In computer vision and image processing a neighborhood operation is a commonly used class of computations on image data which implies that it is processed according to the following pseudo code: Visit each point p in the image data and do { N = a neighborhood or region of the image data around the point p result(p) = f(N) } This general procedure can be applied to image data of arbitrary dimensionality. Also, the image data on which the operation is applied does not have to be defined in terms of intensity or color, it can be any type of information which is organized as a function of spatial (and possibly temporal) variables in p. The result of applying a neighborhood operation on an image is again something which can be interpreted as an image, it has the same dimension as the original data. The value at each image point, however, does not have to be directly related to intensity or color. Instead it is an element in the range of the function f, which can be of arbitrary type. Normally the neighborhood N is of fixed size and is a square (or a cube, depending on the dimensionality of the image data) centered on the point p. Also the function f is fixed, but may in some cases have parameters which can vary with p, see below. In the simplest case, the neighborhood N may be only a single point. This type of operation is often referred to as a point-wise operation. == Examples == The most common examples of a neighborhood operation use a fixed function f which in addition is linear, that is, the computation consists of a linear shift invariant operation. In this case, the neighborhood operation corresponds to the convolution operation. A typical example is convolution with a low-pass filter, where the result can be interpreted in terms of local averages of the image data around each image point. Other examples are computation of local derivatives of the image data. It is also rather common to use a fixed but non-linear function f. This includes median filtering, and computation of local variances. The Nagao-Matsuyama filter is an example of a complex local neighbourhood operation that uses variance as an indicator of the uniformity within a pixel group. The result is similar to a convolution with a low-pass filter with the added effect of preserving sharp edges. There is also a class of neighborhood operations in which the function f has additional parameters which can vary with p: Visit each point p in the image data and do { N = a neighborhood or region of the image data around the point p result(p) = f(N, parameters(p)) } This implies that the result is not shift invariant. Examples are adaptive Wiener filters. == Implementation aspects == The pseudo code given above suggests that a neighborhood operation is implemented in terms of an outer loop over all image points. However, since the results are independent, the image points can be visited in arbitrary order, or can even be processed in parallel. Furthermore, in the case of linear shift-invariant operations, the computation of f at each point implies a summation of products between the image data and the filter coefficients. The implementation of this neighborhood operation can then be made by having the summation loop outside the loop over all image points. An important issue related to neighborhood operation is how to deal with the fact that the neighborhood N becomes more or less undefined for points p close to the edge or border of the image data. Several strategies have been proposed: Compute result only for points p for which the corresponding neighborhood is well-defined. This implies that the output image will be somewhat smaller than the input image. Zero padding: Extend the input image sufficiently by adding extra points outside the original image which are set to zero. The loops over the image points described above visit only the original image points. Border extension: Extend the input image sufficiently by adding extra points outside the original image which are set to the image value at the closest image point. The loops over the image points described above visit only the original image points. Mirror extension: Extend the image sufficiently much by mirroring the image at the image boundaries. This method is less sensitive to local variations at the image boundary than border extension. Wrapping: The image is tiled, so that going off one edge wraps around to the opposite side of the image. This method assumes that the image is largely homogeneous, for example a stochastic image texture without large textons.
ClearForest
ClearForest was an Israeli software company that developed and marketed text analytics and text mining solutions. == History == Founded in 1998, ClearForest had its headquarters just outside Boston and a development center in Or Yehuda. The company was acquired by Reuters in April, 2007. It now markets its services under the names Calais, OpenCalais, and OneCalais. ClearForest was previously venture-backed; its last funding round was led by Greylock Ventures and closed in 2005. Other investors included DB Capital Partners, Pitango, Walden Israel, Booz Allen, JP Morgan Partners and HarbourVest Partners. On February 7, 2008 Reuters announced the launch of Open Calais, a named-entity recognition and semantic analysis service that uses ClearForest technology. On April 30, 2007, Reuters announced that it would acquire ClearForest. Sources estimate the acquisition to be for $25 Million. == Solutions and products == ClearForest offers several hosted solutions, including: OpenCalais, a free web service and open API (for commercial and non-commercial use) that performs named-entity recognition and enables automatic metadata generation using the ClearForest financial module. Semantic Web Services (SWS), an on-demand service that makes ClearForest's natural language processing tools available as a standard web service. A subset of ClearForest's capabilities is available via SWS at no cost. Gnosis, a free Firefox extension that uses SWS to analyze the content of a web page. Gnosis identifies named entities such as people, companies, organizations, geographies and products on the page being viewed. Gnosis also automatically processes pages from Wikipedia, providing additional links for people, geographies and other entities which were not explicitly linked within the subject article. Harvest, a real-time machine-readable news service that uses SWS to process a company's news and document feeds and return machine-readable information about people, companies, locations and over 200 other entities facts and events. ClearForest also offers Text Analytics solutions targeted at specific business problems, including: Equity valuation for hedge funds and alternative investments firms Metadata & database creation for publishers and information providers/services Tapping "voice of customer" for market and survey research firms Quality Early Warning for vehicle, capital equipment & durable goods manufacturers
AI Mode
AI Mode is a search feature used within Google Search. In March 2025, Google introduced an experimental "AI Mode" within its search platform, enabling users to input complex, multi-part queries and receive comprehensive, AI-generated responses. This feature uses Google's Gemini model, which enhances the system's reasoning capabilities and supports multimodal inputs, including text, images, and voice. Users need to be signed in to be able to use the image generation features. Initially, AI Mode was available to Google One AI Premium subscribers in the United States, who could access it through the Search Labs platform. This phased rollout allowed Google to gather user feedback and refine the feature before a broader release.
Astrostatistics
Astrostatistics is a discipline which spans astrophysics, statistical analysis and data mining. It is used to process the vast amount of data produced by automated scanning of the cosmos, to characterize complex datasets, and to link astronomical data to astrophysical theory. Many branches of statistics are involved in astronomical analysis including nonparametrics, multivariate regression and multivariate classification, time series analysis, and especially Bayesian inference. The field is closely related to astroinformatics.
Meta-Labeling
Meta-labeling, also known as corrective AI, is a machine learning (ML) technique utilized in quantitative finance to enhance the performance of investment and trading strategies, developed in 2017 by Marcos López de Prado at Guggenheim Partners and Cornell University. The core idea is to separate the decision of trade direction (side) from the decision of trade sizing, addressing the inefficiencies of simultaneously learning both side and size predictions. The side decision involves forecasting market movements (long, short, neutral), while the size decision focuses on risk management and profitability. It serves as a secondary decision-making layer that evaluates the signals generated by a primary predictive model. By assessing the confidence and likely profitability of those signals, meta-labeling allows investors and algorithms to dynamically size positions and suppress false positives. == Motivation == Meta-labeling is designed to improve precision without sacrificing recall. As noted by López de Prado, attempting to model both the direction and the magnitude of a trade using a single algorithm can result in poor generalization. By separating these tasks, meta-labeling enables greater flexibility and robustness: Enhances control over capital allocation. Reduces overfitting by limiting model complexity. Allows the use of interpretability tools and tailored thresholds to manage risk. Enables dynamic trade suppression in unfavorable regimes. == Applications == Meta-labeling has been applied in a variety of financial ML contexts, including: Algorithmic trading: Filtering and sizing trades to reduce false positives. Portfolio optimization: Scaling exposure across multiple signals with differing confidence levels. Risk management: Dynamically disabling strategies in adverse market conditions. Model validation: Interpreting when and why a model may be underperforming due to regime shifts. == General architecture == Meta-labeling decouples two core components of systematic trading strategies: directional prediction and position sizing. The process involves training a primary model to generate trade signals (e.g., buy, sell, or hold) and then training a secondary model to determine whether each signal is likely to lead to a profitable trade. The second model outputs a probability that is interpreted as the confidence in the forecast, which can be used to adjust the position size or to filter out unreliable trades. Meta-labeling is typically implemented as a three-stage process: Primary model (M1): Predicts the direction or label of a financial outcome using features such as market prices, returns, or volatility indicators. A typical output is directional, e.g., Y ∈ {−1,0,1}, representing short, neutral, or long positions. Secondary model (M2): A binary classifier trained to predict whether the primary model's prediction will be profitable. The target variable is a binary meta-label F ∈ { 0 , 1 } {\displaystyle F\in \{0,1\}} . Inputs can include features used in the primary model, performance diagnostics, or market regime data. Position sizing algorithm (M3): Translates the output probability of the secondary model into a position size. Higher confidence scores result in larger allocations, while lower confidence leads to reduced or zero exposure. === Stage 1: Forecasting side === Primary model architecture Figure 1 Figure 1 presents the architecture of a primary model. It focuses on forecasting the side of the trade. Following the example, this model (M1) takes in input data – such as open-high-low-close data and determines the side of the position to take: a negative number is a short position, and positive number is a long position, the range is set between −1 and 1 (the closer it is to −1 or 1, the stronger the models conviction is). When training the model, the labels are −1 and 1, based on the direction of forward returns for some predefined investment horizon. The researcher may decide to apply a recall check (τ: "Tau") by setting a minimum threshold that the initial output needs to be to qualify of a short or long position (if the threshold is not met, no side forecast is predicted, leading to closing of any open positions), this leads to the primary model output which is one of three possible side forecasts: −1, 0, or 1. The primary model also generates evaluation data which can be used by the secondary model, to improve performance of size forecasts. Some examples of evaluation data include rolling accuracy, F1, recall, precision, and AUC scores. === Stage 2: Filtering out false positives === General meta-labeling architecture Figure 2 Next comes the phase of filtering out false positives, by applying a secondary machine learning model (M2), which is a binary classifier trained to determine if the trade will be profitable or not. The model takes as input four general groupings of data: General input data which is predictive of a false positive. For example the last 30 days rolling volatility of the underlying asset. Evaluation data. Market state and regime data, one may find that macro economic data or clustering the market into regimes may help as specific trading strategies are known to perform better in particular regimes. Example: momentum based strategies perform best in periods with low volatility and strong directional moves. Primary models initial input which is a value between −1 and 1. This highlights the strength of the primary models conviction. The output of the model is a value between −1 and 1 (if using a Tanh function) which will indicate the strength of the conviction that a short or long position is profitable, or it could simply be between 0 and 1 (using a sigmoid function) if one only wanted to know if it made money or not. This output allows filtering out trades that are likely to lead to losses. One could stop at this point or use the outputs of the secondary model as inputs to a position sizing algorithm (M3) which could further enhance strategy performance metrics by translating the output probability of the secondary model into a position size. Higher confidence scores result in larger allocations, while lower confidence leads to reduced or zero exposure. === Stage 3: Optimizing position sizes === ==== Position sizing methods (M3) ==== Various algorithms have been proposed for transforming predicted probabilities into trade sizes: All-or-nothing: Allocate 100% of capital if the probability exceeds a predefined threshold (e.g., 0.5); otherwise, do not trade. Model confidence: Use the probability score directly as the fraction of capital allocated. Linear scaling: Rescale the model's probabilities using min-max normalization based on the training data. Normal CDF (NCDF): Use a normal cumulative distribution function applied to a z-statistic derived from the predicted probability. Empirical CDF (ECDF): Rank probabilities based on their percentile in the training data to ensure relative allocation. Sigmoid Optimal Position Sizing (SOPS): Applies a smooth non-linear sigmoid transformation optimized to maximize risk-adjusted returns (Sharpe ratio). ==== Model calibration ==== Each machine learning algorithm used in meta-labeling tends to produce outputs with different characteristic distributions; for example, some are approximately normally distributed, whereas others exhibit a pronounced U-shape, concentrating probabilities near the extremes. Due to these varying distributions, simply summing the outputs of different models can inadvertently lead to uneven weighting of signals, biasing trade decisions. To address this, model calibration techniques are essential to adjust the predicted probabilities towards frequentist probabilities, ensuring that model outputs reflect true likelihoods more accurately. Two common calibration techniques are: Platt scaling (Sigmoid scaling): Suitable for correcting S-shaped calibration plots typically produced by models such as support vector machines (SVMs). Isotonic regression: Fits a non-decreasing step function to probabilities and is effective particularly with larger datasets, though it can sometimes lead to overfitting. Transforming predictions to frequentist probabilities is crucial as it provides probabilistic outputs that are directly interpretable as the actual likelihood of an event occurring. Such calibration significantly enhances the effectiveness of fixed position sizing methods, reducing maximum drawdowns and increasing risk-adjusted returns. However, calibration has less impact on position sizing methods that directly estimate parameters from the training data, such as ECDF and SOPS, suggesting that calibration is a critical step mainly for fixed methods that rely heavily on raw model outputs. =
Showbox.com
Showbox is an online video streaming platform that enables users to stream and download many videos, commonly movies and TV shows, for free. == History == The company opened the platforms to users who registered from its beta in late 2015. The platform was officially launched in February 2016, enabling any visitor to sign up and create videos online. In April 2016, Showbox was featured on the Product Hunt website, coming to the top of the website's lists for that day and week with over 1400 upvotes from the Product Hunt community. Also in April 2016, Showbox partnered with YouTube's leading multi-channel networks, including Fullscreen, BroadbandTV, StyleHaul, AwesomenessTV, and BuzzMyVideos, to enable their communities of creators to access the platform. In June 2016, the company launched Showbox For Brands, a business-oriented video creation platform, enabling companies to create video content in-house and with their communities and influencers. In March 2017, the company launched Showbox Engage, a use case of its B2B product launched in 2016, enabling companies to launch user-generated content campaigns with their communities. In April 2017, Showbox and the United Nations announced a partnership around the 70th anniversary of the declaration of human rights, with an annual, ongoing global campaign in 135 languages, inviting people worldwide to create their part of the declaration in a video from anywhere around the world. In November 2017, Showbox partnered with the Ad:tech and Digital Marketing World Forum conferences (DMWF) in New York to provide their users and communities with a User Generated Content video solution. == Technology == Showbox's video creation technology includes an online green screen feature, proprietary computer vision algorithms, deep learning technology to support the automatic creation of videos in the cloud, and advanced video composition, including special effects. == Coverage and awards == In March 2015, Showbox was nominated as one of the 10 Israeli startups to take over our TV screens this year. In July 2016, Showbox won the Publicis90 award as part of Publicis' "global initiative to foster digital entrepreneurship". In March 2017, Showbox was chosen as one of The Culture Trip's 10 startups to watch for in 2017.
TinyML
TinyML (short for tiny machine learning) is an area of machine learning that focuses on deploying and running models on low-power, resource-constrained embedded systems such as microcontrollers and edge devices. TinyML supports on-device inference with low latency and minimal reliance on cloud connectivity, which makes it suitable for applications in the Internet of Things (IoT), wearable devices, and real-time systems. == History == The idea of running machine learning models on embedded systems has gained traction in the late 2010s, as model compression, quantization, and efficient neural network architectures progressed. The term TinyML was popularized in 2019 with the publication of the book TinyML by Pete Warden and Daniel Situnayake and the creation of the TinyML Foundation.