Productivity software (also called personal productivity software or office productivity software) is application software used for producing information (such as documents, presentations, worksheets, databases, charts, graphs, digital paintings, electronic music and digital video). Its names arose from it increasing productivity, especially of individual office workers, from typists to knowledge workers, although its scope is now wider than that. Office suites, which brought word processing, spreadsheet, and relational database programs to the desktop in the 1980s, are the core example of productivity software. They revolutionized the office with the magnitude of the productivity increase they brought as compared with the pre-1980s office environments of typewriters, paper filing, and handwritten lists and ledgers. In the United States, as of 2015, some 78% of "middle-skill" occupations (those that call for more than a high school diploma but less than a bachelor's degree) required the use of productivity software. == Details == Productivity software traditionally runs directly on a computer. For example, Plus/4 model of computer contains in ROM for applications of productivity software. Productivity software is one of the reasons people use personal computers. == Office suite == An office suite is a bundle of productivity software (a software suite) intended to be used by office workers. The components are generally distributed together, have a consistent user interface and usually can interact with each other, sometimes in ways that the operating system would not normally allow. The earliest office suite for personal computers was MicroPro International's StarBurst in the early 1980s, comprising the WordStar word processor, the CalcStar spreadsheet and the DataStar database software. Other suites arose in the 1980s, and Microsoft Office came to dominate the market in the 1990s, a position it retains as of 2024. During the 1990s, office suite products gained popularity by offering bundles of applications that, when bought as part of a suite, effectively discounted the individual applications, with four or five applications being bundled for the price of two applications bought separately. When faced with such potential savings, customers could be "tempted by the suite, rather than the value of a particular product", and by 1994 more than 60 percent of the sales of Microsoft Word and around 70 percent of the sales of Microsoft Excel were as part of sales of Microsoft Office. Such considerations had an impact on vendors of individual applications, often smaller companies, raising concerns that office suites were "stifling innovation", and even established vendors such as Borland and WordPerfect were having to adapt to the suite phenomenon, Borland ultimately deciding to sell its Quattro Pro spreadsheet to WordPerfect as the latter sought to assemble its own suite product. The dominant suite vendors, Microsoft and Lotus, downplayed competition and innovation concerns, claiming that users were still able to exercise choice and that "user-driven development" was guiding the evolution of office suites. Another view was that component-based software would eventually emerge, focusing development on more specialised components used by productivity software, empowering "a plethora of third-party developers", and that a "mix and match" approach of such components would adapt to the user's way of working. === Office suite components === The base components of office suites are: Word processor Spreadsheet Presentation program Other components include: Database software Graphics suite (raster graphics editor, vector graphics editor, image viewer) Desktop publishing software Formula editor Diagramming software Email client Communication software Personal information manager Notetaking Groupware Project management software Table (information) Web log analysis software
CloudPassage
CloudPassage is a company that provides an automation platform, delivered via software as a service, that improves security for private, public, and hybrid cloud computing environments. CloudPassage is headquartered in San Francisco. == History == CloudPassage was founded by Carson Sweet, Talli Somekh, and Vitaliy Geraymovych in 2010. The company used cloud computing and big data analytics to implement security monitoring and control in a platform called Halo. CloudPassage spent a year in stealth developing the Halo technology, coming out of stealth mode to a closed beta in January 2011. In June 2012, the company launched the commercial product that included configuration security monitoring, network microsegmentation, and two-factor authentication for privileged access management. By 2013, CloudPassage expanded Halo to support large enterprises with advanced security and compliance requirements with a product called Halo Enterprise. The first round of venture funding for the company raised $6.5 million. In April 2012, CloudPassage raised $14 million. The financing round was led by Tenaya Capital. In February 2014, CloudPassage announced that it had raised $25.5 million in funding led by Shasta Ventures. In total, the company has invested over $30 million in its technology and raised approximately $88 million in capital. == Product == The CloudPassage platform provides cloud workload security and compliance for systems hosted in public or private cloud infrastructure environments, including hybrid cloud and multi-cloud workload hosting models. The flagship product the company offers is called Halo. Halo secures virtual servers in public, private, and hybrid cloud infrastructures and provides file integrity monitoring (FIM) while also administering firewall automation, vulnerability monitoring, network access control, security event alerting, and assessment. The Halo platform also provides security applications such as privileged access management, software vulnerability scanning, multifactor authentication, and log-based IDS. In December 2013, CloudPassage set up six servers with Microsoft Windows and Linux operating systems and combinations of popular programs and invited hackers to attempt to hack into the servers. The top prize was $5,000 and the winning hacker was a novice that completed the task in four hours. CloudPassage programmed the servers to use basic default security settings to show how vulnerable cloud computing programs can be to security threats. == Awards and recognition == In May 2011, Gigaom named CloudPassage in its list of the Top 50 Cloud Innovators. That same month, eWeek recognized CloudPassage as one of 16 Hot Startup Companies Flying Under the Radar. SC Magazine named CloudPassage an Industry Innovator in the Virtualization and Cloud Security category in 2012. Also in 2012, The Wall Street Journal named CloudPassage a runner-up in the Information Security category of its Technology Innovation Awards. The CloudPassage large-scale security program, Halo, won Best Security Solution in 2014 at the SIIA Codie awards.
Kernel principal component analysis
In the field of multivariate statistics, kernel principal component analysis (kernel PCA) is an extension of principal component analysis (PCA) using techniques of kernel methods. Using a kernel, the originally linear operations of PCA are performed in a reproducing kernel Hilbert space. == Background: Linear PCA == Recall that conventional PCA operates on zero-centered data; that is, 1 N ∑ i = 1 N x i = 0 {\displaystyle {\frac {1}{N}}\sum _{i=1}^{N}\mathbf {x} _{i}=\mathbf {0} } , where x i {\displaystyle \mathbf {x} _{i}} is one of the N {\displaystyle N} multivariate observations. It operates by diagonalizing the covariance matrix, C = 1 N ∑ i = 1 N x i x i ⊤ {\displaystyle C={\frac {1}{N}}\sum _{i=1}^{N}\mathbf {x} _{i}\mathbf {x} _{i}^{\top }} in other words, it gives an eigendecomposition of the covariance matrix: λ v = C v {\displaystyle \lambda \mathbf {v} =C\mathbf {v} } which can be rewritten as λ x i ⊤ v = x i ⊤ C v for i = 1 , … , N {\displaystyle \lambda \mathbf {x} _{i}^{\top }\mathbf {v} =\mathbf {x} _{i}^{\top }C\mathbf {v} \quad {\textrm {for}}~i=1,\ldots ,N} . (See also: Covariance matrix as a linear operator) == Introduction of the Kernel to PCA == To understand the utility of kernel PCA, particularly for clustering, observe that, while N points cannot, in general, be linearly separated in d < N {\displaystyle d In statistics, machine learning and algorithms, a tensor sketch is a type of dimensionality reduction that is particularly efficient when applied to vectors that have tensor structure. Such a sketch can be used to speed up explicit kernel methods, bilinear pooling in neural networks and is a cornerstone in many numerical linear algebra algorithms. == Mathematical definition == Mathematically, a dimensionality reduction or sketching matrix is a matrix M ∈ R k × d {\displaystyle M\in \mathbb {R} ^{k\times d}} , where k < d {\displaystyle k In statistics the mean squared prediction error (MSPE), also known as mean squared error of the predictions, of a smoothing, curve fitting, or regression procedure is the expected value of the squared prediction errors (PE), the square difference between the fitted values implied by the predictive function g ^ {\displaystyle {\widehat {g}}} and the values of the (unobservable) true value g. It is an inverse measure of the explanatory power of g ^ , {\displaystyle {\widehat {g}},} and can be used in the process of cross-validation of an estimated model. Knowledge of g would be required in order to calculate the MSPE exactly; in practice, MSPE is estimated. == Formulation == If the smoothing or fitting procedure has projection matrix (i.e., hat matrix) L, which maps the observed values vector y {\displaystyle y} to predicted values vector y ^ = L y , {\displaystyle {\hat {y}}=Ly,} then PE and MSPE are formulated as: P E i = g ( x i ) − g ^ ( x i ) , {\displaystyle \operatorname {PE_{i}} =g(x_{i})-{\widehat {g}}(x_{i}),} MSPE = E [ PE i 2 ] = ∑ i = 1 n PE i 2 / n . {\displaystyle \operatorname {MSPE} =\operatorname {E} \left[\operatorname {PE} _{i}^{2}\right]=\sum _{i=1}^{n}\operatorname {PE} _{i}^{2}/n.} The MSPE can be decomposed into two terms: the squared bias (mean error) of the fitted values and the variance of the fitted values: MSPE = ME 2 + VAR , {\displaystyle \operatorname {MSPE} =\operatorname {ME} ^{2}+\operatorname {VAR} ,} ME = E [ g ^ ( x i ) − g ( x i ) ] {\displaystyle \operatorname {ME} =\operatorname {E} \left[{\widehat {g}}(x_{i})-g(x_{i})\right]} VAR = E [ ( g ^ ( x i ) − E [ g ( x i ) ] ) 2 ] . {\displaystyle \operatorname {VAR} =\operatorname {E} \left[\left({\widehat {g}}(x_{i})-\operatorname {E} \left[{g}(x_{i})\right]\right)^{2}\right].} The quantity SSPE=nMSPE is called sum squared prediction error. The root mean squared prediction error is the square root of MSPE: RMSPE=√MSPE. == Computation of MSPE over out-of-sample data == The mean squared prediction error can be computed exactly in two contexts. First, with a data sample of length n, the data analyst may run the regression over only q of the data points (with q < n), holding back the other n – q data points with the specific purpose of using them to compute the estimated model’s MSPE out of sample (i.e., not using data that were used in the model estimation process). Since the regression process is tailored to the q in-sample points, normally the in-sample MSPE will be smaller than the out-of-sample one computed over the n – q held-back points. If the increase in the MSPE out of sample compared to in sample is relatively slight, that results in the model being viewed favorably. And if two models are to be compared, the one with the lower MSPE over the n – q out-of-sample data points is viewed more favorably, regardless of the models’ relative in-sample performances. The out-of-sample MSPE in this context is exact for the out-of-sample data points that it was computed over, but is merely an estimate of the model’s MSPE for the mostly unobserved population from which the data were drawn. Second, as time goes on more data may become available to the data analyst, and then the MSPE can be computed over these new data. == Estimation of MSPE over the population == When the model has been estimated over all available data with none held back, the MSPE of the model over the entire population of mostly unobserved data can be estimated as follows. For the model y i = g ( x i ) + σ ε i {\displaystyle y_{i}=g(x_{i})+\sigma \varepsilon _{i}} where ε i ∼ N ( 0 , 1 ) {\displaystyle \varepsilon _{i}\sim {\mathcal {N}}(0,1)} , one may write n ⋅ MSPE ( L ) = g T ( I − L ) T ( I − L ) g + σ 2 tr [ L T L ] . {\displaystyle n\cdot \operatorname {MSPE} (L)=g^{\text{T}}(I-L)^{\text{T}}(I-L)g+\sigma ^{2}\operatorname {tr} \left[L^{\text{T}}L\right].} Using in-sample data values, the first term on the right side is equivalent to ∑ i = 1 n ( E [ g ( x i ) − g ^ ( x i ) ] ) 2 = E [ ∑ i = 1 n ( y i − g ^ ( x i ) ) 2 ] − σ 2 tr [ ( I − L ) T ( I − L ) ] . {\displaystyle \sum _{i=1}^{n}\left(\operatorname {E} \left[g(x_{i})-{\widehat {g}}(x_{i})\right]\right)^{2}=\operatorname {E} \left[\sum _{i=1}^{n}\left(y_{i}-{\widehat {g}}(x_{i})\right)^{2}\right]-\sigma ^{2}\operatorname {tr} \left[\left(I-L\right)^{T}\left(I-L\right)\right].} Thus, n ⋅ MSPE ( L ) = E [ ∑ i = 1 n ( y i − g ^ ( x i ) ) 2 ] − σ 2 ( n − tr [ L ] ) . {\displaystyle n\cdot \operatorname {MSPE} (L)=\operatorname {E} \left[\sum _{i=1}^{n}\left(y_{i}-{\widehat {g}}(x_{i})\right)^{2}\right]-\sigma ^{2}\left(n-\operatorname {tr} \left[L\right]\right).} If σ 2 {\displaystyle \sigma ^{2}} is known or well-estimated by σ ^ 2 {\displaystyle {\widehat {\sigma }}^{2}} , it becomes possible to estimate MSPE by n ⋅ M S P E ^ ( L ) = ∑ i = 1 n ( y i − g ^ ( x i ) ) 2 − σ ^ 2 ( n − tr [ L ] ) . {\displaystyle n\cdot \operatorname {\widehat {MSPE}} (L)=\sum _{i=1}^{n}\left(y_{i}-{\widehat {g}}(x_{i})\right)^{2}-{\widehat {\sigma }}^{2}\left(n-\operatorname {tr} \left[L\right]\right).} Colin Mallows advocated this method in the construction of his model selection statistic Cp, which is a normalized version of the estimated MSPE: C p = ∑ i = 1 n ( y i − g ^ ( x i ) ) 2 σ ^ 2 − n + 2 p . {\displaystyle C_{p}={\frac {\sum _{i=1}^{n}\left(y_{i}-{\widehat {g}}(x_{i})\right)^{2}}{{\widehat {\sigma }}^{2}}}-n+2p.} where p the number of estimated parameters p and σ ^ 2 {\displaystyle {\widehat {\sigma }}^{2}} is computed from the version of the model that includes all possible regressors. That concludes this proof. A semantic decomposition is an algorithm that breaks down the meanings of phrases or concepts into less complex concepts. The result of a semantic decomposition is a representation of meaning. This representation can be used for tasks, such as those related to artificial intelligence or machine learning. Semantic decomposition is common in natural language processing applications. The basic idea of a semantic decomposition is taken from the learning skills of adult humans, where words are explained using other words. It is based on Meaning-text theory. Meaning-text theory is used as a theoretical linguistic framework to describe the meaning of concepts with other concepts. == Background == Given that an AI does not inherently have language, it is unable to think about the meanings behind the words of a language. An artificial notion of meaning needs to be created for a strong AI to emerge. Creating an artificial representation of meaning requires the analysis of what meaning is. Many terms are associated with meaning, including semantics, pragmatics, knowledge and understanding or word sense. Each term describes a particular aspect of meaning, and contributes to a multitude of theories explaining what meaning is. These theories need to be analyzed further to develop an artificial notion of meaning best fit for our current state of knowledge. == Graph representations == Representing meaning as a graph is one of the two ways that both an AI cognition and a linguistic researcher think about meaning (connectionist view). Logicians utilize a formal representation of meaning to build upon the idea of symbolic representation, whereas description logics describe languages and the meaning of symbols. This contention between 'neat' and 'scruffy' techniques has been discussed since the 1970s. Research has so far identified semantic measures and with that word-sense disambiguation (WSD) - the differentiation of meaning of words - as the main problem of language understanding. As an AI-complete environment, WSD is a core problem of natural language understanding. AI approaches that use knowledge-given reasoning creates a notion of meaning combining the state of the art knowledge of natural meaning with the symbolic and connectionist formalization of meaning for AI. The abstract approach is shown in Figure. First, a connectionist knowledge representation is created as a semantic network consisting of concepts and their relations to serve as the basis for the representation of meaning. This graph is built out of different knowledge sources like WordNet, Wiktionary, and BabelNET. The graph is created by lexical decomposition that recursively breaks each concept semantically down into a set of semantic primes. The primes are taken from the theory of Natural Semantic Metalanguage, which has been analyzed for usefulness in formal languages. Upon this graph marker passing is used to create the dynamic part of meaning representing thoughts. The marker passing algorithm, where symbolic information is passed along relations form one concept to another, uses node and edge interpretation to guide its markers. The node and edge interpretation model is the symbolic influence of certain concepts. Future work uses the created representation of meaning to build heuristics and evaluate them through capability matching and agent planning, chatbots or other applications of natural language understanding. In statistics, the k-nearest neighbors algorithm (k-NN) is a non-parametric supervised learning method. It was first developed by Evelyn Fix and Joseph Hodges in 1951, and later expanded by Thomas Cover. In classification, a new example is assigned a label based on the labels of its k nearest training examples; in regression, the prediction is computed from the values of those neighbors. Most often, it is used for classification, as a k-NN classifier, the output of which is a class membership. An object is classified by a plurality vote of its neighbors, with the object being assigned to the class most common among its k nearest neighbors (k is a positive integer, typically small). If k = 1, then the object is simply assigned to the class of that single nearest neighbor. The k-NN algorithm can also be generalized for regression. In k-NN regression, also known as nearest neighbor smoothing, the output is the property value for the object. This value is the average of the values of k nearest neighbors. If k = 1, then the output is simply assigned to the value of that single nearest neighbor, also known as nearest neighbor interpolation. For both classification and regression, a useful technique can be to assign weights to the contributions of the neighbors, so that nearer neighbors contribute more to the average than distant ones. For example, a common weighting scheme consists of giving each neighbor a weight of 1/d, where d is the distance to the neighbor. The input consists of the k closest training examples in a data set. The neighbors are taken from a set of objects for which the class (for k-NN classification) or the object property value (for k-NN regression) is known. This can be thought of as the training set for the algorithm, though no explicit training step is required. A peculiarity (sometimes even a disadvantage) of the k-NN algorithm is its sensitivity to the local structure of the data. In k-NN classification the function is only approximated locally and all computation is deferred until function evaluation. Since this algorithm relies on distance, if the features represent different physical units or come in vastly different scales, then feature-wise normalizing of the training data can greatly improve its accuracy. == Statistical setting == Suppose we have pairs ( X 1 , Y 1 ) , ( X 2 , Y 2 ) , … , ( X n , Y n ) {\displaystyle (X_{1},Y_{1}),(X_{2},Y_{2}),\dots ,(X_{n},Y_{n})} taking values in R d × { 1 , 2 } {\displaystyle \mathbb {R} ^{d}\times \{1,2\}} , where Y is the class label of X, so that X | Y = r ∼ P r {\displaystyle X|Y=r\sim P_{r}} for r = 1 , 2 {\displaystyle r=1,2} (and probability distributions P r {\displaystyle P_{r}} ). Given some norm ‖ ⋅ ‖ {\displaystyle \|\cdot \|} on R d {\displaystyle \mathbb {R} ^{d}} and a point x ∈ R d {\displaystyle x\in \mathbb {R} ^{d}} , let ( X ( 1 ) , Y ( 1 ) ) , … , ( X ( n ) , Y ( n ) ) {\displaystyle (X_{(1)},Y_{(1)}),\dots ,(X_{(n)},Y_{(n)})} be a reordering of the training data such that ‖ X ( 1 ) − x ‖ ≤ ⋯ ≤ ‖ X ( n ) − x ‖ {\displaystyle \|X_{(1)}-x\|\leq \dots \leq \|X_{(n)}-x\|} . == Algorithm == The training examples are vectors in a multidimensional feature space, each with a class label. The training phase of the algorithm consists only of storing the feature vectors and class labels of the training samples. In the classification phase, k is a user-defined constant, and an unlabeled vector (a query or test point) is classified by assigning the label which is most frequent among the k training samples nearest to that query point. A commonly used distance metric for continuous variables is Euclidean distance. For discrete variables, such as for text classification, another metric can be used, such as the overlap metric (or Hamming distance). In the context of gene expression microarray data, for example, k-NN has been employed with correlation coefficients, such as Pearson and Spearman, as a metric. Often, the classification accuracy of k-NN can be improved significantly if the distance metric is learned with specialized algorithms such as large margin nearest neighbor or neighborhood components analysis. A drawback of the basic "majority voting" classification occurs when the class distribution is skewed. That is, examples of a more frequent class tend to dominate the prediction of the new example, because they tend to be common among the k nearest neighbors due to their large number. One way to overcome this problem is to weight the classification, taking into account the distance from the test point to each of its k nearest neighbors. The class (or value, in regression problems) of each of the k nearest points is multiplied by a weight proportional to the inverse of the distance from that point to the test point. Another way to overcome skew is by abstraction in data representation. For example, in a self-organizing map (SOM), each node is a representative (a center) of a cluster of similar points, regardless of their density in the original training data. k-NN can then be applied to the SOM. == Parameter selection == The best choice of k depends upon the data; generally, larger values of k reduces effect of the noise on the classification, but make boundaries between classes less distinct. A good k can be selected by various heuristic techniques (see hyperparameter optimization). The special case where the class is predicted to be the class of the closest training sample (i.e. when k = 1) is called the nearest neighbor algorithm. The accuracy of the k-NN algorithm can be severely degraded by the presence of noisy or irrelevant features, or if the feature scales are not consistent with their importance. Much research effort has been put into selecting or scaling features to improve classification. A particularly popular approach is the use of evolutionary algorithms to optimize feature scaling. Another popular approach is to scale features by the mutual information of the training data with the training classes. In binary (two class) classification problems, it is helpful to choose k to be an odd number as this avoids tied votes. One popular way of choosing the empirically optimal k in this setting is via bootstrap method. == The 1-nearest neighbor classifier == The most intuitive nearest neighbour type classifier is the one nearest neighbour classifier that assigns a point x to the class of its closest neighbour in the feature space, that is C n 1 n n ( x ) = Y ( 1 ) {\displaystyle C_{n}^{1nn}(x)=Y_{(1)}} . As the size of training data set approaches infinity, the one nearest neighbour classifier guarantees an error rate of no worse than twice the Bayes error rate (the minimum achievable error rate given the distribution of the data). == The weighted nearest neighbour classifier == The k-nearest neighbour classifier can be viewed as assigning the k nearest neighbours a weight 1 / k {\displaystyle 1/k} and all others 0 weight. This can be generalised to weighted nearest neighbour classifiers. That is, where the ith nearest neighbour is assigned a weight w n i {\displaystyle w_{ni}} , with ∑ i = 1 n w n i = 1 {\textstyle \sum _{i=1}^{n}w_{ni}=1} . An analogous result on the strong consistency of weighted nearest neighbour classifiers also holds. Let C n w n n {\displaystyle C_{n}^{wnn}} denote the weighted nearest classifier with weights { w n i } i = 1 n {\displaystyle \{w_{ni}\}_{i=1}^{n}} . Subject to regularity conditions, which in asymptotic theory are conditional variables which require assumptions to differentiate among parameters with some criteria. On the class distributions the excess risk has the following asymptotic expansion R R ( C n w n n ) − R R ( C Bayes ) = ( B 1 s n 2 + B 2 t n 2 ) { 1 + o ( 1 ) } , {\displaystyle {\mathcal {R}}_{\mathcal {R}}(C_{n}^{wnn})-{\mathcal {R}}_{\mathcal {R}}(C^{\text{Bayes}})=\left(B_{1}s_{n}^{2}+B_{2}t_{n}^{2}\right)\{1+o(1)\},} for constants B 1 {\displaystyle B_{1}} and B 2 {\displaystyle B_{2}} where s n 2 = ∑ i = 1 n w n i 2 {\displaystyle s_{n}^{2}=\sum _{i=1}^{n}w_{ni}^{2}} and t n = n − 2 / d ∑ i = 1 n w n i { i 1 + 2 / d − ( i − 1 ) 1 + 2 / d } {\displaystyle t_{n}=n^{-2/d}\sum _{i=1}^{n}w_{ni}\left\{i^{1+2/d}-(i-1)^{1+2/d}\right\}} . The optimal weighting scheme { w n i ∗ } i = 1 n {\displaystyle \{w_{ni}^{}\}_{i=1}^{n}} , that balances the two terms in the display above, is given as follows: set k ∗ = ⌊ B n 4 d + 4 ⌋ {\displaystyle k^{}=\lfloor Bn^{\frac {4}{d+4}}\rfloor } , w n i ∗ = 1 k ∗ [ 1 + d 2 − d 2 k ∗ 2 / d { i 1 + 2 / d − ( i − 1 ) 1 + 2 / d } ] {\displaystyle w_{ni}^{}={\frac {1}{k^{}}}\left[1+{\frac {d}{2}}-{\frac {d}{2{k^{}}^{2/d}}}\{i^{1+2/d}-(i-1)^{1+2/d}\}\right]} for i = 1 , 2 , … , k ∗ {\displaystyle i=1,2,\dots ,k^{}} and w n i ∗ = 0 {\displaystyle w_{ni}^{}=0} for i = k ∗ + 1 , … , n {\displaystyle i=k^{}+1,\dots ,n} . With optimal weights the dominant term in the asymptotic expansion of the excess risk is O ( n − 4 d + 4 ) {\displaystyle {\mathcal {O}}(n^{-{\frac {4}{d+4}}})} Tensor sketch
Mean squared prediction error
Semantic decomposition (natural language processing)
K-nearest neighbors algorithm