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  • Shape context

    Shape context

    Shape context is a feature descriptor used in object recognition. Serge Belongie and Jitendra Malik proposed the term in their paper "Matching with Shape Contexts" in 2000. == Theory == The shape context is intended to be a way of describing shapes that allows for measuring shape similarity and the recovering of point correspondences. The basic idea is to pick n points on the contours of a shape. For each point pi on the shape, consider the n − 1 vectors obtained by connecting pi to all other points. The set of all these vectors is a rich description of the shape localized at that point but is far too detailed. The key idea is that the distribution over relative positions is a robust, compact, and highly discriminative descriptor. So, for the point pi, the coarse histogram of the relative coordinates of the remaining n − 1 points, h i ( k ) = # { q ≠ p i : ( q − p i ) ∈ bin ( k ) } {\displaystyle h_{i}(k)=\#\{q\neq p_{i}:(q-p_{i})\in {\mbox{bin}}(k)\}} is defined to be the shape context of p i {\displaystyle p_{i}} . The bins are normally taken to be uniform in log-polar space. The fact that the shape context is a rich and discriminative descriptor can be seen in the figure below, in which the shape contexts of two different versions of the letter "A" are shown. (a) and (b) are the sampled edge points of the two shapes. (c) is the diagram of the log-polar bins used to compute the shape context. (d) is the shape context for the point marked with a circle in (a), (e) is that for the point marked as a diamond in (b), and (f) is that for the triangle. As can be seen, since (d) and (e) are the shape contexts for two closely related points, they are quite similar, while the shape context in (f) is very different. For a feature descriptor to be useful, it needs to have certain invariances. In particular it needs to be invariant to translation, scaling, small perturbations, and, depending on the application, rotation. Translational invariance comes naturally to shape context. Scale invariance is obtained by normalizing all radial distances by the mean distance α {\displaystyle \alpha } between all the point pairs in the shape although the median distance can also be used. Shape contexts are empirically demonstrated to be robust to deformations, noise, and outliers using synthetic point set matching experiments. One can provide complete rotational invariance in shape contexts. One way is to measure angles at each point relative to the direction of the tangent at that point (since the points are chosen on edges). This results in a completely rotationally invariant descriptor. But of course this is not always desired since some local features lose their discriminative power if not measured relative to the same frame. Many applications in fact forbid rotational invariance e.g. distinguishing a "6" from a "9". == Use in shape matching == A complete system that uses shape contexts for shape matching consists of the following steps (which will be covered in more detail in the Details of Implementation section): Randomly select a set of points that lie on the edges of a known shape and another set of points on an unknown shape. Compute the shape context of each point found in step 1. Match each point from the known shape to a point on an unknown shape. To minimize the cost of matching, first choose a transformation (e.g. affine, thin plate spline, etc.) that warps the edges of the known shape to the unknown (essentially aligning the two shapes). Then select the point on the unknown shape that most closely corresponds to each warped point on the known shape. Calculate the "shape distance" between each pair of points on the two shapes. Use a weighted sum of the shape context distance, the image appearance distance, and the bending energy (a measure of how much transformation is required to bring the two shapes into alignment). To identify the unknown shape, use a nearest-neighbor classifier to compare its shape distance to shape distances of known objects. == Details of implementation == === Step 1: Finding a list of points on shape edges === The approach assumes that the shape of an object is essentially captured by a finite subset of the points on the internal or external contours on the object. These can be simply obtained using the Canny edge detector and picking a random set of points from the edges. Note that these points need not and in general do not correspond to key-points such as maxima of curvature or inflection points. It is preferable to sample the shape with roughly uniform spacing, though it is not critical. === Step 2: Computing the shape context === This step is described in detail in the Theory section. === Step 3: Computing the cost matrix === Consider two points p and q that have normalized K-bin histograms (i.e. shape contexts) g(k) and h(k). As shape contexts are distributions represented as histograms, it is natural to use the χ2 test statistic as the "shape context cost" of matching the two points: C S = 1 2 ∑ k = 1 K [ g ( k ) − h ( k ) ] 2 g ( k ) + h ( k ) {\displaystyle C_{S}={\frac {1}{2}}\sum _{k=1}^{K}{\frac {[g(k)-h(k)]^{2}}{g(k)+h(k)}}} The values of this range from 0 to 1. In addition to the shape context cost, an extra cost based on the appearance can be added. For instance, it could be a measure of tangent angle dissimilarity (particularly useful in digit recognition): C A = 1 2 ‖ ( cos ⁡ ( θ 1 ) sin ⁡ ( θ 1 ) ) − ( cos ⁡ ( θ 2 ) sin ⁡ ( θ 2 ) ) ‖ {\displaystyle C_{A}={\frac {1}{2}}{\begin{Vmatrix}{\dbinom {\cos(\theta _{1})}{\sin(\theta _{1})}}-{\dbinom {\cos(\theta _{2})}{\sin(\theta _{2})}}\end{Vmatrix}}} This is half the length of the chord in unit circle between the unit vectors with angles θ 1 {\displaystyle \theta _{1}} and θ 2 {\displaystyle \theta _{2}} . Its values also range from 0 to 1. Now the total cost of matching the two points could be a weighted-sum of the two costs: C = ( 1 − β ) C S + β C A {\displaystyle C=(1-\beta )C_{S}+\beta C_{A}\!\,} Now for each point pi on the first shape and a point qj on the second shape, calculate the cost as described and call it Ci,j. This is the cost matrix. === Step 4: Finding the matching that minimizes total cost === Now, a one-to-one matching π ( i ) {\displaystyle \pi (i)} that matches each point pi on shape 1 and qj on shape 2 that minimizes the total cost of matching, H ( π ) = ∑ i C ( p i , q π ( i ) ) {\displaystyle H(\pi )=\sum _{i}C\left(p_{i},q_{\pi (i)}\right)} is needed. This can be done in O ( N 3 ) {\displaystyle O(N^{3})} time using the Hungarian method, although there are more efficient algorithms. To have robust handling of outliers, one can add "dummy" nodes that have a constant but reasonably large cost of matching to the cost matrix. This would cause the matching algorithm to match outliers to a "dummy" if there is no real match. === Step 5: Modeling transformation === Given the set of correspondences between a finite set of points on the two shapes, a transformation T : R 2 → R 2 {\displaystyle T:\mathbb {R} ^{2}\to \mathbb {R} ^{2}} can be estimated to map any point from one shape to the other. There are several choices for this transformation, described below. ==== Affine ==== The affine model is a standard choice: T ( p ) = A p + o {\displaystyle T(p)=Ap+o\!} . The least squares solution for the matrix A {\displaystyle A} and the translational offset vector o is obtained by: o = 1 n ∑ i = 1 n ( p i − q π ( i ) ) , A = ( Q + P ) t {\displaystyle o={\frac {1}{n}}\sum _{i=1}^{n}\left(p_{i}-q_{\pi (i)}\right),A=(Q^{+}P)^{t}} Where P = ( 1 p 11 p 12 ⋮ ⋮ ⋮ 1 p n 1 p n 2 ) {\displaystyle P={\begin{pmatrix}1&p_{11}&p_{12}\\\vdots &\vdots &\vdots \\1&p_{n1}&p_{n2}\end{pmatrix}}} with a similar expression for Q {\displaystyle Q\!} . Q + {\displaystyle Q^{+}\!} is the pseudoinverse of Q {\displaystyle Q\!} . ==== Thin plate spline ==== The thin plate spline (TPS) model is the most widely used model for transformations when working with shape contexts. A 2D transformation can be separated into two TPS function to model a coordinate transform: T ( x , y ) = ( f x ( x , y ) , f y ( x , y ) ) {\displaystyle T(x,y)=\left(f_{x}(x,y),f_{y}(x,y)\right)} where each of the ƒx and ƒy have the form: f ( x , y ) = a 1 + a x x + a y y + ∑ i = 1 n ω i U ( ‖ ( x i , y i ) − ( x , y ) ‖ ) , {\displaystyle f(x,y)=a_{1}+a_{x}x+a_{y}y+\sum _{i=1}^{n}\omega _{i}U\left({\begin{Vmatrix}(x_{i},y_{i})-(x,y)\end{Vmatrix}}\right),} and the kernel function U ( r ) {\displaystyle U(r)\!} is defined by U ( r ) = r 2 log ⁡ r 2 {\displaystyle U(r)=r^{2}\log r^{2}\!} . The exact details of how to solve for the parameters can be found elsewhere but it essentially involves solving a linear system of equations. The bending energy (a measure of how much transformation is needed to align the points) will also be easily obtained. ==== Regularized TPS ==== The TPS formulation above has exact matching requirement for the pairs of points on the two shapes. For noisy data, it is best to

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  • Absorbing Markov chain

    Absorbing Markov chain

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

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  • Randomized weighted majority algorithm

    Randomized weighted majority algorithm

    The randomized weighted majority algorithm is an algorithm in machine learning theory for aggregating expert predictions to a series of decision problems. It is a simple and effective method based on weighted voting which improves on the mistake bound of the deterministic weighted majority algorithm. In fact, in the limit, its prediction rate can be arbitrarily close to that of the best-predicting expert. == Example == Imagine that every morning before the stock market opens, we get a prediction from each of our "experts" about whether the stock market will go up or down. Our goal is to somehow combine this set of predictions into a single prediction that we then use to make a buy or sell decision for the day. The principal challenge is that we do not know which experts will give better or worse predictions. The RWMA gives us a way to do this combination such that our prediction record will be nearly as good as that of the single expert which, in hindsight, gave the most accurate predictions. == Motivation == In machine learning, the weighted majority algorithm (WMA) is a deterministic meta-learning algorithm for aggregating expert predictions. In pseudocode, the WMA is as follows: initialize all experts to weight 1 for each round: add each expert's weight to the option they predicted predict the option with the largest weighted sum multiply the weights of all experts who predicted wrongly by 1 2 {\displaystyle {\frac {1}{2}}} Suppose there are n {\displaystyle n} experts and the best expert makes m {\displaystyle m} mistakes. Then, the weighted majority algorithm (WMA) makes at most 2.4 ( log 2 ⁡ n + m ) {\displaystyle 2.4(\log _{2}n+m)} mistakes. This bound is highly problematic in the case of highly error-prone experts. Suppose, for example, the best expert makes a mistake 20% of the time; that is, in N = 100 {\displaystyle N=100} rounds using n = 10 {\displaystyle n=10} experts, the best expert makes m = 20 {\displaystyle m=20} mistakes. Then, the weighted majority algorithm only guarantees an upper bound of 2.4 ( log 2 ⁡ 10 + 20 ) ≈ 56 {\displaystyle 2.4(\log _{2}10+20)\approx 56} mistakes. As this is a known limitation of the weighted majority algorithm, various strategies have been explored in order to improve the dependence on m {\displaystyle m} . In particular, we can do better by introducing randomization. Drawing inspiration from the Multiplicative Weights Update Method algorithm, we will probabilistically make predictions based on how the experts have performed in the past. Similarly to the WMA, every time an expert makes a wrong prediction, we will decrement their weight. Mirroring the MWUM, we will then use the weights to make a probability distribution over the actions and draw our action from this distribution (instead of deterministically picking the majority vote as the WMA does). == Randomized weighted majority algorithm (RWMA) == The randomized weighted majority algorithm is an attempt to improve the dependence of the mistake bound of the WMA on m {\displaystyle m} . Instead of predicting based on majority vote, the weights, are used as probabilities for choosing the experts in each round and are updated over time (hence the name randomized weighted majority). Precisely, if w i {\displaystyle w_{i}} is the weight of expert i {\displaystyle i} , let W = ∑ i w i {\displaystyle W=\sum _{i}w_{i}} . We will follow expert i {\displaystyle i} with probability w i W {\displaystyle {\frac {w_{i}}{W}}} . This results in the following algorithm: initialize all experts to weight 1. for each round: add all experts' weights together to obtain the total weight W {\displaystyle W} choose expert i {\displaystyle i} randomly with probability w i W {\displaystyle {\frac {w_{i}}{W}}} predict as the chosen expert predicts multiply the weights of all experts who predicted wrongly by β {\displaystyle \beta } The goal is to bound the worst-case expected number of mistakes, assuming that the adversary has to select one of the answers as correct before we make our coin toss. This is a reasonable assumption in, for instance, the stock market example provided above: the variance of a stock price should not depend on the opinions of experts that influence private buy or sell decisions, so we can treat the price change as if it was decided before the experts gave their recommendations for the day. The randomized algorithm is better in the worst case than the deterministic algorithm (weighted majority algorithm): in the latter, the worst case was when the weights were split 50/50. But in the randomized version, since the weights are used as probabilities, there would still be a 50/50 chance of getting it right. In addition, generalizing to multiplying the weights of the incorrect experts by β < 1 {\displaystyle \beta <1} instead of strictly 1 2 {\displaystyle {\frac {1}{2}}} allows us to trade off between dependence on m {\displaystyle m} and log 2 ⁡ n {\displaystyle \log _{2}n} . This trade-off will be quantified in the analysis section. == Analysis == Let W t {\displaystyle W_{t}} denote the total weight of all experts at round t {\displaystyle t} . Also let F t {\displaystyle F_{t}} denote the fraction of weight placed on experts which predict the wrong answer at round t {\displaystyle t} . Finally, let N {\displaystyle N} be the total number of rounds in the process. By definition, F t {\displaystyle F_{t}} is the probability that the algorithm makes a mistake on round t {\displaystyle t} . It follows from the linearity of expectation that if M {\displaystyle M} denotes the total number of mistakes made during the entire process, E [ M ] = ∑ t = 1 N F t {\displaystyle E[M]=\sum _{t=1}^{N}F_{t}} . After round t {\displaystyle t} , the total weight is decreased by ( 1 − β ) F t W t {\displaystyle \ (1-\beta )F_{t}W_{t}} , since all weights corresponding to a wrong answer are multiplied by β < 1 {\displaystyle \ \beta <1} . It then follows that W t + 1 = W t ( 1 − ( 1 − β ) F t ) {\displaystyle W_{t+1}=W_{t}(1-(1-\beta )F_{t})} . By telescoping, since W 1 = n {\displaystyle W_{1}=n} , it follows that the total weight after the process concludes is On the other hand, suppose that m {\displaystyle \ m} is the number of mistakes made by the best-performing expert. At the end, this expert has weight β m {\displaystyle \ \beta ^{m}} . It follows, then, that the total weight is at least this much; in other words, W ≥ β m {\displaystyle \ W\geq \beta ^{m}} . This inequality and the above result imply Taking the natural logarithm of both sides yields Now, the Taylor series of the natural logarithm is In particular, it follows that ln ⁡ ( 1 − ( 1 − β ) F t ) < − ( 1 − β ) F t {\displaystyle \ \ln(1-(1-\beta )F_{t})<-(1-\beta )F_{t}} . Thus, Recalling that E [ M ] = ∑ t = 1 N F t {\displaystyle E[M]=\sum _{t=1}^{N}F_{t}} and rearranging, it follows that Now, as β → 1 {\displaystyle \beta \to 1} from below, the first constant tends to 1 {\displaystyle 1} ; however, the second constant tends to + ∞ {\displaystyle +\infty } . To quantify this tradeoff, define ε = 1 − β {\displaystyle \varepsilon =1-\beta } to be the penalty associated with getting a prediction wrong. Then, again applying the Taylor series of the natural logarithm, It then follows that the mistake bound, for small ε {\displaystyle \varepsilon } , can be written in the form ( 1 + ϵ 2 + O ( ε 2 ) ) m + ϵ − 1 ln ⁡ ( n ) {\displaystyle \ \left(1+{\frac {\epsilon }{2}}+O(\varepsilon ^{2})\right)m+\epsilon ^{-1}\ln(n)} . In English, the less that we penalize experts for their mistakes, the more that additional experts will lead to initial mistakes but the closer we get to capturing the predictive accuracy of the best expert as time goes on. In particular, given a sufficiently low value of ε {\displaystyle \varepsilon } and enough rounds, the randomized weighted majority algorithm can get arbitrarily close to the correct prediction rate of the best expert. In particular, as long as m {\displaystyle m} is sufficiently large compared to ln ⁡ ( n ) {\displaystyle \ln(n)} (so that their ratio is sufficiently small), we can assign we can obtain an upper bound on the number of mistakes equal to This implies that the "regret bound" on the algorithm (that is, how much worse it performs than the best expert) is sublinear, at O ( m ln ⁡ ( n ) ) {\displaystyle O({\sqrt {m\ln(n)}})} . == Revisiting the motivation == Recall that the motivation for the randomized weighted majority algorithm was given by an example where the best expert makes a mistake 20% of the time. Precisely, in N = 100 {\displaystyle N=100} rounds, with n = 10 {\displaystyle n=10} experts, where the best expert makes m = 20 {\displaystyle m=20} mistakes, the deterministic weighted majority algorithm only guarantees an upper bound of 2.4 ( log 2 ⁡ 10 + 20 ) ≈ 56 {\displaystyle 2.4(\log _{2}10+20)\approx 56} . By the analysis above, it follows that minimizing the number of worst-case expected mistakes is equivalent to minimizing the fun

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  • Linear discriminant analysis

    Linear discriminant analysis

    Linear discriminant analysis (LDA), normal discriminant analysis (NDA), canonical variates analysis (CVA), or discriminant function analysis is a generalization of Fisher's linear discriminant, a method used in statistics and other fields, to find a linear combination of features that characterizes or separates two or more classes of objects or events. The resulting combination may be used as a linear classifier, or, more commonly, for dimensionality reduction before later classification. LDA is closely related to analysis of variance (ANOVA) and regression analysis, which also attempt to express one dependent variable as a linear combination of other features or measurements. However, ANOVA uses categorical independent variables and a continuous dependent variable, whereas discriminant analysis has continuous independent variables and a categorical dependent variable (i.e. the class label). Logistic regression and probit regression are more similar to LDA than ANOVA is, as they also explain a categorical variable by the values of continuous independent variables. These other methods are preferable in applications where it is not reasonable to assume that the independent variables have a normal distribution, which is a fundamental assumption of the LDA method. LDA is also closely related to principal component analysis (PCA) and factor analysis in that they both look for linear combinations of variables which best explain the data. LDA explicitly attempts to model the difference between the classes of data. PCA, in contrast, does not take into account any difference in class, and factor analysis builds the feature combinations based on similarities rather than differences. Discriminant analysis is also different from factor analysis in that it is not an interdependence technique: a distinction between independent variables and dependent variables (also called criterion variables) must be made. LDA works when the measurements made on independent variables for each observation are continuous quantities. When dealing with categorical independent variables, the equivalent technique is discriminant correspondence analysis. Discriminant analysis is used when groups are known a priori (unlike in cluster analysis). Each case must have a score on one or more quantitative predictor measures, and a score on a group measure. In simple terms, discriminant function analysis is classification - the act of distributing things into groups, classes or categories of the same type. == History == The original dichotomous discriminant analysis was developed by Sir Ronald Fisher in 1936. It is different from an ANOVA or MANOVA, which is used to predict one (ANOVA) or multiple (MANOVA) continuous dependent variables by one or more independent categorical variables. Discriminant function analysis is useful in determining whether a set of variables is effective in predicting category membership. == LDA for two classes == Consider a set of observations x → {\displaystyle {\vec {x}}} (also called features, attributes, variables or measurements) for each sample of an object or event with known class y {\displaystyle y} . This set of samples is called the training set in a supervised learning context. The classification problem is then to find a good predictor for the class y {\displaystyle y} of any sample of the same distribution (not necessarily from the training set) given only an observation x → {\displaystyle {\vec {x}}} . LDA approaches the problem by assuming that the conditional probability density functions p ( x → | y = 0 ) {\displaystyle p({\vec {x}}|y=0)} and p ( x → | y = 1 ) {\displaystyle p({\vec {x}}|y=1)} are both the normal distribution with mean and covariance parameters ( μ → 0 , Σ 0 ) {\displaystyle \left({\vec {\mu }}_{0},\Sigma _{0}\right)} and ( μ → 1 , Σ 1 ) {\displaystyle \left({\vec {\mu }}_{1},\Sigma _{1}\right)} , respectively. Under this assumption, the Bayes-optimal solution is to predict points as being from the second class if the log of the likelihood ratios is bigger than some threshold T, so that: 1 2 ( x → − μ → 0 ) T Σ 0 − 1 ( x → − μ → 0 ) + 1 2 ln ⁡ | Σ 0 | − 1 2 ( x → − μ → 1 ) T Σ 1 − 1 ( x → − μ → 1 ) − 1 2 ln ⁡ | Σ 1 | > T {\displaystyle {\frac {1}{2}}({\vec {x}}-{\vec {\mu }}_{0})^{\mathrm {T} }\Sigma _{0}^{-1}({\vec {x}}-{\vec {\mu }}_{0})+{\frac {1}{2}}\ln |\Sigma _{0}|-{\frac {1}{2}}({\vec {x}}-{\vec {\mu }}_{1})^{\mathrm {T} }\Sigma _{1}^{-1}({\vec {x}}-{\vec {\mu }}_{1})-{\frac {1}{2}}\ln |\Sigma _{1}|\ >\ T} Without any further assumptions, the resulting classifier is referred to as quadratic discriminant analysis (QDA). LDA instead makes the additional simplifying homoscedasticity assumption (i.e. that the class covariances are identical, so Σ 0 = Σ 1 = Σ {\displaystyle \Sigma _{0}=\Sigma _{1}=\Sigma } ) and that the covariances have full rank. In this case, several terms cancel: x → T Σ 0 − 1 x → = x → T Σ 1 − 1 x → {\displaystyle {\vec {x}}^{\mathrm {T} }\Sigma _{0}^{-1}{\vec {x}}={\vec {x}}^{\mathrm {T} }\Sigma _{1}^{-1}{\vec {x}}} x → T Σ i − 1 μ → i = μ → i T Σ i − 1 x → {\displaystyle {\vec {x}}^{\mathrm {T} }{\Sigma _{i}}^{-1}{\vec {\mu }}_{i}={{\vec {\mu }}_{i}}^{\mathrm {T} }{\Sigma _{i}}^{-1}{\vec {x}}} because both sides are scalar and transpose to each other ( Σ i {\displaystyle \Sigma _{i}} is Hermitian) and the above decision criterion becomes a threshold on the dot product w → T x → > c {\displaystyle {\vec {w}}^{\mathrm {T} }{\vec {x}}>c} for some threshold constant c, where w → = Σ − 1 ( μ → 1 − μ → 0 ) {\displaystyle {\vec {w}}=\Sigma ^{-1}({\vec {\mu }}_{1}-{\vec {\mu }}_{0})} c = 1 2 w → T ( μ → 1 + μ → 0 ) {\displaystyle c={\frac {1}{2}}\,{\vec {w}}^{\mathrm {T} }({\vec {\mu }}_{1}+{\vec {\mu }}_{0})} This means that the criterion of an input x → {\displaystyle {\vec {x}}} being in a class y {\displaystyle y} is purely a function of this linear combination of the known observations. It is often useful to see this conclusion in geometrical terms: the criterion of an input x → {\displaystyle {\vec {x}}} being in a class y {\displaystyle y} is purely a function of projection of multidimensional-space point x → {\displaystyle {\vec {x}}} onto vector w → {\displaystyle {\vec {w}}} (thus, we only consider its direction). In other words, the observation belongs to y {\displaystyle y} if corresponding x → {\displaystyle {\vec {x}}} is located on a certain side of a hyperplane perpendicular to w → {\displaystyle {\vec {w}}} . The location of the plane is defined by the threshold c {\displaystyle c} . == Assumptions == The assumptions of discriminant analysis are the same as those for MANOVA. The analysis is quite sensitive to outliers and the size of the smallest group must be larger than the number of predictor variables. Multivariate normality: Independent variables are normal for each level of the grouping variable. Homogeneity of variance/covariance (homoscedasticity): Variances among group variables are the same across levels of predictors. Can be tested with Box's M statistic. It has been suggested, however, that linear discriminant analysis be used when covariances are equal, and that quadratic discriminant analysis may be used when covariances are not equal. Independence: Participants are assumed to be randomly sampled, and a participant's score on one variable is assumed to be independent of scores on that variable for all other participants. It has been suggested that discriminant analysis is relatively robust to slight violations of these assumptions, and it has also been shown that discriminant analysis may still be reliable when using dichotomous variables (where multivariate normality is often violated). == Discriminant functions == Discriminant analysis works by creating one or more linear combinations of predictors, creating a new latent variable for each function. These functions are called discriminant functions. The number of functions possible is either N g − 1 {\displaystyle N_{g}-1} where N g {\displaystyle N_{g}} = number of groups, or p {\displaystyle p} (the number of predictors), whichever is smaller. The first function created maximizes the differences between groups on that function. The second function maximizes differences on that function, but also must not be correlated with the previous function. This continues with subsequent functions with the requirement that the new function not be correlated with any of the previous functions. Given group j {\displaystyle j} , with R j {\displaystyle \mathbb {R} _{j}} sets of sample space, there is a discriminant rule such that if x ∈ R j {\displaystyle x\in \mathbb {R} _{j}} , then x ∈ j {\displaystyle x\in j} . Discriminant analysis then, finds “good” regions of R j {\displaystyle \mathbb {R} _{j}} to minimize classification error, therefore leading to a high percent correct classified in the classification table. Each function is given a discriminant score to determine how well it predicts group placement. Structure Corr

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  • DUAL table

    DUAL table

    The DUAL table is a special one-row, one-column table present by default in Oracle and other database installations. In Oracle, the table has a single VARCHAR2(1) column called DUMMY that has a value of 'X'. It is suitable for use in selecting a pseudo column such as SYSDATE or USER. == Example use == Oracle's SQL syntax requires the FROM clause but some queries don't require any tables - DUAL can be used in these cases. == History == Charles Weiss explains why he created DUAL: I created the DUAL table as an underlying object in the Oracle Data Dictionary. It was never meant to be seen itself, but instead used inside a view that was expected to be queried. The idea was that you could do a JOIN to the DUAL table and create two rows in the result for every one row in your table. Then, by using GROUP BY, the resulting join could be summarized to show the amount of storage for the DATA extent and for the INDEX extent(s). The name, DUAL, seemed apt for the process of creating a pair of rows from just one. == Optimization == Beginning with 10g Release 1, Oracle no longer performs physical or logical I/O on the DUAL table, though the table still exists. DUAL is readily available for all authorized users in a SQL database. == In other database systems == Several other databases (including Microsoft SQL Server, MySQL, PostgreSQL, SQLite, and Teradata) enable one to omit the FROM clause entirely if no table is needed. This avoids the need for any dummy table. ClickHouse has a one-row system table system.one with a single column named "dummy" of type UInt8 and value 0. This table is implicitly used when no table is specified in the SELECT query. Firebird has a one-row system table RDB$DATABASE that is used in the same way as Oracle's DUAL, although it also has a meaning of its own. IBM Db2 has a view that resolves DUAL when using Oracle Compatibility. It also has a table called sysibm.sysdummy1 that has similar properties to the Oracle DUAL one. Informix: Informix version 11.50 and later has a table named sysmaster:"informix".sysdual with the same functionality but a more verbose name. You can use CREATE PUBLIC SYNONYM dual FOR sysmaster:"informix".sysdual to create a name dual in the current database with the same functionality. Microsoft Access: A table named DUAL may be created and the single-row constraint enforced via ADO (Table-less UNION query in MS Access) Microsoft SQL Server: SQL Server does not require a dummy table. Queries like 'select 1 + 1' can be run without a "from" clause/table name. MySQL allows DUAL to be specified as a table in queries that do not need data from any tables. It is suitable for use in selecting a result function such as SYSDATE() or USER(), although it is not essential. PostgreSQL: A DUAL-view can be added to ease porting from Oracle. Snowflake: DUAL is supported, but not explicitly documented. It appears in sample SQL for other operations in the documentation. SQLite: A VIEW named "dual" that works the same as the Oracle "dual" table can be created as follows: CREATE VIEW dual AS SELECT 'x' AS dummy; SAP HANA has a table called DUMMY that works the same as the Oracle "dual" table. Teradata database does not require a dummy table. Queries like 'select 1 + 1' can be run without a "from" clause/table name. Vertica has support for a DUAL table in their official documentation.

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  • U-matrix

    U-matrix

    The U-matrix (unified distance matrix) is a representation of a self-organizing map (SOM) where the Euclidean distance between the codebook vectors of neighboring neurons is depicted in a grayscale image. This image is used to visualize the data in a high-dimensional space using a 2D image. == Construction procedure == Once the SOM is trained using the input data, the final map is not expected to have any twists. If the map is twist-free, the distance between the codebook vectors of neighboring neurons gives an approximation of the distance between different parts of the underlying data. When such distances are depicted in a grayscale image, light colors depict closely spaced node codebook vectors and darker colors indicate more widely separated node codebook vectors. Thus, groups of light colors can be considered as clusters, and the dark parts as the boundaries between the clusters. This representation can help to visualize the clusters in the high-dimensional spaces, or to automatically recognize them using relatively simple image processing techniques.

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  • Principal component analysis

    Principal component analysis

    Principal component analysis (PCA) is a linear dimensionality reduction technique with applications in exploratory data analysis, visualization and data preprocessing. The data are linearly transformed onto a new coordinate system such that the directions (principal components) capturing the largest variation in the data can be easily identified. The principal components of a collection of points in a real coordinate space are a sequence of p {\displaystyle p} unit vectors, where the i {\displaystyle i} -th vector is the direction of a line that best fits the data while being orthogonal to the first i − 1 {\displaystyle i-1} vectors. Here, a best-fitting line is defined as one that minimizes the average squared perpendicular distance from the points to the line. These directions (i.e., principal components) constitute an orthonormal basis in which different individual dimensions of the data are linearly uncorrelated. Many studies use the first two principal components in order to plot the data in two dimensions and to visually identify clusters of closely related data points. Principal component analysis has applications in many fields such as population genetics, microbiome studies, and atmospheric science. == Overview == When performing PCA, the first principal component of a set of p {\displaystyle p} variables is the derived variable formed as a linear combination of the original variables that explains the most variance. The second principal component explains the most variance in what is left once the effect of the first component is removed, and we may proceed through p {\displaystyle p} iterations until all the variance is explained. PCA is most commonly used when many of the variables are highly correlated with each other and it is desirable to reduce their number to an independent set. The first principal component can equivalently be defined as a direction that maximizes the variance of the projected data. The i {\displaystyle i} -th principal component can be taken as a direction orthogonal to the first i − 1 {\displaystyle i-1} principal components that maximizes the variance of the projected data. For either objective, it can be shown that the principal components are eigenvectors of the data's covariance matrix. Thus, the principal components are often computed by eigendecomposition of the data covariance matrix or singular value decomposition of the data matrix. PCA is the simplest of the true eigenvector-based multivariate analyses and is closely related to factor analysis. Factor analysis typically incorporates more domain-specific assumptions about the underlying structure and solves eigenvectors of a slightly different matrix. PCA is also related to canonical correlation analysis (CCA). CCA defines coordinate systems that optimally describe the cross-covariance between two datasets while PCA defines a new orthogonal coordinate system that optimally describes variance in a single dataset. Robust and L1-norm-based variants of standard PCA have also been proposed. == History == PCA was invented in 1901 by Karl Pearson, as an analogue of the principal axis theorem in mechanics; it was later independently developed and named by Harold Hotelling in the 1930s. Depending on the field of application, it is also named the discrete Karhunen–Loève transform (KLT) in signal processing, the Hotelling transform in multivariate quality control, proper orthogonal decomposition (POD) in mechanical engineering, singular value decomposition (SVD) of X (invented in the last quarter of the 19th century), eigenvalue decomposition (EVD) of XTX in linear algebra, factor analysis (for a discussion of the differences between PCA and factor analysis see Ch. 7 of Jolliffe's Principal Component Analysis), Eckart–Young theorem (Harman, 1960), or empirical orthogonal functions (EOF) in meteorological science (Lorenz, 1956), empirical eigenfunction decomposition (Sirovich, 1987), quasiharmonic modes (Brooks et al., 1988), spectral decomposition in noise and vibration, and empirical modal analysis in structural dynamics. == Intuition == PCA can be thought of as fitting a p-dimensional ellipsoid to the data, where each axis of the ellipsoid represents a principal component. If some axis of the ellipsoid is small, then the variance along that axis is also small. To find the axes of the ellipsoid, we must first center the values of each variable in the dataset on 0 by subtracting the mean of the variable's observed values from each of those values. These transformed values are used instead of the original observed values for each of the variables. Then, we compute the covariance matrix of the data and calculate the eigenvalues and corresponding eigenvectors of this covariance matrix. Then we must normalize each of the orthogonal eigenvectors to turn them into unit vectors. Once this is done, each of the mutually-orthogonal unit eigenvectors can be interpreted as an axis of the ellipsoid fitted to the data. This choice of basis will transform the covariance matrix into a diagonalized form, in which the diagonal elements represent the variance of each axis. The proportion of the variance that each eigenvector represents can be calculated by dividing the eigenvalue corresponding to that eigenvector by the sum of all eigenvalues. Biplots and scree plots (degree of explained variance) are used to interpret findings of the PCA. == Details == PCA is defined as an orthogonal linear transformation on a real inner product space that transforms the data to a new coordinate system such that the greatest variance by some scalar projection of the data comes to lie on the first coordinate (called the first principal component), the second greatest variance on the second coordinate, and so on. Consider an n × p {\displaystyle n\times p} data matrix, X, with column-wise zero empirical mean (the sample mean of each column has been shifted to zero), where each of the n rows represents a different repetition of the experiment, and each of the p columns gives a particular kind of feature (say, the results from a particular sensor). Mathematically, the transformation is defined by a set of size l {\displaystyle l} (where l {\displaystyle l} is usually selected to be strictly less than p {\displaystyle p} to reduce dimensionality) of p {\displaystyle p} -dimensional vectors of weights or coefficients w ( k ) = ( w 1 , … , w p ) ( k ) {\displaystyle \mathbf {w} _{(k)}=(w_{1},\dots ,w_{p})_{(k)}} that map each row vector x ( i ) = ( x 1 , … , x p ) ( i ) {\displaystyle \mathbf {x} _{(i)}=(x_{1},\dots ,x_{p})_{(i)}} of X to a new vector of principal component scores t ( i ) = ( t 1 , … , t l ) ( i ) {\displaystyle \mathbf {t} _{(i)}=(t_{1},\dots ,t_{l})_{(i)}} , given by t k ( i ) = x ( i ) ⋅ w ( k ) f o r i = 1 , … , n k = 1 , … , l {\displaystyle {t_{k}}_{(i)}=\mathbf {x} _{(i)}\cdot \mathbf {w} _{(k)}\qquad \mathrm {for} \qquad i=1,\dots ,n\qquad k=1,\dots ,l} in such a way that the individual variables t 1 , … , t l {\displaystyle t_{1},\dots ,t_{l}} of t considered over the data set successively inherit the maximum possible variance from X, with each coefficient vector w constrained to be a unit vector. The above may equivalently be written in matrix form as T = X W {\displaystyle \mathbf {T} =\mathbf {X} \mathbf {W} } where T i k = t k ( i ) {\displaystyle {\mathbf {T} }_{ik}={t_{k}}_{(i)}} , X i j = x j ( i ) {\displaystyle {\mathbf {X} }_{ij}={x_{j}}_{(i)}} , and W j k = w j ( k ) {\displaystyle {\mathbf {W} }_{jk}={w_{j}}_{(k)}} . === First component === In order to maximize variance, the first weight vector w(1) thus has to satisfy w ( 1 ) = arg ⁡ max ‖ w ‖ = 1 { ∑ i ( t 1 ) ( i ) 2 } = arg ⁡ max ‖ w ‖ = 1 { ∑ i ( x ( i ) ⋅ w ) 2 } {\displaystyle \mathbf {w} _{(1)}=\arg \max _{\Vert \mathbf {w} \Vert =1}\,\left\{\sum _{i}(t_{1})_{(i)}^{2}\right\}=\arg \max _{\Vert \mathbf {w} \Vert =1}\,\left\{\sum _{i}\left(\mathbf {x} _{(i)}\cdot \mathbf {w} \right)^{2}\right\}} Equivalently, writing this in matrix form gives w ( 1 ) = arg ⁡ max ‖ w ‖ = 1 { ‖ X w ‖ 2 } = arg ⁡ max ‖ w ‖ = 1 { w T X T X w } {\displaystyle \mathbf {w} _{(1)}=\arg \max _{\left\|\mathbf {w} \right\|=1}\left\{\left\|\mathbf {Xw} \right\|^{2}\right\}=\arg \max _{\left\|\mathbf {w} \right\|=1}\left\{\mathbf {w} ^{\mathsf {T}}\mathbf {X} ^{\mathsf {T}}\mathbf {Xw} \right\}} Since w(1) has been defined to be a unit vector, it equivalently also satisfies w ( 1 ) = arg ⁡ max { w T X T X w w T w } {\displaystyle \mathbf {w} _{(1)}=\arg \max \left\{{\frac {\mathbf {w} ^{\mathsf {T}}\mathbf {X} ^{\mathsf {T}}\mathbf {Xw} }{\mathbf {w} ^{\mathsf {T}}\mathbf {w} }}\right\}} The quantity to be maximised can be recognised as a Rayleigh quotient. A standard result for a positive semidefinite matrix such as XTX is that the quotient's maximum possible value is the largest eigenvalue of the matrix, which occurs when w is the corresponding eigenvector. With w(1) found, the first principal component of a data vector

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  • Randomized weighted majority algorithm

    Randomized weighted majority algorithm

    The randomized weighted majority algorithm is an algorithm in machine learning theory for aggregating expert predictions to a series of decision problems. It is a simple and effective method based on weighted voting which improves on the mistake bound of the deterministic weighted majority algorithm. In fact, in the limit, its prediction rate can be arbitrarily close to that of the best-predicting expert. == Example == Imagine that every morning before the stock market opens, we get a prediction from each of our "experts" about whether the stock market will go up or down. Our goal is to somehow combine this set of predictions into a single prediction that we then use to make a buy or sell decision for the day. The principal challenge is that we do not know which experts will give better or worse predictions. The RWMA gives us a way to do this combination such that our prediction record will be nearly as good as that of the single expert which, in hindsight, gave the most accurate predictions. == Motivation == In machine learning, the weighted majority algorithm (WMA) is a deterministic meta-learning algorithm for aggregating expert predictions. In pseudocode, the WMA is as follows: initialize all experts to weight 1 for each round: add each expert's weight to the option they predicted predict the option with the largest weighted sum multiply the weights of all experts who predicted wrongly by 1 2 {\displaystyle {\frac {1}{2}}} Suppose there are n {\displaystyle n} experts and the best expert makes m {\displaystyle m} mistakes. Then, the weighted majority algorithm (WMA) makes at most 2.4 ( log 2 ⁡ n + m ) {\displaystyle 2.4(\log _{2}n+m)} mistakes. This bound is highly problematic in the case of highly error-prone experts. Suppose, for example, the best expert makes a mistake 20% of the time; that is, in N = 100 {\displaystyle N=100} rounds using n = 10 {\displaystyle n=10} experts, the best expert makes m = 20 {\displaystyle m=20} mistakes. Then, the weighted majority algorithm only guarantees an upper bound of 2.4 ( log 2 ⁡ 10 + 20 ) ≈ 56 {\displaystyle 2.4(\log _{2}10+20)\approx 56} mistakes. As this is a known limitation of the weighted majority algorithm, various strategies have been explored in order to improve the dependence on m {\displaystyle m} . In particular, we can do better by introducing randomization. Drawing inspiration from the Multiplicative Weights Update Method algorithm, we will probabilistically make predictions based on how the experts have performed in the past. Similarly to the WMA, every time an expert makes a wrong prediction, we will decrement their weight. Mirroring the MWUM, we will then use the weights to make a probability distribution over the actions and draw our action from this distribution (instead of deterministically picking the majority vote as the WMA does). == Randomized weighted majority algorithm (RWMA) == The randomized weighted majority algorithm is an attempt to improve the dependence of the mistake bound of the WMA on m {\displaystyle m} . Instead of predicting based on majority vote, the weights, are used as probabilities for choosing the experts in each round and are updated over time (hence the name randomized weighted majority). Precisely, if w i {\displaystyle w_{i}} is the weight of expert i {\displaystyle i} , let W = ∑ i w i {\displaystyle W=\sum _{i}w_{i}} . We will follow expert i {\displaystyle i} with probability w i W {\displaystyle {\frac {w_{i}}{W}}} . This results in the following algorithm: initialize all experts to weight 1. for each round: add all experts' weights together to obtain the total weight W {\displaystyle W} choose expert i {\displaystyle i} randomly with probability w i W {\displaystyle {\frac {w_{i}}{W}}} predict as the chosen expert predicts multiply the weights of all experts who predicted wrongly by β {\displaystyle \beta } The goal is to bound the worst-case expected number of mistakes, assuming that the adversary has to select one of the answers as correct before we make our coin toss. This is a reasonable assumption in, for instance, the stock market example provided above: the variance of a stock price should not depend on the opinions of experts that influence private buy or sell decisions, so we can treat the price change as if it was decided before the experts gave their recommendations for the day. The randomized algorithm is better in the worst case than the deterministic algorithm (weighted majority algorithm): in the latter, the worst case was when the weights were split 50/50. But in the randomized version, since the weights are used as probabilities, there would still be a 50/50 chance of getting it right. In addition, generalizing to multiplying the weights of the incorrect experts by β < 1 {\displaystyle \beta <1} instead of strictly 1 2 {\displaystyle {\frac {1}{2}}} allows us to trade off between dependence on m {\displaystyle m} and log 2 ⁡ n {\displaystyle \log _{2}n} . This trade-off will be quantified in the analysis section. == Analysis == Let W t {\displaystyle W_{t}} denote the total weight of all experts at round t {\displaystyle t} . Also let F t {\displaystyle F_{t}} denote the fraction of weight placed on experts which predict the wrong answer at round t {\displaystyle t} . Finally, let N {\displaystyle N} be the total number of rounds in the process. By definition, F t {\displaystyle F_{t}} is the probability that the algorithm makes a mistake on round t {\displaystyle t} . It follows from the linearity of expectation that if M {\displaystyle M} denotes the total number of mistakes made during the entire process, E [ M ] = ∑ t = 1 N F t {\displaystyle E[M]=\sum _{t=1}^{N}F_{t}} . After round t {\displaystyle t} , the total weight is decreased by ( 1 − β ) F t W t {\displaystyle \ (1-\beta )F_{t}W_{t}} , since all weights corresponding to a wrong answer are multiplied by β < 1 {\displaystyle \ \beta <1} . It then follows that W t + 1 = W t ( 1 − ( 1 − β ) F t ) {\displaystyle W_{t+1}=W_{t}(1-(1-\beta )F_{t})} . By telescoping, since W 1 = n {\displaystyle W_{1}=n} , it follows that the total weight after the process concludes is On the other hand, suppose that m {\displaystyle \ m} is the number of mistakes made by the best-performing expert. At the end, this expert has weight β m {\displaystyle \ \beta ^{m}} . It follows, then, that the total weight is at least this much; in other words, W ≥ β m {\displaystyle \ W\geq \beta ^{m}} . This inequality and the above result imply Taking the natural logarithm of both sides yields Now, the Taylor series of the natural logarithm is In particular, it follows that ln ⁡ ( 1 − ( 1 − β ) F t ) < − ( 1 − β ) F t {\displaystyle \ \ln(1-(1-\beta )F_{t})<-(1-\beta )F_{t}} . Thus, Recalling that E [ M ] = ∑ t = 1 N F t {\displaystyle E[M]=\sum _{t=1}^{N}F_{t}} and rearranging, it follows that Now, as β → 1 {\displaystyle \beta \to 1} from below, the first constant tends to 1 {\displaystyle 1} ; however, the second constant tends to + ∞ {\displaystyle +\infty } . To quantify this tradeoff, define ε = 1 − β {\displaystyle \varepsilon =1-\beta } to be the penalty associated with getting a prediction wrong. Then, again applying the Taylor series of the natural logarithm, It then follows that the mistake bound, for small ε {\displaystyle \varepsilon } , can be written in the form ( 1 + ϵ 2 + O ( ε 2 ) ) m + ϵ − 1 ln ⁡ ( n ) {\displaystyle \ \left(1+{\frac {\epsilon }{2}}+O(\varepsilon ^{2})\right)m+\epsilon ^{-1}\ln(n)} . In English, the less that we penalize experts for their mistakes, the more that additional experts will lead to initial mistakes but the closer we get to capturing the predictive accuracy of the best expert as time goes on. In particular, given a sufficiently low value of ε {\displaystyle \varepsilon } and enough rounds, the randomized weighted majority algorithm can get arbitrarily close to the correct prediction rate of the best expert. In particular, as long as m {\displaystyle m} is sufficiently large compared to ln ⁡ ( n ) {\displaystyle \ln(n)} (so that their ratio is sufficiently small), we can assign we can obtain an upper bound on the number of mistakes equal to This implies that the "regret bound" on the algorithm (that is, how much worse it performs than the best expert) is sublinear, at O ( m ln ⁡ ( n ) ) {\displaystyle O({\sqrt {m\ln(n)}})} . == Revisiting the motivation == Recall that the motivation for the randomized weighted majority algorithm was given by an example where the best expert makes a mistake 20% of the time. Precisely, in N = 100 {\displaystyle N=100} rounds, with n = 10 {\displaystyle n=10} experts, where the best expert makes m = 20 {\displaystyle m=20} mistakes, the deterministic weighted majority algorithm only guarantees an upper bound of 2.4 ( log 2 ⁡ 10 + 20 ) ≈ 56 {\displaystyle 2.4(\log _{2}10+20)\approx 56} . By the analysis above, it follows that minimizing the number of worst-case expected mistakes is equivalent to minimizing the fun

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  • Generative design

    Generative design

    Generative design is an iterative design process that uses software to generate outputs that fulfill a set of constraints iteratively adjusted by a designer. Whether a human, test program, or artificial intelligence, the designer algorithmically or manually refines the feasible region of the program's inputs and outputs with each iteration to fulfill evolving design requirements. By employing computing power to evaluate more design permutations than a human alone is capable of, the process is capable of producing an optimal design that mimics nature's evolutionary approach to design through genetic variation and selection. The output can be images, sounds, architectural models, animation, and much more. It is, therefore, a fast method of exploring design possibilities that is used in various design fields such as art, architecture, communication design, and product design. Generative design has become more important, largely due to new programming environments or scripting capabilities that have made it relatively easy, even for designers with little programming experience, to implement their ideas. Additionally, this process can create solutions to substantially complex problems that would otherwise be resource-exhaustive with an alternative approach, making it a more attractive option for problems with a large or unknown solution set. It is also facilitated with tools in commercially available CAD packages. Not only are implementation tools more accessible, but also tools leveraging generative design as a foundation. Recent advancements have led to the development of Deep Generative Design, a framework that integrates topology optimization with deep learning models, such as Generative Adversarial Networks (GANs). Unlike traditional evolutionary methods that primarily focus on engineering performance, this approach uses deep generative models to enhance aesthetic diversity and novelty while simultaneously satisfying engineering constraints. For instance, research by Oh et al. (2019) proposed a framework using Boundary Equilibrium GANs (BEGAN) to generate diverse design options which are then refined through density-based topology optimization, allowing for the exploration of complex design spaces that balance structural integrity with visual variation. In practice, generative design does not solely aim to produce a single optimal solution, but involves iteratively refining the design problem by modifying parameters, constraints, and evaluation criteria within a computational model, resulting in multiple design alternatives from which the designer selects. == Use in architecture == Generative design in architecture is an iterative design process that enables architects to explore a wider solution space with more possibility and creativity. Architectural design has long been regarded as a wicked problem. Compared with traditional top-down design approach, generative design can address design problems efficiently, by using a bottom-up paradigm that uses parametric-defined rules to generate complex solutions. The solution itself then evolves to a good, if not optimal, solution. The advantage of using generative design as a design tool is that it does not construct fixed geometries, but take a set of design rules that can generate an infinite set of possible design solutions. The generated design solutions can be more sensitive, responsive, and adaptive to the problem. Generative design involves rule definition and result analysis that are integrated with the design process. By defining parameters and rules, the generative approach is able to provide optimized solution for both structural stability and aesthetics. Possible design algorithms include cellular automata, shape grammar, genetic algorithm, space syntax, and most recently, artificial neural network. Due to the high complexity of the solution generated, rule-based computational tools, such as finite element method and topology optimisation, are preferred to evaluate and optimise the generated solution. The iterative process provided by computer software enables the trial-and-error approach in design, and involves architects interfering with the optimisation process. Historically precedent work includes Antoni Gaudí's Sagrada Família, which used rule based geometrical forms for structures, and Buckminster Fuller's Montreal Biosphere where the rules were designed to generate individual components, rather than the final product. More recent generative-design cases include Foster and Partners' Queen Elizabeth II Great Court, where the tessellated glass roof was designed using a geometric schema to define hierarchical relationships, and then the generated solution was optimized based on geometrical and structural requirements. == Use in sustainable design == Generative design in sustainable design is an effective approach addressing energy efficiency and climate change at the early design stage, recognizing buildings contribute to approximately one-third of global greenhouse gas emissions and 30%-40% of total building energy use. It integrates environmental principles with algorithms, enabling exploration of countless design alternatives to enhance energy performance, reduce carbon footprints, and minimize waste. A key feature of generative design in sustainable design is its ability to incorporate Building Performance Simulations (BPS) into the design process. Simulation programs such as EnergyPlus, Ladybug Tools,, and so on, combined with generative algorithms, can optimize design solutions for cost-effective energy use and zero-carbon building designs. For example, the GENE_ARCH system used a Pareto algorithm with building energy simulation for the whole building design optimization. Generative design has improved sustainable facade design, as illustrated by the algorithm of cellular automata and daylight simulations in adaptive facade design. In addition, genetic algorithms were used with radiation simulations for energy-efficient photo-voltaic (PV) modules on high-rise building facades. Generative design is also applied to life cycle analysis (LCA), as demonstrated by a framework using grid search algorithms to optimize exterior wall design for minimum environmental impact. Multi-objective optimization embraces multiple diverse sustainability goals, such as interactive kinetic louvers using biomimicry and daylight simulations to enhance daylight, visual comfort, and energy efficiency. The study of PV and shading systems can maximize on-site electricity, improve visual quality, and daylight performance. Artificial intelligence (AI) and machine learning (ML) further improve computation efficiency in complex climate-responsive sustainable design. One study employed reinforcement learning to identify the relationship between design parameters and energy use for a sustainable campus, while other studies tried hybrid algorithms, such as using the genetic algorithm and GANs to balance daylight illumination and thermal comfort under different roof conditions. Other popular AI tools were also integrated, including deep reinforcement learning (DRL) and computer vision (CV), to generate an urban block according to direct sunlight hours and solar heat gains. These AI-driven generative design methods enable faster simulations and design decision making, resulting in designs that are environmentally responsible. == Use in additive manufacturing == Additive manufacturing (AM) is a process that creates physical models directly from three-dimensional (3D) data by joining materials layer by layer. It is used in industries to produce a variety of end-use parts, which are final components designed for direct application in products or systems. AM provides design flexibility and enables material reduction in lightweight applications, such as aerospace, automotive, medical, and portable electronic devices, where minimizing weight is critical for performance. Generative design, one of the four key methods for lightweight design in AM, is commonly applied to optimize structures for specific performance requirements. Generative design can help create optimized solutions that balance multiple objectives, such as enhancing performance while minimizing cost. In design for additive manufacturing (DfAM), multi-objective topology optimization is used to generate a set of candidate solutions. Designers then assess these options using their expertise and key performance indicators (KPIs) to select the best option for implementation. However, integrating AM constraints (e.g., speed of build, materials, build envelope, and accuracy) into generative design remains challenging, as ensuring all solutions are valid is complex. Balancing multiple design objectives while limiting computational costs adds further challenges for designers. To overcome these difficulties, researchers proposed a generative design method with manufacturing validation to improve decision-making efficiency. This method starts with a cons

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  • Operational taxonomic unit

    Operational taxonomic unit

    An operational taxonomic unit (OTU) is an operational definition used to classify groups of closely related individuals. The term was originally introduced in 1963 by Robert R. Sokal and Peter H. A. Sneath in the context of numerical taxonomy, where an "operational taxonomic unit" is simply the group of organisms currently being studied. In this sense, an OTU is a pragmatic definition to group individuals by similarity, equivalent to but not necessarily in line with classical Linnaean taxonomy or modern evolutionary taxonomy. Nowadays, however, the term is commonly used in a different context and refers to clusters of (uncultivated or unknown) organisms, grouped by DNA sequence similarity of a specific taxonomic marker gene (originally coined as mOTU; molecular OTU). In other words, OTUs are pragmatic proxies for "species" at different taxonomic levels, in the absence of traditional systems of biological classification as are available for macroscopic organisms. For several years, OTUs have been the most commonly used units of diversity, especially when analysing small subunit 16S (for prokaryotes) or 18S rRNA (for eukaryotes) marker gene sequence datasets. == Molecular OTU by clustering of marker gene sequences == In the approach represented by DNA barcoding, a particular locus is chosen to be used as the marker gene for classification. This locus should be universally present in the scope selected, variable enough to be different among close-related species, and be flanked by conservative sequences that allow for easy amplification and detection. There are databases containing sequences for such marker genes from many different species, allowing for comparison. (Sometimes only using one locus does not provide sufficient resolution, so multiple marker genes are used. This is the case for plants, where rbcL+matK is common.) Sequences obtained this way can be clustered according to their similarity to one another, and operational taxonomic units are defined based on the similarity threshold set by the researcher. The exact threshold depends on the taxa in question and the mutational rates of the selected locus in the taxon. 97–99% are commonly used, but "it is now recognized to be somewhat arbitrary as sequence variation within and among species varies across taxa". 100% similarity (fully identical) is also common, also known as single variants. It remains debatable how well this commonly used method recapitulates true microbial species phylogeny or ecology. Although OTUs can be calculated differently when using different algorithms or thresholds, research by Schmidt et al. (2014) demonstrated that 16S-derived microbial OTUs were generally ecologically consistent across habitats and several clustering approaches. The number of OTUs defined may be inflated due to errors in DNA sequencing. === OTU clustering approaches === There are three main approaches to clustering OTUs: De novo, for which the clustering is based on similarities between sequencing reads. Closed-reference, for which the clustering is performed against a reference database of sequences. Open-reference, where clustering is first performed against a reference database of sequences, then any remaining sequences that could not be mapped to the reference are clustered de novo. Using a reference provides taxonomic context for the OTUs found. Alternatively, taxonomic context can be found after the construction of clusters by comparing representative sequences from clusters against a reference database. There are also specialized classifiers for this purpose which are much faster than naive comparison using BLAST. === OTU clustering algorithms === Hierarchical clustering algorithms (HCA): uclust & cd-hit & ESPRIT Bayesian clustering: CROP == Molecular OTU by other methods == In addition to similarity-based grouping, marker gene sequences can be sorted into OTUs using molecular phylogeny, k-mer composition, or hybrid methods combining these methods with similarity. There are also Bayesian tree-less methods and machine learning approaches. Using phylogeny often involves manually assigning terminal clades or single nodes to an OTU, so this is usually only done for refinement. Genome skimming can be used to obtain high-copy DNA without the need to choose marker genes or to design PCR primers for the chosen genes. It can provide fairly good coverage of organelle DNA and repetitive elements such as ribosomal DNA, both of which can be used like marker genes in OTU analysis. Whole-genome sequencing is more expensive and involves the production and processing of more data. By considering the entire genome, many (sometimes over 100) marker genes can be used at the same time, producing highly resolved phylogenies that correctly identify problematic taxa. It is also possible to use entire genomes for OTU assignment. For example, genomes from different bacterial species almost always have an average nucleotide identity lower than 95%, a fact that can be used to define new OTUs (and likely new species).

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  • 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

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  • Operational taxonomic unit

    Operational taxonomic unit

    An operational taxonomic unit (OTU) is an operational definition used to classify groups of closely related individuals. The term was originally introduced in 1963 by Robert R. Sokal and Peter H. A. Sneath in the context of numerical taxonomy, where an "operational taxonomic unit" is simply the group of organisms currently being studied. In this sense, an OTU is a pragmatic definition to group individuals by similarity, equivalent to but not necessarily in line with classical Linnaean taxonomy or modern evolutionary taxonomy. Nowadays, however, the term is commonly used in a different context and refers to clusters of (uncultivated or unknown) organisms, grouped by DNA sequence similarity of a specific taxonomic marker gene (originally coined as mOTU; molecular OTU). In other words, OTUs are pragmatic proxies for "species" at different taxonomic levels, in the absence of traditional systems of biological classification as are available for macroscopic organisms. For several years, OTUs have been the most commonly used units of diversity, especially when analysing small subunit 16S (for prokaryotes) or 18S rRNA (for eukaryotes) marker gene sequence datasets. == Molecular OTU by clustering of marker gene sequences == In the approach represented by DNA barcoding, a particular locus is chosen to be used as the marker gene for classification. This locus should be universally present in the scope selected, variable enough to be different among close-related species, and be flanked by conservative sequences that allow for easy amplification and detection. There are databases containing sequences for such marker genes from many different species, allowing for comparison. (Sometimes only using one locus does not provide sufficient resolution, so multiple marker genes are used. This is the case for plants, where rbcL+matK is common.) Sequences obtained this way can be clustered according to their similarity to one another, and operational taxonomic units are defined based on the similarity threshold set by the researcher. The exact threshold depends on the taxa in question and the mutational rates of the selected locus in the taxon. 97–99% are commonly used, but "it is now recognized to be somewhat arbitrary as sequence variation within and among species varies across taxa". 100% similarity (fully identical) is also common, also known as single variants. It remains debatable how well this commonly used method recapitulates true microbial species phylogeny or ecology. Although OTUs can be calculated differently when using different algorithms or thresholds, research by Schmidt et al. (2014) demonstrated that 16S-derived microbial OTUs were generally ecologically consistent across habitats and several clustering approaches. The number of OTUs defined may be inflated due to errors in DNA sequencing. === OTU clustering approaches === There are three main approaches to clustering OTUs: De novo, for which the clustering is based on similarities between sequencing reads. Closed-reference, for which the clustering is performed against a reference database of sequences. Open-reference, where clustering is first performed against a reference database of sequences, then any remaining sequences that could not be mapped to the reference are clustered de novo. Using a reference provides taxonomic context for the OTUs found. Alternatively, taxonomic context can be found after the construction of clusters by comparing representative sequences from clusters against a reference database. There are also specialized classifiers for this purpose which are much faster than naive comparison using BLAST. === OTU clustering algorithms === Hierarchical clustering algorithms (HCA): uclust & cd-hit & ESPRIT Bayesian clustering: CROP == Molecular OTU by other methods == In addition to similarity-based grouping, marker gene sequences can be sorted into OTUs using molecular phylogeny, k-mer composition, or hybrid methods combining these methods with similarity. There are also Bayesian tree-less methods and machine learning approaches. Using phylogeny often involves manually assigning terminal clades or single nodes to an OTU, so this is usually only done for refinement. Genome skimming can be used to obtain high-copy DNA without the need to choose marker genes or to design PCR primers for the chosen genes. It can provide fairly good coverage of organelle DNA and repetitive elements such as ribosomal DNA, both of which can be used like marker genes in OTU analysis. Whole-genome sequencing is more expensive and involves the production and processing of more data. By considering the entire genome, many (sometimes over 100) marker genes can be used at the same time, producing highly resolved phylogenies that correctly identify problematic taxa. It is also possible to use entire genomes for OTU assignment. For example, genomes from different bacterial species almost always have an average nucleotide identity lower than 95%, a fact that can be used to define new OTUs (and likely new species).

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  • Depop

    Depop

    Depop Limited is a social e-commerce company based in London, with additional offices in Milan and New York City. The company allows users to buy and sell items, which are mostly used and vintage pieces of clothing. == History == Depop was founded in 2011 by entrepreneur Simon Beckerman at an Italian technological incubator and business start-up centre, H-Farm. Beckerman came up with the original outline of the application during his time working on PIG, a fashion magazine based in Italy that he co-founded. The idea was to create a platform where products shown in the magazine could be purchased by users online. This idea turned into a concept similar to a flea market but on the internet, where people could sell their items while also being in control of advertising, public relations, and the creative process behind their accounts. While being financially supported by H-Farm, Beckerman worked within a team to create and lay out the Depop application while exposing it to numerous investors. In 2013, Beckerman became a member of the company's board to help improve the application and business while concurrently ceding his role of CEO. Maria Raga, Depop's co-founder and former CEO, took on the role of vice president of operations in 2014, and in 2016, she became chief executive. According to Raga, the main goal while developing Depop was to become the next Airbnb or Spotify, but to make an impact on fashion. Paolo Barberis and Nana Bianca were two of the first investors in the platform in 2012 with a seed investment. Its headquarters were moved to London in 2012. Depop expanded and opened additional offices in Milan and New York City. Beckerman raised €1 million in funding in October 2013 from Red Circle Investment and brought on Faroese Runar Reistrup as new CEO. In 2015, Depop secured another investment of $8 million from Balderton Capital and HV Capital. In March 2016, former CEO, Runar Reistrup, stated that Depop's growth was achieved through word of mouth. During his time as CEO, this growth involved taking Depop as a startup and working to raise funds to eventually amass a significant user base within the United States. In June 2019, Depop raised $62 million in Series C from General Atlantic to fund its expansion. Previous investors HV Capital, Balderton Capital, Creandum, Octopus Ventures, TempoCap and Sebastian Siemiatkowski also participated. During this time, Depop held workshops and conversations as part of their Depop Live NY events, and the company also opened a London store through their partnership with Selfridges. In 2020, Depop's gross merchandise sales and revenue both more than doubled to $650 million and $70 million respectively. This may be attributed to Depop's responsiveness to user trends, its lack of issues regarding inventory management, and the increase in users looking to resell. As of 2024, Depop has over 35 million users, according to their website. Depop is popular for Gen Z and young millennials, it is the 10th most-visited shopping platform for Gen Z consumers in the US, and, in a poll conducted by The Strategist in 2019, Depop was voted by teenagers as their favorite resale website. === Acquisition by Etsy === In June 2021, Depop was acquired by Etsy for $1.6 billion in cash, making it Etsy's most expensive acquisition; however, Depop continues to operate as a standalone brand independent from Etsy. This means that in addition to Depop keeping its existing team, the company retained its London location. At the time of acquisition, Etsy CEO Josh Silverman’s goal was to counteract the influx of buyers starting to go back to physical shops for their purchases. He saw Depop for its potential as a platform supporting a variety of products and creating a greater community of users. According to Silverman, Depop may expand and improve its services for its significant Gen Z user base. For Etsy, this acquisition maintains the company's foothold in the clothing industry and allows the company to expand its customer base to a younger demographic; at the same time, Depop is now able to make use of Etsy's company operations. When Maria Raga relinquished her position as Depop's CEO in 2022, Etsy assigned the role to Kruti Patel Goyal, who was Etsy's former chief product officer and a leader there for eleven years. When Goyal was appointed president and chief growth officer for Etsy in May, Peter Semple, former chief marketing officer, was assigned CEO of Depop officially on August 1st. === Acquisition by eBay === In February 2026, Etsy announced a proposed sale of Depop to eBay for $1.2 billion that was estimated to close within the year. == Business model == === Selling === Depop operates as a marketplace and social platform, where users can follow friends and other influencers to view their buying and selling activities. Through the platform, users are able to sell branded and designer items, as well as vintage pieces. Depop users are also encouraged by the platform to use other social networking services such as Instagram to promote their shop profiles. Celebrities have resold their own items on Depop, with some donating proceeds to charitable causes. Depop's user interface is modeled after that of Instagram. According to Depop, users who list and sell items provide their own photos with item descriptions. Users also note their designer items' authenticity and if they include any labels, tags, and receipts. These listings will appear in users' feeds. The platform's "Explore" page features items picked out by Depop staff. According to Depop, purchases are made via Apple Pay, Google Pay, credit and debit cards, and Klarna. Depop payments stay in-app, allowing for the company to mediate disputes and process refunds. Depop payments allow sellers to directly receive their payments in their bank account. To get paid by Depop, a seller has to add a bank account and verify their identification by uploading an ID. On July 18, 2024, Depop CEO Kruti Patel Goyal announced the removal of selling fees for US sellers, while maintaining a payment processing fee. This policy adjustment aimed to enhance seller revenue and support the growth of the second-hand market. === Buying === A Depop transaction includes the agreed sale price of the item, shipping fees, VAT or other applicable taxes and duties, and the marketplace fee for buyers in the U.S. or U.K. For international deliveries, packages may be subject to import taxes, customs duties, or fees, payable upon arrival or at checkout if Depop collects the tax on behalf of the buyer. For domestic purchases, relevant taxes may be collected by the seller or charged by the platform at checkout, ensuring no additional taxes are due upon delivery. For users in Australia, the United Kingdom, and the United States, Depop allows users to receive a full refund if their item does not arrive, arrives damaged, or is considerably different from the original when the issue is reported within 30 days. === Competitors === As of June 2021, Depop's competitors include Vinted, a platform founded by Milda Mitkute and Justas Janauskas in 2008 and valued at €3.5 billion, as well as the U.S. resale site Poshmark, valued at $3.5 billion. Additional competitors include Grailed, a peer-to-peer e-commerce site founded in 2014 that is recognized for its high-end second-hand menswear and streetwear, and Vestiaire Collection, a European resale app established in 2009 which specializes in authenticated pre-owned luxury items. The popularity of Depop has negatively impacted traditional second-hand stores, which can struggle to compete due to high labor costs and quality demands. There is an oversupply of clothes with the rise of fast fashion; this has taken a toll on the revenue aspect of the second-hand clothing industry. == Criticism == In November 2019, Business of Fashion reported that users within the Depop app were receiving sexually suggestive messages. In February 2020, Jessica Hamilton, a Depop buyer, reported that she found many scammers on the platform. She noticed this issue after she attempted to purchase a Nintendo Switch from a seller who would suspiciously only accept payment through a direct bank transfer without buyer protection. Hamilton blamed the company for its lack of action and relaxed security measures compared to other e-commerce sites, which made the platform especially susceptible to hackers. Without a clear strategy for managing scams, Depop lost some users' trust because of its negligence. In October 2020, some Depop buyers were tricked into paying sellers directly to bypass Depop's buyer protections, and the Depop sellers then sold those users' information on the dark web. In response, Depop claimed that it would improve security through mandatory password updates and multi-factor authentication. Users have criticized Depop for belatedly taking action against this issue.

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  • Mating pool

    Mating pool

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

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  • International Conference on Acoustics, Speech, and Signal Processing

    International Conference on Acoustics, Speech, and Signal Processing

    ICASSP, the International Conference on Acoustics, Speech, and Signal Processing, is an annual flagship conference organized by IEEE Signal Processing Society. Ei Compendex has indexed all papers included in its proceedings. The first ICASSP was held in 1976 in Philadelphia, Pennsylvania, based on the success of a conference in Massachusetts four years earlier that had focused specifically on speech signals. As ranked by Google Scholar's h-index metric in 2016, ICASSP has the highest h-index of any conference in the Signal Processing field. The Brazilian ministry of education gave the conference an 'A1' rating based on its h-index. == Conference list ==

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