AI Detector Gemini

AI Detector Gemini — independent reviews, comparisons, pricing and step-by-step guides on Aizhi.

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  Flo (app)

  Flo is a period-tracking app that provides menstrual cycle, ovulation and pregnancy tracking as well as perimenopause symptom tracking that was developed by Flo Health, Inc. It has over 380 million downloads worldwide and over 70 million monthly active users as of November 2024. In mid-2024, it reached unicorn status, and became Europe’s first femtech unicorn. The company has been accused of sharing users' sensitive health data with third parties without consent and misleading its users about data practices. == History == Flo Health, Inc. was co-founded in 2015 by Dmitry and Yuri Gurski, in Belarus. Their backgrounds helped build the first version of the software having experience in other fitness and health apps. Dmitry serves as the company's CEO. The company's development hubs are in London, Amsterdam and Vilnius. In 2016, the company raised $1 million in seed round funding from Flint Capital and Haxus Venture Fund. In 2017, Flo received an investment of $5 million from Flint Capital and model Natalia Vodianova with Vodianova helping develop an awareness campaign for the company. In 2018, Flo received an investment of $6 million from Mangrove Capital Partners, with participation from Flint Capital and Haxus, giving the company a valuation of $200 million. In mid-2019, Flo received an additional investment of $7.5 million led by Founders Fund. In 2020, the Federal Trade Commission alleged that Flo had misled users about its handling of health information to third parties including Google, Facebook, AppsFlyer, and Flurry since 2016. These allegations followed a 2019 report by The Wall Street Journal in reference to Facebook. The company reached a settlement in 2021 and was required to notify users of how their personal information was shared and obtain permission before any further information was shared. The agreement also required that Flo to undertake an independent privacy audit which it completed in March 2022. In early September 2021, Flo announced it closed $50M in a Series B financing, bringing the total capital raised to $65 million and company valuation to $800M led by VNV Global and Target Global. In March 2024, the Supreme Court of British Columbia certified a class action suit against Flo for sharing intimate data with Facebook and other third parties without user knowledge. In July 2024, Flo announced it raised more than $200M in Series C financing from General Atlantic bringing its valuation beyond $1 billion. As of November 2024, the app had over 380 million downloads world wide, and over 70 million monthly active users. In 2025, Flo adopted a data intelligence platform from Databricks to power its analytics and AI features, allowing users personalized cycle predictions. In 2025, a class action lawsuit in California was settled for $56 million with Flo paying $8 million and Google paying $48 million. == Features and privacy == Flo was initially created as a period and ovulation tracking application. It now provides reminders of upcoming menstrual cycles and a place to record various other health symptoms such as contraceptive methods, vaginal discharge (leukorrhea), water intake, pains, mood swings, and sexual activity. The application is available on iOS and Android. Flo is free to download and the free basic version gives you access to period and ovulation tracking and predictions, symptom tracking, cycle history, and anonymous mode. In Pregnancy mode, the app provides tracking features and educational material for pregnancy. In October 2023, Flo launched Flo for Partners, a feature that allows users to share their Flo data with their partner. In September 2022, as a response to Roe v. Wade being overturned, Flo sped up the release of a feature called "Anonymous Mode". Flo said this mode allows users to access the app without any personal identifiers such as name, email address, or technical identifiers being associated with their health data. Flo said it uses a technology called Oblivious HTTP to help protect user privacy in Anonymous Mode. == Recognition == Flo was named to Bloomberg’s Top 25 UK Startups to Watch for 2024. Flo's Anonymous Mode feature was recognized on both Fast Company's World Changing Ideas 2023 and TIME's Best Inventions List 2023. Flo is a CES 2019 Innovation Awards Honoree in the Software and Mobile Applications category.

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  SqueezeNet

  SqueezeNet is a deep neural network for image classification released in 2016. SqueezeNet was developed by researchers at DeepScale, University of California, Berkeley, and Stanford University. In designing SqueezeNet, the authors' goal was to create a smaller neural network with fewer parameters while achieving competitive accuracy. Their best-performing model achieved the same accuracy as AlexNet on ImageNet classification, but has a size 510x less than it. == Version history == SqueezeNet was originally released on February 22, 2016. This original version of SqueezeNet was implemented on top of the Caffe deep learning software framework. Shortly thereafter, the open-source research community ported SqueezeNet to a number of other deep learning frameworks. On February 26, 2016, Eddie Bell released a port of SqueezeNet for the Chainer deep learning framework. On March 2, 2016, Guo Haria released a port of SqueezeNet for the Apache MXNet framework. On June 3, 2016, Tammy Yang released a port of SqueezeNet for the Keras framework. In 2017, companies including Baidu, Xilinx, Imagination Technologies, and Synopsys demonstrated SqueezeNet running on low-power processing platforms such as smartphones, FPGAs, and custom processors. As of 2018, SqueezeNet ships "natively" as part of the source code of a number of deep learning frameworks such as PyTorch, Apache MXNet, and Apple CoreML. In addition, third party developers have created implementations of SqueezeNet that are compatible with frameworks such as TensorFlow. Below is a summary of frameworks that support SqueezeNet. == Relationship to other networks == === AlexNet === SqueezeNet was originally described in SqueezeNet: AlexNet-level accuracy with 50x fewer parameters and <0.5MB model size. AlexNet is a deep neural network that has 240 MB of parameters, and SqueezeNet has just 5 MB of parameters. This small model size can more easily fit into computer memory and can more easily be transmitted over a computer network. However, it's important to note that SqueezeNet is not a "squeezed version of AlexNet." Rather, SqueezeNet is an entirely different DNN architecture than AlexNet. What SqueezeNet and AlexNet have in common is that both of them achieve approximately the same level of accuracy when evaluated on the ImageNet image classification validation dataset. === Model compression === Model compression (e.g. quantization and pruning of model parameters) can be applied to a deep neural network after it has been trained. In the SqueezeNet paper, the authors demonstrated that a model compression technique called Deep Compression can be applied to SqueezeNet to further reduce the size of the parameter file from 5 MB to 500 KB. Deep Compression has also been applied to other DNNs, such as AlexNet and VGG. == Variants == Some of the members of the original SqueezeNet team have continued to develop resource-efficient deep neural networks for a variety of applications. A few of these works are noted in the following table. As with the original SqueezeNet model, the open-source research community has ported and adapted these newer "squeeze"-family models for compatibility with multiple deep learning frameworks. In addition, the open-source research community has extended SqueezeNet to other applications, including semantic segmentation of images and style transfer.

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  Vapnik–Chervonenkis theory

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

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  Almeida–Pineda recurrent backpropagation

  Almeida–Pineda recurrent backpropagation is an extension to the backpropagation algorithm that is applicable to recurrent neural networks. It is a type of supervised learning. It was described somewhat cryptically in Richard Feynman's senior thesis, and rediscovered independently in the context of artificial neural networks by both Fernando Pineda and Luis B. Almeida. A recurrent neural network for this algorithm consists of some input units, some output units and eventually some hidden units. For a given set of (input, target) states, the network is trained to settle into a stable activation state with the output units in the target state, based on a given input state clamped on the input units.

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  Sanctuary (app)

  Sanctuary is a mobile app focusing on astrology and mystical services. Users enter their birthday, time of birth, and place of birth information into the app and receive a birth chart as well as daily horoscope readings. Users can also sign up for a monthly membership and receive on-demand astrological readings via a text message format. The service has been described as being “Talkspace for astrology" and "Uber for astrological readings". The mobile app uses an A.I.-driven interface. On May 14, 2019, Apple featured Sanctuary as the App of the Day. == History == Sanctuary initially began as project within the incubator of Lorne Michaels’ Broadway Video Ventures. The app officially launched on March 21, 2019. Its backers include Broadway Video Ventures, Greycroft Partners, and Shari Redstone.

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  Tensor sketch

  In statistics, machine learning and algorithms, a tensor sketch is a type of dimensionality reduction that is particularly efficient when applied to vectors that have tensor structure. Such a sketch can be used to speed up explicit kernel methods, bilinear pooling in neural networks and is a cornerstone in many numerical linear algebra algorithms. == Mathematical definition == Mathematically, a dimensionality reduction or sketching matrix is a matrix M ∈ R k × d {\displaystyle M\in \mathbb {R} ^{k\times d}} , where k < d {\displaystyle k Read more →

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  (1+ε)-approximate nearest neighbor search

  (1+ε)-approximate nearest neighbor search is a variant of the nearest neighbor search problem. A solution to the (1+ε)-approximate nearest neighbor search is a point or multiple points within distance (1+ε) R from a query point, where R is the distance between the query point and its true nearest neighbor. Reasons to approximate nearest neighbor search include the space and time costs of exact solutions in high-dimensional spaces (see curse of dimensionality) and that in some domains, finding an approximate nearest neighbor is an acceptable solution. Approaches for solving (1+ε)-approximate nearest neighbor search include k-d trees, locality-sensitive hashing and brute-force search.

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  World Programming System

  The World Programming System, also known as WPS Analytics or WPS, is a software product developed by a company called World Programming (acquired by Altair Engineering). WPS Analytics supports users of mixed ability to access and process data and to perform data science tasks. It has interactive visual programming tools using data workflows, and it has coding tools supporting the use of the SAS language mixed with Python, R and SQL. == About == WPS can use programs written in the language of SAS without the need for translating them into any other language. In this regard WPS is compatible with the SAS system. WPS has a built-in language interpreter able to process the language of SAS and produce similar results. WPS is available to run on z/OS, Windows, macOS, Linux (x86, Armv8 64-bit, IBM Power LE, IBM Z), and AIX. On all supported platforms, programs written in the language of SAS can be executed from a WPS command line interface, often referred to as running in batch mode. WPS can also be used from a graphical user interface known as the WPS Workbench for managing, editing and running programs written in the language of SAS. The WPS Workbench user interface is based on Eclipse. WPS version 4 (released in March 2018) introduced a drag-and-drop workflow canvas providing interactive blocks for data retrieval, blending and preparation, data discovery and profiling, predictive modelling powered by machine learning algorithms, model performance validation and scorecards. WPS version 3 (released in February 2012) provided a new client/server architecture that allows the WPS Workbench GUI to execute SAS programs on remote server installations of WPS in a network or cloud. The resulting output, data sets, logs, etc., can then all be viewed and manipulated from inside the Workbench as if the workloads had been executed locally. SAS programs do not require any special language statements to use this feature. == Summary of main features == Runs on Windows, macOS, z/OS, Linux (x86, Armv8 64-bit, IBM Power LE, IBM Z), and AIX An integrated development environment based on Eclipse for Linux, macOS and Windows. Support for language of SAS elements. Support for the language of SAS Macros. Matrix Programming support using PROC IML. Support for generating band plots, bar charts, box plots, bubble plots, contour plots, dendrogram plots, ellipse plots, fringe plots, heat maps, high-low plots, histograms, loess plots, needle plots, pie charts, penalised b-spline, radar charts, reference lines, scatter plots, series plots, step plots, regression plots and vector plots. Support for statistical procedures ACECLUS, ASSOCRULES, ANOVA, BIN, BOXPLOT, CANCORR, CANDISC, CLUSTER, CORRESP, DISCRIM, DISTANCE, FACTOR, FASTCLUS, FREQ, GAM, GANNO, GENMOD, GLIMMIX, GLM, GLMMOD, GLMSELECT, ICLIFETEST, KDE, LIFEREG, LIFETEST, LOESS, LOGISTIC, MDS, MEANS, MI, MIANALYSE, MIXED, MODECLUS, NESTED, NLIN, NPAR1WAY, PHREG, PLAN, PLS, POWER, PRINCOMP, PROBIT, QUANTREG, RBF, REG, ROBUSTREG, RSREG, SCORE, SEGMENT, SIMNORMAL, STANDARD, STDSIZE, STDRATE, STEPDISC, SUMMARY, SURVEYMEANS, SURVEYSELECT, TPSPLINE, TRANSREG, TREE, TTEST, UNIVARIATE, VARCLUS, VARCOMP Support for time series procedures ARIMA, AUTOREG, ESM, EXPAND, FORECAST, LOAN, SEVERITY, SPECTRA, TIMESERIES, X12 Support for machine learning procedures DECISIONFOREST, DECISIONTREE, GMM, MLP, OPTIMALBIN, SEGMENT, SVM Support for ODS. Reads and writes SAS datasets (compressed or uncompressed). Access: Actian Matrix (previously known as ParAccel), DASD, DB2, Excel, Greenplum, Hadoop, Informix, Kognitio Archived 2012-08-24 at the Wayback Machine, MariaDB, MySQL, Netezza, ODBC, OLEDB, Oracle, PostgreSQL, SAND, Snowflake, SPSS/PSPP, SQL Server, Sybase, Sybase IQ, Teradata, VSAM, Vertica and XML. Support for SAS Tape Format. Direct output of reports to CSV, PDF and HTML. Support to connect WPS systems programmatically, remote submit parts of a program to execute on connected remote servers, upload and download data between the connected systems. Support for Hadoop Support for R Support for Python == Industry recognition == Gartner recognized World Programming in their Cool Vendors in Data Science, 2014 Report. == Lawsuit == In 2010 World Programming defended its use of the language of SAS in the High Court of England and Wales in SAS Institute Inc. v World Programming Ltd. The software was the subject of a lawsuit by SAS Institute. The EU Court of Justice ruled in favor of World Programming, stating that the copyright protection does not extend to the software functionality, the programming language used and the format of the data files used by the program. It stated that there is no copyright infringement when a company which does not have access to the source code of a program studies, observes and tests that program to create another program with the same functionality.

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  Facebook Messenger

  Messenger (formerly known as Facebook Messenger) is an American proprietary instant messaging service developed by Meta Platforms, the company that operates Facebook. Originally developed as Facebook Chat in 2008, the client application of Messenger is currently available on iOS and Android mobile platforms, Windows and macOS desktop platforms, through the Messenger.com web application, and on the standalone Meta Portal hardware. Messenger is used to send messages and exchange photos, videos, stickers, audio, and files, and also react to other users' messages and interact with bots. The service also supports voice and video calling. The standalone apps support using multiple accounts, conversations with end-to-end encryption, and playing games. There are also group chats where you can connect with multiple people at once in a private space such as Panama Chat. With a monthly userbase of over 1 billion people, it is among the largest social media platforms. == History == Following tests of a new instant messaging platform on Facebook in March 2008, the feature, then-titled "Facebook Chat", was gradually released to users in April 2008. Facebook revamped its messaging platform in November 2010, and subsequently acquired group messaging service Beluga in March 2011, which the company used to launch its standalone iOS and Android mobile apps on August 9, 2011. Facebook later launched a BlackBerry version in October 2011. An app for Windows Phone, though lacking features including voice messaging and chat heads, was released in March 2014. In April 2014, Facebook announced that the messaging feature would be removed from the main Facebook app and users will be required to download the separate Messenger app. An iPad-optimized version of the iOS app was released in July 2014. On April 8, 2015, Facebook launched a website interface for Messenger. A Tizen app was released on July 13, 2015. Facebook launched Messenger for Windows 10 in April 2016. In October 2016, Facebook released Messenger Lite, a stripped-down version of Messenger with a reduced feature set. The app is aimed primarily at old Android phones and regions where high-speed Internet is not widely available. In April 2017, Messenger Lite was expanded to 132 more countries. In May 2017, Facebook revamped the design for Messenger on Android and iOS, bringing a new home screen with tabs and categorization of content and interactive media, red dots indicating new activity, and relocated sections. Facebook announced a Messenger program for Windows 7 in a limited beta test in November 2011. The following month, Israeli blog TechIT leaked a download link for the program, with Facebook subsequently confirming and officially releasing the program. The program was eventually discontinued in March 2014. A Firefox web browser add-on was released in December 2012, but was also discontinued in March 2014. In December 2017, Facebook announced Messenger Kids, a new app aimed for persons under 13 years of age. The app comes with some differences compared to the standard version. In 2019, Messenger announced to be the 2nd most downloaded mobile app of the decade, from 2011 to 2019. In December 2019, Messenger dropped support for users to sign in using only a mobile number, meaning that users must sign in to a Facebook account in order to use the service. In March 2020, Facebook started to ship its dedicated Messenger for macOS app through the Mac App Store. The app is currently live in regions including France, Australia, Mexico, Poland, and many others. In April 2020, Facebook began rolling out a new feature called Messenger Rooms, a video chat feature that allows users to chat with up to 50 people at a time. The feature rivals Zoom, an application that gained a lot of popularity during the COVID-19 pandemic. Privacy concerns arose since the feature uses the same data collection policies as mainstream Facebook. In July 2020, Facebook added a new feature in Messenger that lets iOS users to use Apple's Face ID or Touch ID to lock their chats. The feature is called App Lock and is a part of several changes in Messenger regarding privacy and security. The option to view only "Unread Threads" was removed from the inbox, requiring the account holder to scroll through the entire inbox to be certain every unread message has been seen. On October 13, 2020, the Messenger application introduced cross-app messaging with Instagram, which was launched in September 2021. In addition to the integrated messaging, the application announced the introduction of a new logo, which should be an amalgamation of the Messenger and Instagram logo. The desktop app of Messenger was shut down on December 15, 2025. Messaging services were moved to the Facebook website or Messenger's site for those without an account on the former. The Messenger site was discontinued on April 16, 2026. Messaging services were moved to the Facebook website on the morning of April 17, 2026 without an Messenger account on the former to use Facebook account. == Features == The following is a table of features available in Messenger, as well as their geographical coverage and what devices they are available on. In addition there is a vanishing message feature. In addition there is an audio recording feature which allows audio recordings of up to one minute which may or may not be vanishing: === Messenger Rooms === It is a video conferencing feature of Messenger. It allows users to add up to 50 people at a time. Messenger Rooms does not require a Facebook account. Messenger Rooms competes with other services such as Zoom. Back in 2014, Facebook introduced an unrelated, stand-alone application named Rooms, letting users create places for users with similar interests, with users being anonymous to others. This was shut down in December 2015. In April 2020, during the COVID-19 pandemic, Facebook revealed video conferencing features for Messenger called Messenger Rooms. This was seen as a response to the popularity of other video conferencing platforms such as Zoom and Skype in the midst of the COVID-19 pandemic. Messenger Rooms allows users to add up to 50 people per room, without restrictions on time. It does not require a Facebook account or a separate app from Messenger. When used, it only prompts the user for basic information. Users can add 360° virtual backgrounds, mood lighting, and other AR effects as well as share screens. To prevent unwanted participants from joining, users can lock rooms and remove participants. Some have voiced concerns in regards to Messenger Room's privacy and how its parent, Facebook, handles data. Messenger Rooms, unlike some of its competitors, does not use end-to-end encryption. In addition, there have been concerns over how Messenger Rooms collects user data. == Monetization == In January 2017, Facebook announced that it was testing showing advertisements in Messenger's home feed. At the time, the testing was limited to a "small number of users in Australia and Thailand", with the ad format being swipe-based carousel ads. In July, the company announced that they were expanding the testing to a global audience. Stan Chudnovsky, head of Messenger, told VentureBeat that "We'll start slow ... When the average user can be sure to see them we truly don't know because we're just going to be very data-driven and user feedback-driven on making that decision". Facebook told TechCrunch that the advertisements' placement in the inbox depends on factors such as thread count, phone screen size, and pixel density. In a TechCrunch editorial by Devin Coldewey, he described the ads as "huge" in the space they occupy, "intolerable" in the way they appear in the user interface, and "irrelevant" due to the lack of context. Coldewey finished by writing "Advertising is how things get paid for on the internet, including TechCrunch, so I'm not an advocate of eliminating it or blocking it altogether. But bad advertising experiences can spoil a perfectly good app like (for the purposes of argument) Messenger. Messaging is a personal, purposeful use case and these ads are a bad way to monetize it." == Reception == In November 2014, the Electronic Frontier Foundation (EFF) listed Messenger (Facebook chat) on its Secure Messaging Scorecard. It received a score of 2 out of 7 points on the scorecard. It received points for having communications encrypted in transit and for having recently completed an independent security audit. It missed points because the communications were not encrypted with keys the provider didn't have access to, users could not verify contacts' identities, past messages were not secure if the encryption keys were stolen, the source code was not open to independent review, and the security design was not properly documented. As stated by Facebook in its Help Center, there is no way to log out of the Messenger application. Instead, users can choose between different availability statuses, including "Appear as inactive", "S

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  Markov model

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

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  Memtransistor

  The memtransistor (a blend word from Memory Transfer Resistor) is an experimental multi-terminal passive electronic component that might be used in the construction of artificial neural networks. It is a combination of the memristor and transistor technology. This technology is different from the 1T-1R approach since the devices are merged into one single entity. Multiple memristors can be embedded with a single transistor, enabling it to more accurately model a neuron with its multiple synaptic connections. A neural network produced from these would provide hardware-based artificial intelligence with a good foundation. == Applications == These types of devices would allow for a synapse model that could realise a learning rule, by which the synaptic efficacy is altered by voltages applied to the terminals of the device. An example of such a learning rule is spike-timing-dependant-plasticty by which the weight of the synapse, in this case the conductivity, could be modulated based on the timing of pre and post synaptic spikes arriving at each terminal. The advantage of this approach over two terminal memristive devices is that read and write protocols have the possibility to occur simultaneously and distinctly.

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  Online machine learning

  In computer science, online machine learning is a method of machine learning in which data becomes available in a sequential order and is used to update the best predictor for future data at each step, as opposed to batch learning techniques which generate the best predictor by learning on the entire training data set at once. Online learning is a common technique used in areas of machine learning where it is computationally infeasible to train over the entire dataset, requiring the need of out-of-core algorithms. It is also used in situations where it is necessary for the algorithm to dynamically adapt to new patterns in the data, or when the data itself is generated as a function of time, e.g., prediction of prices in the financial international markets. Online learning algorithms may be prone to catastrophic interference, a problem that can be addressed by incremental learning approaches. Online machine learning algorithms find applications in a wide variety of fields such as sponsored search to maximize ad revenue, portfolio optimization, shortest path prediction (with stochastic weights, e.g. traffic on roads for a maps application), spam filtering, real-time fraud detection, dynamic pricing for e-commerce, etc. There is also growing interest in usage of online learning paradigms for LLMs to enable continuous, real-time adaptation after the initial training. == Introduction == In the setting of supervised learning, a function of f : X → Y {\displaystyle f:X\to Y} is to be learned, where X {\displaystyle X} is thought of as a space of inputs and Y {\displaystyle Y} as a space of outputs, that predicts well on instances that are drawn from a joint probability distribution p ( x , y ) {\displaystyle p(x,y)} on X × Y {\displaystyle X\times Y} . In reality, the learner never knows the true distribution p ( x , y ) {\displaystyle p(x,y)} over instances. Instead, the learner usually has access to a training set of examples ( x 1 , y 1 ) , … , ( x n , y n ) {\displaystyle (x_{1},y_{1}),\ldots ,(x_{n},y_{n})} . In this setting, the loss function is given as V : Y × Y → R {\displaystyle V:Y\times Y\to \mathbb {R} } , such that V ( f ( x ) , y ) {\displaystyle V(f(x),y)} measures the difference between the predicted value f ( x ) {\displaystyle f(x)} and the true value y {\displaystyle y} . The ideal goal is to select a function f ∈ H {\displaystyle f\in {\mathcal {H}}} , where H {\displaystyle {\mathcal {H}}} is a space of functions called a hypothesis space, so that some notion of total loss is minimized. Depending on the type of model (statistical or adversarial), one can devise different notions of loss, which lead to different learning algorithms. == Statistical view of online learning == In statistical learning models, the training sample ( x i , y i ) {\displaystyle (x_{i},y_{i})} are assumed to have been drawn from the true distribution p ( x , y ) {\displaystyle p(x,y)} and the objective is to minimize the expected "risk" I [ f ] = E [ V ( f ( x ) , y ) ] = ∫ V ( f ( x ) , y ) d p ( x , y ) . {\displaystyle I[f]=\mathbb {E} [V(f(x),y)]=\int V(f(x),y)\,dp(x,y)\ .} A common paradigm in this situation is to estimate a function f ^ {\displaystyle {\hat {f}}} through empirical risk minimization or regularized empirical risk minimization (usually Tikhonov regularization). The choice of loss function here gives rise to several well-known learning algorithms such as regularized least squares and support vector machines. A purely online model in this category would learn based on just the new input ( x t + 1 , y t + 1 ) {\displaystyle (x_{t+1},y_{t+1})} , the current best predictor f t {\displaystyle f_{t}} and some extra stored information (which is usually expected to have storage requirements independent of training data size). For many formulations, for example nonlinear kernel methods, true online learning is not possible, though a form of hybrid online learning with recursive algorithms can be used where f t + 1 {\displaystyle f_{t+1}} is permitted to depend on f t {\displaystyle f_{t}} and all previous data points ( x 1 , y 1 ) , … , ( x t , y t ) {\displaystyle (x_{1},y_{1}),\ldots ,(x_{t},y_{t})} . In this case, the space requirements are no longer guaranteed to be constant since it requires storing all previous data points, but the solution may take less time to compute with the addition of a new data point, as compared to batch learning techniques. A common strategy to overcome the above issues is to learn using mini-batches, which process a small batch of b ≥ 1 {\displaystyle b\geq 1} data points at a time, this can be considered as pseudo-online learning for b {\displaystyle b} much smaller than the total number of training points. Mini-batch techniques are used with repeated passing over the training data to obtain optimized out-of-core versions of machine learning algorithms, for example, stochastic gradient descent. When combined with backpropagation, this is currently the de facto training method for training artificial neural networks. === Example: linear least squares === The simple example of linear least squares is used to explain a variety of ideas in online learning. The ideas are general enough to be applied to other settings, for example, with other convex loss functions. === Batch learning === Consider the setting of supervised learning with f {\displaystyle f} being a linear function to be learned: f ( x j ) = ⟨ w , x j ⟩ = w ⋅ x j {\displaystyle f(x_{j})=\langle w,x_{j}\rangle =w\cdot x_{j}} where x j ∈ R d {\displaystyle x_{j}\in \mathbb {R} ^{d}} is a vector of inputs (data points) and w ∈ R d {\displaystyle w\in \mathbb {R} ^{d}} is a linear filter vector. The goal is to compute the filter vector w {\displaystyle w} . To this end, a square loss function V ( f ( x j ) , y j ) = ( f ( x j ) − y j ) 2 = ( ⟨ w , x j ⟩ − y j ) 2 {\displaystyle V(f(x_{j}),y_{j})=(f(x_{j})-y_{j})^{2}=(\langle w,x_{j}\rangle -y_{j})^{2}} is used to compute the vector w {\displaystyle w} that minimizes the empirical loss I n [ w ] = ∑ j = 1 n V ( ⟨ w , x j ⟩ , y j ) = ∑ j = 1 n ( x j T w − y j ) 2 {\displaystyle I_{n}[w]=\sum _{j=1}^{n}V(\langle w,x_{j}\rangle ,y_{j})=\sum _{j=1}^{n}(x_{j}^{\mathsf {T}}w-y_{j})^{2}} where y j ∈ R . {\displaystyle y_{j}\in \mathbb {R} .} Let X {\displaystyle X} be the i × d {\displaystyle i\times d} data matrix and y ∈ R i {\displaystyle y\in \mathbb {R} ^{i}} is the column vector of target values after the arrival of the first i {\displaystyle i} data points. Assuming that the covariance matrix Σ i = X T X {\displaystyle \Sigma _{i}=X^{\mathsf {T}}X} is invertible (otherwise it is preferential to proceed in a similar fashion with Tikhonov regularization), the best solution f ∗ ( x ) = ⟨ w ∗ , x ⟩ {\displaystyle f^{}(x)=\langle w^{},x\rangle } to the linear least squares problem is given by w ∗ = ( X T X ) − 1 X T y = Σ i − 1 ∑ j = 1 i x j y j . {\displaystyle w^{}=(X^{\mathsf {T}}X)^{-1}X^{\mathsf {T}}y=\Sigma _{i}^{-1}\sum _{j=1}^{i}x_{j}y_{j}.} Now, calculating the covariance matrix Σ i = ∑ j = 1 i x j x j T {\displaystyle \Sigma _{i}=\sum _{j=1}^{i}x_{j}x_{j}^{\mathsf {T}}} takes time O ( i d 2 ) {\displaystyle O(id^{2})} , inverting the d × d {\displaystyle d\times d} matrix takes time O ( d 3 ) {\displaystyle O(d^{3})} , while the rest of the multiplication takes time O ( d 2 ) {\displaystyle O(d^{2})} , giving a total time of O ( i d 2 + d 3 ) {\displaystyle O(id^{2}+d^{3})} . When there are n {\displaystyle n} total points in the dataset, to recompute the solution after the arrival of every datapoint i = 1 , … , n {\displaystyle i=1,\ldots ,n} , the naive approach will have a total complexity O ( n 2 d 2 + n d 3 ) {\displaystyle O(n^{2}d^{2}+nd^{3})} . Note that when storing the matrix Σ i {\displaystyle \Sigma _{i}} , then updating it at each step needs only adding x i + 1 x i + 1 T {\displaystyle x_{i+1}x_{i+1}^{\mathsf {T}}} , which takes O ( d 2 ) {\displaystyle O(d^{2})} time, reducing the total time to O ( n d 2 + n d 3 ) = O ( n d 3 ) {\displaystyle O(nd^{2}+nd^{3})=O(nd^{3})} , but with an additional storage space of O ( d 2 ) {\displaystyle O(d^{2})} to store Σ i {\displaystyle \Sigma _{i}} . === Online learning: recursive least squares === The recursive least squares (RLS) algorithm considers an online approach to the least squares problem. It can be shown that by initialising w 0 = 0 ∈ R d {\displaystyle \textstyle w_{0}=0\in \mathbb {R} ^{d}} and Γ 0 = I ∈ R d × d {\displaystyle \textstyle \Gamma _{0}=I\in \mathbb {R} ^{d\times d}} , the solution of the linear least squares problem given in the previous section can be computed by the following iteration: Γ i = Γ i − 1 − Γ i − 1 x i x i T Γ i − 1 1 + x i T Γ i − 1 x i {\displaystyle \Gamma _{i}=\Gamma _{i-1}-{\frac {\Gamma _{i-1}x_{i}x_{i}^{\mathsf {T}}\Gamma _{i-1}}{1+x_{i}^{\mathsf {T}}\Gamma _{i-1}x_{i}}}} w i = w i − 1 − Γ i x i ( x i T w i − 1 − y i ) {\displaystyle w_{i}=w_{i-1}-\Gamma _{i}x_{i}\left(x_{i}^{\mathsf {T}}w_{

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  SMART Health Card

  The SMART Health Card framework is an open source immunity passport program designed to store and share medical information in paper or digital form. It was initially launched as a vaccine passport during the COVID-19 pandemic, but is envisioned for use for other infectious diseases. SMART Health Cards include a QR code which can be scanned and verified using the official SMART Health Card Verifier mobile app, supported by Apple and Android. It was rolled out by the Vaccination Credential Initiative (VCI) based on technology developed at Boston Children's Hospital, and standards set by Health Level Seven International (HL7) and the World Wide Web Consortium (W3C). It is recognized by the International Organization for Standardization. == History == === Founding === In February 2009, United States president Barack Obama signed an economic stimulus package which included $19 billion in funds for investment in health information technology. The following month, researchers from Boston Children's Hospital and Harvard Medical School, Kenneth Mandl and Isaac Kohane, published an article in The New England Journal of Medicine calling for the modernization of electronic health records through API integrations on mobile devices. In April 2010, the pair secured a $15 million grant through the Office of the National Coordinator for Health Information Technology's Strategic Health IT Advanced Research Projects (SHARP) program. With this federal funding, the researchers began development of an interoperable healthcare IT platform they called "Substitutable Medical Applications and Reusable Technologies" (SMART). The first iteration of the platform API was previewed later that year, and "SMART Classic" was released in 2011. In 2013, SMART adopted the open-source Fast Health Interoperability Resources (FHIR) standard developed by Health Level Seven International (HL7). The newly named SMART on FHIR platform was debuted in February 2014 at the Health Information Management Systems Society conference. === 21st Century Cures Act === According to SMART Health IT, Mandl successfully lobbied for the inclusion of a universal API requirement in the 21st Century Cures Act, signed into law on December 13, 2016. The team also advocated for a federal rule establishing SMART as the universal API. In 2019, the Office of the National Coordinator for Health Information Technology published the "final rule" specifying the SMART framework as the standard to satisfy the requirements of the 21st Century Cures Act; the rule was implemented in June 2020. === COVID-19 === The SMART Health Card framework was deployed as a "de facto standard" for vaccine passports in the COVID-19 pandemic in the United States and other international jurisdictions. On January 14, 2021, the Mitre Corporation announced the launch of a new public–private partnership called the Vaccination Credential Initiative (VCI) alongside the CARIN Alliance, Cerner, Change Healthcare, The Commons Project Foundation, Epic Systems, Evernorth, Mayo Clinic, Microsoft, Oracle, Safe Health, and Salesforce. VCI's purpose was to employ the SMART Health Card framework in order to create a unified proof-of-vaccination system for COVID-19 vaccines.The California Department of Public Health introduced a Digital Covid-19 Vaccine Record portal in June 2021, allowing individuals to verify their vaccination status using the SMART Health Card reader. On August 5, 2021, New York Governor Andrew Cuomo announced the introduction of the "Excelsior Pass Plus" which would expand its Excelsior Pass program into other states and internationally by connecting it to the SMART Health Card system. As of August 27, 2021, 415,000 citizens of Louisiana had added their COVID-19 vaccination status to their state-run, SMART Health Card enabled LA Wallet. On September 8, 2021, Hawaii governor David Ige announced the rollout of the state's Hawaiʻi SMART Health Card. County-level health departments across the United States partnered with VaccineCheck to issue SMART Health Cards by verifying vaccine cards provided by the Centers for Disease Control and Prevention. The Government of Canada spent CAD$4.6 million to develop a proof-of-vaccination credential on the SMART Health Card framework, enabling its ArriveCAN travel application to store, recognize and verify credentials from every province, territory and foreign country. Since October 2021, Canadian provinces and territories used the SMART Health Card format as a requirement by the federal government, including British Columbia, Newfoundland and Labrador, the Northwest Territories, Nova Scotia, Nunavut, Ontario, Quebec, Saskatchewan and the Yukon. On October 13, 2021, the American Immunization Registry Association (AIRA) published a statement encouraging adoption of SMART Health Cards as a common standard "where allowed by local law and policy." "SMARTHealth.Cards" was listed as a supporting member of AIRA through the VCI. A SMART Health Cards Global Forum was held on October 28, 2021. The event featured keynote speakers Andy Slavitt (former Senior Pandemic Advisor to President Joe Biden’s COVID-19 pandemic response team) and Mike Leavitt (former United States Secretary of Health and Human Services). On December 20, 2021, Japan's Ministry of Health, Labour and Welfare launched its COVID-19 Vaccination Certificate Application using the SMART Health Card. By January 2022, about 80% of Americans who had received a COVID-19 vaccine had access to a SMART Health Card through their state governments, local businesses, universities and healthcare systems. == Participants == === Developers === SMART Health IT is based out of the Computational Health Informatics Program (CHIP) at the Boston Children's Hospital. CHIP's related projects include Apache cTAKES, Genomic Information Commons, HealthMap, and VaccineFinder. The SMART Health Card's project sponsor is HL7 International's Public Health Work Group, consisting of representatives from Allscripts, the Altarum Institute, Tennessee Department of Health and Washington State Department of Health. === Issuers === Official registries of authorized SMART Health Card issuers are maintained by SMART Health IT, the Vaccination Credential Initiative, and the CommonTrust Network. Authorized issuers include:

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  Vapnik–Chervonenkis theory

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

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  Harrison White

  Harrison Colyar White (March 21, 1930 – May 18, 2024) was an American sociologist who was the Giddings Professor of Sociology at Columbia University. White played an influential role in the “Harvard Revolution” in social networks and the New York School of relational sociology. He is credited with the development of a number of mathematical models of social structure including vacancy chains and blockmodels. He has been a leader of a revolution in sociology that is still in process, using models of social structure that are based on patterns of relations instead of the attributes and attitudes of individuals. Among social network researchers, White is widely respected. For instance, at the 1997 International Network of Social Network Analysis conference, the organizer held a special “White Tie” event, dedicated to White. Social network researcher Emmanuel Lazega refers to him as both “Copernicus and Galileo” because he invented both the vision and the tools. The most comprehensive documentation of his theories can be found in the book Identity and Control, first published in 1992. A major rewrite of the book appeared in June 2008. In 2011, White received the W.E.B. DuBois Career of Distinguished Scholarship Award from the American Sociological Association, which honors "scholars who have shown outstanding commitment to the profession of sociology and whose cumulative work has contributed in important ways to the advancement of the discipline." Before his retirement to live in Tucson, Arizona, White was interested in sociolinguistics and business strategy as well as sociology. == Life and career == === Early years === White was born on March 21, 1930, in Washington, D.C. He had three siblings and his father was a doctor in the US Navy. Although moving around to different Naval bases throughout his adolescence, he considered himself Southern, and Nashville, TN to be his home. At the age of 15, he entered the Massachusetts Institute of Technology (MIT), receiving his undergraduate degree at 20 years of age; five years later, in 1955, he received a doctorate in theoretical physics, also from MIT with John C. Slater as his advisor. His dissertation was titled A quantum-mechanical calculation of inter-atomic force constants in copper. This was published in the Physical Review as "Atomic Force Constants of Copper from Feynman's Theorem" (1958). While at MIT he also took a course with the political scientist Karl Deutsch, who White credits with encouraging him to move toward the social sciences. === Princeton University === After receiving his PhD in theoretical physics, he received a Fellowship from the Ford Foundation to begin his second doctorate in sociology at Princeton University. His dissertation advisor was Marion J. Levy. White also worked with Wilbert Moore, Fred Stephan, and Frank W. Notestein while at Princeton. His cohort was very small, with only four or five other graduate students including David Matza, and Stanley Udy. At the same time, he took up a position as an operations analyst at the Operations Research Office, Johns Hopkins University from 1955 to 1956. During this period, he worked with Lee S. Christie on Queuing with Preemptive Priorities or with Breakdown, which was published in 1958. Christie previously worked alongside mathematical psychologist R. Duncan Luce in the Small Group Laboratory at MIT while White was completing his first PhD in physics also at MIT. While continuing his studies at Princeton, White also spent a year as a fellow at the Center for Advanced Study in the Behavioral Sciences, Stanford University, California where he met Harold Guetzkow. Guetzkow was a faculty member at the Carnegie Institute of Technology, known for his application of simulations to social behavior and long-time collaborator with many other pioneers in organization studies, including Herbert A. Simon, James March, and Richard Cyert. Upon meeting Simon through his mutual acquaintance with Guetzkow, White received an invitation to move from California to Pittsburgh to work as an assistant professor of Industrial Administration and Sociology at the Graduate School of Industrial Administration, Carnegie Institute of Technology (later Carnegie-Mellon University), where he stayed for a couple of years, between 1957 and 1959. In an interview, he claimed to have fought with the dean, Leyland Bock, to have the word "sociology" included in his title. It was also during his time at the Stanford Center for Advanced Study that White met his first wife, Cynthia A. Johnson, who was a graduate of Radcliffe College, where she had majored in art history. The couple's joint work on the French Impressionists, Canvases and Careers (1965) and “Institutional Changes in the French Painting World” (1964), originally grew out of a seminar on art in 1957 at the Center for Advanced Study led by Robert Wilson. White originally hoped to use sociometry to map the social structure of French art to predict shifts, but he had an epiphany that it was not social structure but institutional structure which explained the shift. It was also during these years that White, still a graduate student in sociology, wrote and published his first social scientific work, "Sleep: A Sociological Interpretation" in Acta Sociologica in 1960, together with Vilhelm Aubert, a Norwegian sociologist. This work was a phenomenological examination of sleep which attempted to "demonstrate that sleep was more than a straightforward biological activity... [but rather also] a social event". For his dissertation, White carried out empirical research on a research and development department in a manufacturing firm, consisting of interviews and a 110-item questionnaire with managers. He specifically used sociometric questions, which he used to model the "social structure" of relationships between various departments and teams in the organization. In May 1960 he submitted as his doctoral dissertation, titled Research and Development as a Pattern in Industrial Management: A Case Study in Institutionalisation and Uncertainty, earning a PhD in sociology from Princeton University. His first publication based on his dissertation was ''Management conflict and sociometric structure'' in the American Journal of Sociology. === University of Chicago === In 1959 James Coleman left the University of Chicago to found a new department of social relations at Johns Hopkins University, this left a vacancy open for a mathematical sociologist like White. He moved to Chicago to start working as an associate professor at the Department of Sociology. At that time, highly influential sociologists, such as Peter Blau, Mayer Zald, Elihu Katz, Everett Hughes, Erving Goffman were there. As Princeton only required one year in residence, and White took the opportunity to take positions at Johns Hopkins, Stanford, and Carnegie while still working on his dissertation, it was at Chicago that White credits as being his "real socialization in a way, into sociology." It was here that White advised his first two graduate students Joel H. Levine and Morris Friedell, both who went on to make contributions to social network analysis in sociology. While at the Center for Advanced Study, White began learning anthropology and became fascinated with kinship. During his stay at the University of Chicago White was able to finish An Anatomy of Kinship, published in 1963 within the Prentice-Hall series in Mathematical Analysis of Social Behavior, with James Coleman and James March as chief editors. The book received significant attention from many mathematical sociologists of the time, and contributed greatly to establish White as a model builder. === The Harvard Revolution === In 1963, White left Chicago to be an associate professor of sociology at the Harvard Department of Social Relations—the same department founded by Talcott Parsons and still heavily influenced by the structural-functionalist paradigm of Parsons. As White previously only taught graduate courses at Carnegie and Chicago, his first undergraduate course was An Introduction to Social Relations (see Influence) at Harvard, which became infamous among network analysts. As he "thought existing textbooks were grotesquely unscientific," the syllabus of the class was noted for including few readings by sociologists, and comparatively more readings by anthropologists, social psychologists, and historians. White was also a vocal critic of what he called the "attributes and attitudes" approach of Parsonsian sociology, and came to be the leader of what has been variously known as the “Harvard Revolution," the "Harvard breakthrough," or the "Harvard renaissance" in social networks. He worked closely with small group researchers George C. Homans and Robert F. Bales, which was largely compatible with his prior work in organizational research and his efforts to formalize network analysis. Overlapping White's early years, Charles Tilly, a graduate of the Harvard Department of Social

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