Carrenza

Carrenza

Carrenza was a cloud-computing company based in London, United Kingdom. The company was acquired by Six Degrees Technology Group in 2016. == Operations == Carrenza was a UK-based IT company that provides Cloud computing technologies. It offered a range of public cloud, private cloud and hybrid cloud services, including Infrastructure as a Service (IaaS), Platform as a Service (PaaS), enterprise application integration and system integration. Carrenza partnered with several enterprise IT providers and was an accredited VMware Enterprise Service Partner and HP (Hewlett-Packard) Cloud Agile Partner. The company was based on Commercial Street, in the heart of the East London Tech City district, which is host to a large number of technology companies. == History == Carrenza was formed in 2001 as a consultancy by chief executive and founder Dan Sutherland. It began trading in 2004 and launched its first enterprise cloud computing platform in 2006, becoming one of the first companies in Europe to provide this type of hosting service. In 2009, it formed a partnership with Comic Relief and its affiliated campaigns Red Nose Day Sport Relief to provide IT infrastructure services to the charity, an arrangement that has won industry recognition. In 2013 it launched its first overseas services, with a mainland Europe cloud node based in Amsterdam. == Partnerships and customers == Carrenza had formed partnerships with a range of IT providers. It was one of the first companies in Europe to become a HP Cloud Agile partner., using HP blade servers and HP 3PAR SAN technology to power its cloud computing services. The company's products also use VMware vCloud IaaS tools and it is taking part in the VMware lighthouse initiative helping develop the next generation of VMware products and services. Other technology companies that Carrenza has worked closely with include Cisco, for enterprise security and loadblancing services, and Oracle. The company was the first to deploy Oracle Database 11g stretched RAC in production. It has also won two Oracle partner awards, including a Special Recognition award for its work with Comic Relief. The company has also been recognised by the UK IT Industry, receiving awards in 2009 for Community Project of the Year and in 2010 for best small business project for its Monopoly City Streets Work. Other companies that have partnered with Carrenza for their cloud-based IT services include Age UK, Haymarket Media Group, the World Wide Fund for Nature, Royal Bank of Scotland, eBay and Cineworld. == Accreditations == Carrenza's services are accredited for their compliance with several key international IT security and quality standards. These include: ISO27001:2005, Information Security Management System for all Carrenza services. UK Government G-Cloud, Carrenza has been awarded a place on the UK government's G-Cloud iii framework as an Infrastructure as a Service provider.

Human Race Machine

The Human Race Machine (HRM) is a computerized console composed of four different programs. The Human Race Machine program allows participants to see themselves with the facial characteristics of six different races: Asian, White, African, Middle Eastern, and Indian, mapped onto their own face. The Age Machine allows viewers see an aged version of his or her face. A version of this methodology has been used for over twenty years by the FBI and the National Center for Missing and Exploited Children to help locate kidnap victims and missing children. The Couples Machine combines photographs of two people in different percentages to show the appearance of their child. The Anomaly Machine lets viewers see themselves with facial anomalies. The HRM was created by artist Nancy Burson and David Kramlich; it uses morphing technology. It was shown on Oprah on 2006-02-16.

KXEN Inc.

KXEN was an American software company which existed from 1998 to 2013 when it was acquired by SAP AG. == History == KXEN was founded in June 1998 by Roger Haddad and Michel Bera. It was based in San Francisco, California with offices in Paris and London. On September 10, 2013, SAP AG announced plans to acquire KXEN. On October 1, 2013, a letter to KXEN customers announced the acquisition closed. KXEN primarily marketed predictive analytics software. == Predictive analytics == InfiniteInsight is a predictive modeling suite developed by KXEN that assists analytic professionals, and business executives to extract information from data. Among other functions, InfiniteInsight is used for variable importance, classification, regression, segmentation, time series, product recommendation, as described and expressed by the Java Data Mining interface, and for social network analysis. InfiniteInsight allows prediction of a behavior or a value, the forecast of a time series or the understanding of a group of individuals with similar behavior. Advanced functions include behavioral modeling, exporting the model code into different target environments or building predictive models on top of SAS or SPSS data files. Competitors are SAS Enterprise Miner, IBM SPSS Modeler, and Statistica. Open source predictive tools like the R package or Weka are also competitors, since they provide similar features free of charge.

GNU Octave

GNU Octave is a scientific programming language for scientific computing and numerical computation. Among other things, Octave can be used to solve linear and nonlinear problems numerically and to perform other numerical experiments using a language that is mostly compatible with MATLAB. It may also be used as a batch-oriented language. As part of the GNU Project, it is free software under the terms of the GNU General Public License. == History == The project was conceived around 1988. At first it was intended to be a companion to a chemical reactor design course. Full development was started by John W. Eaton in 1992. The first alpha release dates back to 4 January 1993 and on 17 February 1994 version 1.0 was released. Version 9.2.0 was released on 7 June 2024. The program is named after Octave Levenspiel, a former professor of the principal author. Levenspiel was known for his ability to perform quick back-of-the-envelope calculations. == Development history == == Developments == In addition to use on desktops for personal scientific computing, Octave is used in academia and industry. For example, Octave was used on a massive parallel computer at Pittsburgh Supercomputing Center to find vulnerabilities related to guessing social security numbers. Acceleration with OpenCL or CUDA is also possible with use of GPUs. == Technical details == Octave is written in C++ using the C++ standard library. Octave uses an interpreter to execute the Octave scripting language. Octave is extensible using dynamically loadable modules. Octave interpreter has an OpenGL-based graphics engine to create plots, graphs and charts and to save or print them. Alternatively, gnuplot can be used for the same purpose. Octave includes a graphical user interface (GUI) in addition to the traditional command-line interface (CLI); see #User interfaces for details. == Octave, the language == The Octave language is an interpreted programming language. It is a structured programming language (similar to C) and supports many common C standard library functions, and also certain UNIX system calls and functions. However, it does not support passing arguments by reference although function arguments are copy-on-write to avoid unnecessary duplication. Octave programs consist of a list of function calls or a script. The syntax is matrix-based and provides various functions for matrix operations. It supports various data structures and allows object-oriented programming. Its syntax is very similar to MATLAB, and careful programming of a script will allow it to run on both Octave and MATLAB. Because Octave is made available under the GNU General Public License, it may be freely changed, copied and used. The program runs on Microsoft Windows and most Unix and Unix-like operating systems, including Linux, Android, and macOS. == Notable features == === Command and variable name completion === Typing a TAB character on the command line causes Octave to attempt to complete variable, function, and file names (similar to Bash's tab completion). Octave uses the text before the cursor as the initial portion of the name to complete. === Command history === When running interactively, Octave saves the commands typed in an internal buffer so that they can be recalled and edited. === Data structures === Octave includes a limited amount of support for organizing data in structures. In this example, we see a structure x with elements a, b, and c, (an integer, an array, and a string, respectively): === Short-circuit Boolean operators === Octave's && and || logical operators are evaluated in a short-circuit fashion (like the corresponding operators in the C language), in contrast to the element-by-element operators & and |. === Increment and decrement operators === Octave includes the C-like increment and decrement operators ++ and -- in both their prefix and postfix forms. Octave also does augmented assignment, e.g. x += 5. === Unwind-protect === Octave supports a limited form of exception handling modelled after the unwind_protect of Lisp. The general form of an unwind_protect block looks like this: As a general rule, GNU Octave recognizes as termination of a given block either the keyword end (which is compatible with the MATLAB language) or a more specific keyword endblock or, in some cases, end_block. As a consequence, an unwind_protect block can be terminated either with the keyword end_unwind_protect as in the example, or with the more portable keyword end. The cleanup part of the block is always executed. In case an exception is raised by the body part, cleanup is executed immediately before propagating the exception outside the block unwind_protect. GNU Octave also supports another form of exception handling (compatible with the MATLAB language): This latter form differs from an unwind_protect block in two ways. First, exception_handling is only executed when an exception is raised by body. Second, after the execution of exception_handling the exception is not propagated outside the block (unless a rethrow( lasterror ) statement is explicitly inserted within the exception_handling code). === Variable-length argument lists === Octave has a mechanism for handling functions that take an unspecified number of arguments without explicit upper limit. To specify a list of zero or more arguments, use the special argument varargin as the last (or only) argument in the list. varargin is a cell array containing all the input arguments. === Variable-length return lists === A function can be set up to return any number of values by using the special return value varargout. For example: === C++ integration === It is also possible to execute Octave code directly in a C++ program. For example, here is a code snippet for calling rand([10,1]): C and C++ code can be integrated into GNU Octave by creating oct files, or using the MATLAB compatible MEX files. == MATLAB compatibility == Octave has been built with MATLAB compatibility in mind, and shares many features with MATLAB: % Script: myscript.m a = 5; b = a 2 % Function: myfunc.m function result = myfunc(x) result = x^2 + 3; end Matrices as fundamental data type. Built-in support for complex numbers. Powerful built-in math functions and extensive function libraries. Extensibility in the form of user-defined functions. Octave treats incompatibility with MATLAB as a bug; therefore, it could be considered a software clone, which does not infringe software copyright as per Lotus v. Borland court case. MATLAB scripts from the MathWorks' FileExchange repository in principle are compatible with Octave. However, while they are often provided and uploaded by users under an Octave compatible and proper open source BSD license, the FileExchange Terms of use prohibit any usage beside MathWorks' proprietary MATLAB. === Syntax compatibility === There are a few purposeful, albeit minor, syntax additions Archived 2012-04-26 at the Wayback Machine: Comment lines can be prefixed with the # character as well as the % character; Various C-based operators ++, --, +=, =, /= are supported; Elements can be referenced without creating a new variable by cascaded indexing, e.g. [1:10](3); Strings can be defined with the double-quote " character as well as the single-quote ' character; When the variable type is single (a single-precision floating-point number), Octave calculates the "mean" in the single-domain (MATLAB in double-domain) which is faster but gives less accurate results; Blocks can also be terminated with more specific Control structure keywords, i.e., endif, endfor, endwhile, etc.; Functions can be defined within scripts and at the Octave prompt; Presence of a do-until loop (similar to do-while in C). === Function compatibility === Many, but not all, of the numerous MATLAB functions are available in GNU Octave, some of them accessible through packages in Octave Forge. The functions available as part of either core Octave or Forge packages are listed online Archived 2024-03-14 at the Wayback Machine. A list of unavailable functions is included in the Octave function __unimplemented.m__. Unimplemented functions are also listed under many Octave Forge packages in the Octave Wiki. When an unimplemented function is called the following error message is shown: == User interfaces == Octave comes with an official graphical user interface (GUI) and an integrated development environment (IDE) based on Qt. It has been available since Octave 3.8, and has become the default interface (over the command-line interface) with the release of Octave 4.0. It was well-received by an EDN contributor, who wrote "[Octave] now has a very workable GUI" in reviewing the then-new GUI in 2014. Several 3rd-party graphical front-ends have also been developed, like ToolboX for coding education. == GUI applications == With Octave code, the user can create GUI applications. See GUI Development (GNU Octave (version 7.1.0)). Below are some examples: Button, edit control, checkboxTextboxListbox wit

Cross-entropy

In information theory, the cross-entropy between two probability distributions p {\displaystyle p} and q {\displaystyle q} , over the same underlying set of events, measures the average number of bits needed to identify an event drawn from the set when the coding scheme used for the set is optimized for an estimated probability distribution q {\displaystyle q} , rather than the true distribution p {\displaystyle p} . == Definition == The cross-entropy of the distribution q {\displaystyle q} relative to a distribution p {\displaystyle p} over a given set is defined as follows: H ( p , q ) = − E p ⁡ [ log ⁡ q ] , {\displaystyle H(p,q)=-\operatorname {E} _{p}[\log q],} where E p ⁡ [ ⋅ ] {\displaystyle \operatorname {E} _{p}[\cdot ]} is the expected value operator with respect to the distribution p {\displaystyle p} . The definition may be formulated using the Kullback–Leibler divergence D K L ( p ∥ q ) {\displaystyle D_{\mathrm {KL} }(p\parallel q)} , divergence of p {\displaystyle p} from q {\displaystyle q} (also known as the relative entropy of p {\displaystyle p} with respect to q {\displaystyle q} ). H ( p , q ) = H ( p ) + D K L ( p ∥ q ) , {\displaystyle H(p,q)=H(p)+D_{\mathrm {KL} }(p\parallel q),} where H ( p ) {\displaystyle H(p)} is the entropy of p {\displaystyle p} . For discrete probability distributions p {\displaystyle p} and q {\displaystyle q} with the same support X {\displaystyle {\mathcal {X}}} , this means The situation for continuous distributions is analogous. We have to assume that p {\displaystyle p} and q {\displaystyle q} are absolutely continuous with respect to some reference measure r {\displaystyle r} (usually r {\displaystyle r} is a Lebesgue measure on a Borel σ-algebra). Let P {\displaystyle P} and Q {\displaystyle Q} be probability density functions of p {\displaystyle p} and q {\displaystyle q} with respect to r {\displaystyle r} . Then − ∫ X P ( x ) log ⁡ Q ( x ) d x = E p ⁡ [ − log ⁡ Q ] , {\displaystyle -\int _{\mathcal {X}}P(x)\,\log Q(x)\,\mathrm {d} x=\operatorname {E} _{p}[-\log Q],} and therefore NB: The notation H ( p , q ) {\displaystyle H(p,q)} is also used for a different concept, the joint entropy of p {\displaystyle p} and q {\displaystyle q} . == Motivation == In information theory, the Kraft–McMillan theorem establishes that any directly decodable coding scheme for coding a message to identify one value x i {\displaystyle x_{i}} out of a set of possibilities { x 1 , … , x n } {\displaystyle \{x_{1},\ldots ,x_{n}\}} can be seen as representing an implicit probability distribution q ( x i ) = ( 1 2 ) ℓ i {\displaystyle q(x_{i})=\left({\frac {1}{2}}\right)^{\ell _{i}}} over { x 1 , … , x n } {\displaystyle \{x_{1},\ldots ,x_{n}\}} , where ℓ i {\displaystyle \ell _{i}} is the length of the code for x i {\displaystyle x_{i}} in bits. Therefore, cross-entropy can be interpreted as the expected message-length per datum when a wrong distribution q {\displaystyle q} is assumed while the data actually follows a distribution p {\displaystyle p} . That is why the expectation is taken over the true probability distribution p {\displaystyle p} and not q . {\displaystyle q.} Indeed the expected message-length under the true distribution p {\displaystyle p} is E p ⁡ [ ℓ ] = − E p ⁡ [ ln ⁡ q ( x ) ln ⁡ ( 2 ) ] = − E p ⁡ [ log 2 ⁡ q ( x ) ] = − ∑ x i p ( x i ) log 2 ⁡ q ( x i ) = − ∑ x p ( x ) log 2 ⁡ q ( x ) = H ( p , q ) . {\displaystyle {\begin{aligned}\operatorname {E} _{p}[\ell ]&=-\operatorname {E} _{p}\left[{\frac {\ln {q(x)}}{\ln(2)}}\right]\\[1ex]&=-\operatorname {E} _{p}\left[\log _{2}{q(x)}\right]\\[1ex]&=-\sum _{x_{i}}p(x_{i})\,\log _{2}q(x_{i})\\[1ex]&=-\sum _{x}p(x)\,\log _{2}q(x)=H(p,q).\end{aligned}}} == Estimation == There are many situations where cross-entropy needs to be measured but the distribution of p {\displaystyle p} is unknown. An example is language modeling, where a model is created based on a training set T {\displaystyle T} , and then its cross-entropy is measured on a test set to assess how accurate the model is in predicting the test data. In this example, p {\displaystyle p} is the true distribution of words in any corpus, and q {\displaystyle q} is the distribution of words as predicted by the model. Since the true distribution is unknown, cross-entropy cannot be directly calculated. In these cases, an estimate of cross-entropy is calculated using the following formula: H ( T , q ) = − ∑ i = 1 N 1 N log 2 ⁡ q ( x i ) {\displaystyle H(T,q)=-\sum _{i=1}^{N}{\frac {1}{N}}\log _{2}q(x_{i})} where N {\displaystyle N} is the size of the test set, and q ( x ) {\displaystyle q(x)} is the probability of event x {\displaystyle x} estimated from the training set. In other words, q ( x i ) {\displaystyle q(x_{i})} is the probability estimate of the model that the i-th word of the text is x i {\displaystyle x_{i}} . The sum is averaged over the N {\displaystyle N} words of the test. This is a Monte Carlo estimate of the true cross-entropy, where the test set is treated as samples from p ( x ) {\displaystyle p(x)} . == Relation to maximum likelihood == The cross entropy arises in classification problems when introducing a logarithm in the guise of the log-likelihood function. This section concerns the estimation of the probabilities of different discrete outcomes. To this end, denote a parametrized family of distributions by q θ {\displaystyle q_{\theta }} , with θ {\displaystyle \theta } subject to the optimization effort. Consider a given finite sequence of N {\displaystyle N} values x i {\displaystyle x_{i}} from a training set, obtained from conditionally independent sampling. The likelihood assigned to any considered parameter θ {\displaystyle \theta } of the model is then given by the product over all probabilities q θ ( X = x i ) {\displaystyle q_{\theta }(X=x_{i})} . Repeated occurrences are possible, leading to equal factors in the product. If the count of occurrences of the value equal to x {\displaystyle x} is denoted by # x {\displaystyle \#x} , then the frequency of that value equals # x / N {\displaystyle \#x/N} . If p ( X = x ) {\displaystyle p(X=x)} is the underlying probability distribution, for large N {\displaystyle N} we expect p ( X = x ) ≈ # x / N {\displaystyle p(X=x)\approx \#x/N} , by the law of large numbers. Writing our likelihood function as the product of observations from the distribution q θ {\displaystyle q_{\theta }} : L ( θ ; x ) = ∏ i q θ ( X = x i ) = ∏ x q θ ( X = x ) # x ≈ ∏ x q θ ( X = x ) N ⋅ p ( X = x ) = exp ⁡ log ⁡ [ ∏ x q θ ( X = x ) N ⋅ p ( X = x ) ] = exp ⁡ ( ∑ x N ⋅ p ( X = x ) log ⁡ q θ ( X = x ) ) , {\displaystyle {\begin{aligned}{\mathcal {L}}(\theta ;{\mathbf {x} })&=\prod _{i}q_{\theta }(X=x_{i})=\prod _{x}q_{\theta }(X=x)^{\#x}\\&\approx \prod _{x}q_{\theta }(X=x)^{N\cdot p(X=x)}=\exp \log \left[\prod _{x}q_{\theta }(X=x)^{N\cdot p(X=x)}\right]\\&=\exp \left(\sum _{x}N\cdot p(X=x)\log q_{\theta }(X=x)^{}\right),\end{aligned}}} where we have used the calculation rules for the logarithm in the final line. Notice how the exponent contains a − H ( p , q θ ) {\displaystyle -H(p,q_{\theta })} term. Taking the logarithm of both sides gives: log ⁡ L ( θ ; x ) = − N ⋅ H ( p , q θ ) . {\displaystyle \log {\mathcal {L}}(\theta ;{\mathbf {x} })=-N\cdot H(p,q_{\theta }).} Since the logarithm is a monotonically increasing function, the maximizing value of θ {\displaystyle \theta } is unaffected by this final step. Similarly, the maximizing value of θ {\displaystyle \theta } is unaffected by the factor of N {\displaystyle N} . So we observe that the likelihood maximization amounts to minimization of the cross-entropy. == Cross-entropy minimization == Cross-entropy minimization is frequently used in optimization and rare-event probability estimation. When comparing a distribution q {\displaystyle q} against a fixed reference distribution p {\displaystyle p} , cross-entropy and KL divergence are identical up to an additive constant (since p {\displaystyle p} is fixed): According to the Gibbs' inequality, both take on their minimal values when p = q {\displaystyle p=q} , which is 0 {\displaystyle 0} for KL divergence, and H ( p ) {\displaystyle \mathrm {H} (p)} for cross-entropy. In the engineering literature, the principle of minimizing KL divergence (Kullback's "Principle of Minimum Discrimination Information") is often called the Principle of Minimum Cross-Entropy (MCE), or Minxent. However, as discussed in the article Kullback–Leibler divergence, sometimes the distribution q {\displaystyle q} is the fixed prior reference distribution, and the distribution p {\displaystyle p} is optimized to be as close to q {\displaystyle q} as possible, subject to some constraint. In this case the two minimizations are not equivalent. This has led to some ambiguity in the literature, with some authors attempting to resolve the inconsistency by restating cross-entropy to be D K L ( p ∥ q ) {\displaystyle D_{\mathrm {KL} }(p\parallel q)} , rather than H (

Reconstruction from projections

The problem of reconstructing a multidimensional signal from its projection is uniquely multidimensional, having no 1-D counterpart. It has applications that range from computer-aided tomography to geophysical signal processing. It is a problem which can be explored from several points of view—as a deconvolution problem, a modeling problem, an estimation problem, or an interpolation problem. == Motivation and applications == Many fields in science and engineering use reconstruction from projections, especially in imaging. It is widely applied geophysical tomography, medical imaging and industrial radiography. For example, in a CT scanner, the 3D structure of the patient’s body being scanned is measured with beams going through the tissue and hitting a detector, giving a flat projection of the body from that angle. Multiple projections are put together to get an image of the position and shape of structures inside in 3D. == Problem statement and basics == A projection is a linear mapping of an M {\displaystyle M} dimensional signal into an N {\displaystyle N} dimensional one, where N ≤ M {\displaystyle N\leq M} . And the objective of reconstruction is to restore the M {\displaystyle M} dimensional signal based on the N {\displaystyle N} dimensional signal. The following case is a 2-D signal projected into 1D signal. The signal in the original coordinate is denoted as d ( u , v ) {\displaystyle d(u,v)} . Now consider a collimated beam of radiation coming from the opposite orientation of v ^ {\displaystyle {\hat {v}}} , producing a projection along u ^ {\displaystyle {\hat {u}}} . v ^ {\displaystyle {\hat {v}}} and u ^ {\displaystyle {\hat {u}}} are normal to each other, and the angle between u {\displaystyle u} and u ^ {\displaystyle {\hat {u}}} is theta. The signal obtained along u ^ {\displaystyle {\hat {u}}} axis is defined to be p θ ( u ^ ) {\displaystyle p_{\theta }({\hat {u}})} . The relationship between the original coordinate and the rotated coordinate is given by [ u ^ v ^ ] = [ cos ⁡ θ sin ⁡ θ − sin ⁡ θ cos ⁡ θ ] [ u v ] {\displaystyle {\begin{bmatrix}{\hat {u}}\\{\hat {v}}\end{bmatrix}}={\begin{bmatrix}\cos \theta &\sin \theta \\-\sin \theta &\cos \theta \end{bmatrix}}{\begin{bmatrix}u\\v\end{bmatrix}}} or inversely, [ u v ] = [ cos ⁡ θ − sin ⁡ θ sin ⁡ θ cos ⁡ θ ] [ u ^ v ^ ] {\displaystyle {\begin{bmatrix}u\\v\end{bmatrix}}={\begin{bmatrix}\cos \theta &-\sin \theta \\\sin \theta &\cos \theta \end{bmatrix}}{\begin{bmatrix}{\hat {u}}\\{\hat {v}}\end{bmatrix}}} Then we have p θ ( u ^ ) = ∫ − ∞ ∞ d ( u , v ) d v ^ = ∫ − ∞ ∞ d ( u ^ cos ⁡ ( θ ) − v ^ sin ⁡ ( θ ) , u ^ sin ⁡ ( θ ) + v ^ cos ⁡ ( θ ) ) d v ^ {\displaystyle p_{\theta }({\hat {u}})=\int _{-\infty }^{\infty }d(u,v)\,\mathrm {d} {\hat {v}}=\int _{-\infty }^{\infty }d({\hat {u}}\cos(\theta )-{\hat {v}}\sin(\theta ),{\hat {u}}\sin(\theta )+{\hat {v}}\cos(\theta ))\,\mathrm {d} {\hat {v}}} By varying theta, a large number of projections can be obtained. Given the projection-slice theorem, D ( Ω , θ ) {\displaystyle D(\Omega ,\theta )} ,the slice of the Fourier transform of d ( u , v ) {\displaystyle d(u,v)} at angle theta, is equivalent to P θ ( Ω ) {\displaystyle P_{\theta }(\Omega )} , the Fourier Transform of the projection p θ ( u ^ ) {\displaystyle p_{\theta }({\hat {u}})} . Therefore, the unknown d ( u , v ) {\displaystyle d(u,v)} can be obtained from its Fourier transform by means of the Fourier transform inversion integral d ( u , v ) = 1 4 π 2 ∫ − ∞ ∞ ∫ − ∞ ∞ D ( Ω 1 , Ω 2 ) e j Ω 1 u e j Ω 2 v d Ω 1 , Ω 2 {\displaystyle \mathrm {d} (u,v)={\frac {1}{4\pi ^{2}}}\int _{-\infty }^{\infty }\int _{-\infty }^{\infty }D(\Omega _{1},\Omega _{2})e^{j\Omega _{1}u}e^{j\Omega _{2}v}\,\mathrm {d} \Omega _{1},\Omega _{2}} = 1 4 π 2 ∫ 0 ∞ ∫ − π π D ( Ω , θ ) e j Ω u cos ⁡ ( θ ) e j Ω v s i n θ | Ω | d Ω d θ {\displaystyle ={\frac {1}{4\pi ^{2}}}\int _{0}^{\infty }\int _{-\pi }^{\pi }D(\Omega ,\theta )e^{j\Omega u\cos(\theta )}e^{j\Omega vsin\theta }{\begin{vmatrix}\Omega \end{vmatrix}}\,\mathrm {d} \Omega \mathrm {d} \theta } = 1 4 π 2 ∫ − π π ∫ 0 ∞ P θ ( Ω ) e j Ω ( u cos ⁡ θ + v sin ⁡ θ ) | Ω | d Ω d θ {\displaystyle ={\frac {1}{4\pi ^{2}}}\int _{-\pi }^{\pi }\int _{0}^{\infty }P_{\theta }(\Omega )e^{j}\Omega (u\cos \theta +v\sin \theta ){\begin{vmatrix}\Omega \end{vmatrix}}\,\mathrm {d} \Omega \mathrm {d} \theta } = 1 4 π 2 ∫ 0 π ( ∫ − ∞ ∞ P θ ( Ω ) | Ω | {\displaystyle ={\frac {1}{4\pi ^{2}}}\int _{0}^{\pi }(\int _{-\infty }^{\infty }P_{\theta }(\Omega ){\begin{vmatrix}\Omega \end{vmatrix}}} e j Ω u ^ d Ω ) d θ {\displaystyle e^{j\Omega {\hat {u}}}\mathrm {d} \Omega )\mathrm {d} \theta } By taking the inverse Fourier Transform and assuming g ( u ^ ) = F − 1 ( | Ω | 2 ) {\displaystyle g({\hat {u}})={\mathcal {F}}^{-1}({{\begin{vmatrix}\Omega \end{vmatrix}}^{2}})} , we get d ( u , v ) = ∑ i △ θ i [ p θ ( u ^ ) ∗ g θ i ( u ^ ) ] {\displaystyle d(u,v)=\sum _{i}\vartriangle \theta _{i}[p_{\theta }({\hat {u}})g_{\theta i}({\hat {u}})]} == Approaches == In practice, there are a wide variety of methods that are utilized, most of which are reconstruct 3-D information (volume) from 2-D signals (image). Typically used methods are CT, MRI, PET and SPECT. And the filtered back projection based on the principles introduced above are commonly applied. === Computed Tomography (CT) === In CT, a volume is formed by stacking the axial slices. The software cuts the volume in a different plane (usually orthogonal). Commonly, slice data is generated using an X-ray source that rotates around the object. X-ray sensors are positioned on the opposite side of the circle from the X-ray source. === Magnetic resonance imaging (MRI) === In MRI, energy from an oscillating magnetic field is temporarily applied to the patient at the appropriate resonance frequency. The protons (hydrogen atoms) emit a radio frequency signal which is measured by a receiving coil. The radio signal can be made to encode position information by varying the main magnetic field using gradient coils. === Positron emission tomography (PET) === The system detects pairs of gamma rays emitted indirectly by a positron-emitting radionuclide (tracer), which is introduced into the body on a biologically active molecule. Three-dimensional images of tracer concentration within the body are then constructed by computer analysis. In modern PET-CT scanners, three dimensional imaging is often accomplished with the aid of a CT X-ray scan performed on the patient during the same session, in the same machine. === Single-photon emission computed tomography (SPECT) === SPECT imaging is performed by using a gamma camera to acquire multiple 2-D images (projections) from multiple angles. Multiple projections are used to yield a 3-D data set. This data set may then be manipulated to show thin slices along any chosen axis of the body. SPECT is similar to PET in its use of radioactive tracer material and detection of gamma rays, while the tracers used in SPECT emit gamma radiation that is measured more directly.

Information gain ratio

In decision tree learning, information gain ratio is a ratio of information gain to the intrinsic information. It was proposed by Ross Quinlan, to reduce a bias towards multi-valued attributes by taking the number and size of branches into account when choosing an attribute. Information gain is also known as mutual information. == Information gain calculation == Information gain is the reduction in entropy produced from partitioning a set with attributes a {\displaystyle a} and finding the optimal candidate that produces the highest value: IG ( T , a ) = H ( T ) − H ( T | a ) , {\displaystyle {\text{IG}}(T,a)=\mathrm {H} {(T)}-\mathrm {H} {(T|a)},} where T {\displaystyle T} is a random variable and H ( T | a ) {\displaystyle \mathrm {H} {(T|a)}} is the entropy of T {\displaystyle T} given the value of attribute a {\displaystyle a} . The information gain 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. == Split information calculation == The split information value for a test is defined as follows: SplitInformation ( X ) = − ∑ i = 1 n N ( x i ) N ( x ) ∗ log ⁡ 2 N ( x i ) N ( x ) {\displaystyle {\text{SplitInformation}}(X)=-\sum _{i=1}^{n}{{\frac {\mathrm {N} (x_{i})}{\mathrm {N} (x)}}\log {_{2}}{\frac {\mathrm {N} (x_{i})}{\mathrm {N} (x)}}}} where X {\displaystyle X} is a discrete random variable with possible values x 1 , x 2 , . . . , x i {\displaystyle {x_{1},x_{2},...,x_{i}}} and N ( x i ) {\displaystyle N(x_{i})} being the number of times that x i {\displaystyle x_{i}} occurs divided by the total count of events N ( x ) {\displaystyle N(x)} where x {\displaystyle x} is the set of events. The split information value is a positive number that describes the potential worth of splitting a branch from a node. This in turn is the intrinsic value that the random variable possesses and will be used to remove the bias in the information gain ratio calculation. == Information gain ratio calculation == The information gain ratio is the ratio between the information gain and the split information value: IGR ( T , a ) = IG ( T , a ) / SplitInformation ( T ) {\displaystyle {\text{IGR}}(T,a)={\text{IG}}(T,a)/{\text{SplitInformation}}(T)} IGR ( T , a ) = − ∑ i = 1 n P ( T ) log ⁡ P ( T ) − ( − ∑ i = 1 n P ( T | a ) log ⁡ P ( T | a ) ) − ∑ i = 1 n N ( t i ) N ( t ) ∗ log ⁡ 2 N ( t i ) N ( t ) {\displaystyle {\text{IGR}}(T,a)={\frac {-\sum _{i=1}^{n}{\mathrm {P} (T)\log \mathrm {P} (T)}-(-\sum _{i=1}^{n}{\mathrm {P} (T|a)\log \mathrm {P} (T|a)})}{-\sum _{i=1}^{n}{{\frac {\mathrm {N} (t_{i})}{\mathrm {N} (t)}}\log {_{2}}{\frac {\mathrm {N} (t_{i})}{\mathrm {N} (t)}}}}}} == Example == Using weather data published by Fordham University, the table was created below: Using the table above, one can find the entropy, information gain, split information, and information gain ratio for each variable (outlook, temperature, humidity, and wind). These calculations are shown in the tables below: Using the above tables, one can deduce that Outlook has the highest information gain ratio. Next, one must find the statistics for the sub-groups of the Outlook variable (sunny, overcast, and rainy), for this example one will only build the sunny branch (as shown in the table below): One can find the following statistics for the other variables (temperature, humidity, and wind) to see which have the greatest effect on the sunny element of the outlook variable: Humidity was found to have the highest information gain ratio. One will repeat the same steps as before and find the statistics for the events of the Humidity variable (high and normal): Since the play values are either all "No" or "Yes", the information gain ratio value will be equal to 1. Also, now that one has reached the end of the variable chain with Wind being the last variable left, they can build an entire root to leaf node branch line of a decision tree. Once finished with reaching this leaf node, one would follow the same procedure for the rest of the elements that have yet to be split in the decision tree. This set of data was relatively small, however, if a larger set was used, the advantages of using the information gain ratio as the splitting factor of a decision tree can be seen more. == Advantages == Information gain ratio biases the decision tree against considering attributes with a large number of distinct values. For example, suppose that we are building a decision tree for some data describing a business's customers. Information gain ratio is used to decide which of the attributes are the most relevant. These will be tested near the root of the tree. One of the input attributes might be the customer's telephone number. This attribute has a high information gain, because it uniquely identifies each customer. Due to its high amount of distinct values, this will not be chosen to be tested near the root. == Disadvantages == Although information gain ratio solves the key problem of information gain, it creates another problem. If one is considering an amount of attributes that have a high number of distinct values, these will never be above one that has a lower number of distinct values. == Difference from information gain == Information gain's shortcoming is created by not providing a numerical difference between attributes with high distinct values from those that have less. Example: Suppose that we are building a decision tree for some data describing a business's customers. Information gain is often used to decide which of the attributes are the most relevant, so they can be tested near the root of the tree. One of the input attributes might be the customer's credit card number. This attribute has a high information gain, because it uniquely identifies each customer, but we do not want to include it in the decision tree: deciding how to treat a customer based on their credit card number is unlikely to generalize to customers we haven't seen before. Information gain ratio's strength is that it has a bias towards the attributes with the lower number of distinct values. Below is a table describing the differences of information gain and information gain ratio when put in certain scenarios.