AI For Business Research

AI For Business Research — independent reviews, comparisons, pricing and step-by-step guides on Aizhi.

  • Tinybop

    Tinybop

    Tinybop is a Brooklyn based publisher of apps for children. == History == Tinybop is a Brooklyn-based children's media company established in 2011 by Raul Gutierrez. App titles are released in two series: the Explorer's Library - a series of science apps and Digital Toys - series of open-ended construction apps. == Published apps == Explorer's Library Titles: The Human Body – An anatomy app for children. Released 2013. The company's first app was illustrated by Kelli Anderson and has been downloaded millions of times. Selected for the American Library Association's Notable Children's Media List in 2022. Named Apple App Store's Best of 2013. Winner of the Digital Ehon Yuichi Kimura Prize for Children's Digital Media. Plants – An app about biomes around the world. Homes – An app about houses around with world. Illustrated by Tuesday Bassen. Winner of the Parents Gold Choice Award for children's apps. Simple Machines – A children's physics app about simple machines. The Earth – An app for children about the geologic Earth illustrated by Sarah Jacoby. Weather – A children's weather app. Skyscrapers – A children's app about building tall buildings. Space – An interactive solar system. Mammals – A children's app about mammals illustrated by Wenjia Tang. Winner of the Digital Ehon Award for Children's Educational media. Coral Reef – An app about marine ecosystems. Winner of an Excellence in Early Learning Digital Media Honor from the American Library Association. State of Matter – An app covering solids, liquids, and gases. Winner of Excellence in Early Learning Digital Media Honor from the American Library Association. Light and Color – An app about light and color. Selected for The American Library Association's Notable Children's Media List 2023. Winner of the 2022 Yoichi Sakakihara Prize for Children's Media. Digital Toys Titles: The Robot Factory – A robot building app for children illustrated by Owen Davey. Apple named The Robot Factory as iPad App of the Year in 2015. The Everything Machine – A visual coding app for children. The Everything Machine was named Apple's Best of 2015. Monsters – A monster creation app illustrated by Tianhua Mao. The Infinite Arcade – An arcade game building app. Me: A Kids Diary – A digital journal for children. Selected for The American Library Association's Notable Children's Media List 2020. The Creature Garden – An app that allows children to create fantastical animals illustrated by Natasha Durley. Selected for The American Library Association's Notable Children's Media List 2021. Things that Go Bump – A multiplayer game set in an enchanted Japanese house, released on Apple Arcade in 2018.

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  • Weka (software)

    Weka (software)

    Waikato Environment for Knowledge Analysis (Weka) is a collection of machine learning and data analysis free software licensed under the GNU General Public License. It was developed at the University of Waikato, New Zealand, and is the companion software to the book "Data Mining: Practical Machine Learning Tools and Techniques". == Description == Weka contains a collection of visualization tools and algorithms for data analysis and predictive modeling, together with graphical user interfaces for easy access to these functions. The original non-Java version of Weka was a Tcl/Tk front-end to (mostly third-party) modeling algorithms implemented in other programming languages, plus data preprocessing utilities in C, and a makefile-based system for running machine learning experiments. This original version was primarily designed as a tool for analyzing data from agricultural domains, but the more recent fully Java-based version (Weka 3), for which development started in 1997, is now used in many different application areas, in particular for educational purposes and research. Advantages of Weka include: Free availability under the GNU General Public License. Portability, since it is fully implemented in the Java programming language and thus runs on almost any modern computing platform. A comprehensive collection of data preprocessing and modeling techniques. Ease of use due to its graphical user interfaces. Weka supports several standard data mining tasks, more specifically, data preprocessing, clustering, classification, regression, visualization, and feature selection. Input to Weka is expected to be formatted according the Attribute-Relational File Format and with the filename bearing the .arff extension. All of Weka's techniques are predicated on the assumption that the data is available as one flat file or relation, where each data point is described by a fixed number of attributes (normally, numeric or nominal attributes, but some other attribute types are also supported). Weka provides access to SQL databases using Java Database Connectivity and can process the result returned by a database query. Weka provides access to deep learning with Deeplearning4j. It is not capable of multi-relational data mining, but there is separate software for converting a collection of linked database tables into a single table that is suitable for processing using Weka. Another important area that is currently not covered by the algorithms included in the Weka distribution is sequence modeling. == Extension packages == In version 3.7.2, a package manager was added to allow the easier installation of extension packages. Some functionality that used to be included with Weka prior to this version has since been moved into such extension packages, but this change also makes it easier for others to contribute extensions to Weka and to maintain the software, as this modular architecture allows independent updates of the Weka core and individual extensions. == History == In 1993, the University of Waikato in New Zealand began development of the original version of Weka, which became a mix of Tcl/Tk, C, and makefiles. In 1997, the decision was made to redevelop Weka from scratch in Java, including implementations of modeling algorithms. In 2005, Weka received the SIGKDD Data Mining and Knowledge Discovery Service Award. In 2006, Pentaho Corporation acquired an exclusive licence to use Weka for business intelligence. It forms the data mining and predictive analytics component of the Pentaho business intelligence suite. Pentaho has since been acquired by Hitachi Vantara, and Weka now underpins the PMI (Plugin for Machine Intelligence) open source component. == Related tools == Auto-WEKA is an automated machine learning system for Weka. Environment for DeveLoping KDD-Applications Supported by Index-Structures (ELKI) is a similar project to Weka with a focus on cluster analysis, i.e., unsupervised methods. H2O.ai is an open-source data science and machine learning platform KNIME is a machine learning and data mining software implemented in Java. Massive Online Analysis (MOA) is an open-source project for large scale mining of data streams, also developed at the University of Waikato in New Zealand. Neural Designer is a data mining software based on deep learning techniques written in C++. Orange is a similar open-source project for data mining, machine learning and visualization based on scikit-learn. RapidMiner is a commercial machine learning framework implemented in Java which integrates Weka. scikit-learn is a popular machine learning library in Python.

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  • Sigmoid function

    Sigmoid function

    A sigmoid function is any mathematical function whose graph has a characteristic S-shaped or sigmoid curve. A common example of a sigmoid function is the logistic function. Other sigmoid functions are given in the Examples section. In some fields, most notably in the context of artificial neural networks, the term "sigmoid function" is used as a synonym for "logistic function". Special cases of sigmoid functions include the Gompertz curve (used in modeling systems that saturate at large values of x) and the ogee curve (used in the spillway of some dams). Sigmoid functions have domain of all real numbers, with return (response) value commonly monotonically increasing but could be decreasing. Sigmoid functions most often show a return value (y axis) in the range 0 to 1. Another commonly used range is from −1 to 1. There is also the Heaviside step function, which instantaneously transitions between 0 and 1. A wide variety of sigmoid functions including the logistic and hyperbolic tangent functions have been used as the activation function of artificial neurons. Sigmoid curves are also common in statistics as cumulative distribution functions (which go from 0 to 1), such as the integrals of the logistic density, the normal density, and Student's t probability density functions. The logistic sigmoid function is invertible, and its inverse is the logit function. == Theory == In mathematics, a unitary sigmoid function is a bounded sigmoid-type function normalized to the unit range, typically with lower and upper asymptotes at 0 and 1. The theory proposed by Grebenc distinguishes three kinds of unitary sigmoid functions according to their asymptotic behavior and the presence or absence of oscillation near the asymptotes. A general form of a unitary sigmoid function is y = A S ( f ( x ) ) + B , {\displaystyle y=A\,S(f(x))+B,} where S {\displaystyle S} is an increasing sigmoid function, f ( x ) {\displaystyle f(x)} is a transformation of the independent variable, and A {\displaystyle A} and B {\displaystyle B} are constants controlling scaling and translation. === Classification === ==== 1st kind ==== A unitary sigmoid function of the first kind is a bounded increasing function that approaches its lower and upper asymptotes monotonically, without oscillation. This class includes many of the standard sigmoid functions used in statistics, biomathematics, and engineering, such as the logistic function and related generalizations. ==== 2nd kind ==== A unitary sigmoid function of the second kind is a bounded increasing function that oscillates near the upper asymptote while preserving an overall sigmoid transition. ==== 3rd kind ==== A unitary sigmoid function of the third kind is a bounded increasing function that oscillates near both the lower and upper asymptotes. These functions retain the global shape of a sigmoid curve but exhibit oscillatory behavior in the vicinity of both limiting states. === Taxonomy === The tables below show the taxonomy of unitary sigmoid functions of all three kinds. Table 1. Taxonomy matrix with examples of sigmoid functions of the 1st kind Table 2. Taxonomy matrix with examples of sigmoid functions of the 2nd kind on the unbounded interval Table 3. Taxonomy matrix with examples of sigmoid functions of the 3rd kind === Construction methods === The same theory presents a list of 30 methods for constructing sigmoid functions.. These include algebraic transformations, integration and convolution methods, constructions from bell-shaped functions, solutions of ordinary and partial differential equations, recursive schemes, stochastic differential equations, feedback systems, and chaotic systems. M0: Construction method for sigmoid functions not evident or intuitive M1: Inverse of singularity functions M2: Sigmoid functions of embedded positive functions M3: Rising a sigmoid function to the power M4: Exponentiating a sigmoid function M5: Symmetric sigmoid functions derived from asymmetric ones M6: Sigmoid functions of the reciprocal independent variable M7: Embedding a sigmoid function into other function M8: Sum of sigmoid functions M9: Multiplication of sigmoid functions M10: Integral of the product of an increasing and a decreasing function M11: Derivation from lambda (bell-shaped) functions M12: Integration of lambda (bell-shaped) function M13: Integration of the sum of lambda (bell-shaped) functions M14: Integration of the product of two lambda (bell-shaped) functions M15: Integration of the difference of two shifted sigmoid functions M16: Integration of the product of two shifted sigmoid functions M17: Convolution of sigmoid functions M18: Integration of the product of lambda and sigmoid function M19: Solutions of ordinary differential equations M20: Solutions of partial differential equation (PDE) M21: Solutions of functional differential equation (FDE) M22: Sum of a sigmoid function and some derivatives M23: Combination of sigmoid functions, its derivative and integral M24: Filtering sigmoid functions M25: Special cases of Gauss hypergeometric functions M26: Feedback closed-loop systems M27: Recursive functions M28: Recursive time-delayed feed-forward loops M29: Solutions of stochastic differential equation M30: Chaotic sigmoid functions Consult reference for more details. == Definition == A sigmoid function is a bounded, differentiable, real function that is defined for all real input values and has a positive derivative at each point. == Properties == In general, a sigmoid function is monotonic, and has a first derivative which is bell shaped. Conversely, the integral of any continuous, non-negative, bell-shaped function (with one local maximum and no local minimum, unless degenerate) will be sigmoidal. Thus the cumulative distribution functions for many common probability distributions are sigmoidal. One such example is the error function, which is related to the cumulative distribution function of a normal distribution; another is the arctan function, which is related to the cumulative distribution function of a Cauchy distribution. A sigmoid function is constrained by a pair of horizontal asymptotes as x → ± ∞ {\displaystyle x\rightarrow \pm \infty } . A sigmoid function is convex for values less than a particular point, and it is concave for values greater than that point: in many of the examples here, that point is 0. == Examples == Logistic function f ( x ) = 1 1 + e − x {\displaystyle f(x)={\frac {1}{1+e^{-x}}}} Hyperbolic tangent (shifted and scaled version of the logistic function, above) f ( x ) = tanh ⁡ x = e x − e − x e x + e − x {\displaystyle f(x)=\tanh x={\frac {e^{x}-e^{-x}}{e^{x}+e^{-x}}}} Arctangent function f ( x ) = arctan ⁡ x {\displaystyle f(x)=\arctan x} Gudermannian function f ( x ) = gd ⁡ ( x ) = ∫ 0 x d t cosh ⁡ t = 2 arctan ⁡ ( tanh ⁡ ( x 2 ) ) {\displaystyle f(x)=\operatorname {gd} (x)=\int _{0}^{x}{\frac {dt}{\cosh t}}=2\arctan \left(\tanh \left({\frac {x}{2}}\right)\right)} Error function f ( x ) = erf ⁡ ( x ) = 2 π ∫ 0 x e − t 2 d t {\displaystyle f(x)=\operatorname {erf} (x)={\frac {2}{\sqrt {\pi }}}\int _{0}^{x}e^{-t^{2}}\,dt} Generalised logistic function f ( x ) = ( 1 + e − x ) − α , α > 0 {\displaystyle f(x)=\left(1+e^{-x}\right)^{-\alpha },\quad \alpha >0} Smoothstep function f ( x ) = { ( ∫ 0 1 ( 1 − u 2 ) N d u ) − 1 ∫ 0 x ( 1 − u 2 ) N d u , | x | ≤ 1 sgn ⁡ ( x ) | x | ≥ 1 N ∈ Z ≥ 1 {\displaystyle f(x)={\begin{cases}{\displaystyle \left(\int _{0}^{1}\left(1-u^{2}\right)^{N}du\right)^{-1}\int _{0}^{x}\left(1-u^{2}\right)^{N}\ du},&|x|\leq 1\\\\\operatorname {sgn}(x)&|x|\geq 1\\\end{cases}}\quad N\in \mathbb {Z} \geq 1} Some algebraic functions, for example f ( x ) = x 1 + x 2 {\displaystyle f(x)={\frac {x}{\sqrt {1+x^{2}}}}} and in a more general form f ( x ) = x ( 1 + | x | k ) 1 / k {\displaystyle f(x)={\frac {x}{\left(1+|x|^{k}\right)^{1/k}}}} Up to shifts and scaling, many sigmoids are special cases of f ( x ) = φ ( φ ( x , β ) , α ) , {\displaystyle f(x)=\varphi (\varphi (x,\beta ),\alpha ),} where φ ( x , λ ) = { ( 1 − λ x ) 1 / λ λ ≠ 0 e − x λ = 0 {\displaystyle \varphi (x,\lambda )={\begin{cases}(1-\lambda x)^{1/\lambda }&\lambda \neq 0\\e^{-x}&\lambda =0\\\end{cases}}} is the inverse of the negative Box–Cox transformation, and α < 1 {\displaystyle \alpha <1} and β < 1 {\displaystyle \beta <1} are shape parameters. Smooth transition function normalized to (−1,1): f ( x ) = { 2 1 + e − 2 m x 1 − x 2 − 1 , | x | < 1 sgn ⁡ ( x ) | x | ≥ 1 = { tanh ⁡ ( m x 1 − x 2 ) , | x | < 1 sgn ⁡ ( x ) | x | ≥ 1 {\displaystyle {\begin{aligned}f(x)&={\begin{cases}{\displaystyle {\frac {2}{1+e^{-2m{\frac {x}{1-x^{2}}}}}}-1},&|x|<1\\\\\operatorname {sgn}(x)&|x|\geq 1\\\end{cases}}\\&={\begin{cases}{\displaystyle \tanh \left(m{\frac {x}{1-x^{2}}}\right)},&|x|<1\\\\\operatorname {sgn}(x)&|x|\geq 1\\\end{cases}}\end{aligned}}} using the hyperbolic tangent mentioned above. Here, m {\displaystyle m} is a free parameter encoding the slope at x = 0 {\displaystyle x=0} , which must be great

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  • Relationship square

    Relationship square

    In statistics, the relationship square is a graphical representation for use in the factorial analysis of a table individuals x variables. This representation completes classical representations provided by principal component analysis (PCA) or multiple correspondence analysis (MCA), namely those of individuals, of quantitative variables (correlation circle) and of the categories of qualitative variables (at the centroid of the individuals who possess them). It is especially important in factor analysis of mixed data (FAMD) and in multiple factor analysis (MFA). == Definition of relationship square in the MCA frame == The first interest of the relationship square is to represent the variables themselves, not their categories, which is all the more valuable as there are many variables. For this, we calculate for each qualitative variable j {\displaystyle j} and each factor F s {\displaystyle F_{s}} ( F s {\displaystyle F_{s}} , rank s {\displaystyle s} factor, is the vector of coordinates of the individuals along the axis of rank s {\displaystyle s} ; in PCA, F s {\displaystyle F_{s}} is called principal component of rank s {\displaystyle s} ), the square of the correlation ratio between the F s {\displaystyle F_{s}} and the variable j {\displaystyle j} , usually denoted : η 2 ( j , F s ) {\displaystyle \eta ^{2}(j,F_{s})} Thus, to each factorial plane, we can associate a representation of qualitative variables themselves. Their coordinates being between 0 and 1, the variables appear in the square having as vertices the points (0,0), ( 0,1), (1,0) and (1,1). == Example in MCA == Six individuals ( i 1 , … , i 6 ) {\displaystyle i_{1},\ldots ,i_{6})} are described by three variables ( q 1 , q 2 , q 3 ) {\displaystyle (q_{1},q_{2},q_{3})} having respectively 3, 2 and 3 categories. Example : the individual i 1 {\displaystyle i_{1}} possesses the category a {\displaystyle a} of q 1 {\displaystyle q_{1}} , d {\displaystyle d} of q 2 {\displaystyle q_{2}} and f {\displaystyle f} of q 3 {\displaystyle q_{3}} . Applied to these data, the MCA function included in the R Package FactoMineR provides to the classical graph in Figure 1. The relationship square (Figure 2) makes easier the reading of the classic factorial plane. It indicates that: The first factor is related to the three variables but especially q 3 {\displaystyle q_{3}} (which have a very high coordinate along the first axis) and then q 2 {\displaystyle q_{2}} . The second factor is related only to q 1 {\displaystyle q_{1}} and q 3 {\displaystyle q_{3}} (and not to q 2 {\displaystyle q_{2}} which has a coordinate along axis 2 equal to 0) and that in a strong and equal manner. All this is visible on the classic graphic but not so clearly. The role of the relationship square is first to assist in reading a conventional graphic. This is precious when the variables are numerous and possess numerous coordinates. == Extensions == This representation may be supplemented with those of quantitative variables, the coordinates of the latter being the square of correlation coefficients (and not of correlation ratios). Thus, the second advantage of the relationship square lies in the ability to represent simultaneously quantitative and qualitative variables. The relationship square can be constructed from any factorial analysis of a table individuals x variables. In particular, it is (or should be) used systematically: in multiple correspondences analysis (MCA); in principal components analysis (PCA) when there are many supplementary variables; in factor analysis of mixed data (FAMD). An extension of this graphic to groups of variables (how to represent a group of variables by a single point ?) is used in Multiple Factor Analysis (MFA) == History == The idea of representing the qualitative variables themselves by a point (and not the categories) is due to Brigitte Escofier. The graphic as it is used now has been introduced by Brigitte Escofier and Jérôme Pagès in the framework of multiple factor analysis == Conclusion == In MCA, the relationship square provides a synthetic view of the connections between mixed variables, all the more valuable as there are many variables having many categories. This representation iscan be useful in any factorial analysis when there are numerous mixed variables, active and/or supplementary.

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  • Application Lifecycle Framework

    Application Lifecycle Framework

    The Application Lifecycle Framework (ALF) was a project by the Eclipse Foundation that aimed to create a standardized, open-source system to allow different application lifecycle management (ALM) tools to work together more easily. The goal was to provide common protocols and integration services that would let software development tools from different vendors communicate and share data. However, the project failed to gain sufficient support from major industry players and was terminated in 2008.

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  • Huber loss

    Huber loss

    In statistics, the Huber loss is a loss function used in robust regression, that is less sensitive to outliers in data than the squared error loss. A variant for classification is also sometimes used. == Definition == The Huber loss function describes the penalty incurred by an estimation procedure f. Huber (1964) defines the loss function piecewise by L δ ( a ) = { 1 2 a 2 for | a | ≤ δ , δ ⋅ ( | a | − 1 2 δ ) , otherwise. {\displaystyle L_{\delta }(a)={\begin{cases}{\frac {1}{2}}{a^{2}}&{\text{for }}|a|\leq \delta ,\\[4pt]\delta \cdot \left(|a|-{\frac {1}{2}}\delta \right),&{\text{otherwise.}}\end{cases}}} This function is quadratic for small values of a, and linear for large values, with equal values and slopes of the different sections at the two points where | a | = δ {\displaystyle |a|=\delta } . The variable a often refers to the residuals, that is to the difference between the observed and predicted values a = y − f ( x ) {\displaystyle a=y-f(x)} , so the former can be expanded to L δ ( y , f ( x ) ) = { 1 2 ( y − f ( x ) ) 2 for | y − f ( x ) | ≤ δ , δ ⋅ ( | y − f ( x ) | − 1 2 δ ) , otherwise. {\displaystyle L_{\delta }(y,f(x))={\begin{cases}{\frac {1}{2}}{\left(y-f(x)\right)}^{2}&{\text{for }}\left|y-f(x)\right|\leq \delta ,\\[4pt]\delta \ \cdot \left(\left|y-f(x)\right|-{\frac {1}{2}}\delta \right),&{\text{otherwise.}}\end{cases}}} The Huber loss is the convolution of the absolute value function with the rectangular function, scaled and translated. Thus it "smoothens out" the former's corner at the origin. == Motivation == Two very commonly used loss functions are the squared loss, L ( a ) = a 2 {\displaystyle L(a)=a^{2}} , and the absolute loss, L ( a ) = | a | {\displaystyle L(a)=|a|} . The squared loss function results in an arithmetic mean-unbiased estimator, and the absolute-value loss function results in a median-unbiased estimator (in the one-dimensional case, and a geometric median-unbiased estimator for the multi-dimensional case). The squared loss has the disadvantage that it has the tendency to be dominated by outliers—when summing over a set of a {\displaystyle a} 's (as in ∑ i = 1 n L ( a i ) {\textstyle \sum _{i=1}^{n}L(a_{i})} ), the sample mean is influenced too much by a few particularly large a {\displaystyle a} -values when the distribution is heavy tailed: in terms of estimation theory, the asymptotic relative efficiency of the mean is poor for heavy-tailed distributions. As defined above, the Huber loss function is strongly convex in a uniform neighborhood of its minimum a = 0 {\displaystyle a=0} ; at the boundary of this uniform neighborhood, the Huber loss function has a differentiable extension to an affine function at points a = − δ {\displaystyle a=-\delta } and a = δ {\displaystyle a=\delta } . These properties allow it to combine much of the sensitivity of the mean-unbiased, minimum-variance estimator of the mean (using the quadratic loss function) and the robustness of the median-unbiased estimator (using the absolute value function). == Pseudo-Huber loss function == The Pseudo-Huber loss function can be used as a smooth approximation of the Huber loss function. It combines the best properties of L2 squared loss and L1 absolute loss by being strongly convex when close to the target/minimum and less steep for extreme values. The scale at which the Pseudo-Huber loss function transitions from L2 loss for values close to the minimum to L1 loss for extreme values and the steepness at extreme values can be controlled by the δ {\displaystyle \delta } value. The Pseudo-Huber loss function ensures that derivatives are continuous for all degrees. It is defined as L δ ( a ) = δ 2 ( 1 + ( a / δ ) 2 − 1 ) . {\displaystyle L_{\delta }(a)=\delta ^{2}\left({\sqrt {1+(a/\delta )^{2}}}-1\right).} As such, this function approximates a 2 / 2 {\displaystyle a^{2}/2} for small values of a {\displaystyle a} , and approximates a straight line with slope δ {\displaystyle \delta } for large values of a {\displaystyle a} . While the above is the most common form, other smooth approximations of the Huber loss function also exist. == Variant for classification == For classification purposes, a variant of the Huber loss called modified Huber is sometimes used. Given a prediction f ( x ) {\displaystyle f(x)} (a real-valued classifier score) and a true binary class label y ∈ { + 1 , − 1 } {\displaystyle y\in \{+1,-1\}} , the modified Huber loss is defined as L ( y , f ( x ) ) = { max ( 0 , 1 − y f ( x ) ) 2 for y f ( x ) > − 1 , − 4 y f ( x ) otherwise. {\displaystyle L(y,f(x))={\begin{cases}\max(0,1-y\,f(x))^{2}&{\text{for }}\,\,y\,f(x)>-1,\\[4pt]-4y\,f(x)&{\text{otherwise.}}\end{cases}}} The term max ( 0 , 1 − y f ( x ) ) {\displaystyle \max(0,1-y\,f(x))} is the hinge loss used by support vector machines; the quadratically smoothed hinge loss is a generalization of L {\displaystyle L} . == Applications == The Huber loss function is used in robust statistics, M-estimation and additive modelling.

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  • Apache Giraph

    Apache Giraph

    Apache Giraph is an Apache project to perform graph processing on big data. Giraph utilizes Apache Hadoop's MapReduce implementation to process graphs. Facebook used Giraph with some performance improvements to analyze one trillion edges using 200 machines in 4 minutes. Giraph is based on a paper published by Google about its own graph processing system called Pregel. It can be compared to other Big Graph processing libraries such as Cassovary. As of September 2023, it is no longer actively developed.

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  • Pruning (artificial neural network)

    Pruning (artificial neural network)

    In deep learning, pruning is the practice of removing parameters from an existing artificial neural network. The goal of this process is to reduce the size (parameter count) of the neural network (and therefore the computational resources required to run it) whilst maintaining accuracy. This can be compared to the biological process of synaptic pruning which takes place in mammalian brains during development. == Node (neuron) pruning == A basic algorithm for pruning is as follows: Evaluate the importance of each neuron. Rank the neurons according to their importance (assuming there is a clearly defined measure for "importance"). Remove the least important neuron. Check a termination condition (to be determined by the user) to see whether to continue pruning. == Edge (weight) pruning == Most work on neural network pruning does not remove full neurons or layers (structured pruning). Instead, it focuses on removing the most insignificant weights (unstructured pruning), namely, setting their values to zero. This can either be done globally by comparing weights from all layers in the network or locally by comparing weights in each layer separately. Different metrics can be used to measure the importance of each weight. Weight magnitude as well as combinations of weight and gradient information are commonly used metrics. Early work suggested also to change the values of non-pruned weights. == When to prune the neural network? == Pruning can be applied at three different stages: before training, during training, or after training. When pruning is performed during or after training, additional fine-tuning epochs are typically required. Each approach involves different trade-offs between accuracy and computational cost.

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  • Pixel shift

    Pixel shift

    Pixel shift is a method in digital cameras for producing a super-resolution image. The method works by taking several images, after each such capture moving ("shifting") the sensor to a new position. In digital colour cameras that employ pixel shift, this avoids a major limitation inherent in using Bayer pattern for obtaining colour, and instead produces an image with increased colour resolution and, assuming a static subject or additional computational steps, an image free of colour moiré. Taking this idea further, sub-pixel shifting may increase the resolution of the final image beyond that suggested by the specified resolution of the image sensor. Additionally, assuming that the various individual captures are taken at the same sensitivity, the final combined image will have less image noise than a single capture. This can be thought of as an averaging effect (for instance, in a pixel shift image composed of four individual frames with a classic Bayer pattern, every pixel in the final colour image is based on two measurements of the green channel). == List of cameras implementing pixel shift == All of the following cameras are fabricated with one imaging sensor, thus any kind of pixel shift requires a movement of the whole sensor. === Canon === Canon R5: Contains a 45 Mpixel sensor. The High-Resolution Mode shifts the sensor by one pixel to obtain a sequence of nine images that are merged into a 400 Mpixel image. === Fujifilm === Fujifilm GFX50S II: contains a 51 Mpixel sensor. The Pixel Shift Multi-Shot mode shifts the imaging sensor by 0.5-pixel movements to obtain a sequence of 16 images that are subsequently merged into a 200 Mpixel image. Fujifilm GFX100, Fujifilm GFX100 II: contains a 102 Mpixel sensor. A sequence of 16 pixel shifted images are merged into a 400 Mpixel image. Fujifilm GFX100S, Fujifilm GFX100S II: contains a 102 Mpixel sensor. A sequence of 16 pixel shifted images are merged into a 400 Mpixel image Fujifilm GFX100IR: contains a 102 Mpixel sensor. A sequence of 16 pixel shifted images are merged into a 400 Mpixel image Fujifilm X-H2: contains a 40 Mpixel sensor. A sequence of 20 shifted images are merged into a 160 Mpixel image. Fujifilm X-T5: contains a 40 Mpixel sensor. A sequence of 20 shifted images are merged into a 160 Mpixel image. === Nikon === Nikon Z8: contains a 47.5 Mpixel sensor. The High Res shot mode shifts the imaging sensor by 0.5-pixel movements to obtain a sequence of up to 32 images that can be merged in Nikon's NX studio software. Nikon Zf: contains a 24 Mpixel sensor. The High Res shot mode shifts the imaging sensor by 0.5-pixel movements to obtain a sequence of up to 32 images that can be merged in Nikon's NX studio software. === Olympus === Olympus OM-D E-M1 Mark II: contains a 20.4 Mpixel sensor. The High Res shot mode produces a 50 Mpixel image. Olympus OM-D E-M5 Mark II: contains a 16 Mpixel sensor. The High Res shot mode shifts the imaging sensor by 0.5-pixel movements to obtain a sequence of 8 images that are subsequently merged into a 40 Mpixel image. Olympus OM-D E-M5 Mark III: contains a 20.4 Mpixel sensor. The High Res shot mode shifts the imaging sensor by 0.5-pixel movements to obtain a sequence of 8 images that are subsequently merged into a 50 Mpixel image. Olympus OM-D E-M1X: contains a 20.4 Mpixel sensor. The camera sports two pixel shift mode: (a) the 80Mp Tripod mode produces an 80 Mpixel image, (b) the Handheld High Res shot mode produces a 50 Mpixel image. Olympus PEN-F: contains a 20.4 Mpixel sensor. The High Res Shot mode takes multiple images, continually shifting the position of the sensor in sub-pixel increments. Combining these images results in either a 50MP JPEG or an 80MP Raw file. ==== OM System ==== OM System OM-1: contains a 20MPix sensor. The High Res Shot mode takes multiple images, and it can be used handheld or on a tripod. Handheld it will internally produce 50 Mpix files and 80 Mpix when mounted on a tripod. OM System OM-5: contains a 20MPix sensor. The High Res Shot mode takes multiple images, and it can be used handheld or on a tripod. Handheld it will internally produce 50 Mpix files and 80 Mpix when mounted on a tripod. === Panasonic === Panasonic Lumix DC-G9: contains a 20.3 Mpixel sensor. The High Resolution Mode takes a sequence of 8 shots in quick succession between which the sensor is shifted by 0.5 pixel for each image. These are subsequently merged into an 80 Mpixel image. Panasonic Lumix DC-S1: contains a 24.2 Mpixel sensor. The High Resolution Mode takes a sequence of shots in quick succession between which the sensor is shifted by a small amount. These are subsequently merged into a 96 Mpixel image. Panasonic Lumix DC-S1R: contains a 47.3 Mpixel sensor. The High Resolution Mode shifts the imaging sensor by a small increments to obtain a sequence of 8 images that are subsequently merged into a 187 Mpixel image. Panasonic Lumix DC-S1H Panasonic Lumix DC-S5 === Pentax === Pentax K-70: contains a 24.3 Mpixel sensor. The pixel shift mode takes a sequence of 4 shots between which the sensor is shifted by 1 pixel. These are subsequently merged into an image sporting 'all color data in each pixel to deliver super-high-resolution images'. Pentax KP: contains a 24.3 Mpixel sensor. The pixel shift mode takes a sequence of 4 shots between which the sensor is shifted by 1 pixel. These are subsequently merged into an image sporting 'high-resolution images with more accurate colours and much finer details'. Pentax K-3 II: contains a 24.3 Mpixel sensor. The pixel shift mode takes a sequence of 4 shots between which the sensor is shifted by 1 pixel. These are subsequently merged into an image sporting 'super-high-resolution images with far more truthful color reproduction and much finer details'. Pentax K-3 III: contains a 25.7 Mpixel sensor. The pixel shift mode takes a sequence of 4 shots between which the sensor is shifted by 1 pixel. These are subsequently merged into an image sporting 'a cancelling out of the Bayer pattern and removal of the need for sharpness-sapping demosaicing'. Pentax K-1: contains a 36.4 Mpixel sensor. The pixel shift mode takes a sequence of 4 shots between which the sensor is shifted by 1 pixel. These are subsequently merged into an image sporting 'improved detail and colour resolution'. Pentax K-1 II: contains a 36.4 Mpixel sensor. The camera sports two pixel shift mode: (a) a series of 4 tripod-stabilised images shifted by 1 pixel each are subsequently combined into a 47.3 Mpixel image, (b) a series of images taken in handheld mode are combined into a 47.3 Mpixel image that is, within limits, able to cope even with moving subjects. === Sony === Sony a6600: contains a 24.3 Mpixel sensor. The pixel shift mode takes a sequence of 4 shots between which the sensor is shifted by 1 pixel. These are subsequently merged into an image sporting 'all color data in each pixel to deliver super-high-resolution images'. Sony α7R III: contains a 42.4 Mpixel sensor. The pixel shift mode takes a sequence of 4 shots between which the sensor is shifted by 1 pixel. These are subsequently merged into a 42.4 Mpixel image with improved tonal resolution. Sony α7R IV: contains a 61 Mpixel sensor. The camera has two pixel shift modes, (a) the first takes a sequence of 4 shots between which the sensor is shifted by 1 pixel. These are subsequently merged into a 61 Mpixel image with improved tonal resolution, (b) the other takes a sequence of 16 shots between which the sensor is shifted by 0.5 pixel. These are subsequently merged into a 240 Mpixel image with both enhanced detail and improved tonal resolution. Sony α1: contains a 50 Mpixel sensor. The camera has two pixel shift modes, (a) the first takes a sequence of 4 shots between which the sensor is shifted by 1 pixel. These are subsequently merged into a 50 Mpixel image with improved tonal resolution, (b) the other takes a sequence of 16 shots between which the sensor is shifted by 0.5 pixel. These are subsequently merged into a 200 Mpixel image with both enhanced detail and improved tonal resolution. === Hasselblad === Hasselblad H3DII: the model H3DII-39 sports a 39 Mpixel sensor, the model H3DII-50 a 50 Mpixel sensor. Both enable a pixel shift mode which takes a sequence of 4 shots between which the sensor is shifted by 1 pixel. These are subsequently merged into a single image. Hasselblad H4D series: the model H4D-200MS contains a 50 Mpixel sensor. The sensor sports 3 different pixel shift modes which take (a) a sequence of 6 shots taken at slight offsets, (b) a sequence of 4 shots between which the sensor is shifted by 1 pixel, (c) a sequence of 4 shots between which the sensor is shifted by 0.5 pixels. Images obtained by all three modes are subsequently merged into 200 Mpixel images. Hasselblad H5D series: both models H5D-50c MS and H5D-200c MS contain a 50 Mpixel sensor. This sensor sports 2 different pixel shift modes which take (a) a sequence of 6 shots with full and half pixel moveme

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  • Constructing skill trees

    Constructing skill trees

    Constructing skill trees (CST) is a hierarchical reinforcement learning algorithm which can build skill trees from a set of sample solution trajectories obtained from demonstration. CST uses an incremental MAP (maximum a posteriori) change point detection algorithm to segment each demonstration trajectory into skills and integrate the results into a skill tree. CST was introduced by George Konidaris, Scott Kuindersma, Andrew Barto and Roderic Grupen in 2010. == Algorithm == CST consists of mainly three parts;change point detection, alignment and merging. The main focus of CST is online change-point detection. The change-point detection algorithm is used to segment data into skills and uses the sum of discounted reward R t {\displaystyle R_{t}} as the target regression variable. Each skill is assigned an appropriate abstraction. A particle filter is used to control the computational complexity of CST. The change point detection algorithm is implemented as follows. The data for times t ∈ T {\displaystyle t\in T} and models Q with prior p ( q ∈ Q ) {\displaystyle p(q\in Q)} are given. The algorithm is assumed to be able to fit a segment from time j + 1 {\displaystyle j+1} to t using model q with the fit probability P ( j , t , q ) {\displaystyle P(j,t,q)_{}^{}} . A linear regression model with Gaussian noise is used to compute P ( j , t , q ) {\displaystyle P(j,t,q)} . The Gaussian noise prior has mean zero, and variance which follows I n v e r s e G a m m a ( v 2 , u 2 ) {\displaystyle \mathrm {InverseGamma} \left({\frac {v}{2}},{\frac {u}{2}}\right)} . The prior for each weight follows N o r m a l ( 0 , σ 2 δ ) {\displaystyle \mathrm {Normal} (0,\sigma ^{2}\delta )} . The fit probability P ( j , t , q ) {\displaystyle P(j,t,q)} is computed by the following equation. P ( j , t , q ) = π − n 2 δ m | ( A + D ) − 1 | 1 2 u v 2 ( y + u ) u + v 2 Γ ( n + v 2 ) Γ ( v 2 ) {\displaystyle P(j,t,q)={\frac {\pi ^{-{\frac {n}{2}}}}{\delta ^{m}}}\left|(A+D)^{-1}\right|^{\frac {1}{2}}{\frac {u^{\frac {v}{2}}}{(y+u)^{\frac {u+v}{2}}}}{\frac {\Gamma ({\frac {n+v}{2}})}{\Gamma ({\frac {v}{2}})}}} Then, CST compute the probability of the changepoint at time j with model q, P t ( j , q ) {\displaystyle P_{t}(j,q)} and P j MAP {\displaystyle P_{j}^{\text{MAP}}} using a Viterbi algorithm. P t ( j , q ) = ( 1 − G ( t − j − 1 ) ) P ( j , t , q ) p ( q ) P j MAP {\displaystyle P_{t}(j,q)=(1-G(t-j-1))P(j,t,q)p(q)P_{j}^{\text{MAP}}} P j MAP = max i , q P j ( i , q ) g ( j − i ) 1 − G ( j − i − 1 ) , ∀ j < t {\displaystyle P_{j}^{\text{MAP}}=\max _{i,q}{\frac {P_{j}(i,q)g(j-i)}{1-G(j-i-1)}},\forall j Read more →

  • Correlation clustering

    Correlation clustering

    Clustering is the problem of partitioning data points into groups based on similarity or dissimilarity. Correlation clustering is a clustering framework in which a set of objects is partitioned into clusters based on pairwise similarity and dissimilarity information, without requiring the number of clusters to be specified in advance. == Description of the problem == In machine learning, correlation clustering (also known as cluster editing) considers settings in which pairwise similarity or dissimilarity relationships between objects are known. A standard formulation models the input as an unweighted complete graph G = ( V , E ) {\displaystyle G=(V,E)} , where each edge is labeled either + {\displaystyle +} or − {\displaystyle -} (that is, the graph is a signed graph), indicating whether the corresponding endpoints are similar or dissimilar. The goal is to find a clustering (that is, a partition of V {\displaystyle V} ) that either maximizes the number of agreements—the sum of positive edges whose endpoints lie in the same cluster and negative edges whose endpoints lie in different clusters—or minimizes the number of disagreements—the sum of positive edges whose endpoints are separated and negative edges whose endpoints lie in the same cluster. Unlike other clustering methods such as k-means, correlation clustering does not require choosing the number of clusters k {\displaystyle k} in advance. It is not always possible to find a clustering with zero disagreements. For example, consider a triangle graph containing two positive edges and one negative edge. In this case, every clustering incurs at least one disagreement. Such configurations are referred to in the literature as bad triangles. From a computational perspective, optimizing the correlation clustering objective is challenging. The (decision version of the) problem is NP-complete. A large body of subsequent work has developed approximation algorithms for correlation clustering under various assumptions, including complete or general graphs and unweighted or weighted graphs, for both minimization and maximization objectives. This problem is considered one of the fundamental combinatorial optimization problems, and many algorithmic techniques have been developed to address it. The problem has also been studied extensively across multiple disciplines. A comprehensive literature review of early correlation clustering research is provided by Wahid and Hassini. == Formal Definitions == Let G = ( V , E ) {\displaystyle G=(V,E)} be a graph with nodes V {\displaystyle V} and edges E {\displaystyle E} . A clustering of G {\displaystyle G} is a partition of its node set Π = { π 1 , … , π k } {\displaystyle \Pi =\{\pi _{1},\dots ,\pi _{k}\}} with V = π 1 ∪ ⋯ ∪ π k {\displaystyle V=\pi _{1}\cup \dots \cup \pi _{k}} and π i ∩ π j = ∅ {\displaystyle \pi _{i}\cap \pi _{j}=\emptyset } for i ≠ j {\displaystyle i\neq j} . For a given clustering Π {\displaystyle \Pi } , let δ ( Π ) = { { u , v } ∈ E ∣ { u , v } ⊈ π ∀ π ∈ Π } {\displaystyle \delta (\Pi )=\{\{u,v\}\in E\mid \{u,v\}\not \subseteq \pi \;\forall \pi \in \Pi \}} denote the subset of edges of G {\displaystyle G} whose endpoints are in different subsets of the clustering Π {\displaystyle \Pi } . Now, let w : E → R ≥ 0 {\displaystyle w\colon E\to \mathbb {R} _{\geq 0}} be a function that assigns a non-negative weight to each edge of the graph and let E = E + ∪ E − {\displaystyle E=E^{+}\cup E^{-}} be a partition of the edges into attractive ( E + {\displaystyle E^{+}} ) and repulsive ( E − {\displaystyle E^{-}} ) edges; that is, the edges are signed. The minimum disagreement correlation clustering problem is the following optimization problem: minimize Π ∑ e ∈ E + ∩ δ ( Π ) w e + ∑ e ∈ E − ∖ δ ( Π ) w e . {\displaystyle {\begin{aligned}&{\underset {\Pi }{\operatorname {minimize} }}&&\sum _{e\in E^{+}\cap \delta (\Pi )}w_{e}+\sum _{e\in E^{-}\setminus \delta (\Pi )}w_{e}\;.\end{aligned}}} Here, the set E + ∩ δ ( Π ) {\displaystyle E^{+}\cap \delta (\Pi )} contains the attractive edges whose endpoints are in different components with respect to the clustering Π {\displaystyle \Pi } and the set E − ∖ δ ( Π ) {\displaystyle E^{-}\setminus \delta (\Pi )} contains the repulsive edges whose endpoints are in the same component with respect to the clustering Π {\displaystyle \Pi } . Together these two sets contain all edges that disagree with the clustering Π {\displaystyle \Pi } . Similarly to the minimum disagreement correlation clustering problem, the maximum agreement correlation clustering problem is defined as maximize Π ∑ e ∈ E + ∖ δ ( Π ) w e + ∑ e ∈ E − ∩ δ ( Π ) w e . {\displaystyle {\begin{aligned}&{\underset {\Pi }{\operatorname {maximize} }}&&\sum _{e\in E^{+}\setminus \delta (\Pi )}w_{e}+\sum _{e\in E^{-}\cap \delta (\Pi )}w_{e}\;.\end{aligned}}} Here, the set E + ∖ δ ( Π ) {\displaystyle E^{+}\setminus \delta (\Pi )} contains the attractive edges whose endpoints are in the same component with respect to the clustering Π {\displaystyle \Pi } and the set E − ∩ δ ( Π ) {\displaystyle E^{-}\cap \delta (\Pi )} contains the repulsive edges whose endpoints are in different components with respect to the clustering Π {\displaystyle \Pi } . Together these two sets contain all edges that agree with the clustering Π {\displaystyle \Pi } . Instead of formulating the correlation clustering problem in terms of non-negative edge weights and a partition of the edges into attractive and repulsive edges the problem is also formulated in terms of positive and negative edge costs without partitioning the set of edges explicitly. For given weights w : E → R ≥ 0 {\displaystyle w\colon E\to \mathbb {R} _{\geq 0}} and a given partition E = E + ∪ E − {\displaystyle E=E^{+}\cup E^{-}} of the edges into attractive and repulsive edges, the edge costs can be defined by c e = { w e if e ∈ E + − w e if e ∈ E − {\displaystyle {\begin{aligned}c_{e}={\begin{cases}\;\;w_{e}&{\text{if }}e\in E^{+}\\-w_{e}&{\text{if }}e\in E^{-}\end{cases}}\end{aligned}}} for all e ∈ E {\displaystyle e\in E} . An edge whose endpoints are in different clusters is said to be cut. The set δ ( Π ) {\displaystyle \delta (\Pi )} of all edges that are cut is often called a multicut of G {\displaystyle G} . The minimum cost multicut problem is the problem of finding a clustering Π {\displaystyle \Pi } of G {\displaystyle G} such that the sum of the costs of the edges whose endpoints are in different clusters is minimal: minimize Π ∑ e ∈ δ ( Π ) c e . {\displaystyle {\begin{aligned}&{\underset {\Pi }{\operatorname {minimize} }}&&\sum _{e\in \delta (\Pi )}c_{e}\;.\end{aligned}}} Similar to the minimum cost multicut problem, coalition structure generation in weighted graph games is the problem of finding a clustering such that the sum of the costs of the edges that are not cut is maximal: maximize Π ∑ e ∈ E ∖ δ ( Π ) c e . {\displaystyle {\begin{aligned}&{\underset {\Pi }{\operatorname {maximize} }}&&\sum _{e\in E\setminus \delta (\Pi )}c_{e}\;.\end{aligned}}} This formulation is also known as the clique partitioning problem. It can be shown that all four problems that are formulated above are equivalent. This means that a clustering that is optimal with respect to any of the four objectives is optimal for all of the four objectives. == Algorithms == If the graph admits a clustering with zero disagreements, then deleting all negative edges and computing the connected components of the remaining graph yields an optimal clustering. A necessary and sufficient condition for the existence of such a clustering was given by Davis: no cycle in the graph may contain exactly one negative edge. Bansal et al. discuss the NP-completeness proof and also present both a constant factor approximation algorithm and polynomial-time approximation scheme to find the clusters in this setting. Ailon et al. propose a randomized 3-approximation algorithm for the same problem. CC-Pivot(G=(V,E+,E−)) Pick random pivot i ∈ V Set C = { i } {\displaystyle C=\{i\}} , V'=Ø For all j ∈ V, j ≠ i; If (i,j) ∈ E+ then Add j to C Else (If (i,j) ∈ E−) Add j to V' Let G' be the subgraph induced by V' Return clustering C,CC-Pivot(G') The authors show that the above algorithm is a 3-approximation algorithm for correlation clustering. The best polynomial-time approximation algorithm known at the moment for this problem achieves a ~2.06 approximation by rounding a linear program, as shown by Chawla, Makarychev, Schramm, and Yaroslavtsev. Karpinski and Schudy proved existence of a polynomial time approximation scheme (PTAS) for that problem on complete graphs and fixed number of clusters. == Optimal number of clusters == In 2011, it was shown by Bagon and Galun that the optimization of the correlation clustering functional is closely related to well known discrete optimization methods. In their work they proposed a probabilistic analysis of the underlying implicit model that allows the correlation clustering functional to estimate the

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  • Q-learning

    Q-learning

    Q-learning is a reinforcement learning algorithm that trains an agent to assign values to its possible actions based on its current state, without requiring a model of the environment (model-free). It can handle problems with stochastic transitions and rewards without requiring adaptations. For example, in a grid maze, an agent learns to reach an exit worth 10 points. At a junction, Q-learning might assign a higher value to moving right than left if right gets to the exit faster, improving this choice by trying both directions over time. For any finite Markov decision process, Q-learning finds an optimal policy in the sense of maximizing the expected value of the total reward over any and all successive steps, starting from the current state. Q-learning can identify an optimal action-selection policy for any given finite Markov decision process, given infinite exploration time and a partly random policy. "Q" refers to the function that the algorithm computes: the expected reward—that is, the quality—of an action taken in a given state. == Reinforcement learning == Reinforcement learning involves an agent, a set of states S {\displaystyle {\mathcal {S}}} , and a set A {\displaystyle {\mathcal {A}}} of actions per state. By performing an action a ∈ A {\displaystyle a\in {\mathcal {A}}} , the agent transitions from state to state. Executing an action in a specific state provides the agent with a reward (a numerical score). The goal of the agent is to maximize its total reward. It does this by adding the maximum reward attainable from future states to the reward for achieving its current state, effectively influencing the current action by the potential future reward. This potential reward is a weighted sum of expected values of the rewards of all future steps starting from the current state. As an example, consider the process of boarding a train, in which the reward is measured by the negative of the total time spent boarding (alternatively, the cost of boarding the train is equal to the boarding time). One strategy is to enter the train door as soon as they open, minimizing the initial wait time for yourself. If the train is crowded, however, then you will have a slow entry after the initial action of entering the door as people are fighting you to depart the train as you attempt to board. The total boarding time, or cost, is then: 0 seconds wait time + 15 seconds fight time On the next day, by random chance (exploration), you decide to wait and let other people depart first. This initially results in a longer wait time. However, less time is spent fighting the departing passengers. Overall, this path has a higher reward than that of the previous day, since the total boarding time is now: 5 second wait time + 0 second fight time Through exploration, despite the initial (patient) action resulting in a larger cost (or negative reward) than in the forceful strategy, the overall cost is lower, thus revealing a more rewarding strategy. == Algorithm == After Δ t {\displaystyle \Delta t} steps into the future the agent will decide some next step. The weight for this step is calculated as γ Δ t {\displaystyle \gamma ^{\Delta t}} , where γ {\displaystyle \gamma } (the discount factor) is a number between 0 and 1 ( 0 ≤ γ ≤ 1 {\displaystyle 0\leq \gamma \leq 1} ). Assuming γ < 1 {\displaystyle \gamma <1} , it has the effect of valuing rewards received earlier higher than those received later (reflecting the value of a "good start"). γ {\displaystyle \gamma } may also be interpreted as the probability to succeed (or survive) at every step Δ t {\displaystyle \Delta t} . The algorithm, therefore, has a function that calculates the quality of a state–action combination: Q : S × A → R {\displaystyle Q:{\mathcal {S}}\times {\mathcal {A}}\to \mathbb {R} } . Before learning begins, ⁠ Q {\displaystyle Q} ⁠ is initialized to a possibly arbitrary fixed value (chosen by the programmer). Then, at each time t {\displaystyle t} the agent selects an action A t {\displaystyle A_{t}} , observes a reward R t + 1 {\displaystyle R_{t+1}} , enters a new state S t + 1 {\displaystyle S_{t+1}} (that may depend on both the previous state S t {\displaystyle S_{t}} and the selected action), and Q {\displaystyle Q} is updated. The core of the algorithm is a Bellman equation as a simple value iteration update, using the weighted average of the current value and the new information: Q n e w ( S t , A t ) ← ( 1 − α ⏟ learning rate ) ⋅ Q ( S t , A t ) ⏟ current value + α ⏟ learning rate ⋅ ( R t + 1 ⏟ reward + γ ⏟ discount factor ⋅ max a Q ( S t + 1 , a ) ⏟ estimate of optimal future value ⏟ new value (temporal difference target) ) {\displaystyle Q^{new}(S_{t},A_{t})\leftarrow (1-\underbrace {\alpha } _{\text{learning rate}})\cdot \underbrace {Q(S_{t},A_{t})} _{\text{current value}}+\underbrace {\alpha } _{\text{learning rate}}\cdot {\bigg (}\underbrace {\underbrace {R_{t+1}} _{\text{reward}}+\underbrace {\gamma } _{\text{discount factor}}\cdot \underbrace {\max _{a}Q(S_{t+1},a)} _{\text{estimate of optimal future value}}} _{\text{new value (temporal difference target)}}{\bigg )}} where R t + 1 {\displaystyle R_{t+1}} is the reward received when moving from the state S t {\displaystyle S_{t}} to the state S t + 1 {\displaystyle S_{t+1}} , and α {\displaystyle \alpha } is the learning rate ( 0 < α ≤ 1 ) {\displaystyle (0<\alpha \leq 1)} . Note that Q n e w ( S t , A t ) {\displaystyle Q^{new}(S_{t},A_{t})} is the sum of three terms: ( 1 − α ) Q ( S t , A t ) {\displaystyle (1-\alpha )Q(S_{t},A_{t})} : the current value (weighted by one minus the learning rate) α R t + 1 {\displaystyle \alpha \,R_{t+1}} : the reward R t + 1 {\displaystyle R_{t+1}} to obtain if action A t {\displaystyle A_{t}} is taken when in state S t {\displaystyle S_{t}} (weighted by learning rate) α γ max a Q ( S t + 1 , a ) {\displaystyle \alpha \gamma \max _{a}Q(S_{t+1},a)} : the maximum reward that can be obtained from state S t + 1 {\displaystyle S_{t+1}} (weighted by learning rate and discount factor) An episode of the algorithm ends when state S t + 1 {\displaystyle S_{t+1}} is a final or terminal state. However, Q-learning can also learn in non-episodic tasks (as a result of the property of convergent infinite series). If the discount factor is lower than 1, the action values are finite even if the problem can contain infinite loops or paths. For all final states s f {\displaystyle s_{f}} , Q ( s f , a ) {\displaystyle Q(s_{f},a)} is never updated, but is set to the reward value r {\displaystyle r} observed for state s f {\displaystyle s_{f}} . In most cases, Q ( s f , a ) {\displaystyle Q(s_{f},a)} can be taken to equal zero. == Influence of variables == === Learning rate === The learning rate or step size determines to what extent newly acquired information overrides old information. A factor of 0 makes the agent learn nothing (exclusively exploiting prior knowledge), while a factor of 1 makes the agent consider only the most recent information (ignoring prior knowledge to explore possibilities). In fully deterministic environments, a learning rate of α t = 1 {\displaystyle \alpha _{t}=1} is optimal. When the problem is stochastic, the algorithm converges under some technical conditions on the learning rate that require it to decrease to zero. In practice, often a constant learning rate is used, such as α t = 0.1 {\displaystyle \alpha _{t}=0.1} for all t {\displaystyle t} . === Discount factor === The discount factor ⁠ γ {\displaystyle \gamma } ⁠ determines the importance of future rewards. A factor of 0 will make the agent "myopic" (or short-sighted) by only considering current rewards, i.e. r t {\displaystyle r_{t}} (in the update rule above), while a factor approaching 1 will make it strive for a long-term high reward. If the discount factor meets or exceeds 1, the action values may diverge. For ⁠ γ = 1 {\displaystyle \gamma =1} ⁠, without a terminal state, or if the agent never reaches one, all environment histories become infinitely long, and utilities with additive, undiscounted rewards generally become infinite. Even with a discount factor only slightly lower than 1, Q-function learning leads to propagation of errors and instabilities when the value function is approximated with an artificial neural network. In that case, starting with a lower discount factor and increasing it towards its final value accelerates learning. === Initial conditions (Q0) === Since Q-learning is an iterative algorithm, it implicitly assumes an initial condition before the first update occurs. High initial values, also known as "optimistic initial conditions", can encourage exploration: no matter what action is selected, the update rule will cause it to have lower values than the other alternative, thus increasing their choice probability. The first reward r {\displaystyle r} can be used to reset the initial conditions. According to this idea, the first time an action is taken the reward is used to set the value

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  • TimeTiger

    TimeTiger

    TimeTiger is a time and project tracking app developed by Indigo Technologies Ltd. in Toronto, Ontario, Canada. Indigo was founded in 1997 and initially released TimeTiger in 1998. == Company == The company was incorporated in 1997 and began operations as a custom software developer. TimeTiger (internally called TaskMaster) was developed as a tool to help with Indigo's own project planning and estimating. After releasing TimeTiger as a commercial product in 1998, Indigo shifted its focus to time and project management solutions. TimeTiger first introduced support for web-based time logging in 2000, to appeal to workers who were not already tracking their time for billing reasons. Subsequent development emphasized project analysis tools. == Features == Web-based electronic time log "To Do" list to monitor project and non-project activities Pivot table report designer Role-based access control == Software integration == Reports can be exported to Microsoft Excel or saved as Excel-compatible HTML files. Microsoft Project files can be imported and exported. A Software Development Kit is available.

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  • ImageNets

    ImageNets

    ImageNets is an open source framework for rapid prototyping of machine vision algorithms, developed by the Institute of Automation. == Description == ImageNets is an open source and platform independent (Windows & Linux) framework for rapid prototyping of machine vision algorithms. With the GUI ImageNet Designer, no programming knowledge is required to perform operations on images. A configured ImageNet can be loaded and executed from C++ code without the need for loading the ImageNet Designer GUI to achieve higher execution performance. == History == ImageNets was developed by the Institute of Automation, University of Bremen, Germany. The software was first publicly released in 2010. Originally, ImageNets was developed for the Care-Providing Robot FRIEND but it can be used for a wide range of computer vision applications.

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  • Error tolerance (PAC learning)

    Error tolerance (PAC learning)

    In PAC learning, error tolerance refers to the ability of an algorithm to learn when the examples received have been corrupted in some way. In fact, this is a very common and important issue since in many applications it is not possible to access noise-free data. Noise can interfere with the learning process at different levels: the algorithm may receive data that have been occasionally mislabeled, or the inputs may have some false information, or the classification of the examples may have been maliciously adulterated. == Notation and the Valiant learning model == In the following, let X {\displaystyle X} be our n {\displaystyle n} -dimensional input space. Let H {\displaystyle {\mathcal {H}}} be a class of functions that we wish to use in order to learn a { 0 , 1 } {\displaystyle \{0,1\}} -valued target function f {\displaystyle f} defined over X {\displaystyle X} . Let D {\displaystyle {\mathcal {D}}} be the distribution of the inputs over X {\displaystyle X} . The goal of a learning algorithm A {\displaystyle {\mathcal {A}}} is to choose the best function h ∈ H {\displaystyle h\in {\mathcal {H}}} such that it minimizes e r r o r ( h ) = P x ∼ D ( h ( x ) ≠ f ( x ) ) {\displaystyle error(h)=P_{x\sim {\mathcal {D}}}(h(x)\neq f(x))} . Let us suppose we have a function s i z e ( f ) {\displaystyle size(f)} that can measure the complexity of f {\displaystyle f} . Let Oracle ( x ) {\displaystyle {\text{Oracle}}(x)} be an oracle that, whenever called, returns an example x {\displaystyle x} and its correct label f ( x ) {\displaystyle f(x)} . When no noise corrupts the data, we can define learning in the Valiant setting: Definition: We say that f {\displaystyle f} is efficiently learnable using H {\displaystyle {\mathcal {H}}} in the Valiant setting if there exists a learning algorithm A {\displaystyle {\mathcal {A}}} that has access to Oracle ( x ) {\displaystyle {\text{Oracle}}(x)} and a polynomial p ( ⋅ , ⋅ , ⋅ , ⋅ ) {\displaystyle p(\cdot ,\cdot ,\cdot ,\cdot )} such that for any 0 < ε ≤ 1 {\displaystyle 0<\varepsilon \leq 1} and 0 < δ ≤ 1 {\displaystyle 0<\delta \leq 1} it outputs, in a number of calls to the oracle bounded by p ( 1 ε , 1 δ , n , size ( f ) ) {\displaystyle p\left({\frac {1}{\varepsilon }},{\frac {1}{\delta }},n,{\text{size}}(f)\right)} , a function h ∈ H {\displaystyle h\in {\mathcal {H}}} that satisfies with probability at least 1 − δ {\displaystyle 1-\delta } the condition error ( h ) ≤ ε {\displaystyle {\text{error}}(h)\leq \varepsilon } . In the following we will define learnability of f {\displaystyle f} when data have suffered some modification. == Classification noise == In the classification noise model a noise rate 0 ≤ η < 1 2 {\displaystyle 0\leq \eta <{\frac {1}{2}}} is introduced. Then, instead of Oracle ( x ) {\displaystyle {\text{Oracle}}(x)} that returns always the correct label of example x {\displaystyle x} , algorithm A {\displaystyle {\mathcal {A}}} can only call a faulty oracle Oracle ( x , η ) {\displaystyle {\text{Oracle}}(x,\eta )} that will flip the label of x {\displaystyle x} with probability η {\displaystyle \eta } . As in the Valiant case, the goal of a learning algorithm A {\displaystyle {\mathcal {A}}} is to choose the best function h ∈ H {\displaystyle h\in {\mathcal {H}}} such that it minimizes e r r o r ( h ) = P x ∼ D ( h ( x ) ≠ f ( x ) ) {\displaystyle error(h)=P_{x\sim {\mathcal {D}}}(h(x)\neq f(x))} . In applications it is difficult to have access to the real value of η {\displaystyle \eta } , but we assume we have access to its upperbound η B {\displaystyle \eta _{B}} . Note that if we allow the noise rate to be 1 / 2 {\displaystyle 1/2} , then learning becomes impossible in any amount of computation time, because every label conveys no information about the target function. Definition: We say that f {\displaystyle f} is efficiently learnable using H {\displaystyle {\mathcal {H}}} in the classification noise model if there exists a learning algorithm A {\displaystyle {\mathcal {A}}} that has access to Oracle ( x , η ) {\displaystyle {\text{Oracle}}(x,\eta )} and a polynomial p ( ⋅ , ⋅ , ⋅ , ⋅ ) {\displaystyle p(\cdot ,\cdot ,\cdot ,\cdot )} such that for any 0 ≤ η ≤ 1 2 {\displaystyle 0\leq \eta \leq {\frac {1}{2}}} , 0 ≤ ε ≤ 1 {\displaystyle 0\leq \varepsilon \leq 1} and 0 ≤ δ ≤ 1 {\displaystyle 0\leq \delta \leq 1} it outputs, in a number of calls to the oracle bounded by p ( 1 1 − 2 η B , 1 ε , 1 δ , n , s i z e ( f ) ) {\displaystyle p\left({\frac {1}{1-2\eta _{B}}},{\frac {1}{\varepsilon }},{\frac {1}{\delta }},n,size(f)\right)} , a function h ∈ H {\displaystyle h\in {\mathcal {H}}} that satisfies with probability at least 1 − δ {\displaystyle 1-\delta } the condition e r r o r ( h ) ≤ ε {\displaystyle error(h)\leq \varepsilon } . == Statistical query learning == Statistical Query Learning is a kind of active learning problem in which the learning algorithm A {\displaystyle {\mathcal {A}}} can decide if to request information about the likelihood P f ( x ) {\displaystyle P_{f(x)}} that a function f {\displaystyle f} correctly labels example x {\displaystyle x} , and receives an answer accurate within a tolerance α {\displaystyle \alpha } . Formally, whenever the learning algorithm A {\displaystyle {\mathcal {A}}} calls the oracle Oracle ( x , α ) {\displaystyle {\text{Oracle}}(x,\alpha )} , it receives as feedback probability Q f ( x ) {\displaystyle Q_{f(x)}} , such that Q f ( x ) − α ≤ P f ( x ) ≤ Q f ( x ) + α {\displaystyle Q_{f(x)}-\alpha \leq P_{f(x)}\leq Q_{f(x)}+\alpha } . Definition: We say that f {\displaystyle f} is efficiently learnable using H {\displaystyle {\mathcal {H}}} in the statistical query learning model if there exists a learning algorithm A {\displaystyle {\mathcal {A}}} that has access to Oracle ( x , α ) {\displaystyle {\text{Oracle}}(x,\alpha )} and polynomials p ( ⋅ , ⋅ , ⋅ ) {\displaystyle p(\cdot ,\cdot ,\cdot )} , q ( ⋅ , ⋅ , ⋅ ) {\displaystyle q(\cdot ,\cdot ,\cdot )} , and r ( ⋅ , ⋅ , ⋅ ) {\displaystyle r(\cdot ,\cdot ,\cdot )} such that for any 0 < ε ≤ 1 {\displaystyle 0<\varepsilon \leq 1} the following hold: Oracle ( x , α ) {\displaystyle {\text{Oracle}}(x,\alpha )} can evaluate P f ( x ) {\displaystyle P_{f(x)}} in time q ( 1 ε , n , s i z e ( f ) ) {\displaystyle q\left({\frac {1}{\varepsilon }},n,size(f)\right)} ; 1 α {\displaystyle {\frac {1}{\alpha }}} is bounded by r ( 1 ε , n , s i z e ( f ) ) {\displaystyle r\left({\frac {1}{\varepsilon }},n,size(f)\right)} A {\displaystyle {\mathcal {A}}} outputs a model h {\displaystyle h} such that e r r ( h ) < ε {\displaystyle err(h)<\varepsilon } , in a number of calls to the oracle bounded by p ( 1 ε , n , s i z e ( f ) ) {\displaystyle p\left({\frac {1}{\varepsilon }},n,size(f)\right)} . Note that the confidence parameter δ {\displaystyle \delta } does not appear in the definition of learning. This is because the main purpose of δ {\displaystyle \delta } is to allow the learning algorithm a small probability of failure due to an unrepresentative sample. Since now Oracle ( x , α ) {\displaystyle {\text{Oracle}}(x,\alpha )} always guarantees to meet the approximation criterion Q f ( x ) − α ≤ P f ( x ) ≤ Q f ( x ) + α {\displaystyle Q_{f(x)}-\alpha \leq P_{f(x)}\leq Q_{f(x)}+\alpha } , the failure probability is no longer needed. The statistical query model is strictly weaker than the PAC model: any efficiently SQ-learnable class is efficiently PAC learnable in the presence of classification noise, but there exist efficient PAC-learnable problems such as parity that are not efficiently SQ-learnable. == Malicious classification == In the malicious classification model an adversary generates errors to foil the learning algorithm. This setting describes situations of error burst, which may occur when for a limited time transmission equipment malfunctions repeatedly. Formally, algorithm A {\displaystyle {\mathcal {A}}} calls an oracle Oracle ( x , β ) {\displaystyle {\text{Oracle}}(x,\beta )} that returns a correctly labeled example x {\displaystyle x} drawn, as usual, from distribution D {\displaystyle {\mathcal {D}}} over the input space with probability 1 − β {\displaystyle 1-\beta } , but it returns with probability β {\displaystyle \beta } an example drawn from a distribution that is not related to D {\displaystyle {\mathcal {D}}} . Moreover, this maliciously chosen example may strategically selected by an adversary who has knowledge of f {\displaystyle f} , β {\displaystyle \beta } , D {\displaystyle {\mathcal {D}}} , or the current progress of the learning algorithm. Definition: Given a bound β B < 1 2 {\displaystyle \beta _{B}<{\frac {1}{2}}} for 0 ≤ β < 1 2 {\displaystyle 0\leq \beta <{\frac {1}{2}}} , we say that f {\displaystyle f} is efficiently learnable using H {\displaystyle {\mathcal {H}}} in the malicious classification model, if there exist a learning algorithm A {\displaystyle {\mathcal {A}}} that has access to Oracle ( x , β ) {\displaystyle {\text{Oracle}}(x,\beta )}

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