Onshape

Onshape is a computer-aided design (CAD) software system, delivered over the Internet via a software as a service (SaaS) model. It makes extensive use of cloud computing, with compute-intensive processing and rendering performed on Internet-based servers, and users are able to interact with the system via a web browser or the iOS and Android apps. As a SaaS system, Onshape upgrades are released directly to the web interface, and the software does not require maintenance by the user. Onshape allows teams to collaborate on a single shared design, the same way multiple writers can work together editing a shared document via cloud services. It is primarily focused on mechanical CAD (MCAD) and is used for product and machinery design across many industries, including consumer electronics, mechanical machinery, medical devices, 3D printing, machine parts, and industrial equipment. As of 2025, Onshape is popularly used as a CAD suite for the FIRST Robotics Competition (FRC) alongside the MKCad application available in the Onshape App Store. == Company history == Onshape was developed by a company with the same name. Founded in 2012, Onshape was based in Cambridge, Massachusetts (USA), with offices in Singapore and Pune, India. Its leadership team includes several engineers and executives who originated from SolidWorks, a popular 3D CAD program that runs on Microsoft Windows. Onshape’s co-founders include two former SolidWorks CEOs, Jon Hirschtick and John McEleney. In November 2012, former SolidWorks CEOs Jon Hirschtick and John McEleney led six co-founders launching Belmont Technology, a placeholder name that was later changed to Onshape. The company’s first round of funding was $9 million from North Bridge Venture Partners and Commonwealth Capital. In March 2015, Onshape released the public beta version of its cloud CAD software, after pre-production testing with more than a thousand CAD professionals in 52 countries. Included in the beta launch was Onshape for iPhone. In August 2015, the company released its Onshape for Android app. In December 2015, Onshape launched its full commercial release. The company also launched the Onshape App Store, offering CAM, simulation, rendering and other cloud-based engineering tools. The Onshape App Store was launched with 24 developer partners. In April 2016, Onshape introduced its Education Plan, with a free version of Onshape Professional geared for college students and educators. In May 2016, Onshape released FeatureScript, a new open source (MIT licensed) programming language for creating and customizing CAD features. In October 2019, Onshape agreed to be acquired by PTC. The acquisition closed in November 2019 for $470 million. In February 2024, Onshape released iOS support for the Apple Vision Pro, allowing for real world applications of CAD models and prototypes. In January 2025, Onshape released the CAM studio, allowing users to generate G-code for up to 5-axis Simultaneous milling. == Funding == Onshape was a venture-backed company with investments from firms including Andreessen Horowitz, Commonwealth Capital Ventures, New Enterprise Associates (NEA) and North Bridge Venture Partners. Total venture funding amounted to $169 million. == Supported file formats == === Modelling === ==== Importing ==== As of May 2025, Onshape supported importing (opening) the following common CAD file formats: Parasolid X_T (Preferred) STEP (ISO 10303) ISO JT (ISO 14306) ACIS IGES CATIA v4, v5, v6 Autodesk Inventor Part (.IPT) Assembly (.IAM) Presentation (.IPN) Drawing (.IDW) Pro/ENGINEER, Creo Rhinoceros 3D: .3dm .STL .OBJ SolidWorks file formats Siemens NX file formats Drawings (.DXF/.DWG) ==== Exporting ==== Onshape supports exporting to the following formats: STEP (ISO 10303) Parasolid XT ACIS IGES SolidWorks file formats .STL Rhinoceros 3D: .3dm Collada XML-spec based textual file === Drawing === Ordinary engineering or technical drawing can be exported as .PDF file. === Other Formats === In addition to CAD file formats, Onshape supports importing some Non-CAD file formats for viewing and referencing. === Assembly === Assemblies can be imported and exported to: STEP (ISO 10303) Parasolid XT ACIS Pro/ENGINEER, Creo ISO JT Rhinoceros 3D: .3dm Siemens NX file formats SolidWorks Pack and Go zip file File formats that assemblies can be only-exported to, are: IGES .STL Collada XML-spec based textual file

MySocialCloud

MySocialCloud is a cloud-based bookmark vault and password website that allows users to log into all of their online accounts from a single, secure website. The company's investors include Sir Richard Branson, Insight Venture Partners’ Jerry Murdock, and PhotoBucket founder Alex Welch. The company and its founders have been featured in TechCrunch and The Huffington Post. == History == MySocialCloud was co-founded by Scott Ferreira, Stacey Ferreira, and Shiv Prakash in 2011. The idea for a one-stop password storage and login tool came when a computer crash left Scott without documents he used to store access information to his online data. In 2013, the siblings sold MySocialCloud to Reputation.com. == Services == MySocialCloud is cloud-based, and the platform lets users securely store passwords and automatically log into several social media websites simultaneously. The website auto-populates password fields, letting the user log into all of the sites at the push of a button. The service also provides users with security updates for the websites they have included in their profile, and informs users if a website has been hacked. Security played a major role during development of the platform. Passwords stored on the service are salted and hashed with a two-way encryption method known as AES.

BrownBoost

BrownBoost is a boosting algorithm that may be robust to noisy datasets. BrownBoost is an adaptive version of the boost by majority algorithm. As is the case for all boosting algorithms, BrownBoost is used in conjunction with other machine learning methods. BrownBoost was introduced by Yoav Freund in 2001. == Motivation == AdaBoost performs well on a variety of datasets; however, it can be shown that AdaBoost does not perform well on noisy data sets. This is a result of AdaBoost's focus on examples that are repeatedly misclassified. In contrast, BrownBoost effectively "gives up" on examples that are repeatedly misclassified. The core assumption of BrownBoost is that noisy examples will be repeatedly mislabeled by the weak hypotheses and non-noisy examples will be correctly labeled frequently enough to not be "given up on." Thus only noisy examples will be "given up on," whereas non-noisy examples will contribute to the final classifier. In turn, if the final classifier is learned from the non-noisy examples, the generalization error of the final classifier may be much better than if learned from noisy and non-noisy examples. The user of the algorithm can set the amount of error to be tolerated in the training set. Thus, if the training set is noisy (say 10% of all examples are assumed to be mislabeled), the booster can be told to accept a 10% error rate. Since the noisy examples may be ignored, only the true examples will contribute to the learning process. == Algorithm description == BrownBoost uses a non-convex potential loss function, thus it does not fit into the AdaBoost framework. The non-convex optimization provides a method to avoid overfitting noisy data sets. However, in contrast to boosting algorithms that analytically minimize a convex loss function (e.g. AdaBoost and LogitBoost), BrownBoost solves a system of two equations and two unknowns using standard numerical methods. The only parameter of BrownBoost ( c {\displaystyle c} in the algorithm) is the "time" the algorithm runs. The theory of BrownBoost states that each hypothesis takes a variable amount of time ( t {\displaystyle t} in the algorithm) which is directly related to the weight given to the hypothesis α {\displaystyle \alpha } . The time parameter in BrownBoost is analogous to the number of iterations T {\displaystyle T} in AdaBoost. A larger value of c {\displaystyle c} means that BrownBoost will treat the data as if it were less noisy and therefore will give up on fewer examples. Conversely, a smaller value of c {\displaystyle c} means that BrownBoost will treat the data as more noisy and give up on more examples. During each iteration of the algorithm, a hypothesis is selected with some advantage over random guessing. The weight of this hypothesis α {\displaystyle \alpha } and the "amount of time passed" t {\displaystyle t} during the iteration are simultaneously solved in a system of two non-linear equations ( 1. uncorrelated hypothesis w.r.t example weights and 2. hold the potential constant) with two unknowns (weight of hypothesis α {\displaystyle \alpha } and time passed t {\displaystyle t} ). This can be solved by bisection (as implemented in the JBoost software package) or Newton's method (as described in the original paper by Freund). Once these equations are solved, the margins of each example ( r i ( x j ) {\displaystyle r_{i}(x_{j})} in the algorithm) and the amount of time remaining s {\displaystyle s} are updated appropriately. This process is repeated until there is no time remaining. The initial potential is defined to be 1 m ∑ j = 1 m 1 − erf ( c ) = 1 − erf ( c ) {\displaystyle {\frac {1}{m}}\sum _{j=1}^{m}1-{\mbox{erf}}({\sqrt {c}})=1-{\mbox{erf}}({\sqrt {c}})} . Since a constraint of each iteration is that the potential be held constant, the final potential is 1 m ∑ j = 1 m 1 − erf ( r i ( x j ) / c ) = 1 − erf ( c ) {\displaystyle {\frac {1}{m}}\sum _{j=1}^{m}1-{\mbox{erf}}(r_{i}(x_{j})/{\sqrt {c}})=1-{\mbox{erf}}({\sqrt {c}})} . Thus the final error is likely to be near 1 − erf ( c ) {\displaystyle 1-{\mbox{erf}}({\sqrt {c}})} . However, the final potential function is not the 0–1 loss error function. For the final error to be exactly 1 − erf ( c ) {\displaystyle 1-{\mbox{erf}}({\sqrt {c}})} , the variance of the loss function must decrease linearly w.r.t. time to form the 0–1 loss function at the end of boosting iterations. This is not yet discussed in the literature and is not in the definition of the algorithm below. The final classifier is a linear combination of weak hypotheses and is evaluated in the same manner as most other boosting algorithms. == BrownBoost learning algorithm definition == Input: m {\displaystyle m} training examples ( x 1 , y 1 ) , … , ( x m , y m ) {\displaystyle (x_{1},y_{1}),\ldots ,(x_{m},y_{m})} where x j ∈ X , y j ∈ Y = { − 1 , + 1 } {\displaystyle x_{j}\in X,\,y_{j}\in Y=\{-1,+1\}} The parameter c {\displaystyle c} Initialise: s = c {\displaystyle s=c} . (The value of s {\displaystyle s} is the amount of time remaining in the game) r i ( x j ) = 0 {\displaystyle r_{i}(x_{j})=0} ∀ j {\displaystyle \forall j} . The value of r i ( x j ) {\displaystyle r_{i}(x_{j})} is the margin at iteration i {\displaystyle i} for example x j {\displaystyle x_{j}} . While s > 0 {\displaystyle s>0} : Set the weights of each example: W i ( x j ) = e − ( r i ( x j ) + s ) 2 c {\displaystyle W_{i}(x_{j})=e^{-{\frac {(r_{i}(x_{j})+s)^{2}}{c}}}} , where r i ( x j ) {\displaystyle r_{i}(x_{j})} is the margin of example x j {\displaystyle x_{j}} Find a classifier h i : X → { − 1 , + 1 } {\displaystyle h_{i}:X\to \{-1,+1\}} such that ∑ j W i ( x j ) h i ( x j ) y j > 0 {\displaystyle \sum _{j}W_{i}(x_{j})h_{i}(x_{j})y_{j}>0} Find values α , t {\displaystyle \alpha ,t} that satisfy the equation: ∑ j h i ( x j ) y j e − ( r i ( x j ) + α h i ( x j ) y j + s − t ) 2 c = 0 {\displaystyle \sum _{j}h_{i}(x_{j})y_{j}e^{-{\frac {(r_{i}(x_{j})+\alpha h_{i}(x_{j})y_{j}+s-t)^{2}}{c}}}=0} . (Note this is similar to the condition E W i + 1 [ h i ( x j ) y j ] = 0 {\displaystyle E_{W_{i+1}}[h_{i}(x_{j})y_{j}]=0} set forth by Schapire and Singer. In this setting, we are numerically finding the W i + 1 = exp ⁡ ( ⋯ ⋯ ) {\displaystyle W_{i+1}=\exp \left({\frac {\cdots }{\cdots }}\right)} such that E W i + 1 [ h i ( x j ) y j ] = 0 {\displaystyle E_{W_{i+1}}[h_{i}(x_{j})y_{j}]=0} .) This update is subject to the constraint ∑ ( Φ ( r i ( x j ) + α h ( x j ) y j + s − t ) − Φ ( r i ( x j ) + s ) ) = 0 {\displaystyle \sum \left(\Phi \left(r_{i}(x_{j})+\alpha h(x_{j})y_{j}+s-t\right)-\Phi \left(r_{i}(x_{j})+s\right)\right)=0} , where Φ ( z ) = 1 − erf ( z / c ) {\displaystyle \Phi (z)=1-{\mbox{erf}}(z/{\sqrt {c}})} is the potential loss for a point with margin r i ( x j ) {\displaystyle r_{i}(x_{j})} Update the margins for each example: r i + 1 ( x j ) = r i ( x j ) + α h ( x j ) y j {\displaystyle r_{i+1}(x_{j})=r_{i}(x_{j})+\alpha h(x_{j})y_{j}} Update the time remaining: s = s − t {\displaystyle s=s-t} Output: H ( x ) = sign ( ∑ i α i h i ( x ) ) {\displaystyle H(x)={\textrm {sign}}\left(\sum _{i}\alpha _{i}h_{i}(x)\right)} == Empirical results == In preliminary experimental results with noisy datasets, BrownBoost outperformed AdaBoost's generalization error; however, LogitBoost performed as well as BrownBoost. An implementation of BrownBoost can be found in the open source software JBoost.

Markov model

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

VIGRA

VIGRA is the abbreviation for "Vision with Generic Algorithms". It is a free open-source computer vision library which focuses on customizable algorithms and data structures. VIGRA component can be easily adapted to specific needs of target application without compromising execution speed, by using template techniques similar to those in the C++ Standard Template Library. == Features == VIGRA is cross-platform, with working builds on Microsoft Windows, Mac OS X, Linux, and OpenBSD. Since version 1.7.1, VIGRA provides Python bindings based on numpy framework. == History == VIGRA was originally designed and implemented by scientists at University of Hamburg faculty of computer science; its core maintainers are now working at Heidelberg Collaboratory for Image Processing (HCI) University of Heidelberg. In the meantime, many developers have contributed to the project. == Application == CellCognition and ilastik uses VIGRA computer vision library. OpenOffice.org uses VIGRA as part of its headless software rendering backend; LibreOffice does so until version 5.2.

Networked Help Desk

Networked Help Desk is an open standard initiative to provide a common API for sharing customer support tickets between separate instances of issue tracking, bug tracking, customer relationship management (CRM) and project management systems to improve customer service and reduce vendor lock-in. The initiative was created by Zendesk in June 2011 in collaboration with eight other founding member organizations including Atlassian, New Relic, OTRS, Pivotal Tracker, ServiceNow and SugarCRM. The first integration, between Zendesk and Atlassian's issue tracking product, Jira, was announced at the 2011 Atlassian Summit. By August 2011, 34 member companies had joined the initiative. A year after launching, over 50 organizations had joined. Within Zendesk instances this feature is branded as ticket sharing. == Basis == Support tools are generally built around a common paradigm that begins with a customer making a request or an incident report, these create a ticket. Each ticket has a progress status and is updated with annotations and attachments. These annotations and attachments may be visible to the customer (public), or only visible to analysts (private). Customers are notified of progress made on their ticket until it is complete. If the people necessary to complete a ticket are using separate support tools, additional overhead is introduced in maintaining the relevant information in the ticket in each tool while notifying the customer of progress made by each group in completing their ticket. For example, if a customer support issue is caused by a software bug and reported to a help desk using one system, and then the fix is documented by the developers in another, and analyzed in a customer relationship management tool, keeping the records in each system up-to-date and notifying the customer manually using a swivel chair approach is unnecessarily time-consuming and error-prone. If information is not transferred correctly, a customer may have to re-explain their problem each time their ticket is transferred. For systems with the Networked Help Desk API implemented, it is possible for several different applications related to a customer's support experience to synchronize data in one uniquely identified shared ticket. While many applications in these domains have implemented APIs that allow data to be imported, exported and modified, Network Help Desk provide a common standard for customer support information to automatically synchronize between several systems. Once implemented, two systems can quickly share tickets with just a configuration change as they both understand the same interface. Communication between two instances on a specific ticket occurs in three steps, an invitation agreement, sharing of ticket data and continued synchronization of tickets. The standard allows for "full delegation" (analysts in both systems each make public and private comments and synchronize status) as well as "partial delegation" where the instance receiving the ticket can only make private comments and status changes are not synchronized. Tickets may be shared with multiple instances. == Implementation list ==

CN2 algorithm

The CN2 induction algorithm is a learning algorithm for rule induction. It is designed to work even when the training data is imperfect. It is based on ideas from the AQ algorithm and the ID3 algorithm. As a consequence it creates a rule set like that created by AQ but is able to handle noisy data like ID3. == Description of algorithm == The algorithm must be given a set of examples, TrainingSet, which have already been classified in order to generate a list of classification rules. A set of conditions, SimpleConditionSet, which can be applied, alone or in combination, to any set of examples is predefined to be used for the classification. routine CN2(TrainingSet) let the ClassificationRuleList be empty repeat let the BestConditionExpression be Find_BestConditionExpression(TrainingSet) if the BestConditionExpression is not nil then let the TrainingSubset be the examples covered by the BestConditionExpression remove from the TrainingSet the examples in the TrainingSubset let the MostCommonClass be the most common class of examples in the TrainingSubset append to the ClassificationRuleList the rule 'if ' the BestConditionExpression ' then the class is ' the MostCommonClass until the TrainingSet is empty or the BestConditionExpression is nil return the ClassificationRuleList routine Find_BestConditionExpression(TrainingSet) let the ConditionalExpressionSet be empty let the BestConditionExpression be nil repeat let the TrialConditionalExpressionSet be the set of conditional expressions, {x and y where x belongs to the ConditionalExpressionSet and y belongs to the SimpleConditionSet}. remove all formulae in the TrialConditionalExpressionSet that are either in the ConditionalExpressionSet (i.e., the unspecialized ones) or null (e.g., big = y and big = n) for every expression, F, in the TrialConditionalExpressionSet if F is statistically significant and F is better than the BestConditionExpression by user-defined criteria when tested on the TrainingSet then replace the current value of the BestConditionExpression by F while the number of expressions in the TrialConditionalExpressionSet > user-defined maximum remove the worst expression from the TrialConditionalExpressionSet let the ConditionalExpressionSet be the TrialConditionalExpressionSet until the ConditionalExpressionSet is empty return the BestConditionExpression