Sumio Watanabe

Sumio Watanabe (渡辺 澄夫, Watanabe Sumio; born 1959) is a Japanese mathematician and engineer working in probability theory, applied algebraic geometry and Bayesian statistics. He is currently a professor at Tokyo Institute of Technology in the Department of Computational Intelligence and Systems Science. He is the author of the text, Algebraic Geometry and Statistical Learning Theory, which proposes a generalization of Fisher's regular statistical theory to singular statistical models. == Books == Mathematical Theory of Bayesian Statistics, CRC Press, 2018, ISBN 9781482238068 Algebraic Geometry and Statistical Learning Theory, Cambridge University Press, 2009.

Transparency in the software supply chain

Transparency in the software supply chain is a condition in which participants involved in the development, procurement, operation, auditing, or regulation of software can determine which components, dependencies, build stages, identifiers, and relationships within the supply chain make up the delivered product. The disclosure of information about software components, their interrelationships, origins, and development methods—for the purposes of risk management, vulnerability detection, and compliance—takes place throughout the software lifecycle. Transparency is one of the key security attributes of the software supply chain, as a deeper understanding of the chain enables participants to identify vulnerabilities and mitigate threats. Problems in the software supply chain can cause billions in losses and create operational challenges for government and commercial entities, as demonstrated by incidents involving SolarWinds, Bybit, 3CX, Jaguar Land Rover, GitHub, and NotPetya. Modern software is often assembled from third-party libraries and open-source components. According to research by the Linux Foundation and Synopsys, 96% of the commercial codebases analyzed contained open-source software, and 70–90% of a typical codebase may consist of open-source components. Without transparency, any software component can become a threat. As a result, companies may spend billions of dollars building robust external defenses, but this will not protect against vulnerabilities in legitimate software inside the perimeter. At the same time, supply chain attacks also erode trust between customers and their IT providers, as malicious code is often embedded in official updates with certificates and digital signatures. One of the primary ways to ensure transparency is through a software bill of materials, which documents the components used to create the software and the relationships within the supply chain. == Concept == The software supply chain is the collection of systems, devices, people, artifacts, and processes involved in the creation of the final software product. Attacks on the software supply chain differ from conventional attacks in that they follow a four-stage pattern: compromise, modification, distribution, and subsequent exploitation of the compromised or modified component. A defining feature of a supply chain attack is the introduction or manipulation of a change at an upstream stage, which is subsequently exploited at a downstream stage. Transparency refers to the availability of knowledge about the chain, while validity concerns the integrity of operations and artifacts and the authentication of participants, and separation involves reducing unnecessary trust relationships and the radius of impact through compartmentalization. In this framework, transparency primarily helps during the pre-compromise and detection phases, as a clearer understanding of participants, operations, and artifacts makes it easier to identify weak links before attackers exploit them. Current major attack vectors include dependencies and containers, build infrastructure, and human participants, such as maintainers or developers. == History == Software supply-chain transparency developed from earlier efforts to document software components, long before the term came into widespread use in the cybersecurity field. Early component-documentation formats included SPDX, first published in 2011, and CycloneDX, first published in 2017. Initially, these formats were created to support license compliance, package identification, and tool compatibility. Their development helped shape a broader concept of software supply chain transparency, encompassing component documentation, disclosure practices, risk management, security analysis, and regulatory compliance. In 2018, the U.S. National Telecommunications and Information Administration launched a multistakeholder process on promoting software component transparency. This process helped move work on SBOMs from a specialized technical practice into the realm of policy and procurement to identify components used in software products. The 2020 compromise of the SolarWinds Orion platform made software supply chain security a central issue in government cybersecurity policy. An analysis of the “Sunburst” campaign prepared by the Atlantic Council noted that the vulnerability of the software supply chain had become a realized risk for national-security agencies. In May 2021, U.S. President Joe Biden issued Executive Order 14028, which directed federal agencies to improve cybersecurity and increase transparency in the software supply chain, including requirements related to SBOMs. Reuters reported that the executive order required software developers selling their products to the federal government to provide greater visibility into their software and make security data available. In July 2021, the NTIA published the document “The Minimum Elements for a Software Bill of Materials (SBOM)”, defining the basic data fields and practices for creating SBOMs. Between 2021 and 2025, the U.S. Cybersecurity and Infrastructure Security Agency updated its guidance on “Framing Software Component Transparency”, expanding the set of SBOM attributes, metadata requirements, and operational recommendations for the creation, exchange, and use of SBOMs. Major incidents that occurred following the SolarWinds attack have underscored the importance of transparency in vulnerability management and supply chain security. The Log4Shell vulnerability in the Log4j library, disclosed in December 2021, demonstrated how difficult it can be for organizations to identify a vulnerable component deeply embedded within applications and services. In 2024, an attempt to plant a backdoor in XZ Utils showed how attackers could exploit trust in open-source maintenance processes to introduce malicious code into widely used infrastructure software. By the mid-2020s, software supply chain transparency had become part of international cybersecurity coordination and regulation. On September 3, 2025, Japan's Ministry of Economy, Trade and Industry and the National Cybersecurity Office, in collaboration with cybersecurity agencies from 15 countries, released the document “A Shared Vision of Software Bill of Materials (SBOM) for Cybersecurity.” In the European Union, the Cyber Resilience Act required manufacturers of products with digital elements to create, maintain, and retain SBOMs as part of the technical documentation for software placed on the EU market. == Transparency mechanisms == The primary mechanism for ensuring transparency is the software bill of materials (SBOM). An SBOM is a structured list of components, libraries, and tools used to build and distribute a software product, and it records dependencies in a way that helps organizations understand and assess their software supply chains. It can also be described as a formal record of components and their interdependencies, which gives users insight into their actual exposure to risks and threats. Five key areas of SBOM application in software supply chain security have been identified: vulnerability management, ensuring transparency, component evaluation, risk assessment, and ensuring supply chain integrity. In software supply chains, an SBOM documents all components, both open-source and proprietary. Under Executive Order 14028, U.S. federal agencies require software suppliers to provide SBOMs for government-procured software. The list of minimum required SBOM elements defined by NTIA includes three main categories: required data fields for describing each component (name, version, identifiers), automation support (machine-readable format, generation tools), and recommendations for creating SBOMs during development and purchasing. The post-2021 push for SBOMs was intended to provide visibility into the components used within software and to expose parts of an application that would otherwise remain hidden. This information can be used to prioritize patches, manage vulnerabilities, and support compliance work. Transparency also supports software traceability, which is becoming a standard feature of developer platforms. Traceability has become important because organizations are increasingly required to demonstrate how software was created, rather than simply listing its components. Higher levels of assurance require signed, tamper-proof traceability and more isolated, verifiable build environments. A related mechanism is build reproducibility. Reproducible builds are defined as build processes that make the compilation process deterministic, ensuring that the same source code always produces the same binary file. These builds are considered a foundational element for distributed verification, transparency-log maintenance, supply-chain workflow integration, and the creation of keyless signatures based on verifiable logs. Although reproducibility does not replace inventory or attestation, it gives external par

Ensemble learning

In statistics and machine learning, ensemble methods use multiple learning algorithms to obtain better predictive performance than could be obtained from any of the constituent learning algorithms alone. Unlike a statistical ensemble in statistical mechanics, which is usually infinite, a machine learning ensemble consists of only a concrete finite set of alternative models, but typically allows for much more flexible structure to exist among those alternatives. == Overview == Supervised learning algorithms search through a hypothesis space to find a suitable hypothesis that will make good predictions with a particular problem. Even if this space contains hypotheses that are very well-suited for a particular problem, it may be very difficult to find a good one. Ensembles combine multiple hypotheses to form one which should be theoretically better. Ensemble learning trains two or more machine learning algorithms on a specific classification or regression task. The algorithms within the ensemble model are generally referred as "base models", "base learners", or "weak learners" in literature. These base models can be constructed using a single modelling algorithm, or several different algorithms. The idea is to train a diverse set of weak models on the same modelling task, such that the outputs of each weak learner have poor predictive ability (i.e., high bias), and among all weak learners, the outcome and error values exhibit high variance. Fundamentally, an ensemble learning model trains at least two high-bias (weak) and high-variance (diverse) models to be combined into a better-performing model. The set of weak models — which would not produce satisfactory predictive results individually — are combined or averaged to produce a single, high performing, accurate, and low-variance model to fit the task as required. Ensemble learning typically refers to bagging (bootstrap aggregating), boosting or stacking/blending techniques to induce high variance among the base models. Bagging creates diversity by generating random samples from the training observations and fitting the same model to each different sample — also known as homogeneous parallel ensembles. Boosting follows an iterative process by sequentially training each base model on the up-weighted errors of the previous base model, producing an additive model to reduce the final model errors — also known as sequential ensemble learning. Stacking or blending consists of different base models, each trained independently (i.e. diverse/high variance) to be combined into the ensemble model — producing a heterogeneous parallel ensemble. Common applications of ensemble learning include random forests (an extension of bagging), Boosted Tree models, and Gradient Boosted Tree Models. Models in applications of stacking are generally more task-specific — such as combining clustering techniques with other parametric and/or non-parametric techniques. Evaluating the prediction of an ensemble typically requires more computation than evaluating the prediction of a single model. In one sense, ensemble learning may be thought of as a way to compensate for poor learning algorithms by performing a lot of extra computation. On the other hand, the alternative is to do a lot more learning with one non-ensemble model. An ensemble may be more efficient at improving overall accuracy for the same increase in compute, storage, or communication resources by using that increase on two or more methods, than would have been improved by increasing resource use for a single method. Fast algorithms such as decision trees are commonly used in ensemble methods (e.g., random forests), although slower algorithms can benefit from ensemble techniques as well. By analogy, ensemble techniques have been used also in unsupervised learning scenarios, for example in consensus clustering or in anomaly detection. == Ensemble theory == Empirically, ensembles tend to yield better results when there is a significant diversity among the models. Many ensemble methods, therefore, seek to promote diversity among the models they combine. Although perhaps non-intuitive, more random algorithms (like random decision trees) can be used to produce a stronger ensemble than very deliberate algorithms (like entropy-reducing decision trees). Using a variety of strong learning algorithms, however, has been shown to be more effective than using techniques that attempt to dumb-down the models in order to promote diversity. It is possible to increase diversity in the training stage of the model using correlation for regression tasks or using information measures such as cross entropy for classification tasks. Theoretically, one can justify the diversity concept because the lower bound of the error rate of an ensemble system can be decomposed into accuracy, diversity, and the other term. === The geometric framework === Ensemble learning, including both regression and classification tasks, can be explained using a geometric framework. Within this framework, the output of each individual classifier or regressor for the entire dataset can be viewed as a point in a multi-dimensional space. Additionally, the target result is also represented as a point in this space, referred to as the "ideal point." The Euclidean distance is used as the metric to measure both the performance of a single classifier or regressor (the distance between its point and the ideal point) and the dissimilarity between two classifiers or regressors (the distance between their respective points). This perspective transforms ensemble learning into a deterministic problem. For example, within this geometric framework, it can be proved that the averaging of the outputs (scores) of all base classifiers or regressors can lead to equal or better results than the average of all the individual models. It can also be proved that if the optimal weighting scheme is used, then a weighted averaging approach can outperform any of the individual classifiers or regressors that make up the ensemble or as good as the best performer at least. == Ensemble size == While the number of component classifiers of an ensemble has a great impact on the accuracy of prediction, there is a limited number of studies addressing this problem. A priori determining of ensemble size and the volume and velocity of big data streams make this even more crucial for online ensemble classifiers. Mostly statistical tests were used for determining the proper number of components. More recently, a theoretical framework suggested that there is an ideal number of component classifiers for an ensemble such that having more or less than this number of classifiers would deteriorate the accuracy. It is called "the law of diminishing returns in ensemble construction." Their theoretical framework shows that using the same number of independent component classifiers as class labels gives the highest accuracy. == Common types of ensembles == === Bayes optimal classifier === The Bayes optimal classifier is a classification technique. It is an ensemble of all the hypotheses in the hypothesis space. On average, no other ensemble can outperform it. The Naive Bayes classifier is a version of this that assumes that the data is conditionally independent on the class and makes the computation more feasible. Each hypothesis is given a vote proportional to the likelihood that the training dataset would be sampled from a system if that hypothesis were true. To facilitate training data of finite size, the vote of each hypothesis is also multiplied by the prior probability of that hypothesis. The Bayes optimal classifier can be expressed with the following equation: y = a r g m a x c j ∈ C ∑ h i ∈ H P ( c j | h i ) P ( T | h i ) P ( h i ) {\displaystyle y={\underset {c_{j}\in C}{\mathrm {argmax} }}\sum _{h_{i}\in H}{P(c_{j}|h_{i})P(T|h_{i})P(h_{i})}} where y {\displaystyle y} is the predicted class, C {\displaystyle C} is the set of all possible classes, H {\displaystyle H} is the hypothesis space, P {\displaystyle P} refers to a probability, and T {\displaystyle T} is the training data. As an ensemble, the Bayes optimal classifier represents a hypothesis that is not necessarily in H {\displaystyle H} . The hypothesis represented by the Bayes optimal classifier, however, is the optimal hypothesis in ensemble space (the space of all possible ensembles consisting only of hypotheses in H {\displaystyle H} ). This formula can be restated using Bayes' theorem, which says that the posterior is proportional to the likelihood times the prior: P ( h i | T ) ∝ P ( T | h i ) P ( h i ) {\displaystyle P(h_{i}|T)\propto P(T|h_{i})P(h_{i})} hence, y = a r g m a x c j ∈ C ∑ h i ∈ H P ( c j | h i ) P ( h i | T ) {\displaystyle y={\underset {c_{j}\in C}{\mathrm {argmax} }}\sum _{h_{i}\in H}{P(c_{j}|h_{i})P(h_{i}|T)}} === Bootstrap aggregating (bagging) === Bootstrap aggregation (bagging) involves training an ensemble on bootstrapped data sets. A bootstrapped set is cr

Mean squared error

In statistics, the mean squared error (MSE) or mean squared deviation (MSD) of an estimator (of a procedure for estimating an unobserved quantity) measures the average of the squares of the errors—that is, the average squared difference between the estimated values and the true value. MSE is a risk function, corresponding to the expected value of the squared error loss. The fact that MSE is almost always strictly positive (and not zero) is because of randomness or because the estimator does not account for information that could produce a more accurate estimate. In machine learning, specifically empirical risk minimization, MSE may refer to the empirical risk (the average loss on an observed data set), as an estimate of the true MSE (the true risk: the average loss on the actual population distribution). The MSE is a measure of the quality of an estimator. As it is derived from the square of Euclidean distance, it is always a positive value that decreases as the error approaches zero. The MSE is the second moment (about the origin) of the error, and thus incorporates both the variance of the estimator (how widely spread the estimates are from one data sample to another) and its bias (how far off the average estimated value is from the true value). For an unbiased estimator, the MSE is the variance of the estimator. Like the variance, MSE has the same units of measurement as the square of the quantity being estimated. In an analogy to standard deviation, taking the square root of MSE yields the root-mean-square error or root-mean-square deviation (RMSE or RMSD), which has the same units as the quantity being estimated; for an unbiased estimator, the RMSE is the square root of the variance, known as the standard error. == Definition and basic properties == The MSE either assesses the quality of a predictor (i.e., a function mapping arbitrary inputs to a sample of values of some random variable), or of an estimator (i.e., a mathematical function mapping a sample of data to an estimate of a parameter of the population from which the data is sampled). In the context of prediction, understanding the prediction interval can also be useful as it provides a range within which a future observation will fall, with a certain probability. The definition of an MSE differs according to whether one is describing a predictor or an estimator. === Predictor === If a vector of n {\displaystyle n} predictions is generated from a sample of n {\displaystyle n} data points on all variables, and Y {\displaystyle Y} is the vector of observed values of the variable being predicted, with Y ^ {\displaystyle {\hat {Y}}} being the predicted values (e.g. as from a least-squares fit), then the within-sample MSE of the predictor is computed as MSE = 1 n ∑ i = 1 n ( Y i − Y i ^ ) 2 {\displaystyle \operatorname {MSE} ={\frac {1}{n}}\sum _{i=1}^{n}\left(Y_{i}-{\hat {Y_{i}}}\right)^{2}} In other words, the MSE is the mean ( 1 n ∑ i = 1 n ) {\textstyle \left({\frac {1}{n}}\sum _{i=1}^{n}\right)} of the squares of the errors ( Y i − Y i ^ ) 2 {\textstyle \left(Y_{i}-{\hat {Y_{i}}}\right)^{2}} . This is an easily computable quantity for a particular sample (and hence is sample-dependent). In matrix notation, MSE = 1 n ∑ i = 1 n ( e i ) 2 = 1 n e T e {\displaystyle \operatorname {MSE} ={\frac {1}{n}}\sum _{i=1}^{n}(e_{i})^{2}={\frac {1}{n}}\mathbf {e} ^{\mathsf {T}}\mathbf {e} } where e i {\displaystyle e_{i}} is Y i − Y i ^ {\displaystyle Y_{i}-{\hat {Y_{i}}}} and e {\displaystyle \mathbf {e} } is a n × 1 {\displaystyle n\times 1} column vector. The MSE can also be computed on q data points that were not used in estimating the model, either because they were held back for this purpose, or because these data have been newly obtained. Within this process, known as cross-validation, the MSE is often called the test MSE, and is computed as MSE = 1 q ∑ i = n + 1 n + q ( Y i − Y i ^ ) 2 {\displaystyle \operatorname {MSE} ={\frac {1}{q}}\sum _{i=n+1}^{n+q}\left(Y_{i}-{\hat {Y_{i}}}\right)^{2}} === Estimator === The MSE of an estimator θ ^ {\displaystyle {\hat {\theta }}} with respect to an unknown parameter θ {\displaystyle \theta } is defined as MSE ⁡ ( θ ^ ) = E θ ⁡ [ ( θ ^ − θ ) 2 ] . {\displaystyle \operatorname {MSE} ({\hat {\theta }})=\operatorname {E} _{\theta }\left[({\hat {\theta }}-\theta )^{2}\right].} This definition depends on the unknown parameter, therefore the MSE is a priori property of an estimator. The MSE could be a function of unknown parameters, in which case any estimator of the MSE based on estimates of these parameters would be a function of the data (and thus a random variable). If the estimator θ ^ {\displaystyle {\hat {\theta }}} is derived as a sample statistic and is used to estimate some population parameter, then the expectation is with respect to the sampling distribution of the sample statistic. The MSE can be written as the sum of the variance of the estimator and the squared bias of the estimator, providing a useful way to calculate the MSE and implying that in the case of unbiased estimators, the MSE and variance are equivalent. MSE ⁡ ( θ ^ ) = Var θ ⁡ ( θ ^ ) + Bias ⁡ ( θ ^ , θ ) 2 . {\displaystyle \operatorname {MSE} ({\hat {\theta }})=\operatorname {Var} _{\theta }({\hat {\theta }})+\operatorname {Bias} ({\hat {\theta }},\theta )^{2}.} ==== Proof of variance and bias relationship ==== MSE ⁡ ( θ ^ ) = E θ ⁡ [ ( θ ^ − θ ) 2 ] = E θ ⁡ [ ( θ ^ − E θ ⁡ [ θ ^ ] + E θ ⁡ [ θ ^ ] − θ ) 2 ] = E θ ⁡ [ ( θ ^ − E θ ⁡ [ θ ^ ] ) 2 + 2 ( θ ^ − E θ ⁡ [ θ ^ ] ) ( E θ ⁡ [ θ ^ ] − θ ) + ( E θ ⁡ [ θ ^ ] − θ ) 2 ] = E θ ⁡ [ ( θ ^ − E θ ⁡ [ θ ^ ] ) 2 ] + E θ ⁡ [ 2 ( θ ^ − E θ ⁡ [ θ ^ ] ) ( E θ ⁡ [ θ ^ ] − θ ) ] + E θ ⁡ [ ( E θ ⁡ [ θ ^ ] − θ ) 2 ] = E θ ⁡ [ ( θ ^ − E θ ⁡ [ θ ^ ] ) 2 ] + 2 ( E θ ⁡ [ θ ^ ] − θ ) E θ ⁡ [ θ ^ − E θ ⁡ [ θ ^ ] ] + ( E θ ⁡ [ θ ^ ] − θ ) 2 E θ ⁡ [ θ ^ ] − θ = constant = E θ ⁡ [ ( θ ^ − E θ ⁡ [ θ ^ ] ) 2 ] + 2 ( E θ ⁡ [ θ ^ ] − θ ) ( E θ ⁡ [ θ ^ ] − E θ ⁡ [ θ ^ ] ) + ( E θ ⁡ [ θ ^ ] − θ ) 2 E θ ⁡ [ θ ^ ] = constant = E θ ⁡ [ ( θ ^ − E θ ⁡ [ θ ^ ] ) 2 ] + ( E θ ⁡ [ θ ^ ] − θ ) 2 = Var θ ⁡ ( θ ^ ) + Bias θ ⁡ ( θ ^ , θ ) 2 {\displaystyle {\begin{aligned}\operatorname {MSE} ({\hat {\theta }})&=\operatorname {E} _{\theta }\left[({\hat {\theta }}-\theta )^{2}\right]\\&=\operatorname {E} _{\theta }\left[\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]+\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)^{2}\right]\\&=\operatorname {E} _{\theta }\left[\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)^{2}+2\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)+\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)^{2}\right]\\&=\operatorname {E} _{\theta }\left[\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)^{2}\right]+\operatorname {E} _{\theta }\left[2\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)\right]+\operatorname {E} _{\theta }\left[\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)^{2}\right]\\&=\operatorname {E} _{\theta }\left[\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)^{2}\right]+2\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)\operatorname {E} _{\theta }\left[{\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right]+\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)^{2}&&\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta ={\text{constant}}\\&=\operatorname {E} _{\theta }\left[\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)^{2}\right]+2\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)+\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)^{2}&&\operatorname {E} _{\theta }[{\hat {\theta }}]={\text{constant}}\\&=\operatorname {E} _{\theta }\left[\left({\hat {\theta }}-\operatorname {E} _{\theta }[{\hat {\theta }}]\right)^{2}\right]+\left(\operatorname {E} _{\theta }[{\hat {\theta }}]-\theta \right)^{2}\\&=\operatorname {Var} _{\theta }({\hat {\theta }})+\operatorname {Bias} _{\theta }({\hat {\theta }},\theta )^{2}\end{aligned}}} An even shorter proof can be achieved using the well-known formula that for a random variable X {\textstyle X} , E ( X 2 ) = Var ⁡ ( X ) + ( E ( X ) ) 2 {\textstyle \mathbb {E} (X^{2})=\operatorname {Var} (X)+(\mathbb {E} (X))^{2}} . By substituting X {\textstyle X} with, θ ^ − θ {\textstyle {\hat {\theta }}-\theta } , we have MSE ⁡ ( θ ^ ) = E [ ( θ ^ − θ ) 2 ] = Var ⁡ ( θ ^ − θ ) + ( E [ θ ^ − θ ] ) 2 = Var ⁡ ( θ ^ ) + Bias 2 ⁡ ( θ ^ , θ ) {\displaystyle {\begin{aligned}\operatorname {MSE} ({\hat {\theta }})&=\mathbb {E} [({\hat {\theta }}-\theta )^{2}]\\&=\operator

Quadratic classifier

In statistics, a quadratic classifier is a statistical classifier that uses a quadratic decision surface to separate measurements of two or more classes of objects or events. It is a more general version of the linear classifier. == The classification problem == Statistical classification considers a set of vectors of observations x of an object or event, each of which has a known type y. This set is referred to as the training set. The problem is then to determine, for a given new observation vector, what the best class should be. For a quadratic classifier, the correct solution is assumed to be quadratic in the measurements, so y will be decided based on x T A x + b T x + c {\displaystyle \mathbf {x^{T}Ax} +\mathbf {b^{T}x} +c} In the special case where each observation consists of two measurements, this means that the surfaces separating the classes will be conic sections (i.e., either a line, a circle or ellipse, a parabola or a hyperbola). In this sense, we can state that a quadratic model is a generalization of the linear model, and its use is justified by the desire to extend the classifier's ability to represent more complex separating surfaces. == Quadratic discriminant analysis == Quadratic discriminant analysis (QDA) is closely related to linear discriminant analysis (LDA), where it is assumed that the measurements from each class are normally distributed. Unlike LDA however, in QDA there is no assumption that the covariance of each of the classes is identical. When the normality assumption is true, the best possible test for the hypothesis that a given measurement is from a given class is the likelihood ratio test. Suppose there are only two groups, with means μ 0 , μ 1 {\displaystyle \mu _{0},\mu _{1}} and covariance matrices Σ 0 , Σ 1 {\displaystyle \Sigma _{0},\Sigma _{1}} corresponding to y = 0 {\displaystyle y=0} and y = 1 {\displaystyle y=1} respectively. Then the likelihood ratio is given by Likelihood ratio = | 2 π Σ 1 | − 1 exp ⁡ ( − 1 2 ( x − μ 1 ) T Σ 1 − 1 ( x − μ 1 ) ) | 2 π Σ 0 | − 1 exp ⁡ ( − 1 2 ( x − μ 0 ) T Σ 0 − 1 ( x − μ 0 ) ) < t {\displaystyle {\text{Likelihood ratio}}={\frac {{\sqrt {|2\pi \Sigma _{1}|}}^{-1}\exp \left(-{\frac {1}{2}}(\mathbf {x} -{\boldsymbol {\mu }}_{1})^{T}\Sigma _{1}^{-1}(\mathbf {x} -{\boldsymbol {\mu }}_{1})\right)}{{\sqrt {|2\pi \Sigma _{0}|}}^{-1}\exp \left(-{\frac {1}{2}}(\mathbf {x} -{\boldsymbol {\mu }}_{0})^{T}\Sigma _{0}^{-1}(\mathbf {x} -{\boldsymbol {\mu }}_{0})\right)}}

Wilkinson's Grammar of Graphics

The Grammar of Graphics (GoG) is a grammar-based system for representing graphics to provide grammatical constraints on the composition of data and information visualizations. A graphical grammar differs from a graphics pipeline as it focuses on semantic components such as scales and guides, statistical functions, coordinate systems, marks and aesthetic attributes. For example, a bar chart can be converted into a pie chart by specifying a polar coordinate system without any other change in graphical specification. The grammar of graphics concept was launched by Leland Wilkinson in 2001 (Wilkinson et al., 2001; Wilkinson, 2005) and graphical grammars have since been written in a variety of languages with various parameterisations and extensions. The major implementations of graphical grammars are nViZn created by a team at SPSS/IBM, followed by Polaris focusing on multidimensional relational databases which is commercialised as Tableau, a revised Layered Grammar of Graphics by Hadley Wickham in Ggplot2, and Vega-Lite which is a visualisation grammar with added interactivity. The grammar of graphics continues to evolve with alternate parameterisations, extensions, or new specifications. == Wilkinson's Grammar of Graphics == === Theory === Wilkinson conceived the seven elements of a graphics to be Variables: mapping of objects to values represented in a graphic Algebra: operations to combine variables and specify dimensions of graphs Geometry: creation of geometric graphs from variables Aesthetics: sensory attributes Statistics: functions to change the appearance and representation of graphs Scales: represent variables on measured dimensions Coordinates: mapping to coordinate systems With these, Wilkinson hypothesised that These seven constructs are orthogonal and virtually all known statistical charts can be generated relatively parsimoniously This computational system is not a taxonomy of charts and rather it describes the meaning of what we do when we construct statistical graphics. === Implementations === Wilkinson wrote SYSTAT, a statistical software package, in the early 1980s. This program was noted for its comprehensive graphics, including the first software implementation of the heatmap display now widely used among biologists. After his company grew to 50 employees, he sold it to SPSS in 1995. At SPSS, he assembled a team of graphics programmers who developed the nViZn platform that produces the visualizations in SPSS, Clementine, and other analytics products. While at Stanford, Tableau founders Hanrahan and Stolte, as well as Diane Tang, created the predecessor to Tableau, named Polaris. Polaris was a data visualization software tool, built with the support of a United States Department of Energy defense program, the Accelerated Strategic Computing Initiative (ASCI). The main differences between Wilkinson's system and Polaris are the use of SQL relational algebra for database services and using shelves instead of cross and nest operators. == Wickham's Layered Grammar of Graphics == === Theory === Hadley Wickham conceived an alternate parameterisation of the syntax Wilkinson had derived, creating a layered grammar of graphics which he implemented as ggplot2 for R (programming language) users. This added a hierarchy of defaults based around the idea of building up a graphic from multiple layers. Wickham conceived these elements to be: Defaults: consists of data and mapping Data: dataset Mapping: aesthetic mappings Layer: consists of data, mapping, geom, stat, and position Data: dataset, or inherit from defaults Mapping: aesthetic mappings, or inherit from defaults Geom: geometric object Stat: statistical transformation Position: position adjustment Scale: mapping of data to aesthetic attributes Coord: mapping of data to the plane of the plot Facet: split up the data === Reception === Wilkinson is generally positive on Wickham's parameterisation and implementation of ggplot2, praising its elegance and expressivity whilst claiming that his original Grammar of Graphics is capable of representing a wider range of statistical graphics. === Implementations === ggplot2 is the first implementation of a layered grammar of graphics in R and implementations in other programming languages have ensued. These include direct ports plotnine for Python, gramm for MATLAB, Lets-Plot for Kotlin and gadfly for Julia. Projects inspired by elements of Wickham's grammar include Vega-Lite which specifies plots in JSON and uses a JavaScript engine. Implementations for Python include Vega-Altair (built on top of Vega-Lite). == Vega-Lite: A Grammar of Interactive Graphics == === Theory === Vega-Lite combines ideas from Wilkinson's Grammar of Graphics and Wickham's Layered Grammar of Graphics with a composition algebra for layered and multi-view displays with a grammar of interaction. The Vega-Lite specification is instantiated in JSON and rendered by the lower-level Vega. The graphical grammar implemented by Vega-Lite is composed of the following: Unit: consists of data, transforms, mark-type and encoding Data: relational table consisting of records (rows) and named attributes (columns) Transforms: data transformations Mark-type: geometric object for visual encoding Encodings: mapping of data attributes to visual marks properties where each encoding consists of: Channel: e.g. colour, shape, size, or text Field: data attribute Data-type: e.g. nominal, ordinal, quantitative, or temporal Value: use a literal instead of a data-type Functions: e.g. binning, aggregation, and sorting Scale: maps from data domain to visual range Guide: axis or legend for visualising scale Composite Views: compose views from multiple unit specifications with operators: Layer: charts plotted on top of each other Hconcat/Vconcat: place views side-by-side Facet: subset data to produce a trellis plot Repeat: multiple plots similar to facet but with full data replication in each cell Interaction: selections identify the set of points a user is interested in manipulating, with components: Selection: get the minimal number of backing points Name: reference Type: how many backing values are stored Predicate: determine the set of selected points e.g. single, list, interval Domain|Range: store data domain or visual range Event: e.g. mouseover, mousedown, mouseup, Init: initialise with specific backing points Transforms: e.g. project, toggle, translate, zoom, and nearest Resolve: resolve selections to union or intersect ==== Implementations ==== Whilst Vega-Lite is the sole implementation of this graphics grammar specification with compilation to Vega, other implementations do create JSON files which can be interpreted by Vega-Lite. == Related projects == Ggplot2 is an R package for plotting Tableau Software (originally known as Polaris) is a commercial software built using the Grammar of Graphics nViZn built by Wilkinson. SYSTAT (statistics package) built by Wilkinson ggpy, ggplot for Python, but has not been updated since 20 November 2016 plotnine started as an effort to improve the scalability of ggplot for Python and is largely compatible with ggplot2 syntax. Plotly - Interactive, online ggplot2 graphs gramm, a plotting class for MATLAB inspired by ggplot2 gadfly, a system for plotting and visualization written in Julia, based largely on ggplot2 Chart::GGPlot - ggplot2 port in Perl, but has not been updated since 16 March 2023 The Lets-Plot for Python library includes a native backend and a Python API, which was mostly based on the ggplot2 package. Lets-Plot Kotlin API is an open-source plotting library for statistical data implemented using the Kotlin programming language, and is built on the principles of layered graphics first described in the Leland Wilkinson's work The Grammar of Graphics. ggplotnim, plotting library using the Nim programming language inspired by ggplot2. Vega and Vega-Lite are plotting libraries that use JSON to specify plots. Vega-Altair, a Python library built on top of Vega-Lite chart-parts - React-friendly Grammar of Graphics, but has not been updated since 10 Dec 2021 g2 - a JavaScript library

Sum of absolute differences

In digital image processing, the sum of absolute differences (SAD) is a measure of the similarity between image blocks. It is calculated by taking the absolute difference between each pixel in the original block and the corresponding pixel in the block being used for comparison. These differences are summed to create a simple metric of block similarity, the L1 norm of the difference image or Manhattan distance between two image blocks. The sum of absolute differences may be used for a variety of purposes, such as object recognition, the generation of disparity maps for stereo images, and motion estimation for video compression. == Example == This example uses the sum of absolute differences to identify which part of a search image is most similar to a template image. In this example, the template image is 3 by 3 pixels in size, while the search image is 3 by 5 pixels in size. Each pixel is represented by a single integer from 0 to 9. Template Search image 2 5 5 2 7 5 8 6 4 0 7 1 7 4 2 7 7 5 9 8 4 6 8 5 There are exactly three unique locations within the search image where the template may fit: the left side of the image, the center of the image, and the right side of the image. To calculate the SAD values, the absolute value of the difference between each corresponding pair of pixels is used: the difference between 2 and 2 is 0, 4 and 1 is 3, 7 and 8 is 1, and so forth. Calculating the values of the absolute differences for each pixel, for the three possible template locations, gives the following: Left Center Right 0 2 0 5 0 3 3 3 1 3 7 3 3 4 5 0 2 0 1 1 3 3 1 1 1 3 4 For each of these three image patches, the 9 absolute differences are added together, giving SAD values of 20, 25, and 17, respectively. From these SAD values, it could be asserted that the right side of the search image is the most similar to the template image, because it has the lowest sum of absolute differences as compared to the other two locations. == Comparison to other metrics == === Object recognition === The sum of absolute differences provides a simple way to automate the searching for objects inside an image, but may be unreliable due to the effects of contextual factors such as changes in lighting, color, viewing direction, size, or shape. The SAD may be used in conjunction with other object recognition methods, such as edge detection, to improve the reliability of results. === Video compression === SAD is an extremely fast metric due to its simplicity; it is effectively the simplest possible metric that takes into account every pixel in a block. Therefore, it is very effective for a wide motion search of many different blocks. SAD is also easily parallelizable since it analyzes each pixel separately, making it easily implementable with such instructions as ARM NEON or x86 SSE2. For example, SSE has packed sum of absolute differences instruction (PSADBW) specifically for this purpose. Once candidate blocks are found, the final refinement of the motion estimation process is often done with other slower but more accurate metrics, which better take into account human perception. These include the sum of absolute transformed differences (SATD), the sum of squared differences (SSD), and rate–distortion optimization.