Gemini Enterprise Agent Platform (formerly known as Vertex AI) is a managed machine learning (ML) and artificial intelligence (AI) platform developed by Google Cloud. It provides a unified environment for building, training, deploying, and scaling ML models and generative AI applications. The platform integrates tools for the full ML lifecycle, including data preparation, model training, evaluation, deployment, and monitoring, under a single API and user interface. Vertex AI was announced at Google I/O and released as a generally available product on May 18, 2021. At launch, Google described Vertex AI as unifying its AutoML offerings with its prior Cloud AI Platform capabilities, and as adding operational features intended to help teams move models from experimentation into production use. On April 22, 2026, Google announced Gemini Enterprise Agent Platform as the replacement evolution of Vertex AI. == History == Google Cloud announced the general availability of Vertex AI on May 18, 2021, at the Google I/O developer conference. The platform was designed to consolidate Google Cloud's previously separate ML offerings, including AutoML and the legacy AI Platform, into a single system. At launch, Google claimed that Vertex AI required roughly 80% fewer lines of code to train a model compared to competing platforms. In June 2023, Google made generative AI support in Vertex AI generally available, giving developers access to foundation models including PaLM 2, Imagen, and Codey through the platform's Model Garden and the newly launched Generative AI Studio. At the time of this launch, Model Garden included over 60 models from Google and its partners. In August 2023, at the Google Cloud Next conference, Google announced further updates to Vertex AI, including the addition of third-party models such as Claude 2 from Anthropic and Llama 2 from Meta to the Model Garden, as well as new tools called Vertex AI Extensions for connecting models to APIs for real-time data retrieval. At the same event, Vertex AI Search and Conversation were made generally available, providing enterprise search and chatbot capabilities powered by foundation models. In April 2024, at Google Cloud Next, the company introduced Vertex AI Agent Builder, a no-code tool for creating AI-powered conversational agents built on top of Gemini large language models. This brought together the existing Vertex AI Search and Conversation products with new developer tools for building generative AI experiences. == Features == === Model training === Vertex AI supports both AutoML, which enables code-free model training on tabular, image, text, or video data, and custom training, which gives users full control over the ML framework, training code, and hyperparameter tuning. The platform provides serverless training as well as dedicated training clusters with GPU and TPU accelerators. Vertex AI Vizier handles automatic hyperparameter tuning, and Vertex AI Experiments allows comparison and tracking of training runs. === Model Garden === The Vertex AI Model Garden is a curated catalog of over 200 enterprise-ready models, including Google's own foundation models (such as Gemini, Imagen, and Veo), third-party models (such as Anthropic's Claude and Mistral AI models), and popular open-source models (such as Llama and Gemma). Models are accessible as fully managed model-as-a-service APIs. === Pipelines (workflow orchestration) === Vertex AI Pipelines provides managed orchestration of ML workflows and supports pipelines built with the Kubeflow Pipelines SDK, among other options described in Google Cloud documentation. === Vertex AI Studio === Vertex AI Studio provides tools for prompt design, testing, and model management, allowing developers to prototype and build generative AI applications using natural language, code, images, or video. === Agent Builder and Agent Engine === Vertex AI Agent Builder is a suite of products for building, deploying, and governing AI agents in production environments. It supports development with the open-source Agent Development Kit (ADK) and other frameworks. Vertex AI Agent Engine provides the underlying infrastructure for deploying and scaling agents, with support for enterprise security features including HIPAA compliance, customer-managed encryption keys (CMEK), and VPC Service Controls. === Generative AI tooling and model access === Google markets Vertex AI as providing access to Google foundation models (including the Gemini family) and developer tools such as Vertex AI Studio, along with a model catalog that includes Google and selected open source models (marketed as "Model Garden"). Google has also offered products within Vertex AI aimed at building generative search and conversational applications, including offerings named "Vertex AI Search" and "Vertex AI Conversation" as reported in 2023 coverage of platform updates. === MLOps tools === The platform includes a range of MLOps capabilities: Vertex AI Pipelines for orchestrating and automating ML workflows as reusable pipelines. Vertex AI Feature Store for serving, sharing, and reusing ML features across projects. Vertex AI Model Registry for storing, versioning, and managing trained models. Vertex AI Model Monitoring for detecting training-serving skew and inference drift in deployed models. Vertex Explainable AI for interpreting model predictions. Vertex AI Workbench for managed JupyterLab notebook environments integrated with Google Cloud Storage and BigQuery. == Industry recognition == Google was named a Leader for the fifth consecutive year in the 2024 Gartner Magic Quadrant for Cloud AI Developer Services, a recognition that encompasses Vertex AI and its related offerings. Google was also recognized as a Leader in the 2024 Gartner Magic Quadrant for Data Science and Machine Learning Platforms and was named a Leader in the Forrester Wave for AI/ML Platforms, Q3 2024. In October 2025, Google was also named a Leader in the 2025 IDC (International Data Corporation) MarketScape for Worldwide GenAI Life-Cycle Foundation Model Software. == Pricing == Vertex AI uses a pay-as-you-go pricing model, with costs determined by the specific services consumed, including model training, prediction serving, and data storage. For generative AI tasks, pricing is based on a per-token model, with rates varying depending on the specific model used and whether tokens are input or output. Google offers a free tier for new users, which includes limited custom training hours and online prediction usage, along with an introductory US$300 in Google Cloud credits valid for 90 days. == Adoption == In the year following its 2021 launch, Google reported that usage of Vertex AI and BigQuery had driven 2.5 times more machine learning predictions compared to the prior year, and that active customers of Vertex AI Workbench had grown 25-fold over a six-month period. Early enterprise adopters included Ford, Wayfair, and Seagate, among others. Wayfair reported that it was able to run large model training jobs 5 to 10 times faster using the platform.
Stanza Living
Stanza Living is the common brand name for Dtwelve Spaces Private Limited. It provides fully-managed shared living accommodations to students and young professionals. Founded by Anindya Dutta and Sandeep Dalmia, the company is present across 23 cities including Delhi, NCR, Bangalore, Visakhapatnam, Hyderabad, Chennai, Coimbatore, Indore, Pune, Baroda, Vijayawada, and Dehradun, Kota in India, with a capacity of 70,000 beds. Stanza Living is a technology-enabled housing concept which provides fully-furnished residences with amenities like meals, internet, laundry services, housekeeping, security and community engagement programmes. The company has an asset-light business model under which it engages in long-term lease agreements with property owners/developers, who convert their assets into shared living residences as per company guidelines. These assets are subsequently operated by Stanza Living. == Industry background == A report by Cushman & Wakefield (C&W) titled 'Exploring the Student Housing Universe in India City Insights', estimates that there were over 9.08 million migrant student enrolments in India's higher educational institutions (HEIs) for the year 2018-19 who need quality accommodation facilities. According to the report, Delhi-NCR, Mumbai, and Pune are the three biggest markets for student housing in the country, and these cities require an additional 4.75 lakh beds from organized co-living operators to meet the current demand. == History == Stanza Living provides tech-enabled, fully managed community living facilities for students and working professionals. The company was launched as a student housing business in Delhi NCR with a capacity of 100 beds, and grew to 14 cities by 2019. By early 2020, the company began catering to working professionals as well. The company has a combined inventory of 70,000 beds under management for both students and working professionals. Stanza Living is currently valued at $300 million. It has raised a capital of about $70 million from leading global investors like Falcon Edge Capital, Sequoia Capital, Matrix Partners and Accel Partners. November 2017 – Seed funding, September 2018 – Series A, March 2019 – Debt financing, July 2019 – Series C round, December 2019 - Debt financing. The company has invested in building technology products for business efficiency and consumer experience, like the Stanza Resident App and Stanza Real Estate App. Stanza Living has close to 1,500 employees across India. It is recognized among Top Real Estate Tech Startups of 2020 across the globe by research and analysis company Tracxn. The company has been shortlisted among Top 25 Start-ups of India in 2019 by LinkedIn == Founders == Stanza Living was co-founded by Anindya Dutta and Sandeep Dalmia. Sandeep Dalmia is an alumnus of Delhi College of Engineering and IIM Ahmedabad. Prior to Stanza, he was a Principal at Boston Consulting Group, working across India, US and South East Asia markets. Anindya Dutta was previously a Real Estate investor with Oaktree Capital and prior to that, he worked at Goldman Sachs in London. He is an alumnus of IIT Kharagpur and IIM Ahmedabad.
Weighted majority algorithm (machine learning)
In machine learning, weighted majority algorithm (WMA) is a meta learning algorithm used to construct a compound algorithm from a pool of prediction algorithms, which could be any type of learning algorithms, classifiers, or even real human experts. The algorithm assumes that we have no prior knowledge about the accuracy of the algorithms in the pool, but there are sufficient reasons to believe that one or more will perform well. Assume that the problem is a binary decision problem. To construct the compound algorithm, a positive weight is given to each of the algorithms in the pool. The compound algorithm then collects weighted votes from all the algorithms in the pool, and gives the prediction that has a higher vote. If the compound algorithm makes a mistake, the algorithms in the pool that contributed to the wrong predicting will be discounted by a certain ratio β where 0<β<1. It can be shown that the upper bounds on the number of mistakes made in a given sequence of predictions from a pool of algorithms A {\displaystyle \mathbf {A} } is O ( l o g | A | + m ) {\displaystyle \mathbf {O(log|A|+m)} } if one algorithm in x i {\displaystyle \mathbf {x} _{i}} makes at most m {\displaystyle \mathbf {m} } mistakes. There are many variations of the weighted majority algorithm to handle different situations, like shifting targets, infinite pools, or randomized predictions. The core mechanism remains similar, with the final performances of the compound algorithm bounded by a function of the performance of the specialist (best performing algorithm) in the pool.
Multinomial logistic regression
In statistics, multinomial logistic regression is a classification method that generalizes logistic regression to multiclass problems, i.e. with more than two possible discrete outcomes. That is, it is a model that is used to predict the probabilities of the different possible outcomes of a categorically distributed dependent variable, given a set of independent variables (which may be real-valued, binary-valued, categorical-valued, etc.). Multinomial logistic regression is known by a variety of other names, including polytomous LR, multiclass LR, softmax regression, multinomial logit (mlogit), the maximum entropy (MaxEnt) classifier, and the conditional maximum entropy model. == Background == Multinomial logistic regression is used when the dependent variable in question is nominal (equivalently categorical, meaning that it falls into any one of a set of categories that cannot be ordered in any meaningful way) and for which there are more than two categories. Some examples would be: Which major will a college student choose, given their grades, stated likes and dislikes, etc.? Which blood type does a person have, given the results of various diagnostic tests? In a hands-free mobile phone dialing application, which person's name was spoken, given various properties of the speech signal? Which candidate will a person vote for, given particular demographic characteristics? Which country will a firm locate an office in, given the characteristics of the firm and of the various candidate countries? These are all statistical classification problems. They all have in common a dependent variable to be predicted that comes from one of a limited set of items that cannot be meaningfully ordered, as well as a set of independent variables (also known as features, explanators, etc.), which are used to predict the dependent variable. Multinomial logistic regression is a particular solution to classification problems that use a linear combination of the observed features and some problem-specific parameters to estimate the probability of each particular value of the dependent variable. The best values of the parameters for a given problem are usually determined from some training data (e.g. some people for whom both the diagnostic test results and blood types are known, or some examples of known words being spoken). == Assumptions == The multinomial logistic model assumes that data are case-specific; that is, each independent variable has a single value for each case. As with other types of regression, there is no need for the independent variables to be statistically independent from each other (unlike, for example, in a naive Bayes classifier); however, collinearity is assumed to be relatively low, as it becomes difficult to differentiate between the impact of several variables if this is not the case. If the multinomial logit is used to model choices, it relies on the assumption of independence of irrelevant alternatives (IIA), which is not always desirable. This assumption states that the odds of preferring one class over another do not depend on the presence or absence of other "irrelevant" alternatives. For example, the relative probabilities of taking a car or bus to work do not change if a bicycle is added as an additional possibility. This allows the choice of K alternatives to be modeled as a set of K − 1 independent binary choices, in which one alternative is chosen as a "pivot" and the other K − 1 compared against it, one at a time. The IIA hypothesis is a core hypothesis in rational choice theory; however numerous studies in psychology show that individuals often violate this assumption when making choices. An example of a problem case arises if choices include a car and a blue bus. Suppose the odds ratio between the two is 1 : 1. Now if the option of a red bus is introduced, a person may be indifferent between a red and a blue bus, and hence may exhibit a car : blue bus : red bus odds ratio of 1 : 0.5 : 0.5, thus maintaining a 1 : 1 ratio of car : any bus while adopting a changed car : blue bus ratio of 1 : 0.5. Here the red bus option was not in fact irrelevant, because a red bus was a perfect substitute for a blue bus. If the multinomial logit is used to model choices, it may in some situations impose too much constraint on the relative preferences between the different alternatives. It is especially important to take into account if the analysis aims to predict how choices would change if one alternative were to disappear (for instance if one political candidate withdraws from a three candidate race). Other models like the nested logit or the multinomial probit may be used in such cases as they allow for violation of the IIA. == Model == === Introduction === There are multiple equivalent ways to describe the mathematical model underlying multinomial logistic regression. This can make it difficult to compare different treatments of the subject in different texts. The article on logistic regression presents a number of equivalent formulations of simple logistic regression, and many of these have analogues in the multinomial logit model. The idea behind all of them, as in many other statistical classification techniques, is to construct a linear predictor function that constructs a score from a set of weights that are linearly combined with the explanatory variables (features) of a given observation using a dot product: score ( X i , k ) = β k ⋅ X i , {\displaystyle \operatorname {score} (\mathbf {X} _{i},k)={\boldsymbol {\beta }}_{k}\cdot \mathbf {X} _{i},} where Xi is the vector of explanatory variables describing observation i, βk is a vector of weights (or regression coefficients) corresponding to outcome k, and score(Xi, k) is the score associated with assigning observation i to category k. In discrete choice theory, where observations represent people and outcomes represent choices, the score is considered the utility associated with person i choosing outcome k. The predicted outcome is the one with the highest score. The difference between the multinomial logit model and numerous other methods, models, algorithms, etc. with the same basic setup (the perceptron algorithm, support vector machines, linear discriminant analysis, etc.) is the procedure for determining (training) the optimal weights/coefficients and the way that the score is interpreted. In particular, in the multinomial logit model, the score can directly be converted to a probability value, indicating the probability of observation i choosing outcome k given the measured characteristics of the observation. This provides a principled way of incorporating the prediction of a particular multinomial logit model into a larger procedure that may involve multiple such predictions, each with a possibility of error. Without such means of combining predictions, errors tend to multiply. For example, imagine a large predictive model that is broken down into a series of submodels where the prediction of a given submodel is used as the input of another submodel, and that prediction is in turn used as the input into a third submodel, etc. If each submodel has 90% accuracy in its predictions, and there are five submodels in series, then the overall model has only 0.95 = 59% accuracy. If each submodel has 80% accuracy, then overall accuracy drops to 0.85 = 33% accuracy. This issue is known as error propagation and is a serious problem in real-world predictive models, which are usually composed of numerous parts. Predicting probabilities of each possible outcome, rather than simply making a single optimal prediction, is one means of alleviating this issue. === Setup === The basic setup is the same as in logistic regression, the only difference being that the dependent variables are categorical rather than binary, i.e. there are K possible outcomes rather than just two. The following description is somewhat shortened; for more details, consult the logistic regression article. ==== Data points ==== Specifically, it is assumed that we have a series of N observed data points. Each data point i (ranging from 1 to N) consists of a set of M explanatory variables x1,i ... xM,i (also known as independent variables, predictor variables, features, etc.), and an associated categorical outcome Yi (also known as dependent variable, response variable), which can take on one of K possible values. These possible values represent logically separate categories (e.g. different political parties, blood types, etc.), and are often described mathematically by arbitrarily assigning each a number from 1 to K. The explanatory variables and outcome represent observed properties of the data points, and are often thought of as originating in the observations of N "experiments" — although an "experiment" may consist of nothing more than gathering data. The goal of multinomial logistic regression is to construct a model that explains the relationship between the explanatory variables and the outcome, so tha
Loss function
In mathematical optimization and decision theory, a loss function or cost function (sometimes also called an error function) is a function that maps an event or values of one or more variables onto a real number intuitively representing some "cost" associated with the event. An optimization problem seeks to minimize a loss function. An objective function is either a loss function or its opposite (in specific domains, variously called a reward function, a profit function, a utility function, a fitness function, etc.), in which case it is to be maximized. The loss function could include terms from several levels of the hierarchy. In statistics, typically a loss function is used for parameter estimation, and the event in question is some function of the difference between estimated and true values for an instance of data. The concept, as old as Laplace, was reintroduced in statistics by Abraham Wald in the middle of the 20th century. In the context of economics, for example, this is usually economic cost or regret. In classification, it is the penalty for an incorrect classification of an example. In actuarial science, it is used in an insurance context to model benefits paid over premiums, particularly since the works of Harald Cramér in the 1920s. In optimal control, the loss is the penalty for failing to achieve a desired value. In financial risk management, the function is mapped to a monetary loss. == Examples == === Regret === Leonard J. Savage argued that using non-Bayesian methods such as minimax, the loss function should be based on the idea of regret, i.e., the loss associated with a decision should be the difference between the consequences of the best decision that could have been made under circumstances will be known and the decision that was in fact taken before they were known. === Quadratic loss function === The use of a quadratic loss function is common, for example when using least squares techniques. It is often more mathematically tractable than other loss functions because of the properties of variances, as well as being symmetric: an error above the target causes the same loss as the same magnitude of error below the target. If the target is t {\displaystyle t} , then a quadratic loss function is λ ( x ) = C ( t − x ) 2 {\displaystyle \lambda (x)=C(t-x)^{2}\;} for some constant C {\displaystyle C} ; the value of the constant makes no difference to a decision, and can be ignored by setting it equal to 1. This is also known as the squared error loss (SEL). Many common statistics, including t-tests, regression models, design of experiments, and much else, use least squares methods applied using linear regression theory, which is based on the quadratic loss function. The quadratic loss function is also used in linear-quadratic optimal control problems. In these problems, even in the absence of uncertainty, it may not be possible to achieve the desired values of all target variables. Often loss is expressed as a quadratic form in the deviations of the variables of interest from their desired values; this approach is tractable because it results in linear first-order conditions. In the context of stochastic control, the expected value of the quadratic form is used. The quadratic loss assigns more importance to outliers than to the true data due to its square nature, so alternatives like the Huber, log-cosh and SMAE losses are used when the data has many large outliers. === 0-1 loss function === In statistics and decision theory, a frequently used loss function is the 0-1 loss function L ( y ^ , y ) = { 0 if y = y ^ 1 if y ≠ y ^ {\displaystyle L({\hat {y}},y)={\begin{cases}0&{\text{if }}y={\hat {y}}\\1&{\text{if }}y\neq {\hat {y}}\end{cases}}} In information theory, this loss function is known as Hamming distortion. == Constructing loss and objective functions == In many applications, objective functions, including loss functions as a particular case, are determined by the problem formulation. In other situations, the decision maker’s preference must be elicited and represented by a scalar-valued function (called also utility function) in a form suitable for optimization — the problem that Ragnar Frisch has highlighted in his Nobel Prize lecture. The existing methods for constructing objective functions are collected in the proceedings of two dedicated conferences. In particular, Andranik Tangian showed that the most usable objective functions — quadratic and additive — are determined by a few indifference points. He used this property in the models for constructing these objective functions from either ordinal or cardinal data that were elicited through computer-assisted interviews with decision makers. Among other things, he constructed objective functions to optimally distribute budgets for 16 Westfalian universities and the European subsidies for equalizing unemployment rates among 271 German regions. == Expected loss == In some contexts, the value of the loss function itself is a random quantity because it depends on the outcome of a random variable X {\displaystyle X} . === Statistics === Both frequentist and Bayesian statistical theory involve making a decision based on the expected value of the loss function; however, this quantity is defined differently under the two paradigms. ==== Frequentist expected loss ==== We first define the expected loss in the frequentist context. It is obtained by taking the expected value with respect to the probability distribution, P θ {\displaystyle P_{\theta }} , of the observed data, X {\displaystyle X} . This is also referred to as the risk function of the decision rule δ {\displaystyle \delta } and the parameter θ {\displaystyle \theta } . Here the decision rule depends on the outcome of X {\displaystyle X} . The risk function is given by: R ( θ , δ ) = E θ L ( θ , δ ( X ) ) = ∫ X L ( θ , δ ( x ) ) d P θ ( x ) . {\displaystyle R(\theta ,\delta )=\operatorname {E} _{\theta }L{\big (}\theta ,\delta (X){\big )}=\int _{X}L{\big (}\theta ,\delta (x){\big )}\,\mathrm {d} P_{\theta }(x).} Here, θ {\displaystyle \theta } is a fixed but possibly unknown state of nature, X {\displaystyle X} is a vector of observations stochastically drawn from a population, E θ {\displaystyle \operatorname {E} _{\theta }} is the expectation over all population values of X {\displaystyle X} , d P θ {\displaystyle \mathrm {d} P_{\theta }} is a probability measure over the event space of X {\displaystyle X} (parametrized by θ {\displaystyle \theta } ) and the integral is evaluated over the entire support of X {\displaystyle X} . ==== Bayes Risk ==== In a Bayesian approach, the expectation is calculated using the prior distribution π ∗ {\displaystyle \pi ^{}} of the parameter θ {\displaystyle \theta } : ρ ( π ∗ , a ) = ∫ Θ ∫ X L ( θ , a ( x ) ) d P ( x | θ ) d π ∗ ( θ ) = ∫ X ∫ Θ L ( θ , a ( x ) ) d π ∗ ( θ | x ) d M ( x ) {\displaystyle \rho (\pi ^{},a)=\int _{\Theta }\int _{\mathbf {X}}L(\theta ,a({\mathbf {x}}))\,\mathrm {d} P({\mathbf {x}}\vert \theta )\,\mathrm {d} \pi ^{}(\theta )=\int _{\mathbf {X}}\int _{\Theta }L(\theta ,a({\mathbf {x}}))\,\mathrm {d} \pi ^{}(\theta \vert {\mathbf {x}})\,\mathrm {d} M({\mathbf {x}})} where M ( x ) {\displaystyle M(\mathbf {x} )} is known as the predictive likelihood wherein θ {\displaystyle \theta } has been "integrated out," π ∗ ( θ | x ) {\displaystyle \pi ^{}(\theta |\mathbf {x} )} is the posterior distribution, and the order of integration has been changed. One then should choose the action a ∗ {\displaystyle a^{}} which minimises this expected loss, which is referred to as Bayes Risk. In the latter equation, the integrand inside d x {\displaystyle \mathrm {d} x} is known as the Posterior Risk, and minimising it with respect to decision a {\displaystyle a} also minimizes the overall Bayes Risk. This optimal decision, a ∗ {\displaystyle a^{}} is known as the Bayes (decision) Rule - it minimises the average loss over all possible states of nature θ {\displaystyle \theta } , over all possible (probability-weighted) data outcomes. One advantage of the Bayesian approach is to that one need only choose the optimal action under the actual observed data to obtain a uniformly optimal one, whereas choosing the actual frequentist optimal decision rule as a function of all possible observations, is a much more difficult problem. Of equal importance though, the Bayes Rule reflects consideration of loss outcomes under different states of nature, θ {\displaystyle \theta } . ==== Examples in statistics ==== For a scalar parameter θ {\displaystyle \theta } , a decision function whose output θ ^ {\displaystyle {\hat {\theta }}} is an estimate of θ {\displaystyle \theta } , and a quadratic loss function (squared error loss) L ( θ , θ ^ ) = ( θ − θ ^ ) 2 , {\displaystyle L(\theta ,{\hat {\theta }})=(\theta -{\hat {\theta }})^{2},} the risk function becomes the mean squared error of the estimate, R ( θ , θ ^ ) = E θ [ ( θ − θ ^ ) 2 ] . {\displaystyle R(\theta ,{\hat {\thet
QF-Test
QF-Test from Quality First Software is a cross-platform software tool for automated testing of programs via the graphical user interface (GUI) test automation). The program is specialized on (Java/Swing, Standard Widget Toolkit (SWT), Eclipse plug-ins and rich client platform (RCP) applications, ULC and JavaFX) cross-web browser test automation of static and dynamic web applications (HTML and web frameworks like Angular, Ext JS, Fluent UI React, Google Web Toolkit (GWT), jQuery UI, jQueryEasyUI Remote Application Platform (RAP), Qooxdoo, RichFaces, Vaadin, React, Smart GWT, Vue.js, ICEfaces and ZK). Version 4.1 added support for macOS and the Apple Safari and Microsoft Edge browsers via the Selenium WebDriver. Representational State Transfer (RESTful) web service testing. From version 5.0, Windows applications can also be tested (classic Win32 applications, .NET framework applications (often developed in C#) based on Windows Presentation Foundation (WPF) or Windows Forms, Windows apps and Universal Windows Platform (UWP) applications using Extensible Application Markup Language (XAML) controls) and modern C++ applications (such as Qt applications). Version 5.3 added support for the Chrome DevTools protocol, which allows browsers to be controlled using CDP drivers. Since then, mobile testing for iOS and Android, accessibility testing of web applications and SmartID, a new approach for more flexible and robust component recognition, have been introduced. Powerful enhancements such as WebAPI testing and AI-assisted validation complement the test automation tool. == Overview == QF-Test (the successor of qftestJUI, available since 2001) enables regression and load testing and runs on Windows, Unix and macOS. It is mainly used commercially by testers, developers or business analysts (modelling, low code approaches) with or without programming knowledge as part of software Quality Assurance. Since December 2008, a webtest add-on is available which allows test automation of browser-based GUIs (such as Internet Explorer, Mozilla Firefox, Google Chrome, Apple Safari, and Microsoft Edge) along with extant Java GUI test functions, which was extended to include JavaFX in July 2014. From 2018, QF-Test version 4.2 can test PDF documents, from 2020 native desktop applications (QF-Test version 5) and in 2022, mobile application testing will be added. The basis for efficient use in test automation is stable component recognition (IDs, logical screen elements, labels, CustomWebResolver, SmartID, ...) with low maintenance effort. == Features == General – QF-Test's capture/replay function enables recording of tests for beginners, while modular programming (modularizing) allows creating large test suites in a concise arrangement. For the advanced user who requires even more control over his application, the tool offers access to internal program structures through the standard scripting languages Jython, the Java implementation of the popular Python language, JavaScript, and Groovy. The tool also offers a batch processing mode, allowing to run tests unattended and then generate XML, HTML and JUnit reports. Thus the tool can be integrated into existing build/test frameworks like Jenkins, Ant or Maven. Another mode is the so-called Daemon mode for distributed test execution. A specific integration with many test management tools exists. There is a test debugger (enabling arbitrary stepping and editing variables at runtime) and a fully automated dependency management that takes care of pre- and postconditions and helps isolating test cases. Data-driven testing with no need for scripting is possible. Web testing: cross-browser on Internet Explorer, Chrome, Firefox, Edge (including Chromium-based), Opera and Safari for static and dynamic websites (HTML5, Ajax, DOM). A headless browser can also be used for testing. QF-Test fully supports frameworks like Angular, React and Vue.js, but also many specific UI toolkits like Smart (GWT), GXT/ExtGWT, ExtJS, ICEfaces, jQuery UI, Kendo UI, PrimeFaces, Qooxdoo, RAP, RichFaces, Vaadin and ZK. Easy integration with Selenium makes it easy to balance development and functional testing. Electron applications can also be tested. Other (e.g., SAP UI5, Siebel Open UI, Salesforce) and future web toolkits can be integrated with little effort. Short-term and individual customisations (CustomWebResolver) are possible via an optimised interface JavaFX, Java Swing, SWT, Eclipse plug-ins and RCP applications and ULC. Support for testing when migrating from JavaSwing or JavaFX to web applications (e.g. via Webswing). Hybrid applications based on multiple technologies are also supported, e.g. applications that integrate HTML content into Java applications using JxBrowser. Windows-based applications (Win32, .NET, Windows Forms, WPF, Windows apps, Qt). Android applications can be tested on real devices and with the Android Studio emulator. iOS applications can also be tested on real devices and with the Xcode Simulator. Testing of PDF documents (document comparisons, checking content, texts, images/graphic objects, layouts, "invisible" or partially hidden objects). QF-Test 9 introduces web accessibility testing to automatically check compliance with WCAG and other standards. QF-Test 10 introduces powerful enhancements for WebAPI testing and AI-assisted validation.
Linear genetic programming
"Linear genetic programming" is unrelated to "linear programming". Linear genetic programming (LGP) is a particular method of genetic programming wherein computer programs in a population are represented as a sequence of register-based instructions from an imperative programming language or machine language. The adjective "linear" stems from the fact that each LGP program is a sequence of instructions and the sequence of instructions is normally executed sequentially. Like in other programs, the data flow in LGP can be modeled as a graph that will visualize the potential multiple usage of register contents and the existence of structurally noneffective code (introns) which are two main differences of this genetic representation from the more common tree-based genetic programming (TGP) variant. Like other Genetic Programming methods, Linear genetic programming requires the input of data to run the program population on. Then, the output of the program (its behaviour) is judged against some target behaviour, using a fitness function. However, LGP is generally more efficient than tree genetic programming due to its two main differences mentioned above: Intermediate results (stored in registers) can be reused and a simple intron removal algorithm exists that can be executed to remove all non-effective code prior to programs being run on the intended data. These two differences often result in compact solutions and substantial computational savings compared to the highly constrained data flow in trees and the common method of executing all tree nodes in TGP. Furthermore, LGP naturally has multiple outputs by defining multiple output registers and easily cooperates with control flow operations. Linear genetic programming has been applied in many domains, including system modeling and system control with considerable success. Linear genetic programming should not be confused with linear tree programs in tree genetic programming, program composed of a variable number of unary functions and a single terminal. Note that linear tree GP differs from bit string genetic algorithms since a population may contain programs of different lengths and there may be more than two types of functions or more than two types of terminals. == Examples of LGP programs == Because LGP programs are basically represented by a linear sequence of instructions, they are simpler to read and to operate on than their tree-based counterparts. For example, a simple program written to solve a Boolean function problem with 3 inputs (in R1, R2, R3) and one output (in R0), could read like this: R1, R2, R3 have to be declared as input (read-only) registers, while R0 and R4 are declared as calculation (read-write) registers. This program is very simple, having just 5 instructions. But mutation and crossover operators could work to increase the length of the program, as well as the content of each of its instructions. Note that one instruction is non-effective or an intron (marked), since it does not impact the output register R0. Recognition of those instructions is the basis for the intron removal algorithm which is used analyze code prior to execution. Technically, this happens by copying an individual and then run the intron removal once. The copy with removed introns is then executed as many times as dictated by the number of training cases. Notably, the original individual is left intact, so as to continue participating in the evolutionary process. It is only the copy that is executed that is compressed by removing these "structural" introns. Another simple program, this one written in the LGP language Slash/A looks like a series of instructions separated by a slash: By representing such code in bytecode format, i.e. as an array of bytes each representing a different instruction, one can make mutation operations simply by changing an element of such an array.