Harold Borko

Harold Borko

Harold Borko (1922-2012) was an American psychologist and researcher working primarily in the field of information science. == Biography == Borko was born in 1922 in New York City, New York. After serving in the US Army from 1942 to 1946 he obtained a BA in Psychology from the University of California, Los Angeles in 1948 and both his MA and PhD from the University of Southern California in Psychology in 1952. He returned to the army as a psychologist until 1956 after which he began a career working in and teaching information science. He died in California in 2012. == Information Science Career == After leaving the military Borko began working at the RAND Corporation as a Systems Training Specialist in 1956 and moved to the Systems Development Corporation a year later working in the Language Processing and Retrieval department. Alongside this work he taught Psychology at USC from 1957-65 and then moved into teaching Library Science at UCLA from 1965. In 1967 Borko left his role at the Systems Development Corporation and continued as a full-time professor at UCLA until his retirement in 1993.. From 1961 to 1995 Borko authored and co-authored over 100 articles on new developments in the field as well as the historiography of information science. He served as an editor of the Journal of Educational Data Processing from 1963-1975 and as President of the American Society for Information Science in 1966 == Partial list of works == Borko, H. (1962, May). The construction of an empirically based mathematically derived classification system. In Proceedings of the May 1-3, 1962, spring joint computer conference (pp. 279-289). Borko, H., & Bernick, M. (1963). Automatic document classification. Journal of the ACM (JACM), 10(2), 151-162. Borko, H. (1964). The Storage and Retrieval of Educational Information. Journal of Teacher Education, 15(4), 449-452. Borko, H. (1964). Measuring the reliability of subject classification by men and machines. American Documentation, 15(4), 268-273. Borko, H. (1965). The conceptual foundations of information systems. Borko, H. (1968), Information science: What is it?†. Amer. Doc., 19: 3-5. https://doi.org/10.1002/asi.5090190103 Borko, H. (1970). Experiments in book indexing by computer. Information storage and retrieval, 6(1), 5-16. Borko, H. (1985). An introduction to computer-based library systems (Lucy A. Tedd). Education for Information, 3(1), 61.

LanguageWare

LanguageWare is a natural language processing (NLP) technology developed by IBM, which allows applications to process natural language text. It comprises a set of Java libraries that provide a range of NLP functions: language identification, text segmentation/tokenization, normalization, entity and relationship extraction, and semantic analysis and disambiguation. The analysis engine uses a finite-state machine approach at multiple levels, which aids its performance characteristics while maintaining a reasonably small footprint. The behaviour of the system is driven by a set of configurable lexico-semantic resources which describe the characteristics and domain of the processed language. A default set of resources comes as part of LanguageWare and these describe the native language characteristics, such as morphology, and the basic vocabulary for the language. Supplemental resources have been created that capture additional vocabularies, terminologies, rules and grammars, which may be generic to the language or specific to one or more domains. A set of Eclipse-based customization tooling, LanguageWare Resource Workbench, is available on IBM's alphaWorks site, and allows domain knowledge to be compiled into these resources and thereby incorporated into the analysis process. LanguageWare can be deployed as a set of UIMA-compliant annotators, Eclipse plug-ins or Web Services.

Transkribus

Transkribus is a platform for the text recognition, image analysis and structure recognition of historical documents. The platform was created in the context of the two EU projects "tranScriptorium" (2013–2015) and "READ" (Recognition and Enrichment of Archival Documents – 2016–2019). It was developed by the University of Innsbruck. Since July 1, 2019 the platform has been directed and further developed by the READ-COOP, a non-profit cooperative. The platform integrates tools developed by research groups throughout Europe, including the Pattern Recognition and Human Language Technology (PRHLT) group of the Technical University of Valencia and the Computational Intelligence Technology Lab (CITlab) group of University of Rostock. Comparable programs that offer similar functions are eScriptorium and OCR4All.

Principal component analysis

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

GeWorkbench

geWorkbench (genomics Workbench) is an open-source software platform for integrated genomic data analysis. It is a desktop application written in the programming language Java. geWorkbench uses a component architecture. As of 2016, there are more than 70 plug-ins available, providing for the visualization and analysis of gene expression, sequence, and structure data. geWorkbench is the Bioinformatics platform of MAGNet, the National Center for the Multi-scale Analysis of Genomic and Cellular Networks, one of the 8 National Centers for Biomedical Computing funded through the NIH Roadmap (NIH Common Fund). Many systems and structure biology tools developed by MAGNet investigators are available as geWorkbench plugins. == Features == Computational analysis tools such as t-test, hierarchical clustering, self-organizing maps, regulatory network reconstruction, BLAST searches, pattern-motif discovery, protein structure prediction, structure-based protein annotation, etc. Visualization of gene expression (heatmaps, volcano plot), molecular interaction networks (through Cytoscape), protein sequence and protein structure data (e.g., MarkUs). Integration of gene and pathway annotation information from curated sources as well as through Gene Ontology enrichment analysis. Component integration through platform management of inputs and outputs. Among data that can be shared between components are expression datasets, interaction networks, sample and marker (gene) sets and sequences. Dataset history tracking - complete record of data sets used and input settings. Integration with 3rd party tools such as GenePattern, Cytoscape, and Genomespace. Demonstrations of each feature described can be found at GeWorkbench-web Tutorials. == Versions == geWorkbench is open-source software that can be downloaded and installed locally. A zip file of the released version Java source is also available. Prepackaged installer versions also exist for Windows, Macintosh, and Linux.

Confusion matrix

In machine learning, a confusion matrix, also known as error matrix, is a specific table layout that allows visualization of the performance of an algorithm, typically a supervised learning one. In unsupervised learning it is usually called a matching matrix. The term is used specifically in the problem of statistical classification. Each row of the matrix represents the instances in an actual class while each column represents the instances in a predicted class, or vice versa – both variants are found in the literature. The diagonal of the matrix therefore represents all instances that are correctly predicted. The name stems from the fact that it makes it easy to identify whether the system is confusing two classes (i.e., commonly mislabeling one class as another). The confusion matrix has its origins in human perceptual studies of auditory stimuli. It was adapted for machine learning studies and used by Frank Rosenblatt, among other early researchers, to compare human and machine classifications of visual (and later auditory) stimuli. It is a special kind of contingency table, with two dimensions ("actual" and "predicted"), and identical sets of "classes" in both dimensions (each combination of dimension and class is a variable in the contingency table). == Example == Given a sample of 12 individuals, 8 that have been diagnosed with cancer and 4 that are cancer-free, where individuals with cancer belong to class 1 (positive) and non-cancer individuals belong to class 0 (negative), we can display that data as follows: Assume that we have a classifier that distinguishes between individuals with and without cancer in some way, we can take the 12 individuals and run them through the classifier. The classifier then makes 9 accurate predictions and misses 3: 2 individuals with cancer wrongly predicted as being cancer-free (sample 1 and 2), and 1 person without cancer that is wrongly predicted to have cancer (sample 9). Notice, that if we compare the actual classification set to the predicted classification set, there are 4 different outcomes that could result in any particular column: The actual classification is positive and the predicted classification is positive (1,1). This is called a true positive result because the positive sample was correctly identified by the classifier. The actual classification is positive and the predicted classification is negative (1,0). This is called a false negative result because the positive sample is incorrectly identified by the classifier as being negative. The actual classification is negative and the predicted classification is positive (0,1). This is called a false positive result because the negative sample is incorrectly identified by the classifier as being positive. The actual classification is negative and the predicted classification is negative (0,0). This is called a true negative result because the negative sample gets correctly identified by the classifier. We can then perform the comparison between actual and predicted classifications and add this information to the table, making correct results appear in green so they are more easily identifiable. The template for any binary confusion matrix uses the four kinds of results discussed above (true positives, false negatives, false positives, and true negatives) along with the positive and negative classifications. The four outcomes can be formulated in a 2×2 confusion matrix, as follows: The color convention of the three data tables above were picked to match this confusion matrix, in order to easily differentiate the data. Now, we can simply total up each type of result, substitute into the template, and create a confusion matrix that will concisely summarize the results of testing the classifier: In this confusion matrix, of the 8 samples with cancer, the system judged that 2 were cancer-free, and of the 4 samples without cancer, it predicted that 1 did have cancer. All correct predictions are located in the diagonal of the table (highlighted in green), so it is easy to visually inspect the table for prediction errors, as values outside the diagonal will represent them. By summing up the 2 rows of the confusion matrix, one can also deduce the total number of positive (P) and negative (N) samples in the original dataset, i.e. P = T P + F N {\displaystyle P=TP+FN} and N = F P + T N {\displaystyle N=FP+TN} . == Table of confusion == In predictive analytics, a table of confusion (sometimes also called a confusion matrix) is a table with two rows and two columns that reports the number of true positives, false negatives, false positives, and true negatives. This allows more detailed analysis than simply observing the proportion of correct classifications (accuracy). Accuracy will yield misleading results if the data set is unbalanced; that is, when the numbers of observations in different classes vary greatly. For example, if there were 95 cancer samples and only 5 non-cancer samples in the data, a particular classifier might classify all the observations as having cancer. The overall accuracy would be 95%, but in more detail the classifier would have a 100% recognition rate (sensitivity) for the cancer class but a 0% recognition rate for the non-cancer class. F1 score is even more unreliable in such cases, and here would yield over 97.4%, whereas informedness removes such bias and yields 0 as the probability of an informed decision for any form of guessing (here always guessing cancer). According to Davide Chicco and Giuseppe Jurman, the most informative metric to evaluate a confusion matrix is the Matthews correlation coefficient (MCC). Other metrics can be included in a confusion matrix, each of them having their significance and use. Some researchers have argued that the confusion matrix, and the metrics derived from it, do not truly reflect a model's knowledge. In particular, the confusion matrix cannot show whether correct predictions were reached through sound reasoning or merely by chance (a problem known in philosophy as epistemic luck). It also does not capture situations where the facts used to make a prediction later change or turn out to be wrong (defeasibility). This means that while the confusion matrix is a useful tool for measuring classification performance, it may give an incomplete picture of a model’s true reliability. == Confusion matrices with more than two categories == Confusion matrix is not limited to binary classification and can be used in multi-class classifiers as well. The confusion matrices discussed above have only two conditions: positive and negative. For example, the table below summarizes communication of a whistled language between two speakers, with zero values omitted for clarity. == Confusion matrices in multi-label and soft-label classification == Confusion matrices are not limited to single-label classification (where only one class is present) or hard-label settings (where classes are either fully present, 1, or absent, 0). They can also be extended to Multi-label classification (where multiple classes can be predicted at once) and soft-label classification (where classes can be partially present). One such extension is the Transport-based Confusion Matrix (TCM), which builds on the theory of optimal transport and the principle of maximum entropy. TCM applies to single-label, multi-label, and soft-label settings. It retains the familiar structure of the standard confusion matrix: a square matrix sized by the number of classes, with diagonal entries indicating correct predictions and off-diagonal entries indicating confusion. In the single-label case, TCM is identical to the standard confusion matrix. TCM follows the same reasoning as the standard confusion matrix: if class A is overestimated (its predicted value is greater than its label value) and class B is underestimated (its predicted value is less than its label value), A is considered confused with B, and the entry (B, A) is increased. If a class is both predicted and present, it is correctly identified, and the diagonal entry (A, A) increases. Optimal transport and maximum entropy are used to determine the extent to which these entries are updated. TCM enables clearer comparison between predictions and labels in complex classification tasks, while maintaining a consistent matrix format across settings.

LIBSVM

LIBSVM and LIBLINEAR are two popular open source machine learning libraries, both developed at the National Taiwan University and both written in C++ though with a C API. LIBSVM implements the sequential minimal optimization (SMO) algorithm for kernelized support vector machines (SVMs), supporting classification and regression. LIBLINEAR implements linear SVMs and logistic regression models trained using a coordinate descent algorithm. The SVM learning code from both libraries is often reused in other open source machine learning toolkits, including GATE, KNIME, Orange and scikit-learn. Bindings and ports exist for programming languages such as Java, MATLAB, R, Julia, and Python. It is available in e1071 library in R and scikit-learn in Python. Both libraries are free software released under the 3-clause BSD license.