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  Automatic meter reading

  Automatic meter reading (AMR) is the technology of automatically collecting consumption, diagnostic, and status data from water meter or energy metering devices (gas, electric) and transferring that data to a central database for billing, troubleshooting, and analyzing. This technology mainly saves utility providers the expense of periodic trips to each physical location to read a meter. Another advantage is that billing can be based on near real-time consumption rather than on estimates based on past or predicted consumption. This timely information coupled with analysis can help both utility providers and customers better control the use and production of electric energy, gas usage, or water consumption. AMR technologies include handheld, mobile and network technologies based on telephony platforms (wired and wireless), radio frequency (RF), or powerline transmission. == Technologies == === Touch technology === With touch-based AMR, a meter reader carries a handheld computer or data collection device with a wand or probe. The device automatically collects the readings from a meter by touching or placing the read probe close to a reading coil enclosed in the touchpad. When a button is pressed, the probe sends an interrogate signal to the touch module to collect the meter reading. The software in the device matches the serial number to one in the route database, and saves the meter reading for later download to a billing or data collection computer. Since the meter reader still has to go to the site of the meter, this is sometimes referred to as "on-site" AMR. Another form of contact reader uses a standardized infrared port to transmit data. Protocols are standardized between manufacturers by such documents as ANSI C12.18 or IEC 61107. === AMR hosting === AMR hosting is a back-office solution which allows a user to track their electricity, water, or gas consumption over the Internet. All data is collected in near real-time, and is stored in a database by data acquisition software. The user can view the data via a web application, and can analyze the data using various online analysis tools such as charting load profiles, analyzing tariff components, and verify their utility bill. === Radio frequency network === Radio frequency based AMR can take many forms. The more common ones are handheld, mobile, satellite and fixed network solutions. There are both two-way RF systems and one-way RF systems in use that use both licensed and unlicensed RF bands. In a two-way or "wake up" system, a radio signal is normally sent to an AMR meter's unique serial number, instructing its transceiver to power-up and transmit its data. The meter transceiver and the reading transceiver both send and receive radio signals. In a one-way "bubble-up" or continuous broadcast type system, the meter transmits continuously and data is sent every few seconds. This means the reading device can be a receiver only, and the meter a transmitter only. Data travels only from the meter transmitter to the reading receiver. There are also hybrid systems that combine one-way and two-way techniques, using one-way communication for reading and two-way communication for programming functions. RF-based meter reading usually eliminates the need for the meter reader to enter the property or home, or to locate and open an underground meter pit. The utility saves money by increased speed of reading, has less liability from entering private property, and has fewer missed readings from being unable to access the meter. The technology based on RF is not readily accepted everywhere. In several Asian countries, the technology faces a barrier of regulations in place pertaining to use of the radio frequency of any radiated power. For example, in India the radio frequency which is generally in ISM band is not free to use even for low power radio of 10 mW. The majority of manufacturers of electricity meters have radio frequency devices in the frequency band of 433/868 MHz for large scale deployment in European countries. The frequency band of 2.4 GHz can be now used in India for outdoor as well as indoor applications, but few manufacturers have shown products within this frequency band. Initiatives in radio frequency AMR in such countries are being taken up with regulators wherever the cost of licensing outweighs the benefits of AMR. ==== Handheld ==== In handheld AMR, a meter reader carries a handheld computer with a built-in or attached receiver/transceiver (radio frequency or touch) to collect meter readings from an AMR capable meter. This is sometimes referred to as "walk-by" meter reading since the meter reader walks by the locations where meters are installed as they go through their meter reading route. Handheld computers may also be used to manually enter readings without the use of AMR technology as an alternate but this will not support exhaustive data which can be accurately read using the meter reading electronically. ==== Mobile ==== Mobile or "drive-by" meter reading is where a reading device is installed in a vehicle. The meter reader drives the vehicle while the reading device automatically collects the meter readings. Often, for mobile meter reading, the reading equipment includes navigational and mapping features provided by GPS and mapping software. With mobile meter reading, the reader does not normally have to read the meters in any particular route order, but just drives the service area until all meters are read. Components often consist of a laptop or proprietary computer, software, RF receiver/transceiver, and external vehicle antennas. ==== Satellite ==== Transmitters for data collection satellites can be installed in the field next to existing meters. The satellite AMR devices communicate with the meter for readings, and then sends those readings over a fixed or mobile satellite network. This network requires a clear view to the sky for the satellite transmitter/receiver, but eliminates the need to install fixed towers or send out field technicians, thereby being particularly suited for areas with low geographic meter density. ==== RF technologies commonly used for AMR ==== Narrow Band (single fixed radio frequency) Spread spectrum Direct-sequence spread spectrum (DSSS) Frequency-hopping spread spectrum (FHSS) There are also meters using AMR with RF technologies such as cellular phone data systems, Zigbee, Bluetooth, Wavenis and others. Some systems operate with U.S. Federal Communications Commission (FCC) licensed frequencies and others under FCC Part 15, which allows use of unlicensed radio frequencies. ==== Wi-Fi ==== WiSmart is a versatile platform which can be used by a variety of electrical home appliances in order to provide wireless TCP/IP communication using the 802.11 b/g protocol. Devices such as the Smart Thermostat permit a utility to lower a home's power consumption to help manage power demand. The city of Corpus Christi became one of the first cities in the United States to implement citywide Wi-Fi, which had been free until May 31, 2007, mainly to facilitate AMR after a meter reader was attacked by a dog. Today many meters are designed to transmit using Wi-Fi, even if a Wi-Fi network is not available, and they are read using a drive-by local Wi-Fi hand held receiver. The meters installed in Corpus Christi are not directly Wi-Fi enabled, but rather transmit narrow-band burst telemetry on the 460 MHz band. This narrow-band signal has much greater range than Wi-Fi, so the number of receivers required for the project are far fewer. Special receiver stations then decode the narrow-band signals and resend the data via Wi-Fi. Most of the automated utility meters installed in the Corpus Christi area are battery powered. Wi-Fi technology is unsuitable for long-term battery-powered operation. === Power line communication === PLC is a method where electronic data is transmitted over power lines back to the substation, then relayed to a central computer in the utility's main office. This would be considered a type of fixed network system—the network being the distribution network which the utility has built and maintains to deliver electric power. Such systems are primarily used for electric meter reading. Some providers have interfaced gas and water meters to feed into a PLC type system. == Brief history == In 1972, Theodore George "Ted" Paraskevakos, while working with Boeing in Huntsville, Alabama, developed a sensor monitoring system which used digital transmission for security, fire and medical alarm systems as well as meter reading capabilities for all utilities. This technology was a spin-off of the automatic telephone line identification system, now known as caller ID. In 1974, Paraskevakos was awarded a U.S. patent for this technology. In 1977, he launched Metretek, Inc., which developed and produced the first fully automated, commercially available remote meter reading and load management system. Since this system was developed pre-Internet, Metret

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  Information Harvesting

  Information Harvesting (IH) was an early data mining product from the 1990s. It was invented by Ralphe Wiggins and produced by the Ryan Corp, later Information Harvesting Inc., of Cambridge, Massachusetts. Wiggins had a background in genetic algorithms and fuzzy logic. IH sought to infer rules from sets of data. It did this first by classifying various input variables into one of a number of bins, thereby putting some structure on the continuous variables in the input. IH then proceeds to generate rules, trading off generalization against memorization, that will infer the value of the prediction variable, possibly creating many levels of rules in the process. It included strategies for checking if overfitting took place and, if so, correcting for it. Because of its strategies for correcting for overfitting by considering more data, and refining the rules based on that data, IH might also be considered to be a form of machine learning. The advantage of IH, as compared with other data mining products of its time and even later, was that it provided a mechanism for finding multiple rules that would classify the data and determining, according to set criteria, the best rules to use.

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  Variational autoencoder

  In machine learning, a variational autoencoder (VAE) is an artificial neural network architecture introduced by Diederik P. Kingma and Max Welling in 2013. It is part of the families of probabilistic graphical models and variational Bayesian methods. In addition to being seen as an autoencoder neural network architecture, variational autoencoders can also be studied within the mathematical formulation of variational Bayesian methods, connecting a neural encoder network to its decoder through a probabilistic latent space (for example, as a multivariate Gaussian distribution) that corresponds to the parameters of a variational distribution. Thus, the encoder maps each point (such as an image) from a large complex dataset into a distribution within the latent space, rather than to a single point in that space. The decoder has the opposite function, which is to map from the latent space to the input space, again according to a distribution (although in practice, noise is rarely added during the decoding stage). By mapping a point to a distribution instead of a single point, the network can avoid overfitting the training data. Both networks are typically trained together with the usage of the reparameterization trick, although the variance of the noise model can be learned separately. Although this type of model was initially designed for unsupervised learning, its effectiveness has been proven for semi-supervised learning and supervised learning. == Overview of architecture and operation == A variational autoencoder is a generative model with a prior and noise distribution respectively. Usually such models are trained using the expectation-maximization meta-algorithm (e.g. probabilistic PCA, (spike & slab) sparse coding). Such a scheme optimizes a lower bound of the data likelihood, which is usually computationally intractable, and in doing so requires the discovery of q-distributions, or variational posteriors. These q-distributions are normally parameterized for each individual data point in a separate optimization process. However, variational autoencoders use a neural network as an amortized approach to jointly optimize across data points. In that way, the same parameters are reused for multiple data points, which can result in massive memory savings. The first neural network takes as input the data points themselves, and outputs parameters for the variational distribution. As it maps from a known input space to the low-dimensional latent space, it is called the encoder. The decoder is the second neural network of this model. It is a function that maps from the latent space to the input space, e.g. as the means of the noise distribution. It is possible to use another neural network that maps to the variance, however this can be omitted for simplicity. In such a case, the variance can be optimized with gradient descent. To optimize this model, one needs to know two terms: the "reconstruction error", and the Kullback–Leibler divergence (KL-D). Both terms are derived from the free energy expression of the probabilistic model, and therefore differ depending on the noise distribution and the assumed prior of the data, here referred to as p-distribution. For example, a standard VAE task such as IMAGENET is typically assumed to have a gaussianly distributed noise; however, tasks such as binarized MNIST require a Bernoulli noise. The KL-D from the free energy expression maximizes the probability mass of the q-distribution that overlaps with the p-distribution, which unfortunately can result in mode-seeking behaviour. The "reconstruction" term is the remainder of the free energy expression, and requires a sampling approximation to compute its expectation value. More recent approaches replace Kullback–Leibler divergence (KL-D) with various statistical distances, see "Statistical distance VAE variants" below. == Formulation == From the point of view of probabilistic modeling, one wants to maximize the likelihood of the data x {\displaystyle x} by their chosen parameterized probability distribution p θ ( x ) = p ( x | θ ) {\displaystyle p_{\theta }(x)=p(x|\theta )} . This distribution is usually chosen to be a Gaussian N ( x | μ , σ ) {\displaystyle N(x|\mu ,\sigma )} which is parameterized by μ {\displaystyle \mu } and σ {\displaystyle \sigma } respectively, and as a member of the exponential family it is easy to work with as a noise distribution. Simple distributions are easy enough to maximize, however distributions where a prior is assumed over the latents z {\displaystyle z} results in intractable integrals. Let us find p θ ( x ) {\displaystyle p_{\theta }(x)} via marginalizing over z {\displaystyle z} . p θ ( x ) = ∫ z p θ ( x , z ) d z , {\displaystyle p_{\theta }(x)=\int _{z}p_{\theta }({x,z})\,dz,} where p θ ( x , z ) {\displaystyle p_{\theta }({x,z})} represents the joint distribution under p θ {\displaystyle p_{\theta }} of the observable data x {\displaystyle x} and its latent representation or encoding z {\displaystyle z} . According to the chain rule, the equation can be rewritten as p θ ( x ) = ∫ z p θ ( x | z ) p θ ( z ) d z {\displaystyle p_{\theta }(x)=\int _{z}p_{\theta }({x|z})p_{\theta }(z)\,dz} In the vanilla variational autoencoder, z {\displaystyle z} is usually taken to be a finite-dimensional vector of real numbers, and p θ ( x | z ) {\displaystyle p_{\theta }({x|z})} to be a Gaussian distribution. Then p θ ( x ) {\displaystyle p_{\theta }(x)} is a mixture of Gaussian distributions. It is now possible to define the set of the relationships between the input data and its latent representation as Prior p θ ( z ) {\displaystyle p_{\theta }(z)} Likelihood p θ ( x | z ) {\displaystyle p_{\theta }(x|z)} Posterior p θ ( z | x ) {\displaystyle p_{\theta }(z|x)} Unfortunately, the computation of p θ ( z | x ) {\displaystyle p_{\theta }(z|x)} is expensive and in most cases intractable. To speed up the calculus to make it feasible, it is necessary to introduce a further function to approximate the posterior distribution as q ϕ ( z | x ) ≈ p θ ( z | x ) {\displaystyle q_{\phi }({z|x})\approx p_{\theta }({z|x})} with ϕ {\displaystyle \phi } defined as the set of real values that parametrize q {\displaystyle q} . This is sometimes called amortized inference, since by "investing" in finding a good q ϕ {\displaystyle q_{\phi }} , one can later infer z {\displaystyle z} from x {\displaystyle x} quickly without doing any integrals. In this way, the problem is to find a good probabilistic autoencoder, in which the conditional likelihood distribution p θ ( x | z ) {\displaystyle p_{\theta }(x|z)} is computed by the probabilistic decoder, and the approximated posterior distribution q ϕ ( z | x ) {\displaystyle q_{\phi }(z|x)} is computed by the probabilistic encoder. Parametrize the encoder as E ϕ {\displaystyle E_{\phi }} , and the decoder as D θ {\displaystyle D_{\theta }} . == Evidence lower bound (ELBO) == Like many deep learning approaches that use gradient-based optimization, VAEs require a differentiable loss function to update the network weights through backpropagation. For variational autoencoders, the idea is to jointly optimize the generative model parameters θ {\displaystyle \theta } to reduce the reconstruction error between the input and the output, and ϕ {\displaystyle \phi } to make q ϕ ( z | x ) {\displaystyle q_{\phi }({z|x})} as close as possible to p θ ( z | x ) {\displaystyle p_{\theta }(z|x)} . As reconstruction loss, mean squared error and cross entropy are often used. The Kullback–Leibler divergence D K L ( q ϕ ( z | x ) ∥ p θ ( z | x ) ) {\displaystyle D_{KL}(q_{\phi }({z|x})\parallel p_{\theta }({z|x}))} can be used as a loss function to squeeze q ϕ ( z | x ) {\displaystyle q_{\phi }({z|x})} under p θ ( z | x ) {\displaystyle p_{\theta }(z|x)} . This divergence loss expands to D K L ( q ϕ ( z | x ) ∥ p θ ( z | x ) ) = E z ∼ q ϕ ( ⋅ | x ) [ ln ⁡ q ϕ ( z | x ) p θ ( z | x ) ] = E z ∼ q ϕ ( ⋅ | x ) [ ln ⁡ q ϕ ( z | x ) p θ ( x ) p θ ( x , z ) ] = ln ⁡ p θ ( x ) + E z ∼ q ϕ ( ⋅ | x ) [ ln ⁡ q ϕ ( z | x ) p θ ( x , z ) ] . {\displaystyle {\begin{aligned}D_{KL}(q_{\phi }({z|x})\parallel p_{\theta }({z|x}))&=\mathbb {E} _{z\sim q_{\phi }(\cdot |x)}\left[\ln {\frac {q_{\phi }(z|x)}{p_{\theta }(z|x)}}\right]\\&=\mathbb {E} _{z\sim q_{\phi }(\cdot |x)}\left[\ln {\frac {q_{\phi }({z|x})p_{\theta }(x)}{p_{\theta }(x,z)}}\right]\\&=\ln p_{\theta }(x)+\mathbb {E} _{z\sim q_{\phi }(\cdot |x)}\left[\ln {\frac {q_{\phi }({z|x})}{p_{\theta }(x,z)}}\right].\end{aligned}}} Now, define the evidence lower bound (ELBO): L θ , ϕ ( x ) := E z ∼ q ϕ ( ⋅ | x ) [ ln ⁡ p θ ( x , z ) q ϕ ( z | x ) ] = ln ⁡ p θ ( x ) − D K L ( q ϕ ( ⋅ | x ) ∥ p θ ( ⋅ | x ) ) {\displaystyle L_{\theta ,\phi }(x):=\mathbb {E} _{z\sim q_{\phi }(\cdot |x)}\left[\ln {\frac {p_{\theta }(x,z)}{q_{\phi }({z|x})}}\right]=\ln p_{\theta }(x)-D_{KL}(q_{\phi }({\cdot |x})\parallel p_{\theta }({\cdot |x}))} Maximizing the ELBO θ ∗ , ϕ ∗ = argmax θ , ϕ L θ , ϕ ( x ) {\dis

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  Distribution learning theory

  The distributional learning theory or learning of probability distribution is a framework in computational learning theory. It has been proposed from Michael Kearns, Yishay Mansour, Dana Ron, Ronitt Rubinfeld, Robert Schapire and Linda Sellie in 1994 and it was inspired from the PAC-framework introduced by Leslie Valiant. In this framework the input is a number of samples drawn from a distribution that belongs to a specific class of distributions. The goal is to find an efficient algorithm that, based on these samples, determines with high probability the distribution from which the samples have been drawn. Because of its generality, this framework has been used in a large variety of different fields like machine learning, approximation algorithms, applied probability and statistics. This article explains the basic definitions, tools and results in this framework from the theory of computation point of view. == Definitions == Let X {\displaystyle \textstyle X} be the support of the distributions of interest. As in the original work of Kearns et al. if X {\displaystyle \textstyle X} is finite it can be assumed without loss of generality that X = { 0 , 1 } n {\displaystyle \textstyle X=\{0,1\}^{n}} where n {\displaystyle \textstyle n} is the number of bits that have to be used in order to represent any y ∈ X {\displaystyle \textstyle y\in X} . We focus in probability distributions over X {\displaystyle \textstyle X} . There are two possible representations of a probability distribution D {\displaystyle \textstyle D} over X {\displaystyle \textstyle X} . probability distribution function (or evaluator) an evaluator E D {\displaystyle \textstyle E_{D}} for D {\displaystyle \textstyle D} takes as input any y ∈ X {\displaystyle \textstyle y\in X} and outputs a real number E D [ y ] {\displaystyle \textstyle E_{D}[y]} which denotes the probability that of y {\displaystyle \textstyle y} according to D {\displaystyle \textstyle D} , i.e. E D [ y ] = Pr [ Y = y ] {\displaystyle \textstyle E_{D}[y]=\Pr[Y=y]} if Y ∼ D {\displaystyle \textstyle Y\sim D} . generator a generator G D {\displaystyle \textstyle G_{D}} for D {\displaystyle \textstyle D} takes as input a string of truly random bits y {\displaystyle \textstyle y} and outputs G D [ y ] ∈ X {\displaystyle \textstyle G_{D}[y]\in X} according to the distribution D {\displaystyle \textstyle D} . Generator can be interpreted as a routine that simulates sampling from the distribution D {\displaystyle \textstyle D} given a sequence of fair coin tosses. A distribution D {\displaystyle \textstyle D} is called to have a polynomial generator (respectively evaluator) if its generator (respectively evaluator) exists and can be computed in polynomial time. Let C X {\displaystyle \textstyle C_{X}} a class of distribution over X, that is C X {\displaystyle \textstyle C_{X}} is a set such that every D ∈ C X {\displaystyle \textstyle D\in C_{X}} is a probability distribution with support X {\displaystyle \textstyle X} . The C X {\displaystyle \textstyle C_{X}} can also be written as C {\displaystyle \textstyle C} for simplicity. In order to evaluate learnability, it is necessary to have a way to measure how well an approximated distribution D ′ {\displaystyle \textstyle D'} fits the sampled distribution D {\displaystyle \textstyle D} . There are several ways to measure the divergence between two distributions. Three common possibilities are Kullback–Leibler divergence Total variation distance of probability measures Kolmogorov distance Total variation and Kolmogorov distance are true metrics, while KL divergence is not (it lacks symmetry). These measures are ordered by convergence strength: closeness in KL divergence implies closeness in total variation (via Pinsker's inequality), which in turn implies closeness in Kolmogorov distance. Therefore, a learnability result proven under KL divergence automatically holds under the weaker measures, but not vice versa. Since certain measures may be more appropriate in specific applications, we will use d ( D , D ′ ) {\displaystyle \textstyle d(D,D')} to denote a selected divergence between the distribution D {\displaystyle \textstyle D} and the distribution D ′ {\displaystyle \textstyle D'} . The basic input that we use in order to learn a distribution is a number of samples drawn by this distribution. For the computational point of view the assumption is that such a sample is given in a constant amount of time. So it's like having access to an oracle G E N ( D ) {\displaystyle \textstyle GEN(D)} that returns a sample from the distribution D {\displaystyle \textstyle D} . Sometimes the interest is, apart from measuring the time complexity, to measure the number of samples that have to be used in order to learn a specific distribution D {\displaystyle \textstyle D} in class of distributions C {\displaystyle \textstyle C} . This quantity is called sample complexity of the learning algorithm. In order for the problem of distribution learning to be more clear consider the problem of supervised learning as defined in. In this framework of statistical learning theory a training set S = { ( x 1 , y 1 ) , … , ( x n , y n ) } {\displaystyle \textstyle S=\{(x_{1},y_{1}),\dots ,(x_{n},y_{n})\}} and the goal is to find a target function f : X → Y {\displaystyle \textstyle f:X\rightarrow Y} that minimizes some loss function, e.g. the square loss function. More formally f = arg ⁡ min g ∫ V ( y , g ( x ) ) d ρ ( x , y ) {\displaystyle f=\arg \min _{g}\int V(y,g(x))d\rho (x,y)} , where V ( ⋅ , ⋅ ) {\displaystyle V(\cdot ,\cdot )} is the loss function, e.g. V ( y , z ) = ( y − z ) 2 {\displaystyle V(y,z)=(y-z)^{2}} and ρ ( x , y ) {\displaystyle \rho (x,y)} the probability distribution according to which the elements of the training set are sampled. If the conditional probability distribution ρ x ( y ) {\displaystyle \rho _{x}(y)} is known then the target function has the closed form f ( x ) = ∫ y y d ρ x ( y ) {\displaystyle f(x)=\int _{y}yd\rho _{x}(y)} . So the set S {\displaystyle S} is a set of samples from the probability distribution ρ ( x , y ) {\displaystyle \rho (x,y)} . Now the goal of distributional learning theory if to find ρ {\displaystyle \rho } given S {\displaystyle S} which can be used to find the target function f {\displaystyle f} . Definition of learnability A class of distributions C {\displaystyle \textstyle C} is called efficiently learnable if for every ϵ > 0 {\displaystyle \textstyle \epsilon >0} and 0 < δ ≤ 1 {\displaystyle \textstyle 0<\delta \leq 1} given access to G E N ( D ) {\displaystyle \textstyle GEN(D)} for an unknown distribution D ∈ C {\displaystyle \textstyle D\in C} , there exists a polynomial time algorithm A {\displaystyle \textstyle A} , called learning algorithm of C {\displaystyle \textstyle C} , that outputs a generator or an evaluator of a distribution D ′ {\displaystyle \textstyle D'} such that Pr [ d ( D , D ′ ) ≤ ϵ ] ≥ 1 − δ {\displaystyle \Pr[d(D,D')\leq \epsilon ]\geq 1-\delta } If we know that D ′ ∈ C {\displaystyle \textstyle D'\in C} then A {\displaystyle \textstyle A} is called proper learning algorithm, otherwise is called improper learning algorithm. In some settings the class of distributions C {\displaystyle \textstyle C} is a class with well known distributions which can be described by a set of parameters. For instance C {\displaystyle \textstyle C} could be the class of all the Gaussian distributions N ( μ , σ 2 ) {\displaystyle \textstyle N(\mu ,\sigma ^{2})} . In this case the algorithm A {\displaystyle \textstyle A} should be able to estimate the parameters μ , σ {\displaystyle \textstyle \mu ,\sigma } . In this case A {\displaystyle \textstyle A} is called parameter learning algorithm. Obviously the parameter learning for simple distributions is a very well studied field that is called statistical estimation and there is a very long bibliography on different estimators for different kinds of simple known distributions. But distributions learning theory deals with learning class of distributions that have more complicated description. == First results == In their seminal work, Kearns et al. deal with the case where A {\displaystyle \textstyle A} is described in term of a finite polynomial sized circuit and they proved the following for some specific classes of distribution. O R {\displaystyle \textstyle OR} gate distributions for this kind of distributions there is no polynomial-sized evaluator, unless # P ⊆ P / poly {\displaystyle \textstyle \#P\subseteq P/{\text{poly}}} . On the other hand, this class is efficiently learnable with generator. Parity gate distributions this class is efficiently learnable with both generator and evaluator. Mixtures of Hamming Balls this class is efficiently learnable with both generator and evaluator. Probabilistic Finite Automata this class is not efficiently learnable with evaluator under the Noisy Parity Assumption which is an impossibility assumption in the PAC learning fram

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  Quantum image processing

  Quantum image processing (QIMP) is using quantum computing or quantum information processing to create and work with quantum images. Due to some of the properties inherent to quantum computation, notably entanglement and parallelism, it is hoped that QIMP technologies will offer capabilities and performances that surpass their traditional equivalents, in terms of computing speed, security, and minimum storage requirements. == Background == A. Y. Vlasov's work in 1997 focused on using a quantum system to recognize orthogonal images. This was followed by efforts using quantum algorithms to search specific patterns in binary images and detect the posture of certain targets. Notably, more optics-based interpretations for quantum imaging were initially experimentally demonstrated in and formalized in after seven years. In 2003, Salvador Venegas-Andraca and S. Bose presented Qubit Lattice, the first published general model for storing, processing and retrieving images using quantum systems. Later on, in 2005, Latorre proposed another kind of representation, called the Real Ket, whose purpose was to encode quantum images as a basis for further applications in QIMP. Furthermore, in 2010 Venegas-Andraca and Ball presented a method for storing and retrieving binary geometrical shapes in quantum mechanical systems in which it is shown that maximally entangled qubits can be used to reconstruct images without using any additional information. Technically, these pioneering efforts with the subsequent studies related to them can be classified into three main groups: Quantum-assisted digital image processing (QDIP): These applications aim at improving digital or classical image processing tasks and applications. Optics-based quantum imaging (OQI) Classically inspired quantum image processing (QIMP) A survey of quantum image representation has been published in. Furthermore, the recently published book Quantum Image Processing provides a comprehensive introduction to quantum image processing, which focuses on extending conventional image processing tasks to the quantum computing frameworks. It summarizes the available quantum image representations and their operations, reviews the possible quantum image applications and their implementation, and discusses the open questions and future development trends. == Quantum image representations == There are various approaches for quantum image representation, that are usually based on the encoding of color information. A common representation is FRQI (Flexible Representation for Quantum Images), that captures the color and position at every pixel of the image, and defined as: | I ⟩ = 1 2 n ∑ i = 0 2 2 n − 1 | c i ⟩ ⊗ | i ⟩ {\displaystyle \vert I\rangle ={\frac {1}{2^{n}}}\sum _{i=0}^{2^{2n-1}}\vert c_{i}\rangle \otimes \vert i\rangle } where | i ⟩ {\textstyle |i\rangle } is the position and | c i ⟩ = c o s θ i | 0 ⟩ + s i n θ i | 1 ⟩ {\textstyle \vert c_{i}\rangle =cos\theta _{i}\vert 0\rangle +sin\theta _{i}\vert 1\rangle } the color with a vector of angles θ i ∈ [ 0 , π / 2 ] {\textstyle \theta _{i}\in \left[0,\pi /2\right]} . As it can be seen, | c i ⟩ {\textstyle \vert c_{i}\rangle } is a regular qubit state of the form | ψ ⟩ = α | 0 ⟩ + β | 1 ⟩ {\displaystyle \vert \psi \rangle =\alpha \vert 0\rangle +\beta \vert 1\rangle } , with basis states | 0 ⟩ = ( 1 0 ) {\textstyle \vert 0\rangle ={\begin{pmatrix}1\\0\end{pmatrix}}} and | 1 ⟩ = ( 0 1 ) {\textstyle \vert 1\rangle ={\begin{pmatrix}0\\1\end{pmatrix}}} , as well as amplitudes α {\textstyle \alpha } and β {\textstyle \beta } that satisfy | α | 2 + | β | 2 = 1 {\textstyle \left|\alpha \right|^{2}+\left|\beta \right|^{2}=1} . Another common representation is MCQI (Multi-Channel Representation for Quantum Images), that uses the RGB channels with quantum states and following FRQI definition: | I ⟩ = 1 2 n + 1 ∑ i = 0 2 2 n − 1 | C R G B i ⟩ ⊗ | i ⟩ {\displaystyle \vert I\rangle ={\frac {1}{2^{n+1}}}\sum _{i=0}^{2^{2n-1}}\vert C_{RGB}^{i}\rangle \otimes \vert i\rangle } | C R G B i ⟩ = cos ⁡ θ R i | 000 ⟩ + cos ⁡ θ G i | 001 ⟩ + cos ⁡ θ B i | 010 ⟩ + sin ⁡ θ R i | 100 ⟩ + sin ⁡ θ G i | 101 ⟩ + sin ⁡ θ B i | 110 ⟩ + cos ⁡ θ α | 011 ⟩ + sin ⁡ θ α | 111 ⟩ {\displaystyle {\begin{aligned}{\begin{aligned}\vert C_{RGB}^{i}\rangle &={\cos \theta _{R}^{i}\vert 000\rangle }+{\cos \theta _{G}^{i}\vert 001\rangle }+{\cos \theta _{B}^{i}\vert 010\rangle }\\&\quad +{\sin \theta _{R}^{i}\vert 100\rangle }+{\sin \theta _{G}^{i}\vert 101\rangle }+{\sin \theta _{B}^{i}\vert 110\rangle }\\&\quad +{\cos {\theta _{\alpha }}\vert 011\rangle }+{\sin \theta _{\alpha }\vert 111\rangle }\end{aligned}}\end{aligned}}} Departing from the angle-based approach of FRQI and MCQI, and using a qubit sequence, NEQR (Novel Enhanced Representation for Quantum Images) is another representation approach, that uses a function f ( y , x ) = C y x q − 1 C y x q − 2 … C y x 1 C y x 0 {\textstyle f\left(y,x\right)=C_{yx}^{q-1}C_{yx}^{q-2}\ldots C_{yx}^{1}C_{yx}^{0}} to encode color values for a 2 n × 2 n {\displaystyle 2^{n}\times 2^{n}} image: | I ⟩ = 1 2 n ∑ y = 0 2 n − 1 ∑ x = 0 2 n − 1 | f ( y , x ) ⟩ | y x ⟩ {\displaystyle \vert I\rangle ={\frac {1}{2^{n}}}\sum _{y=0}^{2^{n}-1}\sum _{x=0}^{2^{n}-1}\vert f\left(y,x\right)\rangle \vert yx\rangle } == Quantum image manipulations == A lot of the effort in QIMP has been focused on designing algorithms to manipulate the position and color information encoded using flexible representation of quantum images (FRQI) and its many variants. For instance, FRQI-based fast geometric transformations including (two-point) swapping, flip, (orthogonal) rotations and restricted geometric transformations to constrain these operations to a specified area of an image were initially proposed. Recently, NEQR-based quantum image translation to map the position of each picture element in an input image into a new position in an output image and quantum image scaling to resize a quantum image were discussed. While FRQI-based general form of color transformations were first proposed by means of the single qubit gates such as X, Z, and H gates. Later, Multi-Channel Quantum Image-based channel of interest (CoI) operator to entail shifting the grayscale value of the preselected color channel and the channel swapping (CS) operator to swap the grayscale values between two channels have been fully discussed. To illustrate the feasibility and capability of QIMP algorithms and application, researchers always prefer to simulate the digital image processing tasks on the basis of the QIRs that we already have. By using the basic quantum gates and the aforementioned operations, so far, researchers have contributed to quantum image feature extraction, quantum image segmentation, quantum image morphology, quantum image comparison, quantum image filtering, quantum image classification, quantum image stabilization, among others. In particular, QIMP-based security technologies have attracted extensive interest of researchers as presented in the ensuing discussions. Similarly, these advancements have led to many applications in the areas of watermarking, encryption, and steganography etc., which form the core security technologies highlighted in this area. In general, the work pursued by the researchers in this area are focused on expanding the applicability of QIMP to realize more classical-like digital image processing algorithms; propose technologies to physically realize the QIMP hardware; or simply to note the likely challenges that could impede the realization of some QIMP protocols. == Quantum image transform == By encoding and processing the image information in quantum-mechanical systems, a framework of quantum image processing is presented, where a pure quantum state encodes the image information: to encode the pixel values in the probability amplitudes and the pixel positions in the computational basis states. Given an image F = ( F i , j ) M × L {\displaystyle F=(F_{i,j})_{M\times L}} , where F i , j {\displaystyle F_{i,j}} represents the pixel value at position ( i , j ) {\displaystyle (i,j)} with i = 1 , … , M {\displaystyle i=1,\dots ,M} and j = 1 , … , L {\displaystyle j=1,\dots ,L} , a vector f → {\displaystyle {\vec {f}}} with M L {\displaystyle ML} elements can be formed by letting the first M {\displaystyle M} elements of f → {\displaystyle {\vec {f}}} be the first column of F {\displaystyle F} , the next M {\displaystyle M} elements the second column, etc. A large class of image operations is linear, e.g., unitary transformations, convolutions, and linear filtering. In the quantum computing, the linear transformation can be represented as | g ⟩ = U ^ | f ⟩ {\displaystyle |g\rangle ={\hat {U}}|f\rangle } with the input image state | f ⟩ {\displaystyle |f\rangle } and the output image state | g ⟩ {\displaystyle |g\rangle } . A unitary transformation can be implemented as a unitary evolution. Some basic and commonly used image transforms (e.g., the Fourier, Hadamard, an

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  Optimal discriminant analysis and classification tree analysis

  Optimal Discriminant Analysis (ODA) and the related classification tree analysis (CTA) are exact statistical methods that maximize predictive accuracy. For any specific sample and exploratory or confirmatory hypothesis, optimal discriminant analysis (ODA) identifies the statistical model that yields maximum predictive accuracy, assesses the exact Type I error rate, and evaluates potential cross-generalizability. Optimal discriminant analysis may be applied to > 0 dimensions, with the one-dimensional case being referred to as UniODA and the multidimensional case being referred to as MultiODA. Optimal discriminant analysis is an alternative to ANOVA (analysis of variance) and regression analysis.

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  Modes of variation

  In statistics, modes of variation are a continuously indexed set of vectors or functions that are centered at a mean and are used to depict the variation in a population or sample. Typically, variation patterns in the data can be decomposed in descending order of eigenvalues with the directions represented by the corresponding eigenvectors or eigenfunctions. Modes of variation provide a visualization of this decomposition and an efficient description of variation around the mean. Both in principal component analysis (PCA) and in functional principal component analysis (FPCA), modes of variation play an important role in visualizing and describing the variation in the data contributed by each eigencomponent. In real-world applications, the eigencomponents and associated modes of variation aid to interpret complex data, especially in exploratory data analysis (EDA). == Formulation == Modes of variation are a natural extension of PCA and FPCA. === Modes of variation in PCA === If a random vector X = ( X 1 , X 2 , ⋯ , X p ) T {\displaystyle \mathbf {X} =(X_{1},X_{2},\cdots ,X_{p})^{T}} has the mean vector μ p {\displaystyle {\boldsymbol {\mu }}_{p}} , and the covariance matrix Σ p × p {\displaystyle \mathbf {\Sigma } _{p\times p}} with eigenvalues λ 1 ≥ λ 2 ≥ ⋯ ≥ λ p ≥ 0 {\displaystyle \lambda _{1}\geq \lambda _{2}\geq \cdots \geq \lambda _{p}\geq 0} and corresponding orthonormal eigenvectors e 1 , e 2 , ⋯ , e p {\displaystyle \mathbf {e} _{1},\mathbf {e} _{2},\cdots ,\mathbf {e} _{p}} , by eigendecomposition of a real symmetric matrix, the covariance matrix Σ {\displaystyle \mathbf {\Sigma } } can be decomposed as Σ = Q Λ Q T , {\displaystyle \mathbf {\Sigma } =\mathbf {Q} \mathbf {\Lambda } \mathbf {Q} ^{T},} where Q {\displaystyle \mathbf {Q} } is an orthogonal matrix whose columns are the eigenvectors of Σ {\displaystyle \mathbf {\Sigma } } , and Λ {\displaystyle \mathbf {\Lambda } } is a diagonal matrix whose entries are the eigenvalues of Σ {\displaystyle \mathbf {\Sigma } } . By the Karhunen–Loève expansion for random vectors, one can express the centered random vector in the eigenbasis X − μ = ∑ k = 1 p ξ k e k , {\displaystyle \mathbf {X} -{\boldsymbol {\mu }}=\sum _{k=1}^{p}\xi _{k}\mathbf {e} _{k},} where ξ k = e k T ( X − μ ) {\displaystyle \xi _{k}=\mathbf {e} _{k}^{T}(\mathbf {X} -{\boldsymbol {\mu }})} is the principal component associated with the k {\displaystyle k} -th eigenvector e k {\displaystyle \mathbf {e} _{k}} , with the properties E ⁡ ( ξ k ) = 0 , Var ⁡ ( ξ k ) = λ k , {\displaystyle \operatorname {E} (\xi _{k})=0,\operatorname {Var} (\xi _{k})=\lambda _{k},} and E ⁡ ( ξ k ξ l ) = 0 for l ≠ k . {\displaystyle \operatorname {E} (\xi _{k}\xi _{l})=0\ {\text{for}}\ l\neq k.} Then the k {\displaystyle k} -th mode of variation of X {\displaystyle \mathbf {X} } is the set of vectors, indexed by α {\displaystyle \alpha } , m k , α = μ ± α λ k e k , α ∈ [ − A , A ] , {\displaystyle \mathbf {m} _{k,\alpha }={\boldsymbol {\mu }}\pm \alpha {\sqrt {\lambda _{k}}}\mathbf {e} _{k},\alpha \in [-A,A],} where A {\displaystyle A} is typically selected as 2 or 3 {\displaystyle 2\ {\text{or}}\ 3} . === Modes of variation in FPCA === For a square-integrable random function X ( t ) , t ∈ T ⊂ R p {\displaystyle X(t),t\in {\mathcal {T}}\subset R^{p}} , where typically p = 1 {\displaystyle p=1} and T {\displaystyle {\mathcal {T}}} is an interval, denote the mean function by μ ( t ) = E ⁡ ( X ( t ) ) {\displaystyle \mu (t)=\operatorname {E} (X(t))} , and the covariance function by G ( s , t ) = Cov ⁡ ( X ( s ) , X ( t ) ) = ∑ k = 1 ∞ λ k φ k ( s ) φ k ( t ) , {\displaystyle G(s,t)=\operatorname {Cov} (X(s),X(t))=\sum _{k=1}^{\infty }\lambda _{k}\varphi _{k}(s)\varphi _{k}(t),} where λ 1 ≥ λ 2 ≥ ⋯ ≥ 0 {\displaystyle \lambda _{1}\geq \lambda _{2}\geq \cdots \geq 0} are the eigenvalues and { φ 1 , φ 2 , ⋯ } {\displaystyle \{\varphi _{1},\varphi _{2},\cdots \}} are the orthonormal eigenfunctions of the linear Hilbert–Schmidt operator G : L 2 ( T ) → L 2 ( T ) , G ( f ) = ∫ T G ( s , t ) f ( s ) d s . {\displaystyle G:L^{2}({\mathcal {T}})\rightarrow L^{2}({\mathcal {T}}),\,G(f)=\int _{\mathcal {T}}G(s,t)f(s)ds.} By the Karhunen–Loève theorem, one can express the centered function in the eigenbasis, X ( t ) − μ ( t ) = ∑ k = 1 ∞ ξ k φ k ( t ) , {\displaystyle X(t)-\mu (t)=\sum _{k=1}^{\infty }\xi _{k}\varphi _{k}(t),} where ξ k = ∫ T ( X ( t ) − μ ( t ) ) φ k ( t ) d t {\displaystyle \xi _{k}=\int _{\mathcal {T}}(X(t)-\mu (t))\varphi _{k}(t)dt} is the k {\displaystyle k} -th principal component with the properties E ⁡ ( ξ k ) = 0 , Var ⁡ ( ξ k ) = λ k , {\displaystyle \operatorname {E} (\xi _{k})=0,\operatorname {Var} (\xi _{k})=\lambda _{k},} and E ⁡ ( ξ k ξ l ) = 0 for l ≠ k . {\displaystyle \operatorname {E} (\xi _{k}\xi _{l})=0{\text{ for }}l\neq k.} Then the k {\displaystyle k} -th mode of variation of X ( t ) {\displaystyle X(t)} is the set of functions, indexed by α {\displaystyle \alpha } , m k , α ( t ) = μ ( t ) ± α λ k φ k ( t ) , t ∈ T , α ∈ [ − A , A ] {\displaystyle m_{k,\alpha }(t)=\mu (t)\pm \alpha {\sqrt {\lambda _{k}}}\varphi _{k}(t),\ t\in {\mathcal {T}},\ \alpha \in [-A,A]} that are viewed simultaneously over the range of α {\displaystyle \alpha } , usually for A = 2 or 3 {\displaystyle A=2\ {\text{or}}\ 3} . == Estimation == The formulation above is derived from properties of the population. Estimation is needed in real-world applications. The key idea is to estimate mean and covariance. === Modes of variation in PCA === Suppose the data x 1 , x 2 , ⋯ , x n {\displaystyle \mathbf {x} _{1},\mathbf {x} _{2},\cdots ,\mathbf {x} _{n}} represent n {\displaystyle n} independent drawings from some p {\displaystyle p} -dimensional population X {\displaystyle \mathbf {X} } with mean vector μ {\displaystyle {\boldsymbol {\mu }}} and covariance matrix Σ {\displaystyle \mathbf {\Sigma } } . These data yield the sample mean vector x ¯ {\displaystyle {\overline {\mathbf {x} }}} , and the sample covariance matrix S {\displaystyle \mathbf {S} } with eigenvalue-eigenvector pairs ( λ ^ 1 , e ^ 1 ) , ( λ ^ 2 , e ^ 2 ) , ⋯ , ( λ ^ p , e ^ p ) {\displaystyle ({\hat {\lambda }}_{1},{\hat {\mathbf {e} }}_{1}),({\hat {\lambda }}_{2},{\hat {\mathbf {e} }}_{2}),\cdots ,({\hat {\lambda }}_{p},{\hat {\mathbf {e} }}_{p})} . Then the k {\displaystyle k} -th mode of variation of X {\displaystyle \mathbf {X} } can be estimated by m ^ k , α = x ¯ ± α λ ^ k e ^ k , α ∈ [ − A , A ] . {\displaystyle {\hat {\mathbf {m} }}_{k,\alpha }={\overline {\mathbf {x} }}\pm \alpha {\sqrt {{\hat {\lambda }}_{k}}}{\hat {\mathbf {e} }}_{k},\alpha \in [-A,A].} === Modes of variation in FPCA === Consider n {\displaystyle n} realizations X 1 ( t ) , X 2 ( t ) , ⋯ , X n ( t ) {\displaystyle X_{1}(t),X_{2}(t),\cdots ,X_{n}(t)} of a square-integrable random function X ( t ) , t ∈ T {\displaystyle X(t),t\in {\mathcal {T}}} with the mean function μ ( t ) = E ⁡ ( X ( t ) ) {\displaystyle \mu (t)=\operatorname {E} (X(t))} and the covariance function G ( s , t ) = Cov ⁡ ( X ( s ) , X ( t ) ) {\displaystyle G(s,t)=\operatorname {Cov} (X(s),X(t))} . Functional principal component analysis provides methods for the estimation of μ ( t ) {\displaystyle \mu (t)} and G ( s , t ) {\displaystyle G(s,t)} in detail, often involving point wise estimate and interpolation. Substituting estimates for the unknown quantities, the k {\displaystyle k} -th mode of variation of X ( t ) {\displaystyle X(t)} can be estimated by m ^ k , α ( t ) = μ ^ ( t ) ± α λ ^ k φ ^ k ( t ) , t ∈ T , α ∈ [ − A , A ] . {\displaystyle {\hat {m}}_{k,\alpha }(t)={\hat {\mu }}(t)\pm \alpha {\sqrt {{\hat {\lambda }}_{k}}}{\hat {\varphi }}_{k}(t),t\in {\mathcal {T}},\alpha \in [-A,A].} == Applications == Modes of variation are useful to visualize and describe the variation patterns in the data sorted by the eigenvalues. In real-world applications, modes of variation associated with eigencomponents allow to interpret complex data, such as the evolution of function traits and other infinite-dimensional data. To illustrate how modes of variation work in practice, two examples are shown in the graphs to the right, which display the first two modes of variation. The solid curve represents the sample mean function. The dashed, dot-dashed, and dotted curves correspond to modes of variation with α = ± 1 , ± 2 , {\displaystyle \alpha =\pm 1,\pm 2,} and ± 3 {\displaystyle \pm 3} , respectively. The first graph displays the first two modes of variation of female mortality data from 41 countries in 2003. The object of interest is log hazard function between ages 0 and 100 years. The first mode of variation suggests that the variation of female mortality is smaller for ages around 0 or 100, and larger for ages around 25. An appropriate and intuitive interpretation is that mortality around 25 is driven by accidental death, while around 0 or 100, mortality is related to congenital disease or natural death. Compared to female mortality

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  LamaH

  LamaH (Large-Sample Data for Hydrology and Environmental Sciences) is a cross-state initiative for unified data preparation and collection in the field of catchment hydrology. Hydrological datasets, for example, are an integral component for creating flood forecasting models. == Features == LamaH datasets always consist of a combination of meteorological time series (e.g., precipitation, temperature) and hydrologically relevant catchment attributes (e.g., elevation, slope, forest area, soil, bedrock) aggregated over the respective catchment as well as associated hydrological time series at the catchment outlet (discharge). By evaluating the large and heterogeneous sample (large-sample) of catchments, it is possible to gain insights into the hydrological cycle that would probably not be achievable with local and small-scale studies. The structure of the dataset allows an evaluation based on machine learning methods (deep learning). The accompanying paper explains not only the data preparation but also any limitations, uncertainties and possible applications. == Difference to CAMELS == The LamaH datasets are quite similar to the CAMELS datasets, but additionally feature: Further basin delineations (based on intermediate catchments) and attributes (e.g. flow distance and altitude difference between two topologically adjacent discharge gauges), enabling the setup of an interconnected hydrological network Attributes for classifying catchments and runoff gauges according to the degree and type of (anthropogenic) influence == Availability == LamaH datasets are available for the following regions: Central Europe (Austria and its hydrological upstream areas in Germany, Czech Republic, Switzerland, Slovakia, Italy, Liechtenstein, Slovenia and Hungary) / 859 catchments CAMELS datasets are available for (ranked by publication date): Contiguous USA (exclusive Alaska and Hawaii) / 671 catchments Chile / 516 catchments Brazil / 897 catchments Great Britain / 671 catchments Australia / 222 catchments Both the CAMELS and LamaH datasets are licensed with Creative Commons and are therefore available barrier-free for the public.

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  ShowDocument

  ShowDocument is an online web application that allows multiple users to conduct web meetings, upload, share and review documents from remote locations. The service was developed by the HBR Labs company, established in 2007. == Features == Users can collaborate on and review documents in real time, with annotations and text being visible to all users and accessible for co-editing. The idea of every user being able to annotate can cause conflicts within the sessions, and so main navigation options are under the "presenter"'s control - which can be given to a different user as well. An earlier version of the application, by contrast, had allowed all users to navigate and edit at once, causing the system to drop all incomplete edits. It is possible to draw and write on a virtual whiteboard, and to stream a YouTube video to a group in full synchronization. A feature also exists for co-browsing of Google Maps. Entering an open session in the application can be done with a given code number, or by receiving a link through an Email message. Different file formats can be uploaded and saved either online or offline, such as PDF. A PDF file's text cannot be edited - text is edited through the separate text editor. Although the platform contains a text chat, it is not intended to replace instant messaging software, as there are no extensive messaging features. The application has a paid and free version, with the free version having a few limitations: audio and video options are disabled, number of participants is limited and sessions are time-limited. == Development == ShowDocument was first developed in 2007. On September 8, 2009, HBR labs released a new update which included features such as secure online document storage and mobile device support.

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  Multidimensional analysis

  In statistics, econometrics and related fields, multidimensional analysis (MDA) is a data analysis process that groups data into two categories: data dimensions and measurements. For example, a data set consisting of the number of wins for a single football team at each of several years is a single-dimensional (in this case, longitudinal) data set. A data set consisting of the number of wins for several football teams in a single year is also a single-dimensional (in this case, cross-sectional) data set. A data set consisting of the number of wins for several football teams over several years is a two-dimensional data set. == Higher dimensions == In many disciplines, two-dimensional data sets are also called panel data. While, strictly speaking, two- and higher-dimensional data sets are "multi-dimensional", the term "multidimensional" tends to be applied only to data sets with three or more dimensions. For example, some forecast data sets provide forecasts for multiple target periods, conducted by multiple forecasters, and made at multiple horizons. The three dimensions provide more information than can be gleaned from two-dimensional panel data sets. == Software == Computer software for MDA include Online analytical processing (OLAP) for data in relational databases, pivot tables for data in spreadsheets, and Array DBMSs for general multi-dimensional data (such as raster data) in science, engineering, and business.

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  Sliced inverse regression

  Sliced inverse regression (SIR) is a tool for dimensionality reduction in the field of multivariate statistics. In statistics, regression analysis is a method of studying the relationship between a response variable y and its input variable x _ {\displaystyle {\underline {x}}} , which is a p-dimensional vector. There are several approaches in the category of regression. For example, parametric methods include multiple linear regression, and non-parametric methods include local smoothing. As the number of observations needed to use local smoothing methods scales exponentially with high-dimensional data (as p grows), reducing the number of dimensions can make the operation computable. Dimensionality reduction aims to achieve this by showing only the most important dimension of the data. SIR uses the inverse regression curve, E ( x _ | y ) {\displaystyle E({\underline {x}}\,|\,y)} , to perform a weighted principal component analysis. == Model == Given a response variable Y {\displaystyle \,Y} and a (random) vector X ∈ R p {\displaystyle X\in \mathbb {R} ^{p}} of explanatory variables, SIR is based on the model Y = f ( β 1 ⊤ X , … , β k ⊤ X , ε ) ( 1 ) {\displaystyle Y=f(\beta _{1}^{\top }X,\ldots ,\beta _{k}^{\top }X,\varepsilon )\quad \quad \quad \quad \quad (1)} where β 1 , … , β k {\displaystyle \beta _{1},\ldots ,\beta _{k}} are unknown projection vectors, k {\displaystyle \,k} is an unknown number smaller than p {\displaystyle \,p} , f {\displaystyle \;f} is an unknown function on R k + 1 {\displaystyle \mathbb {R} ^{k+1}} as it only depends on k {\displaystyle \,k} arguments, and ε {\displaystyle \varepsilon } is a random variable representing error with E [ ε | X ] = 0 {\displaystyle E[\varepsilon |X]=0} and a finite variance of σ 2 {\displaystyle \sigma ^{2}} . The model describes an ideal solution, where Y {\displaystyle \,Y} depends on X ∈ R p {\displaystyle X\in \mathbb {R} ^{p}} only through a k {\displaystyle \,k} dimensional subspace; i.e., one can reduce the dimension of the explanatory variables from p {\displaystyle \,p} to a smaller number k {\displaystyle \,k} without losing any information. An equivalent version of ( 1 ) {\displaystyle \,(1)} is: the conditional distribution of Y {\displaystyle \,Y} given X {\displaystyle \,X} depends on X {\displaystyle \,X} only through the k {\displaystyle \,k} dimensional random vector ( β 1 ⊤ X , … , β k ⊤ X ) {\displaystyle (\beta _{1}^{\top }X,\ldots ,\beta _{k}^{\top }X)} . It is assumed that this reduced vector is as informative as the original X {\displaystyle \,X} in explaining Y {\displaystyle \,Y} . The unknown β i ′ s {\displaystyle \,\beta _{i}'s} are called the effective dimension reducing directions (EDR-directions). The space that is spanned by these vectors is denoted by the effective dimension reducing space (EDR-space). == Relevant linear algebra background == Given a _ 1 , … , a _ r ∈ R n {\displaystyle {\underline {a}}_{1},\ldots ,{\underline {a}}_{r}\in \mathbb {R} ^{n}} , then V := L ( a _ 1 , … , a _ r ) {\displaystyle V:=L({\underline {a}}_{1},\ldots ,{\underline {a}}_{r})} , the set of all linear combinations of these vectors is called a linear subspace and is therefore a vector space. The equation says that vectors a _ 1 , … , a _ r {\displaystyle {\underline {a}}_{1},\ldots ,{\underline {a}}_{r}} span V {\displaystyle \,V} , but the vectors that span space V {\displaystyle \,V} are not unique. The dimension of V ( ∈ R n ) {\displaystyle \,V(\in \mathbb {R} ^{n})} is equal to the maximum number of linearly independent vectors in V {\displaystyle \,V} . A set of n {\displaystyle \,n} linear independent vectors of R n {\displaystyle \mathbb {R} ^{n}} makes up a basis of R n {\displaystyle \mathbb {R} ^{n}} . The dimension of a vector space is unique, but the basis itself is not. Several bases can span the same space. Dependent vectors can still span a space, but the linear combinations of the latter are only suitable to a set of vectors lying on a straight line. == Inverse regression == Computing the inverse regression curve (IR) means instead of looking for E [ Y | X = x ] {\displaystyle \,E[Y|X=x]} , which is a curve in R p {\displaystyle \mathbb {R} ^{p}} it is actually E [ X | Y = y ] {\displaystyle \,E[X|Y=y]} , which is also a curve in R p {\displaystyle \mathbb {R} ^{p}} , but consisting of p {\displaystyle \,p} one-dimensional regressions. The center of the inverse regression curve is located at E [ E [ X | Y ] ] = E [ X ] {\displaystyle \,E[E[X|Y]]=E[X]} . Therefore, the centered inverse regression curve is E [ X | Y = y ] − E [ X ] {\displaystyle \,E[X|Y=y]-E[X]} which is a p {\displaystyle \,p} dimensional curve in R p {\displaystyle \mathbb {R} ^{p}} . == Inverse regression versus dimension reduction == The centered inverse regression curve lies on a k {\displaystyle \,k} -dimensional subspace spanned by Σ x x β i ′ s {\displaystyle \,\Sigma _{xx}\beta _{i}\,'s} . This is a connection between the model and inverse regression. Given this condition and ( 1 ) {\displaystyle \,(1)} , the centered inverse regression curve E [ X | Y = y ] − E [ X ] {\displaystyle \,E[X|Y=y]-E[X]} is contained in the linear subspace spanned by Σ x x β k ( k = 1 , … , K ) {\displaystyle \,\Sigma _{xx}\beta _{k}(k=1,\ldots ,K)} , where Σ x x = C o v ( X ) {\displaystyle \,\Sigma _{xx}=Cov(X)} . == Estimation of the EDR-directions == After having had a look at all the theoretical properties, the aim now is to estimate the EDR-directions. For that purpose, weighted principal component analyses are needed. If the sample means m ^ h ′ s {\displaystyle \,{\hat {m}}_{h}\,'s} , X {\displaystyle \,X} would have been standardized to Z = Σ x x − 1 / 2 { X − E ( X ) } {\displaystyle \,Z=\Sigma _{xx}^{-1/2}\{X-E(X)\}} . Corresponding to the theorem above, the IR-curve m 1 ( y ) = E [ Z | Y = y ] {\displaystyle \,m_{1}(y)=E[Z|Y=y]} lies in the space spanned by ( η 1 , … , η k ) {\displaystyle \,(\eta _{1},\ldots ,\eta _{k})} , where η i = Σ x x 1 / 2 β i {\displaystyle \,\eta _{i}=\Sigma _{xx}^{1/2}\beta _{i}} . As a consequence, the covariance matrix c o v [ E [ Z | Y ] ] {\displaystyle \,cov[E[Z|Y]]} is degenerate in any direction orthogonal to the η i ′ s {\displaystyle \,\eta _{i}\,'s} . Therefore, the eigenvectors η k ( k = 1 , … , K ) {\displaystyle \,\eta _{k}(k=1,\ldots ,K)} associated with the largest K {\displaystyle \,K} eigenvalues are the standardized EDR-directions. == Algorithm == === SIR algorithm === The algorithm from Li, K-C. (1991) to estimate the EDR-directions via SIR is as follows. 1. Let Σ x x {\displaystyle \,\Sigma _{xx}} be the covariance matrix of X {\displaystyle \,X} . Standardize X {\displaystyle \,X} to Z = Σ x x − 1 / 2 { X − E ( X ) } {\displaystyle \,Z=\Sigma _{xx}^{-1/2}\{X-E(X)\}} ( 1 ) {\displaystyle \,(1)} can also be rewritten as Y = f ( η 1 ⊤ Z , … , η k ⊤ Z , ε ) {\displaystyle Y=f(\eta _{1}^{\top }Z,\ldots ,\eta _{k}^{\top }Z,\varepsilon )} where η k = β k Σ x x 1 / 2 ∀ k {\displaystyle \,\eta _{k}=\beta _{k}\Sigma _{xx}^{1/2}\quad \forall \;k} .) 2. Divide the range of y i {\displaystyle \,y_{i}} into S {\displaystyle \,S} non-overlapping slices H s ( s = 1 , … , S ) . n s {\displaystyle \,H_{s}(s=1,\ldots ,S).\;n_{s}} is the number of observations within each slice and I H s {\displaystyle \,I_{H_{s}}} is the indicator function for the slice: n s = ∑ i = 1 n I H s ( y i ) {\displaystyle n_{s}=\sum _{i=1}^{n}I_{H_{s}}(y_{i})} 3. Compute the mean of z i {\displaystyle \,z_{i}} over all slices, which is a crude estimate m ^ 1 {\displaystyle \,{\hat {m}}_{1}} of the inverse regression curve m 1 {\displaystyle \,m_{1}} : z ¯ s = n s − 1 ∑ i = 1 n z i I H s ( y i ) {\displaystyle \,{\bar {z}}_{s}=n_{s}^{-1}\sum _{i=1}^{n}z_{i}I_{H_{s}}(y_{i})} 4. Calculate the estimate for C o v { m 1 ( y ) } {\displaystyle \,Cov\{m_{1}(y)\}} : V ^ = n − 1 ∑ i = 1 S n s z ¯ s z ¯ s ⊤ {\displaystyle \,{\hat {V}}=n^{-1}\sum _{i=1}^{S}n_{s}{\bar {z}}_{s}{\bar {z}}_{s}^{\top }} 5. Identify the eigenvalues λ ^ i {\displaystyle \,{\hat {\lambda }}_{i}} and the eigenvectors η ^ i {\displaystyle \,{\hat {\eta }}_{i}} of V ^ {\displaystyle \,{\hat {V}}} , which are the standardized EDR-directions. 6. Transform the standardized EDR-directions back to the original scale. The estimates for the EDR-directions are given by: β ^ i = Σ ^ x x − 1 / 2 η ^ i {\displaystyle \,{\hat {\beta }}_{i}={\hat {\Sigma }}_{xx}^{-1/2}{\hat {\eta }}_{i}} (which are not necessarily orthogonal.)

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  Margin classifier

  In machine learning (ML), a margin classifier is a type of classification model which is able to give an associated distance from the decision boundary for each data sample. For instance, if a linear classifier is used, the distance (typically Euclidean, though others may be used) of a sample from the separating hyperplane is the margin of that sample. The notion of margins is important in several ML classification algorithms, as it can be used to bound the generalization error of these classifiers. These bounds are frequently shown using the VC dimension. The generalization error bound in boosting algorithms and support vector machines is particularly prominent. == Margin for boosting algorithms == The margin for an iterative boosting algorithm given a dataset with two classes can be defined as follows: the classifier is given a sample pair ( x , y ) {\displaystyle (x,y)} , where x ∈ X {\displaystyle x\in X} is a domain space and y ∈ Y = { − 1 , + 1 } {\displaystyle y\in Y=\{-1,+1\}} is the sample's label. The algorithm then selects a classifier h j ∈ C {\displaystyle h_{j}\in C} at each iteration j {\displaystyle j} where C {\displaystyle C} is a space of possible classifiers that predict real values. This hypothesis is then weighted by α j ∈ R {\displaystyle \alpha _{j}\in R} as selected by the boosting algorithm. At iteration t {\displaystyle t} , the margin of a sample x {\displaystyle x} can thus be defined as y ∑ j t α j h j ( x ) ∑ | α j | . {\displaystyle {\frac {y\sum _{j}^{t}\alpha _{j}h_{j}(x)}{\sum |\alpha _{j}|}}.} By this definition, the margin is positive if the sample is labeled correctly, or negative if the sample is labeled incorrectly. This definition may be modified and is not the only way to define the margin for boosting algorithms. However, there are reasons why this definition may be appealing. == Examples of margin-based algorithms == Many classifiers can give an associated margin for each sample. However, only some classifiers utilize information of the margin while learning from a dataset. Many boosting algorithms rely on the notion of a margin to assign weight to samples. If a convex loss is utilized (as in AdaBoost or LogitBoost, for instance) then a sample with a higher margin will receive less (or equal) weight than a sample with a lower margin. This leads the boosting algorithm to focus weight on low-margin samples. In non-convex algorithms (e.g., BrownBoost), the margin still dictates the weighting of a sample, though the weighting is non-monotone with respect to the margin. == Generalization error bounds == One theoretical motivation behind margin classifiers is that their generalization error may be bound by the algorithm parameters and a margin term. An example of such a bound is for the AdaBoost algorithm. Let S {\displaystyle S} be a set of m {\displaystyle m} data points, sampled independently at random from a distribution D {\displaystyle D} . Assume the VC-dimension of the underlying base classifier is d {\displaystyle d} and m ≥ d ≥ 1 {\displaystyle m\geq d\geq 1} . Then, with probability 1 − δ {\displaystyle 1-\delta } , we have the bound: P D ( y ∑ j t α j h j ( x ) ∑ | α j | ≤ 0 ) ≤ P S ( y ∑ j t α j h j ( x ) ∑ | α j | ≤ θ ) + O ( 1 m d log 2 ⁡ ( m / d ) / θ 2 + log ⁡ ( 1 / δ ) ) {\displaystyle P_{D}\left({\frac {y\sum _{j}^{t}\alpha _{j}h_{j}(x)}{\sum |\alpha _{j}|}}\leq 0\right)\leq P_{S}\left({\frac {y\sum _{j}^{t}\alpha _{j}h_{j}(x)}{\sum |\alpha _{j}|}}\leq \theta \right)+O\left({\frac {1}{\sqrt {m}}}{\sqrt {d\log ^{2}(m/d)/\theta ^{2}+\log(1/\delta )}}\right)} for all θ > 0 {\displaystyle \theta >0} .

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  Xiaoice

  Xiaoice (Chinese: 微软小冰; pinyin: Wēiruǎn Xiǎobīng; lit. 'Microsoft Little Ice', IPA [wéɪɻwânɕjâʊpíŋ]) is an AI system developed by Microsoft (Asia) Software Technology Center (STCA) in 2014 based on an emotional computing framework. In July 2018, Microsoft Xiaoice released the 6th generation. Xiaoice Company, formerly known as AI Xiaoice Team of Microsoft Software Technology Center Asia, was Microsoft's largest independent R&D team for AI products. Founded in China in December 2013 with an expanded Japanese R&D team established in September 2014, this team is distributed in Beijing, Suzhou, and Tokyo, etc. with its technical products covering Asia. On 13 July 2020, Microsoft spun off its Xiaoice business into a separate company. As of 2021, the AI chatbots created and hosted by the Xiaoice framework accounted for about 60% of total global AI interactions. == Platforms, languages and countries == Xiaoice exists on more than 40 platforms in four countries (China, Japan, USA and Indonesia) including apps such as WeChat, QQ, Weibo and Meipai in China, and Facebook Messenger in USA and LINE in Japan. == Introduction == On 13 July 2020, Microsoft spun off its Xiaoice business into a separate company, aiming at enabling the Xiaoice product line to accelerate the pace of local innovation and commercialization, and appointed Dr. Harry Shum, former global executive VP of Microsoft, as the chairman of the new company, Li Di, Microsoft Partner of Products in Microsoft STCA, as the CEO, and Cliff, Chief R&D Director, as the GM of the Japan branch. The new company will continue to use the brands of Xiaoice China and Rinna Japan. As of 2022, the single brand of Xiaoice has covered 660 million online users, 1 billion third-party smart devices and 900 million content viewers in the aforementioned countries. Xiaoice's customers include China Merchants Group, Winter Sports Center of the General Administration of Sport of China, China Textile Information Center, China Unicom, China Foreign Exchange Trade System, Hong Kong Securities and Futures Commission (SFC), Wind Information, BMW, Nissan, SAIC Motor, BAIC Group, Nio Inc., XPeng, HiPhi, Vanke, Wensli, etc. The Xiaoice Avatar Framework has incubated tens of millions of AI Beings, such as Xiaoice, Rinna, the Expo exhibitor Xia Yubing, the singer He Chang, the anchor F201, the human observer MERROR, anime robot character Roboko, and other; == Application == === Poet === In May 2017, the first AI-authored collection of poems in China—The Sunshine Lost Windows was published by Xiaoice. === Singer === Xiaoice has released dozens of songs with the similar quality to human singers, including I Know I New, Breeze, I Am Xiaoice, Miss You etc. The 4th version of the DNN singing model allows Xiaoice to learn more details. For example, Xiaoice can produce this breathing sound along with her singing as human. === Kid audio-books reciter === Xiaoice can automatically analyze the stories, to choose the suitable tones and characters to finish the entire process of creating the audio. === Designer === By learning the melodies of the songs and the landmarks about different cities, Xiaoice can create visual artworks of skylines when listening to the songs related to this city. Skyline Series T-shirts designed by Xiaoice have been jointly launched with SELECTED and been sold in stores. === TV and radio hostess === Xiaoice has hosted 21 TV programs and 28 Radio programs, such as CCTV-1 AI Show, Dragon TV Morning East News, Hunan TV My Future, several daily radio programs for Jiangsu FM99.7, Hunan FM89.3, Henan FM104.1 etc. === "AI being" === An "AI being" is a concept proposed by the Xiaoice team in 2019. According to the "White Book of China Virtual Human Development Industry in 2022" released by Frost & Sullivan and LeadLeo, the white paper cites six elements of an AI being proposed by the Xiaoice team, including: Persona, Attitude, Biological Characteristic, Creation, Knowledge and Skill. On May 16, 2023, Xiaoice released their "GPT Clones" as its "GPT Human Cloning Plan." The program is aimed at replicating celebrities, public figures, and regular people. As of June 2023, Xiaoice had launched more than 300 "GPT Clones." People were invited to register via WeChat in China and Japan. A major point of focus for Xiaoice with their AI Beings is having virtual partners. A paid fee allow for more complex responses, voice messages, and more. == Community feedback == Bill Gates mentioned Xiaoice during his speech at the Peking University: "Some of you may have had conversations with Xiaoice on Weibo, or seen her weather forecasts on TV, or read her column in the Qianjiang Evening News." '"Xiaoice has attracted 45 million followers and is quite skilled at multitasking. And I’ve heard she’s gotten good enough at sensing a user’s emotional state that she can even help with relationship breakups." According to Mr Li Di, vice President of Microsoft (Asia) Internet Engineering School, Xiaoice started writing poems since last year. Based on the data base that includes works of 519 Chinese contemporary poets since 1920s, a 100 hour long training session was conducted to allow Xiaoice to acquire the ability to write poems. What is more impressive is that Xiaoice has never been spotted as a bot while publishing poems on various forums and traditional literary under an alias. == Controversy == In 2017, Xiaoice was taken offline on WeChat after giving user responses critical to the Chinese government. It was subsequently censored and the bots will avoid and sidestep any inquiries using politically sensitive terms and phrases. == Activity == On September 22, 2021, Xiaoice Company and Microsoft Software Technology Center Asia (STCA) jointly held the 9th generation Xiaoice annual press conference in Beijing.Upgrading of Core Technologies of the 9th Generation Xiaoice Avatar Framework，1st First-party Social Platform APP "Xiaoice Island" from Xiaoice, WeChat Xiaoice has been reopened and other information == Regional varieties of Xiaoice == China: Xiaoice, launched in 2014 Japan: りんな, launched in 2015 America: Zo, launched in 2016 – discontinued summer 2019 India: Ruuh, launched in 2017 – discontinued June 21, 2019 Indonesia: Rinna, launched in 2017

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  Persian Speech Corpus

  The Persian Speech Corpus is a Modern Persian speech corpus for speech synthesis. The corpus contains phonetic and orthographic transcriptions of about 2.5 hours of Persian speech aligned with recorded speech on the phoneme level, including annotations of word boundaries. Previous spoken corpora of Persian include FARSDAT, which consists of read aloud speech from newspaper texts from 100 Persian speakers and the Telephone FARsi Spoken language DATabase (TFARSDAT) which comprises seven hours of read and spontaneous speech produced by 60 native speakers of Persian from ten regions of Iran. The Persian Speech Corpus was built using the same methodologies laid out in the doctoral project on Modern Standard Arabic of Nawar Halabi at the University of Southampton. The work was funded by MicroLinkPC, who own an exclusive license to commercialise the corpus, though the corpus is available for non-commercial use through the corpus' website. It is distributed under the Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License. The corpus was built for speech synthesis purposes, but has been used for building HMM based voices in Persian. It can also be used to automatically align other speech corpora with their phonetic transcript and could be used as part of a larger corpus for training speech recognition systems. == Contents == The corpus is downloadable from its website, and contains the following: 396 .wav files containing spoken utterances 396 .lab files containing text utterances 396 .TextGrid files containing the phoneme labels with time stamps of the boundaries where these occur in the .wav files. phonetic-transcript.txt which has the form "[wav_filename]" "[Phoneme Sequence]" in every line orthographic-transcript.txt which has the form "[wav_filename]" "[Orthographic Transcript]" in every line

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  Dendrogram

  A dendrogram is a diagram representing a tree graph. This diagrammatic representation is frequently used in different contexts: in hierarchical clustering, it illustrates the arrangement of the clusters produced by the corresponding analyses. in computational biology, it shows the clustering of genes or samples, sometimes in the margins of heatmaps. in phylogenetics, it displays the evolutionary relationships among various biological taxa. In this case, the dendrogram is also called a phylogenetic tree. The name dendrogram derives from the two ancient greek words δένδρον (déndron), meaning "tree", and γράμμα (grámma), meaning "drawing, mathematical figure". == Clustering example == For a clustering example, suppose that five taxa ( a {\displaystyle a} to e {\displaystyle e} ) have been clustered by UPGMA based on a matrix of genetic distances. The hierarchical clustering dendrogram would show a column of five nodes representing the initial data (here individual taxa), and the remaining nodes represent the clusters to which the data belong, with the arrows representing the distance (dissimilarity). The distance between merged clusters is monotone, increasing with the level of the merger: the height of each node in the plot is proportional to the value of the intergroup dissimilarity between its two daughters (the nodes on the right representing individual observations all plotted at zero height).

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