operatorname {Growth} (H,m)=\operatorname {Comp} (n,m)} , where Comp is the number of components in a partitioning of an n-dimensional space by m hyperplanes. 4. The domain is the real line R {\displaystyle \mathbb {R} } . The set-family H {\displaystyle H} contains all the real intervals, i.e., all sets of the form { x ∈ [ x 0 , x 1 ] | x ∈ R } {\displaystyle \{x\in [x_{0},x_{1}]|x\in \mathbb {R} \}} for some x 0 , x 1 ∈ R {\displaystyle x_{0},x_{1}\in \mathbb {R} } . For any set C {\displaystyle C} of m {\displaystyle m} real numbers, the intersection H ∩ C {\displaystyle H\cap C} contains all runs of between 0 and m {\displaystyle m} consecutive elements of C {\displaystyle C} . The number of such runs is ( m + 1 2 ) + 1 {\displaystyle {m+1 \choose 2}+1} , so Growth ⁡ ( H , m ) = ( m + 1 2 ) + 1 {\displaystyle \operatorname {Growth} (H,m)={m+1 \choose 2}+1} . == Polynomial or exponential == The main property that makes the growth function interesting is that it can be either polynomial or exponential - nothing in-between. The following is a property of the intersection-size: If, for some set C m {\displaystyle C_{m}} of size m {\displaystyle m} , and for some number n ≤ m {\displaystyle n\leq m} , | H ∩ C m | ≥ Comp ⁡ ( n , m ) {\displaystyle |H\cap C_{m}|\geq \operatorname {Comp} (n,m)} - then, there exists a subset C n ⊆ C m {\displaystyle C_{n}\subseteq C_{m}} of size n {\displaystyle n} such that | H ∩ C n | = 2 n {\displaystyle |H\cap C_{n}|=2^{n}} . This implies the following property of the Growth function. For every family H {\displaystyle H} there are two cases: The exponential case: Growth ⁡ ( H , m ) = 2 m {\displaystyle \operatorname {Growth} (H,m)=2^{m}} identically. The polynomial case: Growth ⁡ ( H , m ) {\displaystyle \operatorname {Growth} (H,m)} is majorized by Comp ⁡ ( n , m ) ≤ m n + 1 {\displaystyle \operatorname {Comp} (n,m)\leq m^{n}+1} , where n {\displaystyle n} is the smallest integer for which Growth ⁡ ( H , n ) < 2 n {\displaystyle \operatorname {Growth} (H,n)<2^{n}} . == Other properties == === Trivial upper bound === For any finite H {\displaystyle H} : Growth ⁡ ( H , m ) ≤ | H | {\displaystyle \operatorname {Growth} (H,m)\leq |H|} since for every C {\displaystyle C} , the number of elements in H ∩ C {\displaystyle H\cap C} is at most | H | {\displaystyle |H|} . Therefore, the growth function is mainly interesting when H {\displaystyle H} is infinite. === Exponential upper bound === For any nonempty H {\displaystyle H} : Growth ⁡ ( H , m ) ≤ 2 m {\displaystyle \operatorname {Growth} (H,m)\leq 2^{m}} I.e, the growth function has an exponential upper-bound. We say that a set-family H {\displaystyle H} shatters a set C {\displaystyle C} if their intersection contains all possible subsets of C {\displaystyle C} , i.e. H ∩ C = 2 C {\displaystyle H\cap C=2^{C}} . If H {\displaystyle H} shatters C {\displaystyle C} of size m {\displaystyle m} , then Growth ⁡ ( H , C ) = 2 m {\displaystyle \operatorname {Growth} (H,C)=2^{m}} , which is the upper bound. === Cartesian intersection === Define the Cartesian intersection of two set-families as: H 1 ⨂ H 2 := { h 1 ∩ h 2 ∣ h 1 ∈ H 1 , h 2 ∈ H 2 } {\displaystyle H_{1}\bigotimes H_{2}:=\{h_{1}\cap h_{2}\mid h_{1}\in H_{1},h_{2}\in H_{2}\}} . Then: Growth ⁡ ( H 1 ⨂ H 2 , m ) ≤ Growth ⁡ ( H 1 , m ) ⋅ Growth ⁡ ( H 2 , m ) {\displaystyle \operatorname {Growth} (H_{1}\bigotimes H_{2},m)\leq \operatorname {Growth} (H_{1},m)\cdot \operatorname {Growth} (H_{2},m)} === Union === For every two set-families: Growth ⁡ ( H 1 ∪ H 2 , m ) ≤ Growth ⁡ ( H 1 , m ) + Growth ⁡ ( H 2 , m ) {\displaystyle \operatorname {Growth} (H_{1}\cup H_{2},m)\leq \operatorname {Growth} (H_{1},m)+\operatorname {Growth} (H_{2},m)} === VC dimension === The VC dimension of H {\displaystyle H} is defined according to these two cases: In the polynomial case, VCDim ⁡ ( H ) = n − 1 {\displaystyle \operatorname {VCDim} (H)=n-1} = the largest integer d {\displaystyle d} for which Growth ⁡ ( H , d ) = 2 d {\displaystyle \operatorname {Growth} (H,d)=2^{d}} . In the exponential case VCDim ⁡ ( H ) = ∞ {\displaystyle \operatorname {VCDim} (H)=\infty } . So VCDim ⁡ ( H ) ≥ d {\displaystyle \operatorname {VCDim} (H)\geq d} if-and-only-if Growth ⁡ ( H , d ) = 2 d {\displaystyle \operatorname {Growth} (H,d)=2^{d}} . The growth function can be regarded as a refinement of the concept of VC dimension. The VC dimension only tells us whether Growth ⁡ ( H , d ) {\displaystyle \operatorname {Growth} (H,d)} is equal to or smaller than 2 d {\displaystyle 2^{d}} , while the growth function tells us exactly how Growth ⁡ ( H , m ) {\displaystyle \operatorname {Growth} (H,m)} changes as a function of m {\displaystyle m} . Another connection between the growth function and the VC dimension is given by the Sauer–Shelah lemma: If VCDim ⁡ ( H ) = d {\displaystyle \operatorname {VCDim} (H)=d} , then: for all m {\displaystyle m} : Growth ⁡ ( H , m ) ≤ ∑ i = 0 d ( m i ) {\displaystyle \operatorname {Growth} (H,m)\leq \sum _{i=0}^{d}{m \choose i}} In particular, for all m > d + 1 {\displaystyle m>d+1} : Growth ⁡ ( H , m ) ≤ ( e m / d ) d = O ( m d ) {\displaystyle \operatorname {Growth} (H,m)\leq (

    Read more →
  • Gaussian adaptation

    Gaussian adaptation

    Gaussian adaptation (GA), also called normal or natural adaptation (NA) is an evolutionary algorithm designed for the maximization of manufacturing yield due to statistical deviation of component values of signal processing systems. In short, GA is a stochastic adaptive process where a number of samples of an n-dimensional vector x[xT = (x1, x2, ..., xn)] are taken from a multivariate Gaussian distribution, N(m, M), having mean m and moment matrix M. The samples are tested for fail or pass. The first- and second-order moments of the Gaussian restricted to the pass samples are m and M. The outcome of x as a pass sample is determined by a function s(x), 0 < s(x) < q ≤ 1, such that s(x) is the probability that x will be selected as a pass sample. The average probability of finding pass samples (yield) is P ( m ) = ∫ s ( x ) N ( x − m ) d x {\displaystyle P(m)=\int s(x)N(x-m)\,dx} Then the theorem of GA states: For any s(x) and for any value of P < q, there always exist a Gaussian p. d. f. [ probability density function ] that is adapted for maximum dispersion. The necessary conditions for a local optimum are m = m and M proportional to M. The dual problem is also solved: P is maximized while keeping the dispersion constant (Kjellström, 1991). Proofs of the theorem may be found in the papers by Kjellström, 1970, and Kjellström & Taxén, 1981. Since dispersion is defined as the exponential of entropy/disorder/average information it immediately follows that the theorem is valid also for those concepts. Altogether, this means that Gaussian adaptation may carry out a simultaneous maximisation of yield and average information (without any need for the yield or the average information to be defined as criterion functions). The theorem is valid for all regions of acceptability and all Gaussian distributions. It may be used by cyclic repetition of random variation and selection (like the natural evolution). In every cycle a sufficiently large number of Gaussian distributed points are sampled and tested for membership in the region of acceptability. The centre of gravity of the Gaussian, m, is then moved to the centre of gravity of the approved (selected) points, m. Thus, the process converges to a state of equilibrium fulfilling the theorem. A solution is always approximate because the centre of gravity is always determined for a limited number of points. It was used for the first time in 1969 as a pure optimization algorithm making the regions of acceptability smaller and smaller (in analogy to simulated annealing, Kirkpatrick 1983). Since 1970 it has been used for both ordinary optimization and yield maximization. == Natural evolution and Gaussian adaptation == It has also been compared to the natural evolution of populations of living organisms. In this case s(x) is the probability that the individual having an array x of phenotypes will survive by giving offspring to the next generation; a definition of individual fitness given by Hartl 1981. The yield, P, is replaced by the mean fitness determined as a mean over the set of individuals in a large population. Phenotypes are often Gaussian distributed in a large population and a necessary condition for the natural evolution to be able to fulfill the theorem of Gaussian adaptation, with respect to all Gaussian quantitative characters, is that it may push the centre of gravity of the Gaussian to the centre of gravity of the selected individuals. This may be accomplished by the Hardy–Weinberg law. This is possible because the theorem of Gaussian adaptation is valid for any region of acceptability independent of the structure (Kjellström, 1996). In this case the rules of genetic variation such as crossover, inversion, transposition etcetera may be seen as random number generators for the phenotypes. So, in this sense Gaussian adaptation may be seen as a genetic algorithm. == How to climb a mountain == Mean fitness may be calculated provided that the distribution of parameters and the structure of the landscape is known. The real landscape is not known, but figure below shows a fictitious profile (blue) of a landscape along a line (x) in a room spanned by such parameters. The red curve is the mean based on the red bell curve at the bottom of figure. It is obtained by letting the bell curve slide along the x-axis, calculating the mean at every location. As can be seen, small peaks and pits are smoothed out. Thus, if evolution is started at A with a relatively small variance (the red bell curve), then climbing will take place on the red curve. The process may get stuck for millions of years at B or C, as long as the hollows to the right of these points remain, and the mutation rate is too small. If the mutation rate is sufficiently high, the disorder or variance may increase and the parameter(s) may become distributed like the green bell curve. Then the climbing will take place on the green curve, which is even more smoothed out. Because the hollows to the right of B and C have now disappeared, the process may continue up to the peaks at D. But of course the landscape puts a limit on the disorder or variability. Besides — dependent on the landscape — the process may become very jerky, and if the ratio between the time spent by the process at a local peak and the time of transition to the next peak is very high, it may as well look like a punctuated equilibrium as suggested by Gould (see Ridley). == Computer simulation of Gaussian adaptation == Thus far the theory only considers mean values of continuous distributions corresponding to an infinite number of individuals. In reality however, the number of individuals is always limited, which gives rise to an uncertainty in the estimation of m and M (the moment matrix of the Gaussian). And this may also affect the efficiency of the process. Unfortunately very little is known about this, at least theoretically. The implementation of normal adaptation on a computer is a fairly simple task. The adaptation of m may be done by one sample (individual) at a time, for example m(i + 1) = (1 – a) m(i) + ax where x is a pass sample, and a < 1 a suitable constant so that the inverse of a represents the number of individuals in the population. M may in principle be updated after every step y leading to a feasible point x = m + y according to: M(i + 1) = (1 – 2b) M(i) + 2byyT, where yT is the transpose of y and b << 1 is another suitable constant. In order to guarantee a suitable increase of average information, y should be normally distributed with moment matrix μ2M, where the scalar μ > 1 is used to increase average information (information entropy, disorder, diversity) at a suitable rate. But M will never be used in the calculations. Instead we use the matrix W defined by WWT = M. Thus, we have y = Wg, where g is normally distributed with the moment matrix μU, and U is the unit matrix. W and WT may be updated by the formulas W = (1 – b)W + bygT and WT = (1 – b)WT + bgyT because multiplication gives M = (1 – 2b)M + 2byyT, where terms including b2 have been neglected. Thus, M will be indirectly adapted with good approximation. In practice it will suffice to update W only W(i + 1) = (1 – b)W(i) + bygT. This is the formula used in a simple 2-dimensional model of a brain satisfying the Hebbian rule of associative learning; see the next section (Kjellström, 1996 and 1999). The figure below illustrates the effect of increased average information in a Gaussian p.d.f. used to climb a mountain Crest (the two lines represent the contour line). Both the red and green cluster have equal mean fitness, about 65%, but the green cluster has a much higher average information making the green process much more efficient. The effect of this adaptation is not very salient in a 2-dimensional case, but in a high-dimensional case, the efficiency of the search process may be increased by many orders of magnitude. == The evolution in the brain == In the brain the evolution of DNA-messages is supposed to be replaced by an evolution of signal patterns and the phenotypic landscape is replaced by a mental landscape, the complexity of which will hardly be second to the former. The metaphor with the mental landscape is based on the assumption that certain signal patterns give rise to a better well-being or performance. For instance, the control of a group of muscles leads to a better pronunciation of a word or performance of a piece of music. In this simple model it is assumed that the brain consists of interconnected components that may add, multiply and delay signal values. A nerve cell kernel may add signal values, a synapse may multiply with a constant and An axon may delay values. This is a basis of the theory of digital filters and neural networks consisting of components that may add, multiply and delay signalvalues and also of many brain models, Levine 1991. In the figure below the brain stem is supposed to deliver Gaussian distributed signal patterns. This may be possible since certai

    Read more →
  • Sanad (government app)

    Sanad (government app)

    Sanad (Arabic: سند) is the official digital identity and e-government services application of the Hashemite Kingdom of Jordan. Developed and managed by the Ministry of Digital Economy and Entrepreneurship, the app provides a unified platform for accessing a range of public services and personal records digitally. == Overview == Launched in February 2020, Sanad is part of Jordan's broader digital transformation strategy aimed at improving public service delivery and enhancing administrative efficiency. The app allows users to authenticate their identity digitally and access over 550 services from more than 50 government and private sector entities. == Features == Sanad provides a wide array of services, including: Viewing and managing official digital documents Applying for government services (e.g., jordanian passport issuance or renewal, health insurance) Accessing personal records (e.g., pension, property ownership) Digitally signing documents Paying utility bills and traffic fines Receiving and tracking official notifications The app is available on iOS, Android, and HarmonyOS platforms and supports both Arabic and English languages. == Digital Identity == A core feature of Sanad is the digital identity system, which enables secure login and authentication for all integrated services. Users must activate their digital identity at designated Sanad stations across Jordan to access the full suite of services. == Adoption and Impact == As of 2025, more than 1.6 million Jordanians have activated their digital identities through Sanad. The app has played a significant role in streamlining government interactions and reducing the need for in-person visits, especially during the COVID-19 pandemic. == Recent Developments == In 2025, the Ministry launched an updated version of the app with enhanced user experience and new services, including the e-passport issuance feature.

    Read more →
  • Constellation model

    Constellation model

    The constellation model is a probabilistic, generative model for category-level object recognition in computer vision. Like other part-based models, the constellation model attempts to represent an object class by a set of N parts under mutual geometric constraints. Because it considers the geometric relationship between different parts, the constellation model differs significantly from appearance-only, or "bag-of-words" representation models, which explicitly disregard the location of image features. The problem of defining a generative model for object recognition is difficult. The task becomes significantly complicated by factors such as background clutter, occlusion, and variations in viewpoint, illumination, and scale. Ideally, we would like the particular representation we choose to be robust to as many of these factors as possible. In category-level recognition, the problem is even more challenging because of the fundamental problem of intra-class variation. Even if two objects belong to the same visual category, their appearances may be significantly different. However, for structured objects such as cars, bicycles, and people, separate instances of objects from the same category are subject to similar geometric constraints. For this reason, particular parts of an object such as the headlights or tires of a car still have consistent appearances and relative positions. The Constellation Model takes advantage of this fact by explicitly modeling the relative location, relative scale, and appearance of these parts for a particular object category. Model parameters are estimated using an unsupervised learning algorithm, meaning that the visual concept of an object class can be extracted from an unlabeled set of training images, even if that set contains "junk" images or instances of objects from multiple categories. It can also account for the absence of model parts due to appearance variability, occlusion, clutter, or detector error. == History == The idea for a "parts and structure" model was originally introduced by Fischler and Elschlager in 1973. This model has since been built upon and extended in many directions. The Constellation Model, as introduced by Dr. Perona and his colleagues, was a probabilistic adaptation of this approach. In the late '90s, Burl et al. revisited the Fischler and Elschlager model for the purpose of face recognition. In their work, Burl et al. used manual selection of constellation parts in training images to construct a statistical model for a set of detectors and the relative locations at which they should be applied. In 2000, Weber et al. made the significant step of training the model using a more unsupervised learning process, which precluded the necessity for tedious hand-labeling of parts. Their algorithm was particularly remarkable because it performed well even on cluttered and occluded image data. Fergus et al. then improved upon this model by making the learning step fully unsupervised, having both shape and appearance learned simultaneously, and accounting explicitly for the relative scale of parts. == The method of Weber and Welling et al. == In the first step, a standard interest point detection method, such as Harris corner detection, is used to generate interest points. Image features generated from the vicinity of these points are then clustered using k-means or another appropriate algorithm. In this process of vector quantization, one can think of the centroids of these clusters as being representative of the appearance of distinctive object parts. Appropriate feature detectors are then trained using these clusters, which can be used to obtain a set of candidate parts from images. As a result of this process, each image can now be represented as a set of parts. Each part has a type, corresponding to one of the aforementioned appearance clusters, as well as a location in the image space. === Basic generative model === Weber & Welling here introduce the concept of foreground and background. Foreground parts correspond to an instance of a target object class, whereas background parts correspond to background clutter or false detections. Let T be the number of different types of parts. The positions of all parts extracted from an image can then be represented in the following "matrix," X o = ( x 11 , x 12 , ⋯ , x 1 N 1 x 21 , x 22 , ⋯ , x 2 N 2 ⋮ x T 1 , x T 2 , ⋯ , x T N T ) {\displaystyle X^{o}={\begin{pmatrix}x_{11},x_{12},{\cdots },x_{1N_{1}}\\x_{21},x_{22},{\cdots },x_{2N_{2}}\\\vdots \\x_{T1},x_{T2},{\cdots },x_{TN_{T}}\end{pmatrix}}} where N i {\displaystyle N_{i}\,} represents the number of parts of type i ∈ { 1 , … , T } {\displaystyle i\in \{1,\dots ,T\}} observed in the image. The superscript o indicates that these positions are observable, as opposed to missing. The positions of unobserved object parts can be represented by the vector x m {\displaystyle x^{m}\,} . Suppose that the object will be composed of F {\displaystyle F\,} distinct foreground parts. For notational simplicity, we assume here that F = T {\displaystyle F=T\,} , though the model can be generalized to F > T {\displaystyle F>T\,} . A hypothesis h {\displaystyle h\,} is then defined as a set of indices, with h i = j {\displaystyle h_{i}=j\,} , indicating that point x i j {\displaystyle x_{ij}\,} is a foreground point in X o {\displaystyle X^{o}\,} . The generative probabilistic model is defined through the joint probability density p ( X o , x m , h ) {\displaystyle p(X^{o},x^{m},h)\,} . === Model details === The rest of this section summarizes the details of Weber & Welling's model for a single component model. The formulas for multiple component models are extensions of those described here. To parametrize the joint probability density, Weber & Welling introduce the auxiliary variables b {\displaystyle b\,} and n {\displaystyle n\,} , where b {\displaystyle b\,} is a binary vector encoding the presence/absence of parts in detection ( b i = 1 {\displaystyle b_{i}=1\,} if h i > 0 {\displaystyle h_{i}>0\,} , otherwise b i = 0 {\displaystyle b_{i}=0\,} ), and n {\displaystyle n\,} is a vector where n i {\displaystyle n_{i}\,} denotes the number of background candidates included in the i t h {\displaystyle i^{th}} row of X o {\displaystyle X^{o}\,} . Since b {\displaystyle b\,} and n {\displaystyle n\,} are completely determined by h {\displaystyle h\,} and the size of X o {\displaystyle X^{o}\,} , we have p ( X o , x m , h ) = p ( X o , x m , h , n , b ) {\displaystyle p(X^{o},x^{m},h)=p(X^{o},x^{m},h,n,b)\,} . By decomposition, p ( X o , x m , h , n , b ) = p ( X o , x m | h , n , b ) p ( h | n , b ) p ( n ) p ( b ) {\displaystyle p(X^{o},x^{m},h,n,b)=p(X^{o},x^{m}|h,n,b)p(h|n,b)p(n)p(b)\,} The probability density over the number of background detections can be modeled by a Poisson distribution, p ( n ) = ∏ i = 1 T 1 n i ! ( M i ) n i e − M i {\displaystyle p(n)=\prod _{i=1}^{T}{\frac {1}{n_{i}!}}(M_{i})^{n_{i}}e^{-M_{i}}} where M i {\displaystyle M_{i}\,} is the average number of background detections of type i {\displaystyle i\,} per image. Depending on the number of parts F {\displaystyle F\,} , the probability p ( b ) {\displaystyle p(b)\,} can be modeled either as an explicit table of length 2 F {\displaystyle 2^{F}\,} , or, if F {\displaystyle F\,} is large, as F {\displaystyle F\,} independent probabilities, each governing the presence of an individual part. The density p ( h | n , b ) {\displaystyle p(h|n,b)\,} is modeled by p ( h | n , b ) = { 1 ∏ f = 1 F N f b f , if h ∈ H ( b , n ) 0 , for other h {\displaystyle p(h|n,b)={\begin{cases}{\frac {1}{\textstyle \prod _{f=1}^{F}N_{f}^{b_{f}}}},&{\mbox{if }}h\in H(b,n)\\0,&{\mbox{for other }}h\end{cases}}} where H ( b , n ) {\displaystyle H(b,n)\,} denotes the set of all hypotheses consistent with b {\displaystyle b\,} and n {\displaystyle n\,} , and N f {\displaystyle N_{f}\,} denotes the total number of detections of parts of type f {\displaystyle f\,} . This expresses the fact that all consistent hypotheses, of which there are ∏ f = 1 F N f b f {\displaystyle \textstyle \prod _{f=1}^{F}N_{f}^{b_{f}}} , are equally likely in the absence of information on part locations. And finally, p ( X o , x m | h , n ) = p f g ( z ) p b g ( x b g ) {\displaystyle p(X^{o},x^{m}|h,n)=p_{fg}(z)p_{bg}(x_{bg})\,} where z = ( x o x m ) {\displaystyle z=(x^{o}x^{m})\,} are the coordinates of all foreground detections, observed and missing, and x b g {\displaystyle x_{bg}\,} represents the coordinates of the background detections. Note that foreground detections are assumed to be independent of the background. p f g ( z ) {\displaystyle p_{fg}(z)\,} is modeled as a joint Gaussian with mean μ {\displaystyle \mu \,} and covariance Σ {\displaystyle \Sigma \,} . === Classification === The ultimate objective of this model is to classify images into classes "object present" (class C 1 {\displaystyle C_{1}\,} ) and "object absent" (class C 0 {\displaystyle C_{0}\,} ) given t

    Read more →
  • List of datasets for machine-learning research

    List of datasets for machine-learning research

    These datasets are used in machine learning (ML) research and have been cited in peer-reviewed academic journals. Datasets are an integral part of the field of machine learning. Major advances in this field can result from advances in learning algorithms (such as deep learning), computer hardware, and, less intuitively, the availability of high-quality training datasets. High-quality labeled training datasets for supervised and semi-supervised machine-learning algorithms are usually difficult and expensive to produce because of the large amount of time needed to label the data. Although they do not need to be labeled, high-quality unlabeled datasets for unsupervised learning can also be difficult and costly to produce. Many organizations, including governments, publish and share their datasets, often using common metadata formats (such as Croissant). The datasets are classified, based on the licenses, into two groups: open data and non-open data. The datasets from various governmental-bodies are presented in List of open government data sites. The datasets are ported on open data portals. They are made available for searching, depositing and accessing through interfaces like Open API. The datasets are made available as various sorted types and subtypes. == List of sorting used for datasets == The data portal is classified based on its type of license. The open source license based data portals are known as open data portals which are used by many government organizations and academic institutions. == List of open data portals == == List of portals suitable for multiple types of applications == The data portal sometimes lists a wide variety of subtypes of datasets pertaining to many machine learning applications. == List of portals suitable for a specific subtype of applications == The data portals which are suitable for a specific subtype of machine learning application are listed in the subsequent sections. == Image data == == Text data == These datasets consist primarily of text for tasks such as natural language processing, sentiment analysis, translation, and cluster analysis. === Reviews === === News articles === === Messages === === Twitter and tweets === === Dialogues === === Legal === === Other text === == Sound data == These datasets consist of sounds and sound features used for tasks such as speech recognition and speech synthesis. === Speech === === Music === === Other sounds === == Signal data == Datasets containing electric signal information requiring some sort of signal processing for further analysis. === Electrical === === Motion-tracking === === Other signals === == Chemical data == Datasets from physical systems. === Chemical Reactions with transition states (TS) === === OpenReACT-CHON-EFH === OpenReACT-CHON-EFH (Open Reaction Dataset of Atomic ConfiguraTions comprising C, H, O and N with Energies, Forces and Hessians) is a 2025 open-access benchmark for machine-learning interatomic potentials. RTP set – 35,087 stationary-point geometries (reactant, transition state and product) drawn from 11,961 elementary reactions, each labeled with density-functional energies, atomic forces and full Hessian matrices at the ωB97X-D/6-31G(d) level. IRC set – 34,248 structures along 600 minimum-energy reaction paths, used to test extrapolation beyond trained stationary points. NMS set – 62,527 off-equilibrium geometries generated by normal-mode sampling to probe model robustness under thermal perturbations. The collection underpins the study Does Hessian Data Improve the Performance of Machine Learning Potentials? and was used to train and benchmark the machine-learning interatomic potentials reported therein. The dataset itself is distributed under a CC licence via Figshare. == Physical data == Datasets from physical systems. === High-energy physics === === Systems === === Astronomy === === Earth science === === Other physical === == Biological data == Datasets from biological systems. === Human === === Animal === === Fungi === === Plant === === Microbe === === Drug discovery === == Anomaly data == == Question answering data == This section includes datasets that deals with structured data. == Dialog or instruction prompted data == This section includes datasets that contains multi-turn text with at least two actors, a "user" and an "agent". The user makes requests for the agent, which performs the request. == Cybersecurity == == Climate and sustainability == == Code data == == Multivariate data == === Financial === === Weather === === Census === === Transit === === Internet === === Games === === Other multivariate === == Curated repositories of datasets == As datasets come in myriad formats and can sometimes be difficult to use, there has been considerable work put into curating and standardizing the format of datasets to make them easier to use for machine learning research. OpenML: Web platform with Python, R, Java, and other APIs for downloading hundreds of machine learning datasets, evaluating algorithms on datasets, and benchmarking algorithm performance against dozens of other algorithms. PMLB: A large, curated repository of benchmark datasets for evaluating supervised machine learning algorithms. Provides classification and regression datasets in a standardized format that are accessible through a Python API. Metatext NLP: https://metatext.io/datasets web repository maintained by community, containing nearly 1000 benchmark datasets, and counting. Provides many tasks from classification to QA, and various languages from English, Portuguese to Arabic. Appen: Off The Shelf and Open Source Datasets hosted and maintained by the company. These biological, image, physical, question answering, signal, sound, text, and video resources number over 250 and can be applied to over 25 different use cases.

    Read more →