A creative work is a manifestation of creative effort in the world through a creative process involving one or more individuals. The term includes fine artwork (sculpture, paintings, drawing, sketching, performance art), dance, writing (literature), filmmaking, and musical composition. The term is frequently used in the context of copyright. It is an important concept in both philosophy and law. Creative works require a creative mindset and are not typically rendered in an arbitrary fashion, although works may demonstrate (i.e., have in common) a degree of arbitrariness, such that it is improbable that two people would independently create the same work. At its base, creative work involves two main steps – having an idea, and then turning that idea into a substantive form or process. Typically, the creative process results in work that has some aesthetic value, identified as a creative expression. Naturally, this expression generally invokes external stimuli (e.g., influences and experiences) which a person draws on because they view the source as creative or inspirational; the degree to which this is reflected may be used in determinations of the derivativeness of the created work. Alternatively, the creator may draw on imagination, and their references may be clouded even to them, for the nature of imagination is as yet not fully understood philosophically, and the level of necessary self-examination of an artist's internal processing is a challenge for even those most self-aware of their minds and mental processes. == Legal definition == === United Kingdom === For the purpose of section 221(2)(c) of the Income Tax (Trading and Other Income) Act 2005, the expression "creative works" means: (a) literary, dramatic, musical or artistic works, or (b) designs,created by the taxpayer personally or, if the qualifying trade, profession or vocation is carried on in partnership, by one or more of the partners personally.
Dimensions CM
Dimensions CM is a software change and configuration management product developed by OpenText Corporation. It includes revision control, change, build and release management capabilities. Since 2014 (v14.1) Dimensions CM includes PulseUno module providing Code review and Continuous integration capabilities. Starting with the version 14.5.2 (2020) it can also serve as a binary repository manager. == History == Previous product names: PCMS Dimensions (SQL Software) PVCS Dimensions (Merant, Intersolv)
Generalized blockmodeling of binary networks
Generalized blockmodeling of binary networks (also relational blockmodeling) is an approach of generalized blockmodeling, analysing the binary network(s). As most network analyses deal with binary networks, this approach is also considered as the fundamental approach of blockmodeling. This is especially noted, as the set of ideal blocks, when used for interpretation of blockmodels, have binary link patterns, which precludes them to be compared with valued empirical blocks. When analysing the binary networks, the criterion function is measuring block inconsistencies, while also reporting the possible errors. The ideal block in binary blockmodeling has only three types of conditions: "a certain cell must be (at least) 1, a certain cell must be 0 and the f {\displaystyle f} over each row (or column) must be at least 1". It is also used as a basis for developing the generalized blockmodeling of valued networks.
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 ==
Huber loss
In statistics, the Huber loss is a loss function used in robust regression, that is less sensitive to outliers in data than the squared error loss. A variant for classification is also sometimes used. == Definition == The Huber loss function describes the penalty incurred by an estimation procedure f. Huber (1964) defines the loss function piecewise by L δ ( a ) = { 1 2 a 2 for | a | ≤ δ , δ ⋅ ( | a | − 1 2 δ ) , otherwise. {\displaystyle L_{\delta }(a)={\begin{cases}{\frac {1}{2}}{a^{2}}&{\text{for }}|a|\leq \delta ,\\[4pt]\delta \cdot \left(|a|-{\frac {1}{2}}\delta \right),&{\text{otherwise.}}\end{cases}}} This function is quadratic for small values of a, and linear for large values, with equal values and slopes of the different sections at the two points where | a | = δ {\displaystyle |a|=\delta } . The variable a often refers to the residuals, that is to the difference between the observed and predicted values a = y − f ( x ) {\displaystyle a=y-f(x)} , so the former can be expanded to L δ ( y , f ( x ) ) = { 1 2 ( y − f ( x ) ) 2 for | y − f ( x ) | ≤ δ , δ ⋅ ( | y − f ( x ) | − 1 2 δ ) , otherwise. {\displaystyle L_{\delta }(y,f(x))={\begin{cases}{\frac {1}{2}}{\left(y-f(x)\right)}^{2}&{\text{for }}\left|y-f(x)\right|\leq \delta ,\\[4pt]\delta \ \cdot \left(\left|y-f(x)\right|-{\frac {1}{2}}\delta \right),&{\text{otherwise.}}\end{cases}}} The Huber loss is the convolution of the absolute value function with the rectangular function, scaled and translated. Thus it "smoothens out" the former's corner at the origin. == Motivation == Two very commonly used loss functions are the squared loss, L ( a ) = a 2 {\displaystyle L(a)=a^{2}} , and the absolute loss, L ( a ) = | a | {\displaystyle L(a)=|a|} . The squared loss function results in an arithmetic mean-unbiased estimator, and the absolute-value loss function results in a median-unbiased estimator (in the one-dimensional case, and a geometric median-unbiased estimator for the multi-dimensional case). The squared loss has the disadvantage that it has the tendency to be dominated by outliers—when summing over a set of a {\displaystyle a} 's (as in ∑ i = 1 n L ( a i ) {\textstyle \sum _{i=1}^{n}L(a_{i})} ), the sample mean is influenced too much by a few particularly large a {\displaystyle a} -values when the distribution is heavy tailed: in terms of estimation theory, the asymptotic relative efficiency of the mean is poor for heavy-tailed distributions. As defined above, the Huber loss function is strongly convex in a uniform neighborhood of its minimum a = 0 {\displaystyle a=0} ; at the boundary of this uniform neighborhood, the Huber loss function has a differentiable extension to an affine function at points a = − δ {\displaystyle a=-\delta } and a = δ {\displaystyle a=\delta } . These properties allow it to combine much of the sensitivity of the mean-unbiased, minimum-variance estimator of the mean (using the quadratic loss function) and the robustness of the median-unbiased estimator (using the absolute value function). == Pseudo-Huber loss function == The Pseudo-Huber loss function can be used as a smooth approximation of the Huber loss function. It combines the best properties of L2 squared loss and L1 absolute loss by being strongly convex when close to the target/minimum and less steep for extreme values. The scale at which the Pseudo-Huber loss function transitions from L2 loss for values close to the minimum to L1 loss for extreme values and the steepness at extreme values can be controlled by the δ {\displaystyle \delta } value. The Pseudo-Huber loss function ensures that derivatives are continuous for all degrees. It is defined as L δ ( a ) = δ 2 ( 1 + ( a / δ ) 2 − 1 ) . {\displaystyle L_{\delta }(a)=\delta ^{2}\left({\sqrt {1+(a/\delta )^{2}}}-1\right).} As such, this function approximates a 2 / 2 {\displaystyle a^{2}/2} for small values of a {\displaystyle a} , and approximates a straight line with slope δ {\displaystyle \delta } for large values of a {\displaystyle a} . While the above is the most common form, other smooth approximations of the Huber loss function also exist. == Variant for classification == For classification purposes, a variant of the Huber loss called modified Huber is sometimes used. Given a prediction f ( x ) {\displaystyle f(x)} (a real-valued classifier score) and a true binary class label y ∈ { + 1 , − 1 } {\displaystyle y\in \{+1,-1\}} , the modified Huber loss is defined as L ( y , f ( x ) ) = { max ( 0 , 1 − y f ( x ) ) 2 for y f ( x ) > − 1 , − 4 y f ( x ) otherwise. {\displaystyle L(y,f(x))={\begin{cases}\max(0,1-y\,f(x))^{2}&{\text{for }}\,\,y\,f(x)>-1,\\[4pt]-4y\,f(x)&{\text{otherwise.}}\end{cases}}} The term max ( 0 , 1 − y f ( x ) ) {\displaystyle \max(0,1-y\,f(x))} is the hinge loss used by support vector machines; the quadratically smoothed hinge loss is a generalization of L {\displaystyle L} . == Applications == The Huber loss function is used in robust statistics, M-estimation and additive modelling.
Representation collapse
Representation collapse is a phenomenon in machine learning and representation learning where a model maps different inputs to the same or very similar embeddings, which means it loses important information about how the data is spread out. It is frequently encountered in self-supervised learning, especially within contrastive and non-contrastive frameworks, when training objectives or model architectures do not maintain variance across representations. Collapse results in degenerate solutions characterized by uninformative learned features, significantly impairing downstream task performance. Various techniques have been proposed to mitigate representation collapse, including the use of negative samples, architectural asymmetry, stop-gradient operations, variance regularization, and redundancy reduction objectives, as seen in methods such as SimCLR, BYOL, and VICReg. Comprehending and averting representation collapse is regarded as a fundamental challenge in the advancement of stable and efficient self-supervised learning systems.
Random indexing
Random indexing is a dimensionality reduction method and computational framework for distributional semantics, based on the insight that very-high-dimensional vector space model implementations are impractical, that models need not grow in dimensionality when new items (e.g. new terminology) are encountered, and that a high-dimensional model can be projected into a space of lower dimensionality without compromising L2 distance metrics if the resulting dimensions are chosen appropriately. This is the original point of the random projection approach to dimension reduction first formulated as the Johnson–Lindenstrauss lemma, and locality-sensitive hashing has some of the same starting points. Random indexing, as used in representation of language, originates from the work of Pentti Kanerva on sparse distributed memory, and can be described as an incremental formulation of a random projection. It can be also verified that random indexing is a random projection technique for the construction of Euclidean spaces—i.e. L2 normed vector spaces. In Euclidean spaces, random projections are elucidated using the Johnson–Lindenstrauss lemma. The TopSig technique extends the random indexing model to produce bit vectors for comparison with the Hamming distance similarity function. It is used for improving the performance of information retrieval and document clustering. In a similar line of research, Random Manhattan Integer Indexing (RMII) is proposed for improving the performance of the methods that employ the Manhattan distance between text units. Many random indexing methods primarily generate similarity from co-occurrence of items in a corpus. Reflexive Random Indexing (RRI) generates similarity from co-occurrence and from shared occurrence with other items.