In statistics, a latent class model (LCM) is a model for clustering multivariate discrete data. It assumes that the data arise from a mixture of discrete distributions, within each of which the variables are independent. It is called a latent class model because the class to which each data point belongs is unobserved (or latent). Latent class analysis (LCA) is a subset of structural equation modeling used to find groups or subtypes of cases in multivariate categorical data. These groups or subtypes of cases are called "latent classes". When faced with the following situation, a researcher might opt to use LCA to better understand the data: Symptoms a, b, c, and d have been recorded in a variety of patients diagnosed with diseases X, Y, and Z. Disease X is associated with symptoms a, b, and c; disease Y is linked to symptoms b, c, and d; and disease Z is connected to symptoms a, c, and d. In this context, the LCA would attempt to detect the presence of latent classes (i.e., the disease entities), thus creating patterns of association in the symptoms. As in factor analysis, LCA can also be used to classify cases according to their maximum likelihood class membership probability. The key criterion for resolving the LCA is identifying latent classes in which the observed symptom associations are effectively rendered null. This is because within each class, the diseases responsible for the symptoms create a structure of dependencies. As a result, the symptoms become conditionally independent, meaning that, given the class a case belongs to, the symptoms are no longer related to one another. == Model == Within each latent class, the observed variables are statistically independent—an essential aspect of latent class modeling. Usually, the observed variables are statistically dependent. By introducing the latent variable, independence is restored in the sense that within classes, variables are independent (local independence). Therefore, the association between the observed variables is explained by the classes of the latent variable (McCutcheon, 1987). In one form, the LCM is written as p i 1 , i 2 , … , i N ≈ ∑ t T p t ∏ n N p i n , t n , {\displaystyle p_{i_{1},i_{2},\ldots ,i_{N}}\approx \sum _{t}^{T}p_{t}\,\prod _{n}^{N}p_{i_{n},t}^{n},} where T {\displaystyle T} is the number of latent classes and p t {\displaystyle p_{t}} are the so-called recruitment or unconditional probabilities that should sum to one. p i n , t n {\displaystyle p_{i_{n},t}^{n}} are the marginal or conditional probabilities. For a two-way latent class model, the form is p i j ≈ ∑ t T p t p i t p j t . {\displaystyle p_{ij}\approx \sum _{t}^{T}p_{t}\,p_{it}\,p_{jt}.} This two-way model is related to probabilistic latent semantic analysis and non-negative matrix factorization. The probability model used in LCA is closely related to the Naive Bayes classifier. The main difference is that in LCA, the class membership of an individual is a latent variable, whereas in Naive Bayes classifiers, the class membership is an observed label. == Related methods == There are a number of methods with distinct names and uses that share a common relationship. Cluster analysis is, like LCA, used to discover taxon-like groups of cases in data. Multivariate mixture estimation (MME) is applicable to continuous data and assumes that such data arise from a mixture of distributions, such as a set of heights arising from a mixture of men and women. If a multivariate mixture estimation is constrained so that measures must be uncorrelated within each distribution, it is termed latent profile analysis. Modified to handle discrete data, this constrained analysis is known as LCA. Discrete latent trait models further constrain the classes to form from segments of a single dimension, allocating members to classes based on that dimension. An example would be assigning cases to social classes based on ability or merit. In a practical instance, the variables could be multiple choice items of a political questionnaire. In this case, the data consists of an N-way contingency table with answers to the items for a number of respondents. In this example, the latent variable refers to political opinion, and the latent classes to political groups. Given group membership, the conditional probabilities specify the chance that certain answers are chosen. == Application == LCA may be used in many fields, such as: collaborative filtering, Behavior Genetics and Evaluation of diagnostic tests.
Collision detection
Collision detection is the computational problem of detecting an intersection of two or more objects in virtual space. More precisely, it deals with the questions of if, when, and where two or more objects intersect. Collision detection is a classic problem of computational geometry with applications in computer graphics, physical simulation, video games, robotics (including autonomous driving), and computational physics. Collision detection algorithms can be divided into operating on 2D or 3D spatial objects. == Overview == Collision detection is closely linked to calculating the distance between objects, as objects collide when the distance between them is less than or equal to zero. Negative distances indicate that one object has penetrated another. Performing collision detection requires more context than just the distance between the objects. Accurately identifying the points of contact on both objects' surfaces is also essential for computing a physically accurate collision response. The complexity of this task increases with the level of detail in the objects' representations: the more intricate the model, the greater the computational cost. Collision detection frequently involves dynamic objects, adding a temporal dimension to distance calculations. Instead of simply measuring distance between static objects, collision detection algorithms often aim to determine whether the objects' motion will bring them to a point in time when their distance is zero—an operation that adds significant computational overhead. In collision detection involving multiple objects, a naive approach would require detecting collisions for all pairwise combinations of objects. As the number of objects increases, the number of required comparisons grows rapidly: for n {\displaystyle n} objects, n ( n − 1 ) / 2 {n(n-1)}/{2} intersection tests are needed with a naive approach. This quadratic growth makes such an approach computationally expensive as n {\displaystyle n} increases. Due to the complexity mentioned above, collision detection is a computationally intensive process. Nevertheless, it is essential for interactive applications like video games, robotics, and real-time physics engines. To manage these computational demands, extensive efforts have gone into optimizing collision detection algorithms. A commonly used approach towards accelerating the required computations is to divide the process into two phases: the broad phase and the narrow phase. The broad phase aims to answer the question of whether objects might collide, using a conservative but efficient approach to rule out pairs that clearly do not intersect, thus avoiding unnecessary calculations. Objects that cannot be definitively separated in the broad phase are passed to the narrow phase. Here, more precise algorithms determine whether these objects actually intersect. If they do, the narrow phase often calculates the exact time and location of the intersection. == Broad phase == This phase aims at quickly finding objects or parts of objects for which it can be quickly determined that no further collision test is needed. A useful property of such approach is that it is output sensitive. In the context of collision detection this means that the time complexity of the collision detection is proportional to the number of objects that are close to each other. An early example of that is the I-COLLIDE where the number of required narrow phase collision tests was O ( n + m ) {\displaystyle O(n+m)} where n {\displaystyle n} is the number of objects and m {\displaystyle m} is the number of objects at close proximity. This is a significant improvement over the quadratic complexity of the naive approach. === Spatial partitioning === Several approaches can be grouped under the spatial partitioning umbrella, which includes octrees (for 3D), quadtrees (for 2D), binary space partitioning (or BSP trees) and other, similar approaches. If one splits space into a number of simple cells, and if two objects can be shown not to be in the same cell, then they need not be checked for intersection. Dynamic scenes and deformable objects require updating the partitioning which can add overhead. === Bounding volume hierarchy === Bounding Volume Hierarchy (BVH) is a tree structure over a set of bounding volumes. Collision is determined by doing a tree traversal starting from the root. If the bounding volume of the root doesn't intersect with the object of interest, the traversal can be stopped. If, however there is an intersection, the traversal proceeds and checks the branches for each there is an intersection. Branches for which there is no intersection with the bounding volume can be culled from further intersection test. Therefore, multiple objects can be determined to not intersect at once. BVH can be used with deformable objects such as cloth or soft-bodies but the volume hierarchy has to be adjusted as the shape deforms. For deformable objects we need to be concerned about self-collisions or self intersections. BVH can be used for that end as well. Collision between two objects is computed by computing intersection between the bounding volumes of the root of the tree as there are collision we dive into the sub-trees that intersect. Exact collisions between the actual objects, or its parts (often triangles of a triangle mesh) need to be computed only between intersecting leaves. The same approach works for pair wise collision and self-collisions. === Exploiting temporal coherence === During the broad-phase, when the objects in the world move or deform, the data-structures used to cull collisions have to be updated. In cases where the changes between two frames or time-steps are small and the objects can be approximated well with axis-aligned bounding boxes, the sweep and prune algorithm can be a suitable approach. Several key observation make the implementation efficient: Two bounding-boxes intersect if, and only if, there is overlap along all three axes; overlap can be determined, for each axis separately, by sorting the intervals for all the boxes; and lastly, between two frames updates are typically small (making sorting algorithms optimized for almost-sorted lists suitable for this application). The algorithm keeps track of currently intersecting boxes, and as objects move, re-sorting the intervals helps keep track of the status. === Pairwise pruning === Once a pair of physical bodies has been selected for further investigation, collisions need to be checked more carefully. However, in many applications, individual objects (if they are not too deformable) are described by a set of smaller primitives, mainly triangles. So there are two sets of triangles, S = S 1 , S 2 , … , S n {\displaystyle S={S_{1},S_{2},\dots ,S_{n}}} and T = T 1 , T 2 , … , T n {\displaystyle T={T_{1},T_{2},\dots ,T_{n}}} (for simplicity, each set has the same number of triangles.) The obvious thing to do is to check all triangles S j {\displaystyle S_{j}} against all triangles T k {\displaystyle T_{k}} for collisions, but this involves n 2 {\displaystyle n^{2}} comparisons, which is highly inefficient. If possible, it is desirable to use a pruning algorithm to reduce the number of pairs of triangles that need to be checked. The most widely used family of algorithms is known as the hierarchical bounding volumes method. As a preprocessing step, for each object (e.g., S {\displaystyle S} and T {\displaystyle T} ) calculates a hierarchy of bounding volumes. Then, at each time step, when collisions need to be checked between S {\displaystyle S} and T {\displaystyle T} , the hierarchical bounding volumes are used to reduce the number of pairs of triangles under consideration. For simplicity, provide an example using bounding spheres, although it has been noted that spheres are undesirable in many cases. If E {\displaystyle E} is a set of triangles, a bounding sphere is pre-calculated. B ( E ) {\displaystyle B(E)} . There are many ways of choosing B ( E ) {\displaystyle B(E)} , B ( E ) {\displaystyle B(E)} is a sphere that completely contains E {\displaystyle E} and is as small as possible. Ahead of time, B ( S ) {\displaystyle B(S)} and B ( T ) {\displaystyle B(T)} can be computed. Clearly, if these two spheres do not intersect (and that is very easy to test), then neither do S {\displaystyle S} and T {\displaystyle T} . This is not much better than an n-body pruning algorithm, however. If E = E 1 , E 2 , … , E m {\displaystyle E={E_{1},E_{2},\dots ,E_{m}}} is a set of triangles, then split it into two halves L ( E ) := E 1 , E 2 , … , E m / 2 {\displaystyle L(E):={E_{1},E_{2},\dots ,E_{m/2}}} and R ( E ) := E m / 2 + 1 , … , E m − 1 , E m {\displaystyle R(E):={E_{m/2+1},\dots ,E_{m-1},E_{m}}} . Apply this to S {\displaystyle S} and T {\displaystyle T} , and calculate (ahead of time) the bounding spheres B ( L ( S ) ) , B ( R ( S ) ) {\displaystyle B(L(S)),B(R(S))} and B ( L ( T ) ) , B ( R ( T ) ) {\displaystyle B(L(T)),B(R(T))} . T
Additive smoothing
In statistics, additive smoothing, also called Laplace smoothing or Lidstone smoothing, is a technique used to smooth count data, eliminating issues caused by certain values having 0 occurrences. Given a set of observation counts x = ⟨ x 1 , x 2 , … , x d ⟩ {\displaystyle \mathbf {x} =\langle x_{1},x_{2},\ldots ,x_{d}\rangle } from a d {\displaystyle d} -dimensional multinomial distribution with N {\displaystyle N} trials, a "smoothed" version of the counts gives the estimator θ ^ i = x i + α N + α d ( i = 1 , … , d ) , {\displaystyle {\hat {\theta }}_{i}={\frac {x_{i}+\alpha }{N+\alpha d}}\qquad (i=1,\ldots ,d),} where the smoothed count x ^ i = N θ ^ i {\displaystyle {\hat {x}}_{i}=N{\hat {\theta }}_{i}} , and the "pseudocount" α > 0 is a smoothing parameter, with α = 0 corresponding to no smoothing (this parameter is explained in § Pseudocount below). Additive smoothing is a type of shrinkage estimator, as the resulting estimate will be between the empirical probability (relative frequency) x i / N {\displaystyle x_{i}/N} and the uniform probability 1 / d . {\displaystyle 1/d.} Common choices for α are 0 (no smoothing), +1⁄2 (the Jeffreys prior), or 1 (Laplace's rule of succession), but the parameter may also be set empirically based on the observed data. From a Bayesian point of view, this corresponds to the expected value of the posterior distribution, using a symmetric Dirichlet distribution with parameter α as a prior distribution. In the special case where the number of categories is 2, this is equivalent to using a beta distribution as the conjugate prior for the parameters of the binomial distribution. == History == Laplace came up with this smoothing technique when he tried to estimate the chance that the sun will rise tomorrow. His rationale was that even given a large sample of days with the rising sun, we still can not be completely sure that the sun will still rise tomorrow (known as the sunrise problem). == Pseudocount == A pseudocount is an amount (not generally an integer, despite its name) added to the number of observed cases in order to change the expected probability in a model of those data, when not known to be zero. It is so named because, roughly speaking, a pseudo-count of value α {\displaystyle \alpha } weighs into the posterior distribution similarly to each category having an additional count of α {\displaystyle \alpha } . If the number of occurrences of each item i {\displaystyle i} is x i {\displaystyle x_{i}} out of N {\displaystyle N} samples, the empirical probability of event i {\displaystyle i} is p i , empirical = x i N , {\displaystyle p_{i,{\text{empirical}}}={\frac {x_{i}}{N}},} but the posterior probability when additively smoothed is p i , α -smoothed = x i + α N + α d , {\displaystyle p_{i,\alpha {\text{-smoothed}}}={\frac {x_{i}+\alpha }{N+\alpha d}},} as if to increase each count x i {\displaystyle x_{i}} by α {\displaystyle \alpha } a priori. Depending on the prior knowledge, which is sometimes a subjective value, a pseudocount may have any non-negative finite value. It may only be zero (or the possibility ignored) if impossible by definition, such as the possibility of a decimal digit of π being a letter, or a physical possibility that would be rejected and so not counted, such as a computer printing a letter when a valid program for π is run, or excluded and not counted because of no interest, such as if only interested in the zeros and ones. Generally, there is also a possibility that no value may be computable or observable in a finite time (see the halting problem). But at least one possibility must have a non-zero pseudocount, otherwise no prediction could be computed before the first observation. The relative values of pseudocounts represent the relative prior expected probabilities of their possibilities. The sum of the pseudocounts, which may be very large, represents the estimated weight of the prior knowledge compared with all the actual observations (one for each) when determining the expected probability. In any observed data set or sample there is the possibility, especially with low-probability events and with small data sets, of a possible event not occurring. Its observed frequency is therefore zero, apparently implying a probability of zero. This oversimplification is inaccurate and often unhelpful, particularly in probability-based machine learning techniques such as artificial neural networks and hidden Markov models. By artificially adjusting the probability of rare (but not impossible) events so those probabilities are not exactly zero, zero-frequency problems are avoided. Also see Cromwell's rule. === Choice of pseudocount === ==== Weakly informative prior ==== One common approach is to add 1 to each observed number of events, including the zero-count possibilities. This is sometimes called Laplace's rule of succession. This approach is equivalent to assuming a uniform prior distribution over the probabilities for each possible event (spanning the simplex where each probability is between 0 and 1, and they all sum to 1). Using the Jeffreys prior approach, a pseudocount of one half should be added to each possible outcome. Pseudocounts should be set to one or one-half only when there is no prior knowledge at all – see the principle of indifference. However, given appropriate prior knowledge, the sum should be adjusted in proportion to the expectation that the prior probabilities should be considered correct, despite evidence to the contrary – see further analysis. Higher values are appropriate inasmuch as there is prior knowledge of the true values (for a mint-condition coin, say); lower values inasmuch as there is prior knowledge that there is probable bias, but of unknown degree (for a bent coin, say). ==== Frequentist interval ==== One way to motivate pseudocounts, particularly for binomial data, is via a formula for the midpoint of an interval estimate, particularly a binomial proportion confidence interval. The best-known is due to Edwin Bidwell Wilson, in Wilson (1927): the midpoint of the Wilson score interval corresponding to z {\displaystyle z} standard deviations on either side is n S + z n + 2 z {\displaystyle {\frac {n_{S}+z}{n+2z}}} Taking z = 2 {\displaystyle z=2} standard deviations to approximate a 95% confidence interval ( z ≈ 1.96 {\displaystyle z\approx 1.96} ) yields pseudocount of 2 for each outcome, so 4 in total, colloquially known as the "plus four rule": n S + 2 n + 4 {\displaystyle {\frac {n_{S}+2}{n+4}}} This is also the midpoint of the Agresti–Coull interval (Agresti & Coull 1998). ==== Known incidence rates ==== Often the bias of an unknown trial population is tested against a control population with known parameters (incidence rates) μ = ⟨ μ 1 , μ 2 , … , μ d ⟩ . {\displaystyle {\boldsymbol {\mu }}=\langle \mu _{1},\mu _{2},\ldots ,\mu _{d}\rangle .} In this case the uniform probability 1 / d {\displaystyle 1/d} should be replaced by the known incidence rate of the control population μ i {\displaystyle \mu _{i}} to calculate the smoothed estimator: θ ^ i = x i + μ i α d N + α d ( i = 1 , … , d ) . {\displaystyle {\hat {\theta }}_{i}={\frac {x_{i}+\mu _{i}\alpha d}{N+\alpha d}}\qquad (i=1,\ldots ,d).} As a consistency check, if the empirical estimator happens to equal the incidence rate, i.e. μ i = x i / N , {\displaystyle \mu _{i}=x_{i}/N,} the smoothed estimator is independent of α {\displaystyle \alpha } and also equals the incidence rate. == Applications == === Classification === Additive smoothing is commonly a component of naive Bayes classifiers. === Statistical language modelling === In a bag of words model of natural language processing and information retrieval, the data consists of the number of occurrences of each word in a document. Additive smoothing allows the assignment of non-zero probabilities to words which do not occur in the sample. Studies have shown that additive smoothing is more effective than other probability smoothing methods in several retrieval tasks such as language-model-based pseudo-relevance feedback and recommender systems.
Aslı Çelikyılmaz
Aslı Çelikyılmaz is an engineer specializing in natural language processing, and particularly in natural language generation for software agents with advanced reasoning and real-world modeling capabilities. Educated in Turkey and Canada, she works in the US as senior research lead at Fundamentals AI Research, Meta. She also holds an affiliate faculty position in computer science at the University of Washington, and is co-editor-in-chief of the journal Transactions of the Association for Computational Linguistics. == Education and career == Çelikyılmaz is a 1997 graduate of Istanbul Technical University, where she studied industrial engineering. After a 2002 master's degree in computer and information science from Seneca Polytechnic in Toronto, and a second master's degree in information science from the University of Toronto in 2005, she completed a Ph.D. in information science at the University of Toronto in 2008. She worked as a postdoctoral researcher in California, at the University of California, Berkeley, from 2008 to 2010. In 2010 she joined Microsoft in Sunnyvale, California, where she became a senior scientist and later a senior principal researcher in Redmond, Washington. She added her affiliation with the University of Washington in 2018, and moved to Meta in Seattle in 2021. == Recognition == Çelikyılmaz was named to the 2026 class of IEEE Fellows, "for contributions to conversational systems and language generation".
Mark Steedman
Mark Jerome Steedman (born 18 September 1946) is a British computational linguist and cognitive scientist. == Biography == Steedman graduated from the University of Sussex in 1968, with a B.Sc. in Experimental Psychology, and from the University of Edinburgh in 1973, with a Ph.D. in Artificial Intelligence (Dissertation: The Formal Description of Musical Perception gained in 1972. Advisor: Prof. H.C. Longuet-Higgins FRS). He has held posts as Lecturer in Psychology, University of Warwick (1977–83); Lecturer and Reader in Computational Linguistics, University of Edinburgh (1983–8); Associate and full Professor in Computer and Information Sciences, University of Pennsylvania (1988–98). He has held visiting positions at the University of Texas at Austin, the Max Planck Institute for Psycholinguistics, Radboud University Nijmegen, and the University of Pennsylvania, Philadelphia. Steedman currently holds the Chair of Cognitive Science in the School of Informatics at the University of Edinburgh (1998– ). He works in computational linguistics, artificial intelligence, and cognitive science, on Generation of Meaningful Intonation for Speech by Artificial Agents, Animated Conversation, The Communicative Use of Gesture, Tense and Aspect, and combinatory categorial grammar (CCG). He is also interested in Computational Musical Analysis and combinatory logic. == Distinctions == Member of the Academia Europæa (2006) Fellow of the British Academy (2002). Fellow of the Royal Society of Edinburgh (2002) AAAI Fellow (1993) President elect for 2008 of the Association for Computational Linguistics Fellow of the Association for Computational Linguistics (2012) == Principal publications == Steedman, Mark (1996). Surface structure and interpretation. Linguistic Inquiry Monograph. Vol. 30. Cambridge, MA: MIT Press. p. 123. ISBN 978-0-262-19379-5. Steedman, Mark (2000). The Syntactic Process. Language, Speech, and Communication. Cambridge, MA: MIT Press. p. 344. ISBN 978-0-262-69268-7. Steedman, Mark (Fall 2000). "Information Structure and the Syntax-Phonology Interface". Linguistic Inquiry. 31 (4): 649–689. doi:10.1162/002438900554505. ISSN 0024-3892. S2CID 9084597.
Non-human
Non-human (also spelled nonhuman) is any entity displaying some, but not enough, human characteristics to be considered a human. The term has been used in a variety of contexts and may refer to objects that have been developed with human intelligence, such as robots or vehicles. == Organisms == === Animal rights and personhood === In the animal rights movement, it is common to distinguish between "human animals" and "non-human animals". Participants in the animal rights movement generally recognize that non-human animals have some similar characteristics to those of human persons. For example, various non-human animals have been shown to register pain, compassion, memory, and some cognitive function. Some animal rights activists argue that the similarities between human and non-human animals justify giving non-human animals rights that human society has afforded to humans, such as the right to self-preservation, and some even wish for all non-human animals or at least those that bear a fully thinking and conscious mind, such as vertebrates and some invertebrates such as cephalopods, to be given a full right of personhood. === The non-human in philosophy === Contemporary philosophers have drawn on the work of Henri Bergson, Gilles Deleuze, Félix Guattari, and Claude Lévi-Strauss (among others) to suggest that the non-human poses epistemological and ontological problems for humanist and post-humanist ethics, and have linked the study of non-humans to materialist and ethological approaches to the study of society and culture. == Software and robots == The term non-human has been used to describe computer programs and robot-like devices that display some human-like characteristics. In both science fiction and in the real world, computer programs and robots have been built to perform tasks that require human-computer interactions in a manner that suggests sentience and compassion. There is increasing interest in the use of robots in nursing homes and to provide elder care. Computer programs have been used for years in schools to provide one-on-one education with children. The Tamagotchi toy required children to provide care, attention, and nourishment to keep it "alive".
Regularization perspectives on support vector machines
Within mathematical analysis, Regularization perspectives on support-vector machines provide a way of interpreting support-vector machines (SVMs) in the context of other regularization-based machine-learning algorithms. SVM algorithms categorize binary data, with the goal of fitting the training set data in a way that minimizes the average of the hinge-loss function and L2 norm of the learned weights. This strategy avoids overfitting via Tikhonov regularization and in the L2 norm sense and also corresponds to minimizing the bias and variance of our estimator of the weights. Estimators with lower Mean squared error predict better or generalize better when given unseen data. Specifically, Tikhonov regularization algorithms produce a decision boundary that minimizes the average training-set error and constrain the Decision boundary not to be excessively complicated or overfit the training data via a L2 norm of the weights term. The training and test-set errors can be measured without bias and in a fair way using accuracy, precision, Auc-Roc, precision-recall, and other metrics. Regularization perspectives on support-vector machines interpret SVM as a special case of Tikhonov regularization, specifically Tikhonov regularization with the hinge loss for a loss function. This provides a theoretical framework with which to analyze SVM algorithms and compare them to other algorithms with the same goals: to generalize without overfitting. SVM was first proposed in 1995 by Corinna Cortes and Vladimir Vapnik, and framed geometrically as a method for finding hyperplanes that can separate multidimensional data into two categories. This traditional geometric interpretation of SVMs provides useful intuition about how SVMs work, but is difficult to relate to other machine-learning techniques for avoiding overfitting, like regularization, early stopping, sparsity and Bayesian inference. However, once it was discovered that SVM is also a special case of Tikhonov regularization, regularization perspectives on SVM provided the theory necessary to fit SVM within a broader class of algorithms. This has enabled detailed comparisons between SVM and other forms of Tikhonov regularization, and theoretical grounding for why it is beneficial to use SVM's loss function, the hinge loss. == Theoretical background == In the statistical learning theory framework, an algorithm is a strategy for choosing a function f : X → Y {\displaystyle f\colon \mathbf {X} \to \mathbf {Y} } given a training set S = { ( x 1 , y 1 ) , … , ( x n , y n ) } {\displaystyle S=\{(x_{1},y_{1}),\ldots ,(x_{n},y_{n})\}} of inputs x i {\displaystyle x_{i}} and their labels y i {\displaystyle y_{i}} (the labels are usually ± 1 {\displaystyle \pm 1} ). Regularization strategies avoid overfitting by choosing a function that fits the data, but is not too complex. Specifically: f = argmin f ∈ H { 1 n ∑ i = 1 n V ( y i , f ( x i ) ) + λ ‖ f ‖ H 2 } , {\displaystyle f={\underset {f\in {\mathcal {H}}}{\operatorname {argmin} }}\left\{{\frac {1}{n}}\sum _{i=1}^{n}V(y_{i},f(x_{i}))+\lambda \|f\|_{\mathcal {H}}^{2}\right\},} where H {\displaystyle {\mathcal {H}}} is a hypothesis space of functions, V : Y × Y → R {\displaystyle V\colon \mathbf {Y} \times \mathbf {Y} \to \mathbb {R} } is the loss function, ‖ ⋅ ‖ H {\displaystyle \|\cdot \|_{\mathcal {H}}} is a norm on the hypothesis space of functions, and λ ∈ R {\displaystyle \lambda \in \mathbb {R} } is the regularization parameter. When H {\displaystyle {\mathcal {H}}} is a reproducing kernel Hilbert space, there exists a kernel function K : X × X → R {\displaystyle K\colon \mathbf {X} \times \mathbf {X} \to \mathbb {R} } that can be written as an n × n {\displaystyle n\times n} symmetric positive-definite matrix K {\displaystyle \mathbf {K} } . By the representer theorem, f ( x i ) = ∑ j = 1 n c j K i j , and ‖ f ‖ H 2 = ⟨ f , f ⟩ H = ∑ i = 1 n ∑ j = 1 n c i c j K ( x i , x j ) = c T K c . {\displaystyle f(x_{i})=\sum _{j=1}^{n}c_{j}\mathbf {K} _{ij},{\text{ and }}\|f\|_{\mathcal {H}}^{2}=\langle f,f\rangle _{\mathcal {H}}=\sum _{i=1}^{n}\sum _{j=1}^{n}c_{i}c_{j}K(x_{i},x_{j})=c^{T}\mathbf {K} c.} == Special properties of the hinge loss == The simplest and most intuitive loss function for categorization is the misclassification loss, or 0–1 loss, which is 0 if f ( x i ) = y i {\displaystyle f(x_{i})=y_{i}} and 1 if f ( x i ) ≠ y i {\displaystyle f(x_{i})\neq y_{i}} , i.e. the Heaviside step function on − y i f ( x i ) {\displaystyle -y_{i}f(x_{i})} . However, this loss function is not convex, which makes the regularization problem very difficult to minimize computationally. Therefore, we look for convex substitutes for the 0–1 loss. The hinge loss, V ( y i , f ( x i ) ) = ( 1 − y f ( x ) ) + {\displaystyle V{\big (}y_{i},f(x_{i}){\big )}={\big (}1-yf(x){\big )}_{+}} , where ( s ) + = max ( s , 0 ) {\displaystyle (s)_{+}=\max(s,0)} , provides such a convex relaxation. In fact, the hinge loss is the tightest convex upper bound to the 0–1 misclassification loss function, and with infinite data returns the Bayes-optimal solution: f b ( x ) = { 1 , p ( 1 ∣ x ) > p ( − 1 ∣ x ) , − 1 , p ( 1 ∣ x ) < p ( − 1 ∣ x ) . {\displaystyle f_{b}(x)={\begin{cases}1,&p(1\mid x)>p(-1\mid x),\\-1,&p(1\mid x)