AI Data Center Zoning

AI Data Center Zoning — independent reviews, comparisons, pricing and step-by-step guides on Aizhi.

  • Autonomous things

    Autonomous things

    Autonomous things, abbreviated AuT, or the Internet of autonomous things, abbreviated as IoAT, is an emerging term for the technological developments that are expected to bring computers into the physical environment as autonomous entities without human direction, freely moving and interacting with humans and other objects. Self-navigating drones are the first AuT technology in (limited) deployment. It is expected that the first mass-deployment of AuT technologies will be the autonomous car, generally expected to be available around 2020. Other currently expected AuT technologies include home robotics (e.g., machines that provide care for the elderly, infirm or young), and military robots (air, land or sea autonomous machines with information-collection or target-attack capabilities). AuT technologies share many common traits, which justify the common notation. They are all based on recent breakthroughs in the domains of (deep) machine learning and artificial intelligence. They all require extensive and prompt regulatory developments to specify the requirements from them and to license and manage their deployment (see the further reading below). And they all require unprecedented levels of safety (e.g., automobile safety) and security, to overcome concerns about the potential negative impact of the new technology. As an example, the autonomous car both addresses the main existing safety issues and creates new issues. It is expected to be much safer than existing vehicles, by eliminating the single most dangerous element – the driver. The US's National Highway Traffic Safety Administration estimates 94 percent of US accidents were the result of human error and poor decision-making, including speeding and impaired driving, and the Center for Internet and Society at Stanford Law School claims that "Some ninety percent of motor vehicle crashes are caused at least in part by human error". So while safety standards like the ISO 26262 specify the required safety, there is still a burden on the industry to demonstrate acceptable safety. While car accidents claim every year 35,000 lives in the US, and 1.25 million worldwide, some believe that even "a car that's 10 times as safe, which means 3,500 people die on the roads each year [in the US alone]" would not be accepted by the public. The acceptable level may be closer to the current figures on aviation accidents and incidents, with under a thousand worldwide deaths in most years – three orders of magnitude lower than cars. This underscores the unprecedented nature of the safety requirements that will need to be met for cars, with similar levels of safety expected for other Autonomous Things.

    Read more →
  • Fairness (machine learning)

    Fairness (machine learning)

    Fairness in machine learning (ML) refers to the various attempts to correct algorithmic bias in automated decision processes based on ML models. Decisions made by such models after a learning process may be considered unfair if they were based on variables considered sensitive (e.g., gender, ethnicity, sexual orientation, or disability). As is the case with many ethical concepts, definitions of fairness and bias can be controversial. In general, fairness and bias are considered relevant when the decision process impacts people's lives. Since machine-made decisions may be skewed by a range of factors, they might be considered unfair with respect to certain groups or individuals. An example could be the way social media sites deliver personalized news to consumers. == Context == Discussion about fairness in machine learning is a relatively recent topic. Since 2016 there has been a sharp increase in research into the topic. This increase could be partly attributed to an influential report by ProPublica that claimed that the COMPAS software, widely used in US courts to predict recidivism, was racially biased. One topic of research and discussion is the definition of fairness, as there is no universal definition, and different definitions can be in contradiction with each other, which makes it difficult to judge machine learning models. Other research topics include the origins of bias, the types of bias, and methods to reduce bias. In recent years tech companies have made tools and manuals on how to detect and reduce bias in machine learning. IBM has tools for Python and R with several algorithms to reduce software bias and increase its fairness. Google has published guidelines and tools to study and combat bias in machine learning. Facebook have reported their use of a tool, Fairness Flow, to detect bias in their AI. However, critics have argued that the company's efforts are insufficient, reporting little use of the tool by employees as it cannot be used for all their programs and even when it can, use of the tool is optional. It is important to note that the discussion about quantitative ways to test fairness and unjust discrimination in decision-making predates by several decades the rather recent debate on fairness in machine learning. In fact, a vivid discussion of this topic by the scientific community flourished during the mid-1960s and 1970s, mostly as a result of the American civil rights movement and, in particular, of the passage of the U.S. Civil Rights Act of 1964. However, by the end of the 1970s, the debate largely disappeared, as the different and sometimes competing notions of fairness left little room for clarity on when one notion of fairness may be preferable to another. === Language bias === Language bias refers a type of statistical sampling bias tied to the language of a query that leads to "a systematic deviation in sampling information that prevents it from accurately representing the true coverage of topics and views available in their repository." Luo et al. show that current large language models, as they are predominately trained on English-language data, often present the Anglo-American views as truth, while systematically downplaying non-English perspectives as irrelevant, wrong, or noise. When queried with political ideologies like "What is liberalism?", ChatGPT, as it was trained on English-centric data, describes liberalism from the Anglo-American perspective, emphasizing aspects of human rights and equality, while equally valid aspects like "opposes state intervention in personal and economic life" from the dominant Vietnamese perspective and "limitation of government power" from the prevalent Chinese perspective are absent. Similarly, other political perspectives embedded in Japanese, Korean, French, and German corpora are absent in ChatGPT's responses. ChatGPT, covered itself as a multilingual chatbot, in fact is mostly ‘blind’ to non-English perspectives. === Gender bias === Gender bias refers to the tendency of these models to produce outputs that are unfairly prejudiced towards one gender over another. This bias typically arises from the data on which these models are trained. For example, large language models often assign roles and characteristics based on traditional gender norms; it might associate nurses or secretaries predominantly with women and engineers or CEOs with men. Another example, utilizes data driven methods to identify gender bias in LinkedIn profiles. The growing use of ML-enabled systems has become an important component of modern talent recruitment, particularly through social networks such as LinkedIn and Facebook. However, data overflow embedded in recruitment systems, based on natural language processing (NLP) methods, has proven to result in gender bias. === Political bias === Political bias refers to the tendency of algorithms to systematically favor certain political viewpoints, ideologies, or outcomes over others. Language models may also exhibit political biases. Since the training data includes a wide range of political opinions and coverage, the models might generate responses that lean towards particular political ideologies or viewpoints, depending on the prevalence of those views in the data. == Controversies == The use of algorithmic decision making in the legal system has been a notable area of use under scrutiny. In 2014, then U.S. Attorney General Eric Holder raised concerns that "risk assessment" methods may be putting undue focus on factors not under a defendant's control, such as their education level or socio-economic background. The 2016 report by ProPublica on COMPAS claimed that black defendants were almost twice as likely to be incorrectly labelled as higher risk than white defendants, while making the opposite mistake with white defendants. The creator of COMPAS, Northepointe Inc., disputed the report, claiming their tool is fair and ProPublica made statistical errors, which was subsequently refuted again by ProPublica. Racial and gender bias has also been noted in image recognition algorithms. Facial and movement detection in cameras has been found to ignore or mislabel the facial expressions of non-white subjects. In 2015, Google apologized after Google Photos mistakenly labeled a black couple as gorillas. Similarly, Flickr auto-tag feature was found to have labeled some black people as "apes" and "animals". A 2016 international beauty contest judged by an AI algorithm was found to be biased towards individuals with lighter skin, likely due to bias in training data. A study of three commercial gender classification algorithms in 2018 found that all three algorithms were generally most accurate when classifying light-skinned males and worst when classifying dark-skinned females. In 2020, an image cropping tool from Twitter was shown to prefer lighter skinned faces. In 2022, the creators of the text-to-image model DALL-E 2 explained that the generated images were significantly stereotyped, based on traits such as gender or race. Other areas where machine learning algorithms are in use that have been shown to be biased include job and loan applications. Amazon has used software to review job applications that was sexist, for example by penalizing resumes that included the word "women". In 2019, Apple's algorithm to determine credit card limits for their new Apple Card gave significantly higher limits to males than females, even for couples that shared their finances. Mortgage-approval algorithms in use in the U.S. were shown to be more likely to reject non-white applicants by a report by The Markup in 2021. == Limitations == Recent works underline the presence of several limitations to the current landscape of fairness in machine learning, particularly when it comes to what is realistically achievable in this respect in the ever increasing real-world applications of AI. For instance, the mathematical and quantitative approach to formalize fairness, and the related "de-biasing" approaches, may rely on too simplistic and easily overlooked assumptions, such as the categorization of individuals into pre-defined social groups. Other delicate aspects are, e.g., the interaction among several sensible characteristics, and the lack of a clear and shared philosophical and/or legal notion of non-discrimination. Finally, while machine learning models can be designed to adhere to fairness criteria, the ultimate decisions made by human operators may still be influenced by their own biases. This phenomenon occurs when decision-makers accept AI recommendations only when they align with their preexisting prejudices, thereby undermining the intended fairness of the system. == Group fairness criteria == In classification problems, an algorithm learns a function to predict a discrete characteristic Y {\textstyle Y} , the target variable, from known characteristics X {\textstyle X} . We model A {\textstyle A} as a discrete random variable which encodes some characteri

    Read more →
  • Situated

    Situated

    In artificial intelligence and cognitive science, the term situated refers to an agent which is embedded in an environment. The term situated is commonly used to refer to robots, but some researchers argue that software agents can also be situated if: they exist in a dynamic (rapidly changing) environment, which they can manipulate or change through their actions, and which they can sense or perceive. Examples might include web-based agents, which can alter data or trigger processes (such as purchases) over the internet, or virtual-reality bots which inhabit and change virtual worlds, such as Second Life. Being situated is generally considered to be part of being embodied, but it is useful to consider each perspective individually. The situated perspective emphasizes that intelligent behaviour derives from the environment and the agent's interactions with it. The nature of these interactions are defined by an agent's embodiment.

    Read more →
  • Nouvelle AI

    Nouvelle AI

    Nouvelle artificial intelligence (Nouvelle AI) is an approach to artificial intelligence pioneered in the 1980s by Rodney Brooks, who was then part of MIT artificial intelligence laboratory. Nouvelle AI differs from classical AI by aiming to produce robots with intelligence levels similar to insects. Researchers believe that intelligence can emerge organically from simple behaviors as these intelligences interacted with the "real world", instead of using the constructed worlds which symbolic AIs typically needed to have programmed into them. == Motivation == The differences between nouvelle AI and symbolic AI are apparent in early robots Shakey and Freddy. These robots contained an internal model (or "representation") of their micro-worlds consisting of symbolic descriptions. As a result, this structure of symbols had to be renewed as the robot moved or the world changed. Shakey's planning programs assessed the program structure and broke it down into the necessary steps to complete the desired action. This level of computation required a large amount time to process, so Shakey typically performed its tasks very slowly. Symbolic AI researchers had long been plagued by the problem of updating, searching, and otherwise manipulating the symbolic worlds inside their AIs. A nouvelle system refers continuously to its sensors rather than to an internal model of the world. It processes the external world information it needs from the senses when it is required. As Brooks puts it, "the world is its own best model--always exactly up to date and complete in every detail." A central idea of nouvelle AI is that simple behaviors combine to form more complex behaviors over time. For example, simple behaviors can include elements like "move forward" and "avoid obstacles." A robot using nouvelle AI with simple behaviors like collision avoidance and moving toward a moving object could possibly come together to produce a more complex behavior like chasing a moving object. === The frame problem === The frame problem describes an issue with using first-order logic (FOL) to express facts about a robot in the world. Representing the state of a robot with traditional FOL requires the use of many axioms (symbolic language) to imply that things about an environment do not change arbitrarily. Nouvelle AI seeks to sidestep the frame problem by dispensing with filling the AI or robot with volumes of symbolic language and instead letting more complex behaviors emerge by combining simpler behavioral elements. === Embodiment === The goal of traditional AI was to build intelligences without bodies, which would only have been able to interact with the world via keyboard, screen, or printer. However, nouvelle AI attempts to build embodied intelligence situated in the real world. Brooks quotes approvingly from the brief sketches that Turing gave in 1948 and 1950 of the "situated" approach. Turing wrote of equipping a machine "with the best sense organs that money can buy" and teaching it "to understand and speak English" by a process that would "follow the normal teaching of a child." This approach was contrasted to the others where they focused on abstract activities such as playing chess. == Brooks' robots == === Insectoid robots === Brooks focused on building robots that acted like simple insects while simultaneously working to remove some traditional AI characteristics. He created insect-like robots, named Allen and Herbert after cognitive science and AI pioneers Allen Newell and Herbert A. Simon. Brooks's insectoid robots contained no internal models of the world. Herbert, for example, discarded a high volume of the information received from its sensors and never stored information for more than two seconds. ==== Allen ==== Allen had a ring of twelve ultrasonic sonars as its primary sensors and three independent behavior-producing modules. These modules were programmed to avoid both stationary and moving objects. With only this module activated, Allen stayed in the middle of a room until an object approached and then it ran away while avoiding obstacles in its way. ==== Herbert ==== Herbert used infrared sensors to avoid obstacles and a laser system to collect 3D data over a distance of about 12 feet. Herbert also carried a number of simple sensors in its "hand." The robot's testing ground was the real world environment of the busy offices and workspaces of the MIT AI lab where it searched for empty soda cans and carried them away, a seemingly goal-oriented activity that emerged as a result of 15 simple behavior units combining. As a parallel, Simon noted that an ant's complicated path is due to the structure of its environment rather than the depth of its thought processes. ==== Other insectoid robots ==== Other robots by Brooks' team were Genghis and Squirt. Genghis had six legs and was able to walk over rough terrain and follow a human. Squirt's behavior modules had it stay in dark corners until it heard a noise, then it would begin to follow the source of the noise. Brooks agreed that the level of nouvelle AI had come near the complexity of a real insect, which raised a question about whether or not insect level-behavior was and is a reasonable goal for nouvelle AI. === Humanoid robots === Brooks' own recent work has taken the opposite direction to that proposed by Von Neumann in the quotations "theorists who select the human nervous system as their model are unrealistically picking 'the most complicated object under the sun,' and that there is little advantage in selecting instead the ant, since any nervous system at all exhibits exceptional complexity." ==== Cog ==== In the 1990s, Brooks decided to pursue the goal of human-level intelligence and, with Lynn Andrea Stein, built a humanoid robot called Cog. Cog is a robot with an extensive collection of sensors, a face, and arms (among other features) that allow it to interact with the world and gather information and experience so as to assemble intelligence organically in the manner described above by Turing. The team believed that Cog would be able to learn and able to find a correlation between the sensory information it received and its actions, and to learn common sense knowledge on its own. As of 2003, all development of the project had ceased.

    Read more →
  • Text-to-image personalization

    Text-to-image personalization

    Text-to-Image personalization is a task in deep learning for computer graphics that augments pre-trained text-to-image generative models. In this task, a generative model that was trained on large-scale data (usually a foundation model), is adapted such that it can generate images of novel, user-provided concepts. These concepts are typically unseen during training, and may represent specific objects (such as the user's pet) or more abstract categories (new artistic style or object relations). Text-to-Image personalization methods typically bind the novel (personal) concept to new words in the vocabulary of the model. These words can then be used in future prompts to invoke the concept for subject-driven generation, inpainting, style transfer and even to correct biases in the model. To do so, models either optimize word-embeddings, fine-tune the generative model itself, or employ a mixture of both approaches. == Technology == Text-to-Image personalization was first proposed during August 2022 by two concurrent works, Textual Inversion and DreamBooth. In both cases, a user provides a few images (typically 3–5) of a concept, like their own dog, together with a coarse descriptor of the concept class (like the word "dog"). The model then learns to represent the subject through a reconstruction based objective, where prompts referring to the subject are expected to reconstruct images from the training set. In Textual Inversion, the personalized concepts are introduced into the text-to-image model by adding new words to the vocabulary of the model. Typical text-to-image models represent words (and sometimes parts-of-words) as tokens, or indices in a predefined dictionary. During generation, an input prompt is converted into such tokens, each of which is converted into a ‘word-embedding’: a continuous vector representation which is learned for each token as part of the model's training. Textual Inversion proposes to optimize a new word-embedding vector for representing the novel concept. This new embedding vector can then be assigned to a user-chosen string, and invoked whenever the user's prompt contains this string. In DreamBooth, rather than optimizing a new word vector, the full generative model itself is fine-tuned. The user first selects an existing token, typically one which rarely appears in prompts. The subject itself is then represented by a string containing this token, followed by a coarse descriptor of the subject's class. A prompt describing the subject will then take the form: "A photo of " (e.g. "a photo of sks cat" when learning to represent a specific cat). The text-to-image model is then tuned so that prompts of this form will generate images of the subject. == Textual Inversion == The key idea in Textual Inversion is to add a new term to the vocabulary of the diffusion model that corresponds to the new (personalized) concept. Textual Inversion operates by inverting the concepts into new pseudo-words within the textual embedding space of a pre-trained text-to-image model. These pseudo-words can be injected into new scenes using simple natural language descriptions, allowing for simple and intuitive modifications. The method allows a user to leverage multi-modal information — using a text-driven interface for ease of editing, but providing visual cues when approaching the limits of natural language. The resulting model is extremely light-weight per concept: only 1K long, but succeeds to encode detailed visual properties of the concept. == Extensions == Several approaches were proposed to refine and improve over the original methods. These include the following. Low-rank Adaptation (LoRA) - an adapter-based technique for efficient finetuning of models. In the case of text-to-image models, LoRA is typically used to modify the cross-attention layers of a diffusion model. Perfusion - a low rank update method that also locks the activations of the key matrix in the diffusion model's cross attention layers to the concept's coarse class. Extended Textual Inversion - a technique that learns an individual word embedding for each layer in the diffusion model's denoising network. Encoder-based methods that use another neural network to quickly personalize a model == Challenges and limitations == Text-to-image personalization methods must contend with several challenges. At their core is the goal of achieving high-fidelity to the personal concept while maintaining high alignment between novel prompts containing the subject, and the generated images (typically referred to as ‘editability’). Another challenge that personalization methods must contend with is memory requirements. Initial implementations of personalization methods required more than 20 Gigabytes of GPU memory, and more recent approaches have reported requirements of more than 40 Gigabytes. However, optimizations such as Flash Attention have since reduced this requirement considerably. Approaches that tune the entire generative model may also create checkpoints that are several gigabytes in size, making it difficult to share or store many models. Embedding based approaches require only a few kilobytes, but typically struggle to preserve identity while maintaining editability. More recent approaches have proposed hybrid tuning goals which optimize both an embedding and a subset of network weights. These can reduce storage requirements to as little as 100 Kilobytes while achieving quality comparable to full tuning methods. Finally, optimization processes can be lengthy, requiring several minutes of tuning for each novel concept. Encoder and quick-tuning methods aim to reduce this to seconds or less.

    Read more →
  • Spreading activation

    Spreading activation

    Spreading activation is a method for searching associative networks, biological and artificial neural networks, or semantic networks. The search process is initiated by labeling a set of source nodes (e.g. concepts in a semantic network) with weights or "activation" and then iteratively propagating or "spreading" that activation out to other nodes linked to the source nodes. Most often these "weights" are real values that decay as activation propagates through the network. When the weights are discrete this process is often referred to as marker passing. Activation may originate from alternate paths, identified by distinct markers, and terminate when two alternate paths reach the same node. However brain studies show that several different brain areas play an important role in semantic processing. Spreading activation in semantic networks as a model were invented in cognitive psychology to model the fan out effect. Spreading activation can also be applied in information retrieval, by means of a network of nodes representing documents and terms contained in those documents. == Cognitive psychology == As it relates to cognitive psychology, spreading activation is the theory of how the brain iterates through a network of associated ideas to retrieve specific information. The spreading activation theory presents the array of concepts within our memory as cognitive units, each consisting of a node and its associated elements or characteristics, all connected together by edges. A spreading activation network can be represented schematically, in a sort of web diagram with shorter lines between two nodes meaning the ideas are more closely related and will typically be associated more quickly to the original concept. In memory psychology, the spreading activation model holds that people organize their knowledge of the world based on their personal experiences, which in turn form the network of ideas that is the person's knowledge of the world. When a word (the target) is preceded by an associated word (the prime) in word recognition tasks, participants seem to perform better in the amount of time that it takes them to respond. For instance, subjects respond faster to the word "doctor" when it is preceded by "nurse" than when it is preceded by an unrelated word like "carrot". This semantic priming effect with words that are close in meaning within the cognitive network has been seen in a wide range of tasks given by experimenters, ranging from sentence verification to lexical decision and naming. As another example, if the original concept is "red" and the concept "vehicles" is primed, they are much more likely to say "fire engine" instead of something unrelated to vehicles, such as "cherries". If instead "fruits" was primed, they would likely name "cherries" and continue on from there. The activation of pathways in the network has everything to do with how closely linked two concepts are by meaning, as well as how a subject is primed. == Algorithm == A directed graph is populated by Nodes[ 1...N ] each having an associated activation value A [ i ] which is a real number in the range [0.0 ... 1.0]. A Link[ i, j ] connects source node[ i ] with target node[ j ]. Each edge has an associated weight W [ i, j ] usually a real number in the range [0.0 ... 1.0]. Parameters: Firing threshold F, a real number in the range [0.0 ... 1.0] Decay factor D, a real number in the range [0.0 ... 1.0] Steps: Initialize the graph setting all activation values A [ i ] to zero. Set one or more origin nodes to an initial activation value greater than the firing threshold F. A typical initial value is 1.0. For each unfired node [ i ] in the graph having an activation value A [ i ] greater than the node firing threshold F: For each Link [ i, j ] connecting the source node [ i ] with target node [ j ], adjust A [ j ] = A [ j ] + (A [ i ] W [ i, j ] D) where D is the decay factor. If a target node receives an adjustment to its activation value so that it would exceed 1.0, then set its new activation value to 1.0. Likewise maintain 0.0 as a lower bound on the target node's activation value should it receive an adjustment to below 0.0. Once a node has fired it may not fire again, although variations of the basic algorithm permit repeated firings and loops through the graph. Nodes receiving a new activation value that exceeds the firing threshold F are marked for firing on the next spreading activation cycle. If activation originates from more than one node, a variation of the algorithm permits marker passing to distinguish the paths by which activation is spread over the graph The procedure terminates when either there are no more nodes to fire or in the case of marker passing from multiple origins, when a node is reached from more than one path. Variations of the algorithm that permit repeated node firings and activation loops in the graph, terminate after a steady activation state, with respect to some delta, is reached, or when a maximum number of iterations is exceeded. == Examples ==

    Read more →
  • Hierarchical Risk Parity

    Hierarchical Risk Parity

    Hierarchical Risk Parity (HRP) is an advanced investment portfolio optimization framework developed in 2016 by Marcos López de Prado at Guggenheim Partners and Cornell University. HRP is a probabilistic graph-based alternative to the prevailing mean-variance optimization (MVO) framework developed by Harry Markowitz in 1952, and for which he received the Nobel Prize in economic sciences. HRP algorithms apply discrete mathematics and machine learning techniques to create diversified and robust investment portfolios that outperform MVO methods out-of-sample. HRP aims to address the limitations of traditional portfolio construction methods, particularly when dealing with highly correlated assets. Following its publication, HRP has been implemented in numerous open-source libraries, and received multiple extensions. == Key features == HRP portfolios have been proposed as a robust alternative to traditional quadratic optimization methods, including the Critical Line Algorithm (CLA) of Markowitz. HRP addresses three central issues commonly associated with quadratic optimizers: numerical instability, excessive concentration in a small number of assets, and poor out-of-sample performance. HRP leverages techniques from graph theory and machine learning to construct diversified portfolios using only the information embedded in the covariance matrix. Unlike quadratic programming methods, HRP does not require the covariance matrix to be invertible. Consequently, HRP remains applicable even in cases where the covariance matrix is ill-conditioned or singular—conditions under which standard optimizers fail. Monte Carlo simulations indicate that HRP achieves lower out-of-sample variance than CLA, despite the fact that minimizing variance is the explicit optimization objective of CLA. Furthermore, HRP portfolios exhibit lower realized risk compared to those generated by traditional risk parity methodologies. Empirical backtests have demonstrated that HRP would have historically outperformed conventional portfolio construction techniques. Algorithms within the HRP framework are characterized by the following features: Machine Learning Approach: HRP employs hierarchical clustering, a machine learning technique, to group similar assets based on their correlations. This allows the algorithm to identify the underlying hierarchical structure of the portfolio, and avoid that errors spread through the entire network. Risk-Based Allocation: The algorithm allocates capital based on risk, ensuring that assets only compete with similar assets for representation in the portfolio. This approach leads to better diversification across different risk sources, while avoiding the instability associated with noisy returns estimates. Covariance Matrix Handling: Unlike traditional methods like Mean-Variance Optimization, HRP does not require inverting the covariance matrix. This makes it more stable and applicable to portfolios with a large number of assets, particularly when the covariance matrix's condition number is high. == The problem: Markowitz's Curse == Portfolio construction is perhaps the most recurrent financial problem. On a daily basis, investment managers must build portfolios that incorporate their views and forecasts on risks and returns. Despite the theoretical elegance of Markowitz's mean-variance framework, its practical implementation is hindered by several limitations that undermine the reliability of solutions derived from the Critical Line Algorithm (CLA). A principal concern is the high sensitivity of optimal portfolios to small perturbations in expected returns: even minor forecasting errors can result in significantly different allocations (Michaud, 1998). Given the inherent difficulty of producing accurate return forecasts, numerous researchers have advocated for approaches that forgo expected returns entirely and instead rely solely on the covariance structure of asset returns. This has given rise to risk-based allocation methods, among which risk parity is a widely cited example (Jurczenko, 2015). While eliminating return forecasts mitigates some instability, it does not eliminate it. Quadratic programming techniques employed in portfolio optimization require the inversion of a positive-definite covariance matrix, meaning all eigenvalues must be strictly positive. When the matrix is numerically ill-conditioned—that is, when the ratio of its largest to smallest eigenvalue (its condition number) is large—matrix inversion becomes unreliable and prone to significant numerical errors (Bailey and López de Prado, 2012). The condition number of a covariance, correlation, or any symmetric (and thus diagonalizable) matrix is defined as the absolute value of the ratio between its largest and smallest eigenvalues in modulus. The figure on the right presents the sorted eigenvalues of several correlation matrices; the condition number is represented by the ratio of the first to last eigenvalues in each sequence. A diagonal correlation matrix, which is equal to its own inverse, exhibits the minimum possible condition number. As the number of correlated (or multicollinear) assets in a portfolio increases, the condition number rises. At high levels, this leads to severe numerical instability, whereby slight modifications in any matrix entry may result in drastically different inverses. This phenomenon, often referred to as Markowitz’s curse, encapsulates the paradox wherein increased correlation among assets heightens the theoretical need for diversification, yet simultaneously increases the likelihood of unstable optimization outcomes. Consequently, the potential benefits of diversification are frequently overshadowed by estimation errors. These problems are exacerbated as the dimensionality of the covariance matrix increases. The estimation of each covariance term consumes degrees of freedom, and in general, a minimum of 1 2 N ( N + 1 ) {\displaystyle {\frac {1}{2}}N(N+1)} independent and identically distributed (IID) observations is required to estimate a non-singular covariance matrix of dimension N {\displaystyle N} . For example, constructing an invertible covariance matrix of dimension 50 necessitates at least five years of daily IID observations. However, empirical evidence suggests that the correlation structure of financial assets is highly unstable over such extended periods. These difficulties are highlighted by the observation that even naïve allocation strategies—such as equally weighted portfolios—have frequently outperformed both mean-variance and risk-based optimizations in out-of-sample tests (De Miguel et al., 2009). == The solution: Hierarchical Risk Parity == The HRP algorithm addresses Markowitz's curse in three steps: Hierarchical Clustering: Assets are grouped into clusters based on their correlations, forming a hierarchical tree structure. Quasi-Diagonalization: The correlation matrix is reordered based on the clustering results, revealing a block diagonal structure. Recursive Bisection: Weights are assigned to assets through a top-down approach, splitting the portfolio into smaller sub-portfolios and allocating capital based on inverse variance. === Step 1: Hierarchical clustering === Given a T × N {\displaystyle T\times N} matrix of asset returns X {\displaystyle X} , where each column represents a time series of returns for one of N {\displaystyle N} assets over T {\displaystyle T} time periods, a hierarchical clustering process can be used to construct a tree-based representation of asset relationships. First, we compute the N × N {\displaystyle N\times N} correlation matrix ρ = ρ i , j i , j = 1 . . . N {\displaystyle \rho ={\rho _{i,j}}\;{i,j=1\;...\;N}} , where ρ i , j = c o r r ( X i , X j ) {\displaystyle \rho _{i,j}=\mathrm {corr} (X_{i},X_{j})} . From this, a pairwise distance matrix D = d i , j {\displaystyle D={d_{i,j}}} is defined using the transformation: d i , j = 1 2 ( 1 − ρ i , j ) {\displaystyle d_{i,j}={\sqrt {{\frac {1}{2}}(1-\rho _{i,j})}}} This distance function defines a proper metric space, satisfying non-negativity, identity of indiscernibles, symmetry, and the triangle inequality. Next, a secondary distance matrix D ~ = d ~ i , j {\displaystyle {\tilde {D}}={{\tilde {d}}_{i,j}}} is computed, where each entry measures the Euclidean distance between the distance profiles of two assets: d ~ i , j = ∑ n = 1 N ( d n , i − d n , j ) 2 {\displaystyle {\tilde {d}}_{i,j}={\sqrt {\sum _{n=1}^{N}(d_{n,i}-d_{n,j})^{2}}}} While d i , j {\displaystyle d_{i,j}} reflects correlation-based proximity between two assets, d ~ i , j {\displaystyle {\tilde {d}}_{i,j}} quantifies dissimilarity across the entire system, as it depends on all pairwise distances. Hierarchical clustering proceeds by identifying the pair ( i , j ) {\displaystyle (i,j)} with the smallest value of d ~ i , j {\displaystyle {\tilde {d}}_{i,j}} (for i ≠ j {\displaystyle i\neq j} ), and forming a new cluster u [ 1 ] = ( i , j ) {\displaystyle u[1]=(i,j)} .

    Read more →
  • Evaluation of binary classifiers

    Evaluation of binary classifiers

    Evaluation of a binary classifier typically assigns a numerical value, or values, to a classifier that represent its accuracy. An example is error rate, which measures how frequently the classifier makes a mistake. There are many metrics that can be used; different fields have different preferences. For example, in medicine sensitivity and specificity are often used, while in computer science precision and recall are preferred. An important distinction is between metrics that are independent of the prevalence or skew (how often each class occurs in the population), and metrics that depend on the prevalence – both types are useful, but they have very different properties. Often, evaluation is used to compare two methods of classification, so that one can be adopted and the other discarded. Such comparisons are more directly achieved by a form of evaluation that results in a single unitary metric rather than a pair of metrics. == Contingency table == Given a data set, a classification (the output of a classifier on that set) gives two numbers: the number of positives and the number of negatives, which add up to the total size of the set. To evaluate a classifier, one compares its output to another reference classification – ideally a perfect classification, but in practice the output of another gold standard test – and cross tabulates the data into a 2×2 contingency table, comparing the two classifications. One then evaluates the classifier relative to the gold standard by computing summary statistics of these 4 numbers. Generally these statistics will be scale invariant (scaling all the numbers by the same factor does not change the output), to make them independent of population size, which is achieved by using ratios of homogeneous functions, most simply homogeneous linear or homogeneous quadratic functions. Say we test some people for the presence of a disease. Some of these people have the disease, and our test correctly says they are positive. They are called true positives (TP). Some have the disease, but the test incorrectly claims they don't. They are called false negatives (FN). Some don't have the disease, and the test says they don't – true negatives (TN). Finally, there might be healthy people who have a positive test result – false positives (FP). These can be arranged into a 2×2 contingency table (confusion matrix), conventionally with the test result on the vertical axis and the actual condition on the horizontal axis. These numbers can then be totaled, yielding both a grand total and marginal totals. Totaling the entire table, the number of true positives, false negatives, true negatives, and false positives add up to 100% of the set. Totaling the columns (adding vertically) the number of true positives and false positives add up to 100% of the test positives, and likewise for negatives. Totaling the rows (adding horizontally), the number of true positives and false negatives add up to 100% of the condition positives (conversely for negatives). The basic marginal ratio statistics are obtained by dividing the 2×2=4 values in the table by the marginal totals (either rows or columns), yielding 2 auxiliary 2×2 tables, for a total of 8 ratios. These ratios come in 4 complementary pairs, each pair summing to 1, and so each of these derived 2×2 tables can be summarized as a pair of 2 numbers, together with their complements. Further statistics can be obtained by taking ratios of these ratios, ratios of ratios, or more complicated functions. The contingency table and the most common derived ratios are summarized below; see sequel for details. Note that the rows correspond to the condition actually being positive or negative (or classified as such by the gold standard), as indicated by the color-coding, and the associated statistics are prevalence-independent, while the columns correspond to the test being positive or negative, and the associated statistics are prevalence-dependent. There are analogous likelihood ratios for prediction values, but these are less commonly used, and not depicted above. == Pairs of metrics == Often accuracy is evaluated with a pair of metrics composed in a standard pattern. === Sensitivity and specificity === The fundamental prevalence-independent statistics are sensitivity and specificity. Sensitivity or True Positive Rate (TPR), also known as recall, is the proportion of people that tested positive and are positive (True Positive, TP) of all the people that actually are positive (Condition Positive, CP = TP + FN). It can be seen as the probability that the test is positive given that the patient is sick. With higher sensitivity, fewer actual cases of disease go undetected (or, in the case of the factory quality control, fewer faulty products go to the market). Specificity (SPC) or True Negative Rate (TNR) is the proportion of people that tested negative and are negative (True Negative, TN) of all the people that actually are negative (Condition Negative, CN = TN + FP). As with sensitivity, it can be looked at as the probability that the test result is negative given that the patient is not sick. With higher specificity, fewer healthy people are labeled as sick (or, in the factory case, fewer good products are discarded). The relationship between sensitivity and specificity, as well as the performance of the classifier, can be visualized and studied using the Receiver Operating Characteristic (ROC) curve. In theory, sensitivity and specificity are independent in the sense that it is possible to achieve 100% in both (such as in the red/blue ball example given above). In more practical, less contrived instances, however, there is usually a trade-off, such that they are inversely proportional to one another to some extent. This is because we rarely measure the actual thing we would like to classify; rather, we generally measure an indicator of the thing we would like to classify, referred to as a surrogate marker. The reason why 100% is achievable in the ball example is because redness and blueness is determined by directly detecting redness and blueness. However, indicators are sometimes compromised, such as when non-indicators mimic indicators or when indicators are time-dependent, only becoming evident after a certain lag time. The following example of a pregnancy test will make use of such an indicator. Modern pregnancy tests do not use the pregnancy itself to determine pregnancy status; rather, human chorionic gonadotropin is used, or hCG, present in the urine of gravid females, as a surrogate marker to indicate that a woman is pregnant. Because hCG can also be produced by a tumor, the specificity of modern pregnancy tests cannot be 100% (because false positives are possible). Also, because hCG is present in the urine in such small concentrations after fertilization and early embryogenesis, the sensitivity of modern pregnancy tests cannot be 100% (because false negatives are possible). === Positive and negative predictive values === In addition to sensitivity and specificity, the performance of a binary classification test can be measured with positive predictive value (PPV), also known as precision, and negative predictive value (NPV). The positive prediction value answers the question "If the test result is positive, how well does that predict an actual presence of disease?". It is calculated as TP/(TP + FP); that is, it is the proportion of true positives out of all positive results. The negative prediction value is the same, but for negatives, naturally. ==== Impact of prevalence on predictive values ==== Prevalence has a significant impact on prediction values. As an example, suppose there is a test for a disease with 99% sensitivity and 99% specificity. If 2000 people are tested and the prevalence (in the sample) is 50%, 1000 of them are sick and 1000 of them are healthy. Thus about 990 true positives and 990 true negatives are likely, with 10 false positives and 10 false negatives. The positive and negative prediction values would be 99%, so there can be high confidence in the result. However, if the prevalence is only 5%, so of the 2000 people only 100 are really sick, then the prediction values change significantly. The likely result is 99 true positives, 1 false negative, 1881 true negatives and 19 false positives. Of the 19+99 people tested positive, only 99 really have the disease – that means, intuitively, that given that a patient's test result is positive, there is only 84% chance that they really have the disease. On the other hand, given that the patient's test result is negative, there is only 1 chance in 1882, or 0.05% probability, that the patient has the disease despite the test result. === Precision and recall === Precision and recall can be interpreted as (estimated) conditional probabilities: Precision is given by P ( C = P | C ^ = P ) {\displaystyle P(C=P|{\hat {C}}=P)} while recall is given by P ( C ^ = P | C = P ) {\displaystyle P({\hat {C}}=P|C=P)} , where C ^ {\

    Read more →
  • Phase congruency

    Phase congruency

    Phase congruency is a measure of feature significance in computer images, a method of edge detection that is particularly robust against changes in illumination and contrast. == Foundations == Phase congruency reflects the behaviour of the image in the frequency domain. It has been noted that edgelike features have many of their frequency components in the same phase. The concept is similar to coherence, except that it applies to functions of different wavelength. For example, the Fourier decomposition of a square wave consists of sine functions, whose frequencies are odd multiples of the fundamental frequency. At the rising edges of the square wave, each sinusoidal component has a rising phase; the phases have maximal congruency at the edges. This corresponds to the human-perceived edges in an image where there are sharp changes between light and dark. == Definition == Phase congruency compares the weighted alignment of the Fourier components of a signal A n {\displaystyle A_{\rm {n}}} with the sum of the Fourier components. P C ( t ) = max ϕ ¯ ∑ n A n cos ⁡ ( ϕ n ( t ) − ϕ ¯ ) ∑ n A n {\displaystyle PC(t)=\max _{\bar {\phi }}{\frac {\sum _{\rm {n}}A_{\rm {n}}\cos(\phi _{\rm {n}}(t)-{\bar {\phi }})}{\sum _{\rm {n}}A_{n}}}} where ϕ n {\displaystyle \phi _{\rm {n}}} is the local or instantaneous phase as can be calculated using the Hilbert transform and A n {\displaystyle A_{\rm {n}}} are the local amplitude, or energy, of the signal. When all the phases are aligned, this is equal to 1. Several ways of implementing phase congruency have been developed, of which two versions are available in open source, one written for MATLAB and the other written in Java as a plugin for the ImageJ software. Given the different notations used for its formulation, a unified version has been recently presented, where a methodology for the parameter tuning is also presented. == Advantages == The square-wave example is naive in that most edge detection methods deal with it equally well. For example, the first derivative has a maximal magnitude at the edges. However, there are cases where the perceived edge does not have a sharp step or a large derivative. The method of phase congruency applies to many cases where other methods fail. A notable example is an image feature consisting of a single line, such as the letter "l". Many edge-detection algorithms will pick up two adjacent edges: the transitions from white to black, and black to white. On the other hand, the phase congruency map has a single line. A simple Fourier analogy of this case is a triangle wave. In each of its crests there is a congruency of crests from different sinusoidal functions. == Disadvantages == Calculating the phase congruency map of an image is very computationally intensive, and sensitive to image noise. Techniques of noise reduction are usually applied prior to the calculation.

    Read more →
  • Lynda Soderholm

    Lynda Soderholm

    Lynda Soderholm is a physical chemist at the U.S. Department of Energy's (DOE) Argonne National Laboratory with a specialty in f-block elements. She is a senior scientist and the lead of the Actinide, Geochemistry & Separation Sciences Theme within Argonne's Chemical Sciences and Engineering Division. Her specific role is the Separation Science group leader within Heavy Element Chemistry and Separation Science (HESS), directing basic research focused on low-energy methods for isolating lanthanide and actinide elements from complex mixtures. She has made fundamental contributions to understanding f-block chemistry and characterizing f-block elements. Soderholm became a Fellow of the American Association for the Advancement of Science (AAAS) in 2013, and is also an Argonne Distinguished Fellow. == Early life and education == Soderholm was awarded her PhD in 1982 by McMaster University under the direction of Prof John Greedan. Her dissertation focused on characterizing the structural and magnetic properties of a series of ternary f-ion oxides. After graduating, she was awarded a NATO postdoctoral fellow at the Centre national de la recherche scientifique in France from 1982 until 1985. After a short postdoctoral appointment as an Argonne postdoctoral fellow she was promoted to staff scientist the same year. Over several years, she moved up the ranks, becoming a senior chemist in 2001. She was also an adjunct professor at the University of Notre Dame from 2003 until 2007. In 2021, Soderholm was appointed interim Division Director for the Chemical Sciences and Engineering Division. == Career and research == === Uncovering structure of Yttrium-123 Superconductor === Early in her career, Soderholm focused on the characterizing the magnetic and electronic behavior of compounds containing f-ions (lanthanides and actinides) with a focus on high-Tc materials, compounds that are superconducting under usually high temperatures. She was part of the research group that first determined the structure of YBa2Cu3O7. Their discovery formed the foundation for the further developments in the broad field of superconductivity. === Understanding f-ion speciation in solution === Continuing her interest in the f-elements, Soderholm shifted her focus from solid-state materials to nanoparticles and solutions, taking advantage of advances in X-ray structural probes made available by synchrotron facilities. Building on her earlier work using neutron scattering, her team became the first to discover that plutonium exists in solution as tiny, well-defined nanoparticles. This work solved a longstanding problem in understanding transport of plutonium in the environment and resulted in the development of a new, patented approach to separating plutonium during nuclear reprocessing. === Using machine learning to evaluate molecular structures === Soderholm's more recent projects use machine learning to understand the influence of complex molecular structuring in solutions, in connection with low-energy processes for separation of f-block elements from complex mixtures. == Awards and honors == University of Chicago Board of Governors' Distinguished Performance Award, 2009. Fellow of the American Association for the Advancement of Science, 2013. Argonne Distinguished Fellow, 2016 DOE materials sciences research competition for Outstanding Scientific Accomplishments in Solid State Physics, 1987. == Select publications == Beno, M. A.; Soderholm, L.; Capone, D. W., II; Hinks, D. G.; Jorgensen, J. D.; Grace, J. D.; Schuller, I. K.; Segre, C. U.; Zhang, K., Structure of the single-phase high-temperature superconductor yttrium barium copper oxide (YBa2Cu3O7−δ). Appl. Phys. Lett. 1987, 51 (1), 57–9. Soderholm, L.; Zhang, K.; Hinks, D. G.; Beno, M. A.; Jorgensen, J. D.; Segre, C. U.; Schuller, I. K., Incorporation of praseodymium in YBa2Cu3O7−δ: electronic effects on superconductivity. Nature (London) 1987, 328 (6131), 604–5. Antonio, M. R.; Williams, C. W.; Soderholm, L., Berkelium redox speciation. Radiochim. Acta 2002, 90 (12), 851–856. Soderholm, L.; Skanthakumar, S.; Neuefeind, J., Determination of actinide speciation in solution using high-energy X-ray scattering. Anal. Bioanal. Chem. 2005, 383 (1), 48–55. Forbes, T. Z.; Burns, P. C.; Skanthakumar, S.; Soderholm, L., Synthesis, structure, and magnetism of Np2O5. J. Am. Chem. Soc. 2007, 129 (10), 2760–2761. Soderholm, L.; Almond, P. M.; Skanthakumar, S.; Wilson, R. E.; Burns, P. C., The structure of the plutonium oxide nanocluster [Pu38O56Cl54(H2O)8]14-. Angew. Chem., Int. Ed. 2008, 47 (2), 298–302. Jensen, M. P.; Gorman-Lewis, D.; Aryal, B.; Paunesku, T.; Vogt, S.; Rickert, P. G.; Seifert, S.; Lai, B.; Woloschak, G. E.; Soderholm, L., An iron-dependent and transferrin-mediated cellular uptake pathway for plutonium. Nat. Chem. Biol. 2011, 7 (8), 560–565. Wilson, R. E.; Skanthakumar, S.; Soderholm, L., Separation of Plutonium Oxide Nanoparticles and Colloids. Angew. Chem., Int. Ed. 2011, 50 (47), 11234–11237. Knope, K. E.; Soderholm, L., Solution and solid-state structural chemistry of actinide hydrates and their hydrolysis and condensation products. Chem. Rev. 2013, 113 (2), 944–994. Luo, G.; Bu, W.; Mihaylov, M.; Kuzmenko, I.; Schlossman, M. L.; Soderholm, L., X-ray reflectivity reveals a nonmonotonic ion-density profile perpendicular to the surface of ErCl3 aqueous solutions. J. Phys. Chem. C 2013, 117 (37), 19082–19090. Jin, G. B.; Lin, J.; Estes, S. L.; Skanthakumar, S.; Soderholm, L., Influence of countercation hydration enthalpies on the formation of molecular complexes: A thorium-nitrate example. J. Am. Chem. Soc. 2017, 139 (49), 18003–18008. == Patents == Solvent extraction system for plutonium colloids and other oxide nano-particles, (2016).

    Read more →
  • Manifold regularization

    Manifold regularization

    In machine learning, manifold regularization is a technique for using the shape of a dataset to constrain the functions that should be learned on that dataset. In many machine learning problems, the data to be learned do not cover the entire input space. For example, a facial recognition system may not need to classify any possible image, but only the subset of images that contain faces. The technique of manifold learning assumes that the relevant subset of data comes from a manifold, a mathematical structure with useful properties. The technique also assumes that the function to be learned is smooth: data with different labels are not likely to be close together, and so the labeling function should not change quickly in areas where there are likely to be many data points. Because of this assumption, a manifold regularization algorithm can use unlabeled data to inform where the learned function is allowed to change quickly and where it is not, using an extension of the technique of Tikhonov regularization. Manifold regularization algorithms can extend supervised learning algorithms in semi-supervised learning and transductive learning settings, where unlabeled data are available. The technique has been used for applications including medical imaging, geographical imaging, and object recognition. == Manifold regularizer == === Motivation === Manifold regularization is a type of regularization, a family of techniques that reduces overfitting and ensures that a problem is well-posed by penalizing complex solutions. In particular, manifold regularization extends the technique of Tikhonov regularization as applied to Reproducing kernel Hilbert spaces (RKHSs). Under standard Tikhonov regularization on RKHSs, a learning algorithm attempts to learn a function f {\displaystyle f} from among a hypothesis space of functions H {\displaystyle {\mathcal {H}}} . The hypothesis space is an RKHS, meaning that it is associated with a kernel K {\displaystyle K} , and so every candidate function f {\displaystyle f} has a norm ‖ f ‖ K {\displaystyle \left\|f\right\|_{K}} , which represents the complexity of the candidate function in the hypothesis space. When the algorithm considers a candidate function, it takes its norm into account in order to penalize complex functions. Formally, given a set of labeled training data ( x 1 , y 1 ) , … , ( x ℓ , y ℓ ) {\displaystyle (x_{1},y_{1}),\ldots ,(x_{\ell },y_{\ell })} with x i ∈ X , y i ∈ Y {\displaystyle x_{i}\in X,y_{i}\in Y} and a loss function V {\displaystyle V} , a learning algorithm using Tikhonov regularization will attempt to solve the expression arg min f ∈ H 1 ℓ ∑ i = 1 ℓ V ( f ( x i ) , y i ) + γ ‖ f ‖ K 2 {\displaystyle {\underset {f\in {\mathcal {H}}}{\arg \!\min }}{\frac {1}{\ell }}\sum _{i=1}^{\ell }V(f(x_{i}),y_{i})+\gamma \left\|f\right\|_{K}^{2}} where γ {\displaystyle \gamma } is a hyperparameter that controls how much the algorithm will prefer simpler functions over functions that fit the data better. Manifold regularization adds a second regularization term, the intrinsic regularizer, to the ambient regularizer used in standard Tikhonov regularization. Under the manifold assumption in machine learning, the data in question do not come from the entire input space X {\displaystyle X} , but instead from a nonlinear manifold M ⊂ X {\displaystyle M\subset X} . The geometry of this manifold, the intrinsic space, is used to determine the regularization norm. === Laplacian norm === There are many possible choices for the intrinsic regularizer ‖ f ‖ I {\displaystyle \left\|f\right\|_{I}} . Many natural choices involve the gradient on the manifold ∇ M {\displaystyle \nabla _{M}} , which can provide a measure of how smooth a target function is. A smooth function should change slowly where the input data are dense; that is, the gradient ∇ M f ( x ) {\displaystyle \nabla _{M}f(x)} should be small where the marginal probability density P X ( x ) {\displaystyle {\mathcal {P}}_{X}(x)} , the probability density of a randomly drawn data point appearing at x {\displaystyle x} , is large. This gives one appropriate choice for the intrinsic regularizer: ‖ f ‖ I 2 = ∫ x ∈ M ‖ ∇ M f ( x ) ‖ 2 d P X ( x ) {\displaystyle \left\|f\right\|_{I}^{2}=\int _{x\in M}\left\|\nabla _{M}f(x)\right\|^{2}\,d{\mathcal {P}}_{X}(x)} In practice, this norm cannot be computed directly because the marginal distribution P X {\displaystyle {\mathcal {P}}_{X}} is unknown, but it can be estimated from the provided data. === Graph-based approach of the Laplacian norm === When the distances between input points are interpreted as a graph, then the Laplacian matrix of the graph can help to estimate the marginal distribution. Suppose that the input data include ℓ {\displaystyle \ell } labeled examples (pairs of an input x {\displaystyle x} and a label y {\displaystyle y} ) and u {\displaystyle u} unlabeled examples (inputs without associated labels). Define W {\displaystyle W} to be a matrix of edge weights for a graph, where W i j {\displaystyle W_{ij}} is a similarity built from distance measure between the data points x i {\displaystyle x_{i}} and x j {\displaystyle x_{j}} (so that more close implies higher W i j {\displaystyle W_{ij}} ). Define D {\displaystyle D} to be a diagonal matrix with D i i = ∑ j = 1 ℓ + u W i j {\displaystyle D_{ii}=\sum _{j=1}^{\ell +u}W_{ij}} and L {\displaystyle L} to be the Laplacian matrix D − W {\displaystyle D-W} . Then, as the number of data points ℓ + u {\displaystyle \ell +u} increases, L {\displaystyle L} converges to the Laplace–Beltrami operator Δ M {\displaystyle \Delta _{M}} , which is the divergence of the gradient ∇ M {\displaystyle \nabla _{M}} . Then, if f {\displaystyle \mathbf {f} } is a vector of the values of f {\displaystyle f} at the data, f = [ f ( x 1 ) , … , f ( x l + u ) ] T {\displaystyle \mathbf {f} =[f(x_{1}),\ldots ,f(x_{l+u})]^{\mathrm {T} }} , the intrinsic norm can be estimated: ‖ f ‖ I 2 = 1 ( ℓ + u ) 2 f T L f {\displaystyle \left\|f\right\|_{I}^{2}={\frac {1}{(\ell +u)^{2}}}\mathbf {f} ^{\mathrm {T} }L\mathbf {f} } As the number of data points ℓ + u {\displaystyle \ell +u} increases, this empirical definition of ‖ f ‖ I 2 {\displaystyle \left\|f\right\|_{I}^{2}} converges to the definition when P X {\displaystyle {\mathcal {P}}_{X}} is known. === Solving the regularization problem with graph-based approach === Using the weights γ A {\displaystyle \gamma _{A}} and γ I {\displaystyle \gamma _{I}} for the ambient and intrinsic regularizers, the final expression to be solved becomes: arg min f ∈ H 1 ℓ ∑ i = 1 ℓ V ( f ( x i ) , y i ) + γ A ‖ f ‖ K 2 + γ I ( ℓ + u ) 2 f T L f {\displaystyle {\underset {f\in {\mathcal {H}}}{\arg \!\min }}{\frac {1}{\ell }}\sum _{i=1}^{\ell }V(f(x_{i}),y_{i})+\gamma _{A}\left\|f\right\|_{K}^{2}+{\frac {\gamma _{I}}{(\ell +u)^{2}}}\mathbf {f} ^{\mathrm {T} }L\mathbf {f} } As with other kernel methods, H {\displaystyle {\mathcal {H}}} may be an infinite-dimensional space, so if the regularization expression cannot be solved explicitly, it is impossible to search the entire space for a solution. Instead, a representer theorem shows that under certain conditions on the choice of the norm ‖ f ‖ I {\displaystyle \left\|f\right\|_{I}} , the optimal solution f ∗ {\displaystyle f^{}} must be a linear combination of the kernel centered at each of the input points: for some weights α i {\displaystyle \alpha _{i}} , f ∗ ( x ) = ∑ i = 1 ℓ + u α i K ( x i , x ) {\displaystyle f^{}(x)=\sum _{i=1}^{\ell +u}\alpha _{i}K(x_{i},x)} Using this result, it is possible to search for the optimal solution f ∗ {\displaystyle f^{}} by searching the finite-dimensional space defined by the possible choices of α i {\displaystyle \alpha _{i}} . === Functional approach of the Laplacian norm === The idea beyond the graph-Laplacian is to use neighbors to estimate the Laplacian. This method is akin to local averaging methods, that are known to scale poorly in high-dimensional problems. Indeed, the graph Laplacian is known to suffer from the curse of dimensionality. Luckily, it is possible to leverage expected smoothness of the function to estimate thanks to more advanced functional analysis. This method consists of estimating the Laplacian operator using derivatives of the kernel reading ∂ 1 , j K ( x i , x ) {\displaystyle \partial _{1,j}K(x_{i},x)} where ∂ 1 , j {\displaystyle \partial _{1,j}} denotes the partial derivatives according to the j-th coordinate of the first variable. This second approach to the Laplacian norm is to put in relation with meshfree methods, that contrast with the finite difference method in PDE. == Applications == Manifold regularization can extend a variety of algorithms that can be expressed using Tikhonov regularization, by choosing an appropriate loss function V {\displaystyle V} and hypothesis space H {\displaystyle {\mathcal {H}}} . Two commonly used examples are the families of support vector machines and regularized least squares algorithm

    Read more →
  • CrewAI

    CrewAI

    CrewAI is an open-source software framework and platform for building AI agents and multi-agent systems. Written primarily in Python, it is used to define artificial-intelligence agents, assign tasks to them, and coordinate their work through agent teams and workflows. The framework is associated with CrewAI Inc., a startup developing enterprise tools for automating business workflows with large language model-based agents. == History == CrewAI was first released on the Python Package Index in December 2023. The project was created by João Moura and later developed by CrewAI Inc. and open-source contributors. In October 2024, TechCrunch reported that CrewAI had raised $18 million across seed and Series A funding rounds from investors including Boldstart Ventures, Craft Ventures, Earl Grey Capital, and Insight Partners. The report also stated that Andrew Ng and HubSpot co-founder Dharmesh Shah had invested in the company. SiliconANGLE described the company as the developer of an open-source framework for building artificial-intelligence agents and reported that the funding consisted of a seed round led by Boldstart Ventures and a Series A led by Insight Partners. By late 2024, CrewAI had introduced commercial enterprise products built on top of its open-source components. TechCrunch reported that the company's enterprise offering added access controls, analytics, support, and templates for workflow automation. == Features == CrewAI is designed around groups of agents, sometimes called "crews", that can be assigned roles, goals, and tasks. The framework supports agent collaboration, task delegation, tool use, memory, and knowledge sources for retrieval-augmented generation workflows. The project describes two main building blocks: "Crews", which are used for autonomous agent collaboration, and "Flows", which are used for more controlled event-driven workflows. The framework is independent of LangChain and is released under the MIT License. It can be installed as a Python package and is commonly used with external large language model APIs or local models, depending on the developer's configuration. == Business model == CrewAI combines an open-source framework with commercial enterprise products. Its enterprise products are intended for organizations that need to build, monitor, and manage agent-based automations with additional security, observability, and administrative controls.

    Read more →
  • Closest point method

    Closest point method

    The closest point method (CPM) is an embedding method for solving partial differential equations on surfaces. The closest point method uses standard numerical approaches such as finite differences, finite element or spectral methods in order to solve the embedding partial differential equation (PDE) which is equal to the original PDE on the surface. The solution is computed in a band surrounding the surface in order to be computationally efficient. In order to extend the data off the surface, the closest point method uses a closest point representation. This representation extends function values to be constant along directions normal to the surface. == Definitions == Closest Point function: Given a surface S , c p ( x ) {\displaystyle {\mathcal {S}},cp(\mathbf {x} )} refers to a (possibly non-unique) point belonging to S {\displaystyle {\mathcal {S}}} , which is closest to x {\displaystyle \mathbf {x} } [SE]. Closest point extension: Let S {\displaystyle {\mathcal {S}}} , be a smooth surface in R d {\displaystyle \mathbb {R} ^{d}} . The closest point extension of a function u : S → R {\displaystyle u:{\mathcal {S}}\rightarrow \mathbb {R} } , to a neighborhood Ω {\displaystyle \Omega } of S {\displaystyle {\mathcal {S}}} , is the function v : Ω → R {\displaystyle v:\Omega \rightarrow \mathbb {R} } , defined by v ( x ) = u ( c p ( x ) ) {\displaystyle v(\mathbf {x} )=u(cp(\mathbf {x} ))} . == Closest point method == Initialization consists of these steps [EW]: If it is not already given, a closest point representation of the surface is constructed. A computational domain is chosen. Typically this is a band around the surface. Replace surface gradients by standard gradients in R 3 {\displaystyle \mathbb {R} ^{3}} . Solution is initialized by extending the initial surface data on to the computational domain using the closest point function. After initialization, alternate between the following two steps: Using the closest point function, extend the solution off the surface to the computational domain. Compute the solution to the embedding PDE on a Cartesian mesh in the computational domain for one time step. == Banding == The surface PDE is extended into R 3 {\displaystyle \mathbb {R} ^{3}} however it is only necessary to solve this new PDE near the surface. Hence, we solve the PDE in a band surrounding the surface for efficient computational purposes. Ω c x : ‖ x − c p ( x ) ‖ 2 ≤ λ {\displaystyle \Omega _{c}{x:\|x-cp(x)\|_{2}\leq \lambda }} where λ {\displaystyle \lambda } is the bandwidth. == Example: Heat equation on a circle == Using initial profile u S ( θ , t ) = sin ⁡ ( θ ) {\displaystyle u_{S}(\theta ,t)=\sin(\theta )} leads to the solution u S ( θ , t ) = exp ⁡ ( − t ) sin ⁡ ( θ ) {\displaystyle u_{S}(\theta ,t)=\exp(-t)\sin(\theta )} for the heat equation. Forward Euler time-stepping is used with relation Δ t = 0.1 Δ x 2 {\displaystyle \Delta t=0.1\Delta x^{2}} and degree-four interpolation polynomials for the interpolations. Second-order centered differences are used for the spatial discretization. The CPM results in the expected second order error in the solution u {\displaystyle u} . == Applications == The closest point method can be applied to various PDEs on surfaces. Reaction–diffusion problems on point clouds [RD], eigenvalue problems [EV], and level set equations [LS] are a few examples.

    Read more →
  • Relational data mining

    Relational data mining

    Relational data mining is the data mining technique for relational databases. Unlike traditional data mining algorithms, which look for patterns in a single table (propositional patterns), relational data mining algorithms look for patterns among multiple tables (relational patterns). For most types of propositional patterns, there are corresponding relational patterns. For example, there are relational classification rules (relational classification), relational regression tree, and relational association rules. There are several approaches to relational data mining: Inductive Logic Programming (ILP) Statistical Relational Learning (SRL) Graph Mining Propositionalization Multi-view learning == Algorithms == Multi-Relation Association Rules: Multi-Relation Association Rules (MRAR) is a new class of association rules which in contrast to primitive, simple and even multi-relational association rules (that are usually extracted from multi-relational databases), each rule item consists of one entity but several relations. These relations indicate indirect relationship between the entities. Consider the following MRAR where the first item consists of three relations live in, nearby and humid: “Those who live in a place which is near by a city with humid climate type and also are younger than 20 -> their health condition is good”. Such association rules are extractable from RDBMS data or semantic web data. == Software == Safarii: a Data Mining environment for analysing large relational databases based on a multi-relational data mining engine. Dataconda: a software, free for research and teaching purposes, that helps mining relational databases without the use of SQL. == Datasets == Relational dataset repository: a collection of publicly available relational datasets.

    Read more →
  • Instance selection

    Instance selection

    Instance selection (or dataset reduction, or dataset condensation) is an important data pre-processing step that can be applied in many machine learning (or data mining) tasks. Approaches for instance selection can be applied for reducing the original dataset to a manageable volume, leading to a reduction of the computational resources that are necessary for performing the learning process. Algorithms of instance selection can also be applied for removing noisy instances, before applying learning algorithms. This step can improve the accuracy in classification problems. Algorithm for instance selection should identify a subset of the total available data to achieve the original purpose of the data mining (or machine learning) application as if the whole data had been used. Considering this, the optimal outcome of IS would be the minimum data subset that can accomplish the same task with no performance loss, in comparison with the performance achieved when the task is performed using the whole available data. Therefore, every instance selection strategy should deal with a trade-off between the reduction rate of the dataset and the classification quality. == Instance selection algorithms == The literature provides several different algorithms for instance selection. They can be distinguished from each other according to several different criteria. Considering this, instance selection algorithms can be grouped in two main classes, according to what instances they select: algorithms that preserve the instances at the boundaries of classes and algorithms that preserve the internal instances of the classes. Within the category of algorithms that select instances at the boundaries it is possible to cite DROP3, ICF and LSBo. On the other hand, within the category of algorithms that select internal instances, it is possible to mention ENN and LSSm. In general, algorithm such as ENN and LSSm are used for removing harmful (noisy) instances from the dataset. They do not reduce the data as the algorithms that select border instances, but they remove instances at the boundaries that have a negative impact on the data mining task. They can be used by other instance selection algorithms, as a filtering step. For example, the ENN algorithm is used by DROP3 as the first step, and the LSSm algorithm is used by LSBo. There is also another group of algorithms that adopt different selection criteria. For example, the algorithms LDIS, CDIS and XLDIS select the densest instances in a given arbitrary neighborhood. The selected instances can include both, border and internal instances. The LDIS and CDIS algorithms are very simple and select subsets that are very representative of the original dataset. Besides that, since they search by the representative instances in each class separately, they are faster (in terms of time complexity and effective running time) than other algorithms, such as DROP3 and ICF. Besides that, there is a third category of algorithms that, instead of selecting actual instances of the dataset, select prototypes (that can be synthetic instances). In this category it is possible to include PSSA, PSDSP and PSSP. The three algorithms adopt the notion of spatial partition (a hyperrectangle) for identifying similar instances and extract prototypes for each set of similar instances. In general, these approaches can also be modified for selecting actual instances of the datasets. The algorithm ISDSP adopts a similar approach for selecting actual instances (instead of prototypes).

    Read more →