Read the Docs

Read the Docs is an open-sourced free software documentation hosting platform. It generates documentation written with the Sphinx documentation generator, MkDocs, or Jupyter Book. == History == The site was created in 2010 by Eric Holscher, Bobby Grace, and Charles Leifer. On March 9, 2011, the Python Software Foundation Board awarded a grant of US$840 to the Read the Docs project for one year of hosting fees. On November 13, 2017, the Linux Mint project announced that they were moving their documentation to Read the Docs. In 2020, Read the Docs received a $200,000 grant from the Chan Zuckerberg Initiative. For 2021, Read the Docs reported 700 million page views and 196 million unique visitors. In 2013, a "Write the Docs" conference for Read the Docs users was launched, which has since turned into a generic software-documentation community. As of 2024, it continues to hold annual global conferences, organize local meetups, and maintain a Slack channel for "people who care about documentation."

Abiquo Enterprise Edition

Abiquo Hybrid Cloud Management Platform is a web-based cloud computing software platform developed by Abiquo. Written entirely in Java, it is used to build, integrate and manage public and private clouds in homogeneous environments. Users can deploy and manage servers, storage system and network and virtual devices. It also supports LDAP integration. == Hypervisors == Abiquo supports five hypervisor systems. VMware ESXi Microsoft Hyper-V Citrix XenServer Oracle VM Server for x86 KVM From version 3.1, it also supports multiple public cloud providers: Amazon AWS Rackspace Google Compute Engine HP Cloud ElasticHosts DigitalOcean Abiquo version 3.2 added: Microsoft Azure Abiquo version 3.4 added: Support for Docker hosts, adding multi-tenant networking, storage management and private registry management for Docker SoftLayer CloudSigma Later versions continued to add features including autoscaling on any cloud, integration to VMware NSX and OpenStack Neutron for software defined networking, guest config with cloud-init and integrated monitoring driving guest automation. == Storage services == Abiquo supports any vendor for hypervisor storage, and also supports tiered storage pools, enabling storage-as-a-service from specific vendors and technologies including: NFS Generic iSCSI NetApp Nexenta == SAAS version == In April 2014 Abiquo launched Abiquo anyCloud, a SAAS version of the Abiquo Hybrid Cloud Platform software. This version lets users manage public cloud resources from: Amazon AWS Microsoft Azure IBM SoftLayer DigitalOcean Rackspace Open Cloud (an OpenStack cloud) HP Public Cloud (an OpenStack cloud) Google Compute Engine ElasticHosts Additional security and process features include workflow, to have an enterprise administrator electronically sign off on changes, an audit trail of activity and the ability to share cloud accounts among and enterprise team in a secure way. == Reviews and awards == Finalist for the 2015 Cloud Awards Finalist for the 2015 UK Cloud Awards in the category Cloud Management Product of the Year EMA Radar for Private Cloud platforms 2013 Global Telecoms Business Innovation Summit and Awards 2013 (with Interoute) EuroCloud UK Awards

FastICA

FastICA is an efficient and popular algorithm for independent component analysis invented by Aapo Hyvärinen at Helsinki University of Technology. Like most ICA algorithms, FastICA seeks an orthogonal rotation of prewhitened data, through a fixed-point iteration scheme, that maximizes a measure of non-Gaussianity of the rotated components. Non-gaussianity serves as a proxy for statistical independence, which is a very strong condition and requires infinite data to verify. FastICA can also be alternatively derived as an approximative Newton iteration. == Algorithm == === Prewhitening the data === Let the X := ( x i j ) ∈ R N × M {\displaystyle \mathbf {X} :=(x_{ij})\in \mathbb {R} ^{N\times M}} denote the input data matrix, M {\displaystyle M} the number of columns corresponding with the number of samples of mixed signals and N {\displaystyle N} the number of rows corresponding with the number of independent source signals. The input data matrix X {\displaystyle \mathbf {X} } must be prewhitened, or centered and whitened, before applying the FastICA algorithm to it. Centering the data entails demeaning each component of the input data X {\displaystyle \mathbf {X} } , that is, for each i = 1 , … , N {\displaystyle i=1,\ldots ,N} and j = 1 , … , M {\displaystyle j=1,\ldots ,M} . After centering, each row of X {\displaystyle \mathbf {X} } has an expected value of 0 {\displaystyle 0} . Whitening the data requires a linear transformation L : R N × M → R N × M {\displaystyle \mathbf {L} :\mathbb {R} ^{N\times M}\to \mathbb {R} ^{N\times M}} of the centered data so that the components of L ( X ) {\displaystyle \mathbf {L} (\mathbf {X} )} are uncorrelated and have variance one. More precisely, if X {\displaystyle \mathbf {X} } is a centered data matrix, the covariance of L x := L ( X ) {\displaystyle \mathbf {L} _{\mathbf {x} }:=\mathbf {L} (\mathbf {X} )} is the ( N × N ) {\displaystyle (N\times N)} -dimensional identity matrix, that is, A common method for whitening is by performing an eigenvalue decomposition on the covariance matrix of the centered data X {\displaystyle \mathbf {X} } , E { X X T } = E D E T {\displaystyle E\left\{\mathbf {X} \mathbf {X} ^{T}\right\}=\mathbf {E} \mathbf {D} \mathbf {E} ^{T}} , where E {\displaystyle \mathbf {E} } is the matrix of eigenvectors and D {\displaystyle \mathbf {D} } is the diagonal matrix of eigenvalues. The whitened data matrix is defined thus by === Single component extraction === The iterative algorithm finds the direction for the weight vector w ∈ R N {\displaystyle \mathbf {w} \in \mathbb {R} ^{N}} that maximizes a measure of non-Gaussianity of the projection w T X {\displaystyle \mathbf {w} ^{T}\mathbf {X} } , with X ∈ R N × M {\displaystyle \mathbf {X} \in \mathbb {R} ^{N\times M}} denoting a prewhitened data matrix as described above. Note that w {\displaystyle \mathbf {w} } is a column vector. To measure non-Gaussianity, FastICA relies on a nonquadratic nonlinear function f ( u ) {\displaystyle f(u)} , its first derivative g ( u ) {\displaystyle g(u)} , and its second derivative g ′ ( u ) {\displaystyle g^{\prime }(u)} . Hyvärinen states that the functions are useful for general purposes, while may be highly robust. The steps for extracting the weight vector w {\displaystyle \mathbf {w} } for single component in FastICA are the following: Randomize the initial weight vector w {\displaystyle \mathbf {w} } Let w + ← E { X g ( w T X ) T } − E { g ′ ( w T X ) } w {\displaystyle \mathbf {w} ^{+}\leftarrow E\left\{\mathbf {X} g(\mathbf {w} ^{T}\mathbf {X} )^{T}\right\}-E\left\{g'(\mathbf {w} ^{T}\mathbf {X} )\right\}\mathbf {w} } , where E { . . . } {\displaystyle E\left\{...\right\}} means averaging over all column-vectors of matrix X {\displaystyle \mathbf {X} } Let w ← w + / ‖ w + ‖ {\displaystyle \mathbf {w} \leftarrow \mathbf {w} ^{+}/\|\mathbf {w} ^{+}\|} If not converged, go back to 2 === Multiple component extraction === The single unit iterative algorithm estimates only one weight vector which extracts a single component. Estimating additional components that are mutually "independent" requires repeating the algorithm to obtain linearly independent projection vectors - note that the notion of independence here refers to maximizing non-Gaussianity in the estimated components. Hyvärinen provides several ways of extracting multiple components with the simplest being the following. Here, 1 M {\displaystyle \mathbf {1_{M}} } is a column vector of 1's of dimension M {\displaystyle M} . Algorithm FastICA Input: C {\displaystyle C} Number of desired components Input: X ∈ R N × M {\displaystyle \mathbf {X} \in \mathbb {R} ^{N\times M}} Prewhitened matrix, where each column represents an N {\displaystyle N} -dimensional sample, where C <= N {\displaystyle C<=N} Output: W ∈ R N × C {\displaystyle \mathbf {W} \in \mathbb {R} ^{N\times C}} Un-mixing matrix where each column projects X {\displaystyle \mathbf {X} } onto independent component. Output: S ∈ R C × M {\displaystyle \mathbf {S} \in \mathbb {R} ^{C\times M}} Independent components matrix, with M {\displaystyle M} columns representing a sample with C {\displaystyle C} dimensions. for p in 1 to C: w p ← {\displaystyle \mathbf {w_{p}} \leftarrow } Random vector of length N while w p {\displaystyle \mathbf {w_{p}} } changes w p ← 1 M X g ( w p T X ) T − 1 M g ′ ( w p T X ) 1 M w p {\displaystyle \mathbf {w_{p}} \leftarrow {\frac {1}{M}}\mathbf {X} g(\mathbf {w_{p}} ^{T}\mathbf {X} )^{T}-{\frac {1}{M}}g'(\mathbf {w_{p}} ^{T}\mathbf {X} )\mathbf {1_{M}} \mathbf {w_{p}} } w p ← w p − ∑ j = 1 p − 1 ( w p T w j ) w j {\displaystyle \mathbf {w_{p}} \leftarrow \mathbf {w_{p}} -\sum _{j=1}^{p-1}(\mathbf {w_{p}} ^{T}\mathbf {w_{j}} )\mathbf {w_{j}} } w p ← w p ‖ w p ‖ {\displaystyle \mathbf {w_{p}} \leftarrow {\frac {\mathbf {w_{p}} }{\|\mathbf {w_{p}} \|}}} output W ← [ w 1 , … , w C ] {\displaystyle \mathbf {W} \leftarrow {\begin{bmatrix}\mathbf {w_{1}} ,\dots ,\mathbf {w_{C}} \end{bmatrix}}} output S ← W T X {\displaystyle \mathbf {S} \leftarrow \mathbf {W^{T}} \mathbf {X} }

Generalized canonical correlation

In statistics, the generalized canonical correlation analysis (gCCA), is a way of making sense of cross-correlation matrices between the sets of random variables when there are more than two sets. While a conventional CCA generalizes principal component analysis (PCA) to two sets of random variables, a gCCA generalizes PCA to more than two sets of random variables. The canonical variables represent those common factors that can be found by a large PCA of all of the transformed random variables after each set underwent its own PCA. == Applications == The Helmert-Wolf blocking (HWB) method of estimating linear regression parameters can find an optimal solution only if all cross-correlations between the data blocks are zero. They can always be made to vanish by introducing a new regression parameter for each common factor. The gCCA method can be used for finding those harmful common factors that create cross-correlation between the blocks. However, no optimal HWB solution exists if the random variables do not contain enough information on all of the new regression parameters.

Jubatus

Jubatus is an open-source online machine learning and distributed computing framework developed at Nippon Telegraph and Telephone and Preferred Infrastructure. Its features include classification, recommendation, regression, anomaly detection and graph mining. It supports many client languages, including C++, Java, Ruby and Python. It uses Iterative Parameter Mixture for distributed machine learning. == Notable Features == Jubatus supports: Multi-classification algorithms: Perceptron Passive Aggressive Confidence Weighted Adaptive Regularization of Weight Vectors Normal Herd Recommendation algorithms using: Inverted index Minhash Locality-sensitive hashing Regression algorithms: Passive Aggressive feature extraction method for natural language: n-gram Text segmentation

Native cloud application

A native cloud application (NCA) is a type of computer software that natively utilizes services and infrastructure from cloud computing providers such as Amazon EC2, Force.com, or Microsoft Azure. NCAs exhibit a combined usage of the three fundamental technologies: Computational grid - loosely, e.g. MapReduce Data grids (e.g. distributed in-memory data caches) Auto-scaling on any managed infrastructure

Information gain (decision tree)

In the context of decision trees in information theory and machine learning, information gain refers to the conditional expected value of the Kullback–Leibler divergence of the univariate probability distribution of one variable from the conditional distribution of this variable given the other one. (In broader contexts, information gain can also be used as a synonym for either Kullback–Leibler divergence or mutual information, but the focus of this article is on the more narrow meaning below.) Explicitly, the information gain of a random variable X {\displaystyle X} obtained from an observation of a random variable A {\displaystyle A} taking value a {\displaystyle a} is defined as: I G ( X , a ) = D KL ( P X ∣ a ∥ P X ) {\displaystyle {\mathit {IG}}(X,a)=D_{\text{KL}}{\bigl (}P_{X\mid a}\parallel P_{X}{\bigr )}} In other words, it is the Kullback–Leibler divergence of P X ( x ) {\displaystyle P_{X}(x)} (the prior distribution for X {\displaystyle X} ) from P X ∣ a ( x ) {\displaystyle P_{X\mid a}(x)} (the posterior distribution for X {\displaystyle X} given A = a {\displaystyle A=a} ). The expected value of the information gain is the mutual information I ( X ; A ) {\displaystyle I(X;A)} : E A ⁡ [ I G ( X , A ) ] = I ( X ; A ) {\displaystyle \operatorname {E} _{A}[{\mathit {IG}}(X,A)]=I(X;A)} i.e. the reduction in the entropy of X {\displaystyle X} achieved by learning the state of the random variable A {\displaystyle A} . In machine learning, this concept can be used to define a preferred sequence of attributes to investigate to most rapidly narrow down the state of X. Such a sequence (which depends on the outcome of the investigation of previous attributes at each stage) is called a decision tree, and when applied in the area of machine learning is known as decision tree learning. Usually an attribute with high mutual information should be preferred to other attributes. == General definition == In general terms, the expected information gain is the reduction in information entropy Η from a prior state to a state that takes some information as given: I G ( T , a ) = H ( T ) − H ( T | a ) , {\displaystyle IG(T,a)=\mathrm {H} {(T)}-\mathrm {H} {(T|a)},} where H ( T | a ) {\displaystyle \mathrm {H} {(T|a)}} is the conditional entropy of T {\displaystyle T} given the value of attribute a {\displaystyle a} . This is intuitively plausible when interpreting entropy Η as a measure of uncertainty of a random variable T {\displaystyle T} : by learning (or assuming) a {\displaystyle a} about T {\displaystyle T} , our uncertainty about T {\displaystyle T} is reduced (i.e. I G ( T , a ) {\displaystyle IG(T,a)} is positive), unless of course T {\displaystyle T} is independent of a {\displaystyle a} , in which case H ( T | a ) = H ( T ) {\displaystyle \mathrm {H} (T|a)=\mathrm {H} (T)} , meaning I G ( T , a ) = 0 {\displaystyle IG(T,a)=0} . == Formal definition == Let T denote a set of training examples, each of the form ( x , y ) = ( x 1 , x 2 , x 3 , . . . , x k , y ) {\displaystyle ({\textbf {x}},y)=(x_{1},x_{2},x_{3},...,x_{k},y)} where x a ∈ v a l s ( a ) {\displaystyle x_{a}\in \mathrm {vals} (a)} is the value of the a th {\displaystyle a^{\text{th}}} attribute or feature of example x {\displaystyle {\textbf {x}}} and y is the corresponding class label. The information gain for an attribute a is defined in terms of Shannon entropy H ( − ) {\displaystyle \mathrm {H} (-)} as follows. For a value v taken by attribute a, let S a ( v ) = { x ∈ T | x a = v } {\displaystyle S_{a}{(v)}=\{{\textbf {x}}\in T|x_{a}=v\}} be defined as the set of training inputs of T for which attribute a is equal to v. Then the information gain of T for attribute a is the difference between the a priori Shannon entropy H ( T ) {\displaystyle \mathrm {H} (T)} of the training set and the conditional entropy H ( T | a ) {\displaystyle \mathrm {H} {(T|a)}} . H ( T | a ) = ∑ v ∈ v a l s ( a ) | S a ( v ) | | T | ⋅ H ( S a ( v ) ) . {\displaystyle \mathrm {H} (T|a)=\sum _{v\in \mathrm {vals} (a)}{{\frac {|S_{a}{(v)}|}{|T|}}\cdot \mathrm {H} \left(S_{a}{\left(v\right)}\right)}.} I G ( T , a ) = H ( T ) − H ( T | a ) {\displaystyle IG(T,a)=\mathrm {H} (T)-\mathrm {H} (T|a)} The mutual information is equal to the total entropy for an attribute if for each of the attribute values a unique classification can be made for the result attribute. In this case, the relative entropies subtracted from the total entropy are 0. In particular, the values v ∈ v a l s ( a ) {\displaystyle v\in vals(a)} defines a partition of the training set data T into mutually exclusive and all-inclusive subsets, inducing a categorical probability distribution P a ( v ) {\textstyle P_{a}{(v)}} on the values v ∈ v a l s ( a ) {\textstyle v\in vals(a)} of attribute a. The distribution is given P a ( v ) := | S a ( v ) | | T | {\textstyle P_{a}{(v)}:={\frac {|S_{a}{(v)}|}{|T|}}} . In this representation, the information gain of T given a can be defined as the difference between the unconditional Shannon entropy of T and the expected entropy of T conditioned on a, where the expectation value is taken with respect to the induced distribution on the values of a. I G ( T , a ) = H ( T ) − ∑ v ∈ v a l s ( a ) P a ( v ) H ( S a ( v ) ) = H ( T ) − E P a [ H ( S a ( v ) ) ] = H ( T ) − H ( T | a ) . {\displaystyle {\begin{alignedat}{2}IG(T,a)&=\mathrm {H} (T)-\sum _{v\in \mathrm {vals} (a)}{P_{a}{(v)}\mathrm {H} \left(S_{a}{(v)}\right)}\\&=\mathrm {H} (T)-\mathbb {E} _{P_{a}}{\left[\mathrm {H} {(S_{a}{(v)})}\right]}\\&=\mathrm {H} (T)-\mathrm {H} {(T|a)}.\end{alignedat}}} == Example == In engineering applications, information is analogous to signal, and entropy is analogous to noise. It determines how a decision tree chooses to split data. The leftmost figure below is very impure and has high entropy corresponding to higher disorder and lower information value. As we go to the right, the entropy decreases, and the information value increases. Now, it is clear that information gain is the measure of how much information a feature provides about a class. Let's visualize information gain in a decision tree as shown in the right: The node t is the parent node, and the sub-nodes tL and tR are child nodes. In this case, the parent node t has a collection of cancer and non-cancer samples denoted as C and NC respectively. We can use information gain to determine how good the splitting of nodes is in a decision tree. In terms of entropy, information gain is defined as: To understand this idea, let's start by an example in which we create a simple dataset and want to see if gene mutations could be related to patients with cancer. Given four different gene mutations, as well as seven samples, the training set for a decision can be created as follows: In this dataset, a 1 means the sample has the mutation (True), while a 0 means the sample does not (False). A sample with C denotes that it has been confirmed to be cancerous, while NC means it is non-cancerous. Using this data, a decision tree can be created with information gain used to determine the candidate splits for each node. For the next step, the entropy at parent node t of the above simple decision tree is computed as:H(t) = −[pC,t log2(pC,t) + pNC,t log2(pNC,t)] where, probability of selecting a class ‘C’ sample at node t, pC,t = n(t, C) / n(t), probability of selecting a class ‘NC’ sample at node t, pNC,t = n(t, NC) / n(t), n(t), n(t, C), and n(t, NC) are the number of total samples, ‘C’ samples and ‘NC’ samples at node t respectively.Using this with the example training set, the process for finding information gain beginning with H ( t ) {\displaystyle \mathrm {H} {(t)}} for Mutation 1 is as follows: pC, t = 4/7 pNC, t = 3/7 H ( t ) {\displaystyle \mathrm {H} {(t)}} = −(4/7 × log2(4/7) + 3/7 × log2(3/7)) = 0.985 Note: H ( t ) {\displaystyle \mathrm {H} {(t)}} will be the same for all mutations at the root. The relatively high value of entropy H ( t ) = 0.985 {\displaystyle \mathrm {H} {(t)}=0.985} (1 is the optimal value) suggests that the root node is highly impure and the constituents of the input at the root node would look like the leftmost figure in the above Entropy Diagram. However, such a set of data is good for learning the attributes of the mutations used to split the node. At a certain node, when the homogeneity of the constituents of the input occurs (as shown in the rightmost figure in the above Entropy Diagram), the dataset would no longer be good for learning. Moving on, the entropy at left and right child nodes of the above decision tree is computed using the formulae:H(tL) = −[pC,L log2(pC,L) + pNC,L log2(pNC,L)]H(tR) = −[pC,R log2(pC,R) + pNC,R log2(pNC,R)]where, probability of selecting a class ‘C’ sample at the left child node, pC,L = n(tL, C) / n(tL), probability of selecting a class ‘NC’ sample at the left child node, pNC,L = n(tL, NC) / n(tL), probability of selecting a class ‘C’ sample at the right child node, pC,R = n(tR, C) / n(tR), prob