AI Data Manager Jobs

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

  • Anti-Grain Geometry

    Anti-Grain Geometry

    Anti-Grain Geometry (AGG) is a 2D rendering graphics library written in C++. It features anti-aliasing and sub-pixel resolution. It is not a graphics library, per se, but rather a framework to build a graphics library upon. The library is operating system independent and renders to an abstract memory object. It comes with examples interfaced to the X Window System, Microsoft Windows, Mac OS X, AmigaOS, BeOS, SDL. The examples also include an SVG viewer. The design of AGG uses C++ templates only at a very high level, rather than extensively, to achieve the flexibility to plug custom classes into the rendering pipeline, without requiring a rigid class hierarchy, and allows the compiler to inline many of the method calls for high performance. For a library of its complexity, it is remarkably lightweight: it has no dependencies above the standard C++ libraries and it avoids the C++ STL in the implementation of the basic algorithms. The implicit interfaces are not well documented, however, and this can make the learning process quite cumbersome. While AGG version 2.5 is licensed under the GNU General Public License, version 2 or greater, AGG version 2.4 is still available under the 3-clause BSD license and is virtually the same as version 2.5. == History == Active development of the AGG codebase stalled in 2006, around the time of the v2.5 release, due to shifting priorities of its main developer and maintainer Maxim Shemanarev. M. Shemanarev remained active in the community until his sudden death in 2013. Development has continued on a fork of the more liberally licensed v2.4 on SourceForge.net. == Usage == The Haiku operating system uses AGG in its windowing system. It is one of the renderers available for use in GNU's Gnash Flash player. Graphical version of Rebol language interpreter is using AGG for scalable vector graphics DRAW dialect. Hilti uses it in some of their rebar detection tools, like the PS 1000. Matplotlib uses AGG as its canonical renderer for interactive user interfaces. fpGUI Toolkit has an optional AggPas back-end rendering engine. Work is being done to make AggPas the default or sole rendering engine for fpGUI. Mapnik, the toolkit that renders the maps on the OpenStreetMap website, uses AGG for all its bitmap map rendering by default. HTTPhotos uses AGG to scale photos. Pdfium, the PDF rendering engine used by Google Chrome makes use of AGG, although work is progressing to replace this with Skia Graphics Engine. Graphics Mill, the .NET imaging SDK uses AGG as its drawing engine. Image-Line FL Studio, a digital audio workstation, since version 10.8 released on September 30, 2012, uses AGG for drawing. Native Instruments's Supercharger and Supercharger GT compressors use AGG for its user interface. == Author == The main author of the library was Maxim Shemanarev (Russian: Максим Шеманарёв). On November 26, 2013 Shemanarev (born June 15, 1966, Nizhny Novgorod, Russia) was reported dead at the age of 47 at his home in Columbia, Maryland (US). He died suddenly, allegedly from an epileptic seizure that he had suffered for a while. He was a graduate from Nizhny Novgorod State Technical University. Little is known about his personal life. It's known though that he was divorced and his mother was alive at the time of his death. He used to love skiing, snowboarding (in Colorado), and inline skating. He was praised by his friends for his intelligent programming skills.

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  • Locality-sensitive hashing

    Locality-sensitive hashing

    In computer science, locality-sensitive hashing (LSH) is a fuzzy hashing technique that hashes similar input items into the same "buckets" with high probability. The number of buckets is much smaller than the universe of possible input items. Since similar items end up in the same buckets, this technique can be used for data clustering and nearest neighbor search. It differs from conventional hashing techniques in that hash collisions are maximized, not minimized. Alternatively, the technique can be seen as a way to reduce the dimensionality of high-dimensional data; high-dimensional input items can be reduced to low-dimensional versions while preserving relative distances between items. Hashing-based approximate nearest-neighbor search algorithms generally use one of two main categories of hashing methods: either data-independent methods, such as locality-sensitive hashing (LSH); or data-dependent methods, such as locality-preserving hashing (LPH). Locality-preserving hashing was initially devised as a way to facilitate data pipelining in implementations of massively parallel algorithms that use randomized routing and universal hashing to reduce memory contention and network congestion. == Definitions == A finite family F {\displaystyle {\mathcal {F}}} of functions h : M → S {\displaystyle h\colon M\to S} is defined to be an LSH family for a metric space M = ( M , d ) {\displaystyle {\mathcal {M}}=(M,d)} , a threshold r > 0 {\displaystyle r>0} , an approximation factor c > 1 {\displaystyle c>1} , and probabilities p 1 > p 2 {\displaystyle p_{1}>p_{2}} if it satisfies the following condition. For any two points a , b ∈ M {\displaystyle a,b\in M} and a hash function h {\displaystyle h} chosen uniformly at random from F {\displaystyle {\mathcal {F}}} : If d ( a , b ) ≤ r {\displaystyle d(a,b)\leq r} , then h ( a ) = h ( b ) {\displaystyle h(a)=h(b)} (i.e., a and b collide) with probability at least p 1 {\displaystyle p_{1}} , If d ( a , b ) ≥ c r {\displaystyle d(a,b)\geq cr} , then h ( a ) = h ( b ) {\displaystyle h(a)=h(b)} with probability at most p 2 {\displaystyle p_{2}} . Such a family F {\displaystyle {\mathcal {F}}} is called ( r , c r , p 1 , p 2 ) {\displaystyle (r,cr,p_{1},p_{2})} -sensitive. === LSH with respect to a similarity measure === Alternatively it is possible to define an LSH family on a universe of items U endowed with a similarity function ϕ : U × U → [ 0 , 1 ] {\displaystyle \phi \colon U\times U\to [0,1]} . In this setting, a LSH scheme is a family of hash functions H coupled with a probability distribution D over H such that a function h ∈ H {\displaystyle h\in H} chosen according to D satisfies P r [ h ( a ) = h ( b ) ] = ϕ ( a , b ) {\displaystyle Pr[h(a)=h(b)]=\phi (a,b)} for each a , b ∈ U {\displaystyle a,b\in U} . === Amplification === Given a ( d 1 , d 2 , p 1 , p 2 ) {\displaystyle (d_{1},d_{2},p_{1},p_{2})} -sensitive family F {\displaystyle {\mathcal {F}}} , we can construct new families G {\displaystyle {\mathcal {G}}} by either the AND-construction or OR-construction of F {\displaystyle {\mathcal {F}}} . To create an AND-construction, we define a new family G {\displaystyle {\mathcal {G}}} of hash functions g, where each function g is constructed from k random functions h 1 , … , h k {\displaystyle h_{1},\ldots ,h_{k}} from F {\displaystyle {\mathcal {F}}} . We then say that for a hash function g ∈ G {\displaystyle g\in {\mathcal {G}}} , g ( x ) = g ( y ) {\displaystyle g(x)=g(y)} if and only if all h i ( x ) = h i ( y ) {\displaystyle h_{i}(x)=h_{i}(y)} for i = 1 , 2 , … , k {\displaystyle i=1,2,\ldots ,k} . Since the members of F {\displaystyle {\mathcal {F}}} are independently chosen for any g ∈ G {\displaystyle g\in {\mathcal {G}}} , G {\displaystyle {\mathcal {G}}} is a ( d 1 , d 2 , p 1 k , p 2 k ) {\displaystyle (d_{1},d_{2},p_{1}^{k},p_{2}^{k})} -sensitive family. To create an OR-construction, we define a new family G {\displaystyle {\mathcal {G}}} of hash functions g, where each function g is constructed from k random functions h 1 , … , h k {\displaystyle h_{1},\ldots ,h_{k}} from F {\displaystyle {\mathcal {F}}} . We then say that for a hash function g ∈ G {\displaystyle g\in {\mathcal {G}}} , g ( x ) = g ( y ) {\displaystyle g(x)=g(y)} if and only if h i ( x ) = h i ( y ) {\displaystyle h_{i}(x)=h_{i}(y)} for one or more values of i. Since the members of F {\displaystyle {\mathcal {F}}} are independently chosen for any g ∈ G {\displaystyle g\in {\mathcal {G}}} , G {\displaystyle {\mathcal {G}}} is a ( d 1 , d 2 , 1 − ( 1 − p 1 ) k , 1 − ( 1 − p 2 ) k ) {\displaystyle (d_{1},d_{2},1-(1-p_{1})^{k},1-(1-p_{2})^{k})} -sensitive family. == Applications == LSH has been applied to several problem domains, including: Near-duplicate detection Hierarchical clustering Genome-wide association study Image similarity identification VisualRank Gene expression similarity identification Audio similarity identification Nearest neighbor search Audio fingerprint Digital video fingerprinting Shared memory organization in parallel computing Physical data organization in database management systems Training fully connected neural networks Computer security Machine learning == Methods == === Bit sampling for Hamming distance === One of the easiest ways to construct an LSH family is by bit sampling. This approach works for the Hamming distance over d-dimensional vectors { 0 , 1 } d {\displaystyle \{0,1\}^{d}} . Here, the family F {\displaystyle {\mathcal {F}}} of hash functions is simply the family of all the projections of points on one of the d {\displaystyle d} coordinates, i.e., F = { h : { 0 , 1 } d → { 0 , 1 } ∣ h ( x ) = x i for some i ∈ { 1 , … , d } } {\displaystyle {\mathcal {F}}=\{h\colon \{0,1\}^{d}\to \{0,1\}\mid h(x)=x_{i}{\text{ for some }}i\in \{1,\ldots ,d\}\}} , where x i {\displaystyle x_{i}} is the i {\displaystyle i} th coordinate of x {\displaystyle x} . A random function h {\displaystyle h} from F {\displaystyle {\mathcal {F}}} simply selects a random bit from the input point. This family has the following parameters: P 1 = 1 − R / d {\displaystyle P_{1}=1-R/d} , P 2 = 1 − c R / d {\displaystyle P_{2}=1-cR/d} . That is, any two vectors x , y {\displaystyle x,y} with Hamming distance at most R {\displaystyle R} collide under a random h {\displaystyle h} with probability at least P 1 {\displaystyle P_{1}} . Any x , y {\displaystyle x,y} with Hamming distance at least c R {\displaystyle cR} collide with probability at most P 2 {\displaystyle P_{2}} . === Min-wise independent permutations === Suppose U is composed of subsets of some ground set of enumerable items S and the similarity function of interest is the Jaccard index J. If π is a permutation on the indices of S, for A ⊆ S {\displaystyle A\subseteq S} let h ( A ) = min a ∈ A { π ( a ) } {\displaystyle h(A)=\min _{a\in A}\{\pi (a)\}} . Each possible choice of π defines a single hash function h mapping input sets to elements of S. Define the function family H to be the set of all such functions and let D be the uniform distribution. Given two sets A , B ⊆ S {\displaystyle A,B\subseteq S} the event that h ( A ) = h ( B ) {\displaystyle h(A)=h(B)} corresponds exactly to the event that the minimizer of π over A ∪ B {\displaystyle A\cup B} lies inside A ∩ B {\displaystyle A\cap B} . As h was chosen uniformly at random, P r [ h ( A ) = h ( B ) ] = J ( A , B ) {\displaystyle Pr[h(A)=h(B)]=J(A,B)\,} and ( H , D ) {\displaystyle (H,D)\,} define an LSH scheme for the Jaccard index. Because the symmetric group on n elements has size n!, choosing a truly random permutation from the full symmetric group is infeasible for even moderately sized n. Because of this fact, there has been significant work on finding a family of permutations that is "min-wise independent" — a permutation family for which each element of the domain has equal probability of being the minimum under a randomly chosen π. It has been established that a min-wise independent family of permutations is at least of size lcm ⁡ { 1 , 2 , … , n } ≥ e n − o ( n ) {\displaystyle \operatorname {lcm} \{\,1,2,\ldots ,n\,\}\geq e^{n-o(n)}} , and that this bound is tight. Because min-wise independent families are too big for practical applications, two variant notions of min-wise independence are introduced: restricted min-wise independent permutations families, and approximate min-wise independent families. Restricted min-wise independence is the min-wise independence property restricted to certain sets of cardinality at most k. Approximate min-wise independence differs from the property by at most a fixed ε. === Open source methods === ==== Nilsimsa Hash ==== Nilsimsa is a locality-sensitive hashing algorithm used in anti-spam efforts. The goal of Nilsimsa is to generate a hash digest of an email message such that the digests of two similar messages are similar to each other. The paper suggests that the Nilsimsa satisfies three requirements: The digest identifying each message should not

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  • Radial basis function network

    Radial basis function network

    In the field of mathematical modeling, a radial basis function network is an artificial neural network that uses radial basis functions as activation functions. The output of the network is a linear combination of radial basis functions of the inputs and neuron parameters. Radial basis function networks have many uses, including function approximation, time series prediction, classification, and system control. They were first formulated in a 1988 paper by Broomhead and Lowe, both researchers at the Royal Signals and Radar Establishment. == Network architecture == Radial basis function (RBF) networks typically have three layers: an input layer, a hidden layer with a non-linear RBF activation function and a linear output layer. The input can be modeled as a vector of real numbers x ∈ R n {\displaystyle \mathbf {x} \in \mathbb {R} ^{n}} . The output of the network is then a scalar function of the input vector, φ : R n → R {\displaystyle \varphi :\mathbb {R} ^{n}\to \mathbb {R} } , and is given by φ ( x ) = ∑ i = 1 N a i ρ ( | | x − c i | | ) {\displaystyle \varphi (\mathbf {x} )=\sum _{i=1}^{N}a_{i}\rho (||\mathbf {x} -\mathbf {c} _{i}||)} where N {\displaystyle N} is the number of neurons in the hidden layer, c i {\displaystyle \mathbf {c} _{i}} is the center vector for neuron i {\displaystyle i} , and a i {\displaystyle a_{i}} is the weight of neuron i {\displaystyle i} in the linear output neuron. Functions that depend only on the distance from a center vector are radially symmetric about that vector, hence the name radial basis function. In the basic form, all inputs are connected to each hidden neuron. The norm is typically taken to be the Euclidean distance (although the Mahalanobis distance appears to perform better with pattern recognition) and the radial basis function is commonly taken to be Gaussian ρ ( ‖ x − c i ‖ ) = exp ⁡ [ − β i ‖ x − c i ‖ 2 ] {\displaystyle \rho {\big (}\left\Vert \mathbf {x} -\mathbf {c} _{i}\right\Vert {\big )}=\exp \left[-\beta _{i}\left\Vert \mathbf {x} -\mathbf {c} _{i}\right\Vert ^{2}\right]} . The Gaussian basis functions are local to the center vector in the sense that lim | | x | | → ∞ ρ ( ‖ x − c i ‖ ) = 0 {\displaystyle \lim _{||x||\to \infty }\rho (\left\Vert \mathbf {x} -\mathbf {c} _{i}\right\Vert )=0} i.e. changing parameters of one neuron has only a small effect for input values that are far away from the center of that neuron. Given certain mild conditions on the shape of the activation function, RBF networks are universal approximators on a compact subset of R n {\displaystyle \mathbb {R} ^{n}} . This means that an RBF network with enough hidden neurons can approximate any continuous function on a closed, bounded set with arbitrary precision. The parameters a i {\displaystyle a_{i}} , c i {\displaystyle \mathbf {c} _{i}} , and β i {\displaystyle \beta _{i}} are determined in a manner that optimizes the fit between φ {\displaystyle \varphi } and the data. === Normalization === ==== Normalized architecture ==== In addition to the above unnormalized architecture, RBF networks can be normalized. In this case the mapping is φ ( x ) = d e f ∑ i = 1 N a i ρ ( ‖ x − c i ‖ ) ∑ i = 1 N ρ ( ‖ x − c i ‖ ) = ∑ i = 1 N a i u ( ‖ x − c i ‖ ) {\displaystyle \varphi (\mathbf {x} )\ {\stackrel {\mathrm {def} }{=}}\ {\frac {\sum _{i=1}^{N}a_{i}\rho {\big (}\left\Vert \mathbf {x} -\mathbf {c} _{i}\right\Vert {\big )}}{\sum _{i=1}^{N}\rho {\big (}\left\Vert \mathbf {x} -\mathbf {c} _{i}\right\Vert {\big )}}}=\sum _{i=1}^{N}a_{i}u{\big (}\left\Vert \mathbf {x} -\mathbf {c} _{i}\right\Vert {\big )}} where u ( ‖ x − c i ‖ ) = d e f ρ ( ‖ x − c i ‖ ) ∑ j = 1 N ρ ( ‖ x − c j ‖ ) {\displaystyle u{\big (}\left\Vert \mathbf {x} -\mathbf {c} _{i}\right\Vert {\big )}\ {\stackrel {\mathrm {def} }{=}}\ {\frac {\rho {\big (}\left\Vert \mathbf {x} -\mathbf {c} _{i}\right\Vert {\big )}}{\sum _{j=1}^{N}\rho {\big (}\left\Vert \mathbf {x} -\mathbf {c} _{j}\right\Vert {\big )}}}} is known as a normalized radial basis function. ==== Theoretical motivation for normalization ==== There is theoretical justification for this architecture in the case of stochastic data flow. Assume a stochastic kernel approximation for the joint probability density P ( x ∧ y ) = 1 N ∑ i = 1 N ρ ( ‖ x − c i ‖ ) σ ( | y − e i | ) {\displaystyle P\left(\mathbf {x} \land y\right)={1 \over N}\sum _{i=1}^{N}\,\rho {\big (}\left\Vert \mathbf {x} -\mathbf {c} _{i}\right\Vert {\big )}\,\sigma {\big (}\left\vert y-e_{i}\right\vert {\big )}} where the weights c i {\displaystyle \mathbf {c} _{i}} and e i {\displaystyle e_{i}} are exemplars from the data and we require the kernels to be normalized ∫ ρ ( ‖ x − c i ‖ ) d n x = 1 {\displaystyle \int \rho {\big (}\left\Vert \mathbf {x} -\mathbf {c} _{i}\right\Vert {\big )}\,d^{n}\mathbf {x} =1} and ∫ σ ( | y − e i | ) d y = 1 {\displaystyle \int \sigma {\big (}\left\vert y-e_{i}\right\vert {\big )}\,dy=1} . The probability densities in the input and output spaces are P ( x ) = ∫ P ( x ∧ y ) d y = 1 N ∑ i = 1 N ρ ( ‖ x − c i ‖ ) {\displaystyle P\left(\mathbf {x} \right)=\int P\left(\mathbf {x} \land y\right)\,dy={1 \over N}\sum _{i=1}^{N}\,\rho {\big (}\left\Vert \mathbf {x} -\mathbf {c} _{i}\right\Vert {\big )}} and The expectation of y given an input x {\displaystyle \mathbf {x} } is φ ( x ) = d e f E ( y ∣ x ) = ∫ y P ( y ∣ x ) d y {\displaystyle \varphi \left(\mathbf {x} \right)\ {\stackrel {\mathrm {def} }{=}}\ E\left(y\mid \mathbf {x} \right)=\int y\,P\left(y\mid \mathbf {x} \right)dy} where P ( y ∣ x ) {\displaystyle P\left(y\mid \mathbf {x} \right)} is the conditional probability of y given x {\displaystyle \mathbf {x} } . The conditional probability is related to the joint probability through Bayes' theorem P ( y ∣ x ) = P ( x ∧ y ) P ( x ) {\displaystyle P\left(y\mid \mathbf {x} \right)={\frac {P\left(\mathbf {x} \land y\right)}{P\left(\mathbf {x} \right)}}} which yields φ ( x ) = ∫ y P ( x ∧ y ) P ( x ) d y {\displaystyle \varphi \left(\mathbf {x} \right)=\int y\,{\frac {P\left(\mathbf {x} \land y\right)}{P\left(\mathbf {x} \right)}}\,dy} . This becomes φ ( x ) = ∑ i = 1 N e i ρ ( ‖ x − c i ‖ ) ∑ i = 1 N ρ ( ‖ x − c i ‖ ) = ∑ i = 1 N e i u ( ‖ x − c i ‖ ) {\displaystyle \varphi \left(\mathbf {x} \right)={\frac {\sum _{i=1}^{N}e_{i}\rho {\big (}\left\Vert \mathbf {x} -\mathbf {c} _{i}\right\Vert {\big )}}{\sum _{i=1}^{N}\rho {\big (}\left\Vert \mathbf {x} -\mathbf {c} _{i}\right\Vert {\big )}}}=\sum _{i=1}^{N}e_{i}u{\big (}\left\Vert \mathbf {x} -\mathbf {c} _{i}\right\Vert {\big )}} when the integrations are performed. === Local linear models === It is sometimes convenient to expand the architecture to include local linear models. In that case the architectures become, to first order, φ ( x ) = ∑ i = 1 N ( a i + b i ⋅ ( x − c i ) ) ρ ( ‖ x − c i ‖ ) {\displaystyle \varphi \left(\mathbf {x} \right)=\sum _{i=1}^{N}\left(a_{i}+\mathbf {b} _{i}\cdot \left(\mathbf {x} -\mathbf {c} _{i}\right)\right)\rho {\big (}\left\Vert \mathbf {x} -\mathbf {c} _{i}\right\Vert {\big )}} and φ ( x ) = ∑ i = 1 N ( a i + b i ⋅ ( x − c i ) ) u ( ‖ x − c i ‖ ) {\displaystyle \varphi \left(\mathbf {x} \right)=\sum _{i=1}^{N}\left(a_{i}+\mathbf {b} _{i}\cdot \left(\mathbf {x} -\mathbf {c} _{i}\right)\right)u{\big (}\left\Vert \mathbf {x} -\mathbf {c} _{i}\right\Vert {\big )}} in the unnormalized and normalized cases, respectively. Here b i {\displaystyle \mathbf {b} _{i}} are weights to be determined. Higher order linear terms are also possible. This result can be written φ ( x ) = ∑ i = 1 2 N ∑ j = 1 n e i j v i j ( x − c i ) {\displaystyle \varphi \left(\mathbf {x} \right)=\sum _{i=1}^{2N}\sum _{j=1}^{n}e_{ij}v_{ij}{\big (}\mathbf {x} -\mathbf {c} _{i}{\big )}} where e i j = { a i , if i ∈ [ 1 , N ] b i j , if i ∈ [ N + 1 , 2 N ] {\displaystyle e_{ij}={\begin{cases}a_{i},&{\mbox{if }}i\in [1,N]\\b_{ij},&{\mbox{if }}i\in [N+1,2N]\end{cases}}} and v i j ( x − c i ) = d e f { δ i j ρ ( ‖ x − c i ‖ ) , if i ∈ [ 1 , N ] ( x i j − c i j ) ρ ( ‖ x − c i ‖ ) , if i ∈ [ N + 1 , 2 N ] {\displaystyle v_{ij}{\big (}\mathbf {x} -\mathbf {c} _{i}{\big )}\ {\stackrel {\mathrm {def} }{=}}\ {\begin{cases}\delta _{ij}\rho {\big (}\left\Vert \mathbf {x} -\mathbf {c} _{i}\right\Vert {\big )},&{\mbox{if }}i\in [1,N]\\\left(x_{ij}-c_{ij}\right)\rho {\big (}\left\Vert \mathbf {x} -\mathbf {c} _{i}\right\Vert {\big )},&{\mbox{if }}i\in [N+1,2N]\end{cases}}} in the unnormalized case and in the normalized case. Here δ i j {\displaystyle \delta _{ij}} is a Kronecker delta function defined as δ i j = { 1 , if i = j 0 , if i ≠ j {\displaystyle \delta _{ij}={\begin{cases}1,&{\mbox{if }}i=j\\0,&{\mbox{if }}i\neq j\end{cases}}} . == Training == RBF networks are typically trained from pairs of input and target values x ( t ) , y ( t ) {\displaystyle \mathbf {x} (t),y(t)} , t = 1 , … , T {\displaystyle t=1,\dots ,T} by a two-step algorithm. In the first step, the center vectors c i {\displaystyle \mathbf {c} _{i}} of the RBF functions in the hidden layer

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  • List of text mining software

    List of text mining software

    Text mining computer programs are available from many commercial and open source companies and sources. == Commercial == Angoss – Angoss Text Analytics provides entity and theme extraction, topic categorization, sentiment analysis and document summarization capabilities via the embedded AUTINDEX – is a commercial text mining software package based on sophisticated linguistics by IAI (Institute for Applied Information Sciences), Saarbrücken. DigitalMR – social media listening & text+image analytics tool for market research. FICO Score – leading provider of analytics. General Sentiment – Social Intelligence platform that uses natural language processing to discover affinities between the fans of brands with the fans of traditional television shows in social media. Stand alone text analytics to capture social knowledge base on billions of topics stored to 2004. IBM LanguageWare – the IBM suite for text analytics (tools and Runtime). IBM SPSS – provider of Modeler Premium (previously called IBM SPSS Modeler and IBM SPSS Text Analytics), which contains advanced NLP-based text analysis capabilities (multi-lingual sentiment, event and fact extraction), that can be used in conjunction with Predictive Modeling. Text Analytics for Surveys provides the ability to categorize survey responses using NLP-based capabilities for further analysis or reporting. Inxight – provider of text analytics, search, and unstructured visualization technologies. (Inxight was bought by Business Objects that was bought by SAP AG in 2008). Language Computer Corporation – text extraction and analysis tools, available in multiple languages. Lexalytics – provider of a text analytics engine used in Social Media Monitoring, Voice of Customer, Survey Analysis, and other applications. Salience Engine. The software provides the unique capability of merging the output of unstructured, text-based analysis with structured data to provide additional predictive variables for improved predictive models and association analysis. Linguamatics – provider of natural language processing (NLP) based enterprise text mining and text analytics software, I2E, for high-value knowledge discovery and decision support. Mathematica – provides built in tools for text alignment, pattern matching, clustering and semantic analysis. See Wolfram Language, the programming language of Mathematica. MATLAB offers Text Analytics Toolbox for importing text data, converting it to numeric form for use in machine and deep learning, sentiment analysis and classification tasks. Medallia – offers one system of record for survey, social, text, written and online feedback. NetMiner – software for network analysis and text mining. Supports social media and bibliographic data collection, NLP for english and chinese, sentiment analysis, work co-occurrence network(text network analysis) and visualization. NetOwl – suite of multilingual text and entity analytics products, including entity extraction, link and event extraction, sentiment analysis, geotagging, name translation, name matching, and identity resolution, among others. PolyAnalyst - text analytics environment. PoolParty Semantic Suite - graph-based text mining platform. RapidMiner with its Text Processing Extension – data and text mining software. SAS – SAS Text Miner and Teragram; commercial text analytics, natural language processing, and taxonomy software used for Information Management. Sketch Engine – a corpus manager and analysis software which providing creating text corpora from uploaded texts or the Web including part-of-speech tagging and lemmatization or detecting a particular website. Sysomos – provider social media analytics software platform, including text analytics and sentiment analysis on online consumer conversations. WordStat – Content analysis and text mining add-on module of QDA Miner for analyzing large amounts of text data. == Open source == Carrot2 – text and search results clustering framework. GATE – general Architecture for Text Engineering, an open-source toolbox for natural language processing and language engineering. Gensim – large-scale topic modelling and extraction of semantic information from unstructured text (Python). KH Coder – for Quantitative Content Analysis or Text Mining The KNIME Text Processing extension. Natural Language Toolkit (NLTK) – a suite of libraries and programs for symbolic and statistical natural language processing (NLP) for the Python programming language. OpenNLP – natural language processing. Orange with its text mining add-on. The PLOS Text Mining Collection. The programming language R provides a framework for text mining applications in the package tm. The Natural Language Processing task view contains tm and other text mining library packages. spaCy – open-source Natural Language Processing library for Python Stanbol – an open source text mining engine targeted at semantic content management. Voyant Tools – a web-based text analysis environment, created as a scholarly project.

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  • Point-set registration

    Point-set registration

    In computer vision, pattern recognition, and robotics, point-set registration, also known as point-cloud registration or scan matching, is the process of finding a spatial transformation (e.g., scaling, rotation and translation) that aligns two point clouds. The purpose of finding such a transformation includes merging multiple data sets into a globally consistent model (or coordinate frame), and mapping a new measurement to a known data set to identify features or to estimate its pose. Raw 3D point cloud data are typically obtained from Lidars and RGB-D cameras. 3D point clouds can also be generated from computer vision algorithms such as triangulation, bundle adjustment, and more recently, monocular image depth estimation using deep learning. For 2D point set registration used in image processing and feature-based image registration, a point set may be 2D pixel coordinates obtained by feature extraction from an image, for example corner detection. Point cloud registration has extensive applications in autonomous driving, motion estimation and 3D reconstruction, object detection and pose estimation, robotic manipulation, simultaneous localization and mapping (SLAM), panorama stitching, virtual and augmented reality, and medical imaging. As a special case, registration of two point sets that only differ by a 3D rotation (i.e., there is no scaling and translation), is called the Wahba Problem and also related to the orthogonal procrustes problem. == Formulation == The problem may be summarized as follows: Let { M , S } {\displaystyle \lbrace {\mathcal {M}},{\mathcal {S}}\rbrace } be two finite size point sets in a finite-dimensional real vector space R d {\displaystyle \mathbb {R} ^{d}} , which contain M {\displaystyle M} and N {\displaystyle N} points respectively (e.g., d = 3 {\displaystyle d=3} recovers the typical case of when M {\displaystyle {\mathcal {M}}} and S {\displaystyle {\mathcal {S}}} are 3D point sets). The problem is to find a transformation to be applied to the moving "model" point set M {\displaystyle {\mathcal {M}}} such that the difference (typically defined in the sense of point-wise Euclidean distance) between M {\displaystyle {\mathcal {M}}} and the static "scene" set S {\displaystyle {\mathcal {S}}} is minimized. In other words, a mapping from R d {\displaystyle \mathbb {R} ^{d}} to R d {\displaystyle \mathbb {R} ^{d}} is desired which yields the best alignment between the transformed "model" set and the "scene" set. The mapping may consist of a rigid or non-rigid transformation. The transformation model may be written as T {\displaystyle T} , using which the transformed, registered model point set is: The output of a point set registration algorithm is therefore the optimal transformation T ⋆ {\displaystyle T^{\star }} such that M {\displaystyle {\mathcal {M}}} is best aligned to S {\displaystyle {\mathcal {S}}} , according to some defined notion of distance function dist ⁡ ( ⋅ , ⋅ ) {\displaystyle \operatorname {dist} (\cdot ,\cdot )} : where T {\displaystyle {\mathcal {T}}} is used to denote the set of all possible transformations that the optimization tries to search for. The most popular choice of the distance function is to take the square of the Euclidean distance for every pair of points: where ‖ ⋅ ‖ 2 {\displaystyle \|\cdot \|_{2}} denotes the vector 2-norm, s m {\displaystyle s_{m}} is the corresponding point in set S {\displaystyle {\mathcal {S}}} that attains the shortest distance to a given point m {\displaystyle m} in set M {\displaystyle {\mathcal {M}}} after transformation. Minimizing such a function in rigid registration is equivalent to solving a least squares problem. == Types of algorithms == When the correspondences (i.e., s m ↔ m {\displaystyle s_{m}\leftrightarrow m} ) are given before the optimization, for example, using feature matching techniques, then the optimization only needs to estimate the transformation. This type of registration is called correspondence-based registration. On the other hand, if the correspondences are unknown, then the optimization is required to jointly find out the correspondences and transformation together. This type of registration is called simultaneous pose and correspondence registration. === Rigid registration === Given two point sets, rigid registration yields a rigid transformation which maps one point set to the other. A rigid transformation is defined as a transformation that does not change the distance between any two points. Typically such a transformation consists of translation and rotation. In rare cases, the point set may also be mirrored. In robotics and computer vision, rigid registration has the most applications. === Non-rigid registration === Given two point sets, non-rigid registration yields a non-rigid transformation which maps one point set to the other. Non-rigid transformations include affine transformations such as scaling and shear mapping. However, in the context of point set registration, non-rigid registration typically involves nonlinear transformation. If the eigenmodes of variation of the point set are known, the nonlinear transformation may be parametrized by the eigenvalues. A nonlinear transformation may also be parametrized as a thin plate spline. === Other types === Some approaches to point set registration use algorithms that solve the more general graph matching problem. However, the computational complexity of such methods tend to be high and they are limited to rigid registrations. In this article, we will only consider algorithms for rigid registration, where the transformation is assumed to contain 3D rotations and translations (possibly also including a uniform scaling). The PCL (Point Cloud Library) is an open-source framework for n-dimensional point cloud and 3D geometry processing. It includes several point registration algorithms. == Correspondence-based registration == Correspondence-based methods assume the putative correspondences m ↔ s m {\displaystyle m\leftrightarrow s_{m}} are given for every point m ∈ M {\displaystyle m\in {\mathcal {M}}} . Therefore, we arrive at a setting where both point sets M {\displaystyle {\mathcal {M}}} and S {\displaystyle {\mathcal {S}}} have N {\displaystyle N} points and the correspondences m i ↔ s i , i = 1 , … , N {\displaystyle m_{i}\leftrightarrow s_{i},i=1,\dots ,N} are given. === Outlier-free registration === In the simplest case, one can assume that all the correspondences are correct, meaning that the points m i , s i ∈ R 3 {\displaystyle m_{i},s_{i}\in \mathbb {R} ^{3}} are generated as follows:where l > 0 {\displaystyle l>0} is a uniform scaling factor (in many cases l = 1 {\displaystyle l=1} is assumed), R ∈ SO ( 3 ) {\displaystyle R\in {\text{SO}}(3)} is a proper 3D rotation matrix ( SO ( d ) {\displaystyle {\text{SO}}(d)} is the special orthogonal group of degree d {\displaystyle d} ), t ∈ R 3 {\displaystyle t\in \mathbb {R} ^{3}} is a 3D translation vector and ϵ i ∈ R 3 {\displaystyle \epsilon _{i}\in \mathbb {R} ^{3}} models the unknown additive noise (e.g., Gaussian noise). Specifically, if the noise ϵ i {\displaystyle \epsilon _{i}} is assumed to follow a zero-mean isotropic Gaussian distribution with standard deviation σ i {\displaystyle \sigma _{i}} , i.e., ϵ i ∼ N ( 0 , σ i 2 I 3 ) {\displaystyle \epsilon _{i}\sim {\mathcal {N}}(0,\sigma _{i}^{2}I_{3})} , then the following optimization can be shown to yield the maximum likelihood estimate for the unknown scale, rotation and translation:Note that when the scaling factor is 1 and the translation vector is zero, then the optimization recovers the formulation of the Wahba problem. Despite the non-convexity of the optimization (cb.2) due to non-convexity of the set SO ( 3 ) {\displaystyle {\text{SO}}(3)} , seminal work by Berthold K.P. Horn showed that (cb.2) actually admits a closed-form solution, by decoupling the estimation of scale, rotation and translation. Similar results were discovered by Arun et al. In addition, in order to find a unique transformation ( l , R , t ) {\displaystyle (l,R,t)} , at least N = 3 {\displaystyle N=3} non-collinear points in each point set are required. More recently, Briales and Gonzalez-Jimenez have developed a semidefinite relaxation using Lagrangian duality, for the case where the model set M {\displaystyle {\mathcal {M}}} contains different 3D primitives such as points, lines and planes (which is the case when the model M {\displaystyle {\mathcal {M}}} is a 3D mesh). Interestingly, the semidefinite relaxation is empirically tight, i.e., a certifiably globally optimal solution can be extracted from the solution of the semidefinite relaxation. === Robust registration === The least squares formulation (cb.2) is known to perform arbitrarily badly in the presence of outliers. An outlier correspondence is a pair of measurements s i ↔ m i {\displaystyle s_{i}\leftrightarrow m_{i}} that departs from the generative model (cb.1). In this case, one can consider a differen

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  • LogitBoost

    LogitBoost

    In machine learning and computational learning theory, LogitBoost is a boosting algorithm formulated by Jerome Friedman, Trevor Hastie, and Robert Tibshirani. The original paper casts the AdaBoost algorithm into a statistical framework. Specifically, if one considers AdaBoost as a generalized additive model and then applies the cost function of logistic regression, one can derive the LogitBoost algorithm. == Minimizing the LogitBoost cost function == LogitBoost can be seen as a convex optimization. Specifically, given that we seek an additive model of the form f = ∑ t α t h t {\displaystyle f=\sum _{t}\alpha _{t}h_{t}} the LogitBoost algorithm minimizes the logistic loss: ∑ i log ⁡ ( 1 + e − y i f ( x i ) ) {\displaystyle \sum _{i}\log \left(1+e^{-y_{i}f(x_{i})}\right)}

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  • Multi expression programming

    Multi expression programming

    Multi Expression Programming (MEP) is an evolutionary algorithm for generating mathematical functions describing a given set of data. MEP is a Genetic Programming variant encoding multiple solutions in the same chromosome. MEP representation is not specific (multiple representations have been tested). In the simplest variant, MEP chromosomes are linear strings of instructions. This representation was inspired by Three-address code. MEP strength consists in the ability to encode multiple solutions, of a problem, in the same chromosome. In this way, one can explore larger zones of the search space. For most of the problems this advantage comes with no running-time penalty compared with genetic programming variants encoding a single solution in a chromosome. == Representation == MEP chromosomes are arrays of instructions represented in Three-address code format. Each instruction contains a variable, a constant, or a function. If the instruction is a function, then the arguments (given as instruction's addresses) are also present. === Example of MEP program === Here is a simple MEP chromosome (labels on the left side are not a part of the chromosome): 1: a 2: b 3: + 1, 2 4: c 5: d 6: + 4, 5 7: 3, 5 == Fitness computation == When the chromosome is evaluated it is unclear which instruction will provide the output of the program. In many cases, a set of programs is obtained, some of them being completely unrelated (they do not have common instructions). For the above chromosome, here is the list of possible programs obtained during decoding: E1 = a, E2 = b, E4 = c, E5 = d, E3 = a + b. E6 = c + d. E7 = (a + b) d. Each instruction is evaluated as a possible output of the program. The fitness (or error) is computed in a standard manner. For instance, in the case of symbolic regression, the fitness is the sum of differences (in absolute value) between the expected output (called target) and the actual output. == Fitness assignment process == Which expression will represent the chromosome? Which one will give the fitness of the chromosome? In MEP, the best of them (which has the lowest error) will represent the chromosome. This is different from other GP techniques: In Linear genetic programming the last instruction will give the output. In Cartesian Genetic Programming the gene providing the output is evolved like all other genes. Note that, for many problems, this evaluation has the same complexity as in the case of encoding a single solution in each chromosome. Thus, there is no penalty in running time compared to other techniques. == Software == === MEPX === MEPX is a cross-platform (Windows, macOS, and Linux Ubuntu) free software for the automatic generation of computer programs. It can be used for data analysis, particularly for solving symbolic regression, statistical classification and time-series problems. === libmep === Libmep is a free and open source library implementing Multi Expression Programming technique. It is written in C++. === hmep === hmep is a new open source library implementing Multi Expression Programming technique in Haskell programming language.

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  • Generalized iterative scaling

    Generalized iterative scaling

    In statistics, generalized iterative scaling (GIS) and improved iterative scaling (IIS) are two early algorithms used to fit log-linear models, notably multinomial logistic regression (MaxEnt) classifiers and extensions of it such as MaxEnt Markov models and conditional random fields. These algorithms have been largely surpassed by gradient-based methods such as L-BFGS and coordinate descent algorithms.

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  • Non-human

    Non-human

    Non-human (also spelled nonhuman) is any entity displaying some, but not enough, human characteristics to be considered a human. The term has been used in a variety of contexts and may refer to objects that have been developed with human intelligence, such as robots or vehicles. == Organisms == === Animal rights and personhood === In the animal rights movement, it is common to distinguish between "human animals" and "non-human animals". Participants in the animal rights movement generally recognize that non-human animals have some similar characteristics to those of human persons. For example, various non-human animals have been shown to register pain, compassion, memory, and some cognitive function. Some animal rights activists argue that the similarities between human and non-human animals justify giving non-human animals rights that human society has afforded to humans, such as the right to self-preservation, and some even wish for all non-human animals or at least those that bear a fully thinking and conscious mind, such as vertebrates and some invertebrates such as cephalopods, to be given a full right of personhood. === The non-human in philosophy === Contemporary philosophers have drawn on the work of Henri Bergson, Gilles Deleuze, Félix Guattari, and Claude Lévi-Strauss (among others) to suggest that the non-human poses epistemological and ontological problems for humanist and post-humanist ethics, and have linked the study of non-humans to materialist and ethological approaches to the study of society and culture. == Software and robots == The term non-human has been used to describe computer programs and robot-like devices that display some human-like characteristics. In both science fiction and in the real world, computer programs and robots have been built to perform tasks that require human-computer interactions in a manner that suggests sentience and compassion. There is increasing interest in the use of robots in nursing homes and to provide elder care. Computer programs have been used for years in schools to provide one-on-one education with children. The Tamagotchi toy required children to provide care, attention, and nourishment to keep it "alive".

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  • Jpred

    Jpred

    Jpred v.4 is the latest version of the JPred Protein Secondary Structure Prediction Server which provides predictions by the JNet algorithm, one of the most accurate methods for secondary structure prediction, that has existed since 1998 in different versions. In addition to protein secondary structure, JPred also makes predictions of solvent accessibility and coiled-coil regions. The JPred service runs up to 134 000 jobs per month and has carried out over 2 million predictions in total for users in 179 countries. == JPred 2 == The static HTML pages of JPred 2 are still available for reference. == JPred 3 == The JPred v3 followed on from previous versions of JPred developed and maintained by James Cuff and Jonathan Barber (see JPred References). This release added new functionality and fixed many bugs. The highlights are: New, friendlier user interface Retrained and optimised version of Jnet (v2) - mean secondary structure prediction accuracy of >81% Batch submission of jobs Better error checking of input sequences/alignments Predictions now (optionally) returned via e-mail Users may provide their own query names for each submission JPred now makes a prediction even when there are no PSI-BLAST hits to the query PS/PDF output now incorporates all the predictions == JPred 4 == The current version of JPred (v4) has the following improvements and updates incorporated: Retrained on the latest UniRef90 and SCOPe/ASTRAL version of Jnet (v2.3.1) - mean secondary structure prediction accuracy of >82%. Upgraded the Web Server to the latest technologies (Bootstrap framework, JavaScript) and updating the web pages – improving the design and usability through implementing responsive technologies. Added RESTful API and mass-submission and results retrieval scripts - resulting in peak throughput above 20,000 predictions per day. Added prediction jobs monitoring tools. Upgraded the results reporting – both, on the web-site, and through the optional email summary reports: improved batch submission, added results summary preview through Jalview results visualization summary in SVG and adding full multiple sequence alignments into the reports. Improved help-pages, incorporating tool-tips, and adding one-page step-by-step tutorials. Sequence residues are categorised or assigned to one of the secondary structure elements, such as alpha-helix, beta-sheet and coiled-coil. Jnet uses two neural networks for its prediction. The first network is fed with a window of 17 residues over each amino acid in the alignment plus a conservation number. It uses a hidden layer of nine nodes and has three output nodes, one for each secondary structure element. The second network is fed with a window of 19 residues (the result of first network) plus the conservation number. It has a hidden layer with nine nodes and has three output nodes.

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  • Deterministic blockmodeling

    Deterministic blockmodeling

    Deterministic blockmodeling is an approach in blockmodeling that does not assume a probabilistic model, and instead relies on the exact or approximate algorithms, which are used to find blockmodel(s). This approach typically minimizes some inconsistency that can occur with the ideal block structure. Such analysis is focused on clustering (grouping) of the network (or adjacency matrix) that is obtained with minimizing an objective function, which measures discrepancy from the ideal block structure. However, some indirect approaches (or methods between direct and indirect approaches, such as CONCOR) do not explicitly minimize inconsistencies or optimize some criterion function. This approach was popularized in the 1970s, due to the presence of two computer packages (CONCOR and STRUCTURE) that were used to "find a permutation of the rows and columns in the adjacency matrix leading to an approximate block structure". The opposite approach to deterministic blockmodeling is a stochastic blockmodeling approach.

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  • GraphLab

    GraphLab

    Turi is a graph-based, high performance, distributed computation framework written in C++. The GraphLab project was started by Prof. Carlos Guestrin of Carnegie Mellon University in 2009. It is an open source project that uses the Apache License. While GraphLab was originally developed for machine learning tasks, it has also been developed for other data-mining tasks. == Motivation == As the amounts of collected data and computing power grow (multicore, GPUs, clusters, clouds), modern datasets no longer fit into one computing node. Efficient distributed parallel algorithms for handling large-scale data are required. The GraphLab framework is a parallel programming abstraction targeted for sparse iterative graph algorithms. GraphLab provides a programming interface, allowing deployment of distributed machine learning algorithms. The main design considerations behind the design of GraphLab are: Sparse data with local dependencies Iterative algorithms Potentially asynchronous execution == GraphLab toolkits == On top of GraphLab, several implemented libraries of algorithms: Topic modeling - contains applications like LDA, which can be used to cluster documents and extract topical representations. Graph analytics - contains applications like pagerank and triangle counting, which can be applied to general graphs to estimate community structure. Clustering - contains standard data clustering tools such as Kmeans Collaborative filtering - contains a collection of applications used to make predictions about users interests and factorize large matrices. Graphical models - contains tools for making joint predictions about collections of related random variables. Computer vision - contains a collection of tools for reasoning about images. == Turi == Turi (formerly called Dato and before that GraphLab Inc.) is a company that was founded by Prof. Carlos Guestrin from University of Washington in May 2013 to continue development support of the GraphLab open source project. Dato Inc. raised a $6.75M Series A from Madrona Venture Group and New Enterprise Associates (NEA). They raised a $18.5M Series B from Vulcan Capital and Opus Capital, with participation from Madrona and NEA. On August 5, 2016, Turi was acquired by Apple Inc. for $200,000,000.

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  • Open Threat Exchange

    Open Threat Exchange

    Open Threat Exchange (OTX) is a crowd-sourced computer-security platform. It has more than 180,000 participants in 140 countries who share more than 19 million potential threats daily. It is free to use. Founded in 2012, OTX was created and is run by AlienVault (now AT&T Cybersecurity), a developer of commercial and open source solutions to manage cyber attacks. The collaborative threat exchange was created partly as a counterweight to criminal hackers successfully working together and sharing information about viruses, malware and other cyber attacks. == Components == OTX is cloud-hosted. Information sharing covers a wide range of security-related issues, including viruses, malware, intrusion detection and firewalls. Its automated tools cleanse, aggregate, validate and publish data shared by participants. The OTX platform validates the data, then strips the information identifying the participating contributor. In 2015, OTX 2.0 added a social network, enabling members to share, discuss and research security threats, including via a real-time threat feed. Users can share the IP addresses or websites from where attacks originated or look up specific threats to see if anyone has already left such information. Users can subscribe to a “Pulse,” an analysis of a specific threat, including data on IoC, impact, and the targeted software. Pulses can be exported as STIX, JSON, OpenloC, MAEC and CSV, and can be used to update local security products automatically. Users can up-vote and comment on specific pulses to assist others in identifying the most important threats. OTX combines social contributions with automated machine-to-machine tools that integrate with major security products such as firewalls and perimeter security hardware. The platform can read security reports in .pdf, .csv, .json and other open formats. Relevant information is extracted automatically, assisting IT professionals in analyzing data more readily. Specific OTX components include a dashboard with details about the top malicious IPs around the world and to check the status of specific IPs; notifications should an organization's IP or domain be found in a hacker forum, blacklist or be listed by OTX; and a feature to review log files to determine if there has been communication with known malicious IPs. In 2016, AlienVault released a new version of OTX, allowing participants to create private communities and discussion groups to share information on threats only within the group. The feature is intended to facilitate more in-depth discussions on specific threats, particular industries, and different regions worldwide. Threat data from groups can also be distributed to subscribers of managed service providers using OTX." == Technology == OTX is a large data platform that integrates natural language processing and machine learning. It uses these features to facilitate the collection and correlation of data from many sources, including third-party threat feeds, websites, external APIs and local agents. == Partners == In 2015, AlienVault partnered with Intel to coordinate real-time threat information on OTX. A similar deal with Hewlett Packard was announced the same year. == Competitors == Both Facebook and IBM have threat exchange platforms. The Facebook ThreatExchange is in beta and requires an application or invitation to join. IBM launched IBM X-Force Exchange in April 2015.

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  • LogitBoost

    LogitBoost

    In machine learning and computational learning theory, LogitBoost is a boosting algorithm formulated by Jerome Friedman, Trevor Hastie, and Robert Tibshirani. The original paper casts the AdaBoost algorithm into a statistical framework. Specifically, if one considers AdaBoost as a generalized additive model and then applies the cost function of logistic regression, one can derive the LogitBoost algorithm. == Minimizing the LogitBoost cost function == LogitBoost can be seen as a convex optimization. Specifically, given that we seek an additive model of the form f = ∑ t α t h t {\displaystyle f=\sum _{t}\alpha _{t}h_{t}} the LogitBoost algorithm minimizes the logistic loss: ∑ i log ⁡ ( 1 + e − y i f ( x i ) ) {\displaystyle \sum _{i}\log \left(1+e^{-y_{i}f(x_{i})}\right)}

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  • Stochastic gradient descent

    Stochastic gradient descent

    Stochastic gradient descent (often abbreviated SGD) is an iterative method for optimizing an objective function with suitable smoothness properties (e.g. differentiable or subdifferentiable). It can be regarded as a stochastic approximation of gradient descent optimization, since it replaces the actual gradient (calculated from the entire data set) by an estimate thereof (calculated from a randomly selected subset of the data). Especially in high-dimensional optimization problems this reduces the very high computational burden, achieving faster iterations in exchange for a lower convergence rate. The basic idea behind stochastic approximation can be traced back to the Robbins–Monro algorithm of the 1950s. Today, stochastic gradient descent has become an important optimization method in machine learning. == Background == Both statistical estimation and machine learning consider the problem of minimizing an objective function that has the form of a sum: Q ( w ) = 1 n ∑ i = 1 n Q i ( w ) , {\displaystyle Q(w)={\frac {1}{n}}\sum _{i=1}^{n}Q_{i}(w),} where the parameter w {\displaystyle w} that minimizes Q ( w ) {\displaystyle Q(w)} is to be estimated. Each summand function Q i {\displaystyle Q_{i}} is typically associated with the i {\displaystyle i} -th observation in the data set (used for training). In classical statistics, sum-minimization problems arise in least squares and in maximum-likelihood estimation (for independent observations). The general class of estimators that arise as minimizers of sums are called M-estimators. However, in statistics, it has been long recognized that requiring even local minimization is too restrictive for some problems of maximum-likelihood estimation. Therefore, contemporary statistical theorists often consider stationary points of the likelihood function (or zeros of its derivative, the score function, and other estimating equations). The sum-minimization problem also arises for empirical risk minimization. There, Q i ( w ) {\displaystyle Q_{i}(w)} is the value of the loss function at i {\displaystyle i} -th example, and Q ( w ) {\displaystyle Q(w)} is the empirical risk. When used to minimize the above function, a standard (or "batch") gradient descent method would perform the following iterations: w := w − η ∇ Q ( w ) = w − η n ∑ i = 1 n ∇ Q i ( w ) . {\displaystyle w:=w-\eta \,\nabla Q(w)=w-{\frac {\eta }{n}}\sum _{i=1}^{n}\nabla Q_{i}(w).} The step size is denoted by η {\displaystyle \eta } (sometimes called the learning rate in machine learning) and here " := {\displaystyle :=} " denotes the update of a variable in the algorithm. In many cases, the summand functions have a simple form that enables inexpensive evaluations of the sum-function and the sum gradient. For example, in statistics, one-parameter exponential families allow economical function-evaluations and gradient-evaluations. However, in other cases, evaluating the sum-gradient may require expensive evaluations of the gradients from all summand functions. When the training set is enormous and no simple formulas exist, evaluating the sums of gradients becomes very expensive, because evaluating the gradient requires evaluating all the summand functions' gradients. To economize on the computational cost at every iteration, stochastic gradient descent samples a subset of summand functions at every step. This is very effective in the case of large-scale machine learning problems. == Iterative method == In stochastic (or "on-line") gradient descent, the true gradient of Q ( w ) {\displaystyle Q(w)} is approximated by a gradient at a single sample: w := w − η ∇ Q i ( w ) . {\displaystyle w:=w-\eta \,\nabla Q_{i}(w).} As the algorithm sweeps through the training set, it performs the above update for each training sample. Several passes can be made over the training set until the algorithm converges. If this is done, the data can be shuffled for each pass to prevent cycles. Typical implementations may use an adaptive learning rate so that the algorithm converges. In pseudocode, stochastic gradient descent can be presented as : A compromise between computing the true gradient and the gradient at a single sample is to compute the gradient against more than one training sample (called a "mini-batch") at each step. This can perform significantly better than "true" stochastic gradient descent described, because the code can make use of vectorization libraries rather than computing each step separately as was first shown in where it was called "the bunch-mode back-propagation algorithm". It may also result in smoother convergence, as the gradient computed at each step is averaged over more training samples. The convergence of stochastic gradient descent has been analyzed using the theories of convex minimization and of stochastic approximation. Briefly, when the learning rates η {\displaystyle \eta } decrease with an appropriate rate, and subject to relatively mild assumptions, stochastic gradient descent converges almost surely to a global minimum when the objective function is convex or pseudoconvex, and otherwise converges almost surely to a local minimum. This is in fact a consequence of the Robbins–Siegmund theorem. == Linear regression == Suppose we want to fit a straight line y ^ = w 1 + w 2 x {\displaystyle {\hat {y}}=w_{1}+w_{2}x} to a training set with observations ( ( x 1 , y 1 ) , ( x 2 , y 2 ) … , ( x n , y n ) ) {\displaystyle ((x_{1},y_{1}),(x_{2},y_{2})\ldots ,(x_{n},y_{n}))} and corresponding estimated responses ( y ^ 1 , y ^ 2 , … , y ^ n ) {\displaystyle ({\hat {y}}_{1},{\hat {y}}_{2},\ldots ,{\hat {y}}_{n})} using least squares. The objective function to be minimized is Q ( w ) = ∑ i = 1 n Q i ( w ) = ∑ i = 1 n ( y ^ i − y i ) 2 = ∑ i = 1 n ( w 1 + w 2 x i − y i ) 2 . {\displaystyle Q(w)=\sum _{i=1}^{n}Q_{i}(w)=\sum _{i=1}^{n}\left({\hat {y}}_{i}-y_{i}\right)^{2}=\sum _{i=1}^{n}\left(w_{1}+w_{2}x_{i}-y_{i}\right)^{2}.} The last line in the above pseudocode for this specific problem will become: [ w 1 w 2 ] ← [ w 1 w 2 ] − η [ ∂ ∂ w 1 ( w 1 + w 2 x i − y i ) 2 ∂ ∂ w 2 ( w 1 + w 2 x i − y i ) 2 ] = [ w 1 w 2 ] − η [ 2 ( w 1 + w 2 x i − y i ) 2 x i ( w 1 + w 2 x i − y i ) ] . {\displaystyle {\begin{bmatrix}w_{1}\\w_{2}\end{bmatrix}}\leftarrow {\begin{bmatrix}w_{1}\\w_{2}\end{bmatrix}}-\eta {\begin{bmatrix}{\frac {\partial }{\partial w_{1}}}(w_{1}+w_{2}x_{i}-y_{i})^{2}\\{\frac {\partial }{\partial w_{2}}}(w_{1}+w_{2}x_{i}-y_{i})^{2}\end{bmatrix}}={\begin{bmatrix}w_{1}\\w_{2}\end{bmatrix}}-\eta {\begin{bmatrix}2(w_{1}+w_{2}x_{i}-y_{i})\\2x_{i}(w_{1}+w_{2}x_{i}-y_{i})\end{bmatrix}}.} Note that in each iteration or update step, the gradient is only evaluated at a single x i {\displaystyle x_{i}} . This is the key difference between stochastic gradient descent and batched gradient descent. In general, given a linear regression y ^ = ∑ k ∈ 1 : m w k x k {\displaystyle {\hat {y}}=\sum _{k\in 1:m}w_{k}x_{k}} problem, stochastic gradient descent behaves differently when m < n {\displaystyle m