A torus interconnect is a switch-less network topology for connecting processing nodes in a parallel computer system. == Introduction == In geometry, a torus is created by revolving a circle about an axis coplanar to the circle. While this is a general definition in geometry, the topological properties of this type of shape describes the network topology in its essence. === Geometry illustration === In the representations below, the first is a one dimension torus, a simple circle. The second is a two dimension torus, in the shape of a 'doughnut'. The animation illustrates how a two dimension torus is generated from a rectangle by connecting its two pairs of opposite edges. At one dimension, a torus topology is equivalent to a ring interconnect network, in the shape of a circle. At two dimensions, it becomes equivalent to a two dimension mesh, but with extra connection at the edge nodes. === Torus network topology === A torus interconnect is a switch-less topology that can be seen as a mesh interconnect with nodes arranged in a rectilinear array of N = 2, 3, or more dimensions, with processors connected to their nearest neighbors, and corresponding processors on opposite edges of the array connected.[1] In this lattice, each node has 2N connections. This topology is named for the lattice formed in this way, which is topologically homogeneous to an N-dimensional torus. == Visualization == The first 3 dimensions of torus network topology are easier to visualize and are described below: 1D Torus: one dimension, n nodes are connected in closed loop with each node connected to its two nearest neighbors. Communication can take place in two directions, +x and −x. A 1D Torus is the same as ring interconnection. 2D Torus: two dimensions with degree of four, the nodes are imagined laid out in a two-dimensional rectangular lattice of n rows and n columns, with each node connected to its four nearest neighbors, and corresponding nodes on opposite edges connected. Communication can take place in four directions, +x, −x, +y, and −y. The total nodes of a 2D Torus is n2. 3D Torus: three dimensions, the nodes are imagined in a three-dimensional lattice in the shape of a rectangular prism, with each node connected with its six neighbors, with corresponding nodes on opposing faces of the array connected. Each edge consists of n nodes. communication can take place in six directions, +x, −x, +y, −y, +z, −z. Each edge of a 3D Torus consist of n nodes. The total nodes of 3D Torus is n3. ND Torus: N dimensions, each node of an N dimension torus has 2N neighbors, Communication can take place in 2N directions. Each edge consists of n nodes. Total nodes of this torus is nN. The main motivation of having higher dimension of torus is to achieve higher bandwidth, lower latency, and higher scalability. Higher-dimensional arrays are difficult to visualize. The above ruleset shows that each higher dimension adds another pair of nearest neighbor connections to each node. == Performance == A number of supercomputers on the TOP500 list use three-dimensional torus networks, e.g. IBM's Blue Gene/L and Blue Gene/P, and the Cray XT3. IBM's Blue Gene/Q uses a five-dimensional torus network. Fujitsu's K computer and the PRIMEHPC FX10 use a proprietary three-dimensional torus 3D mesh interconnect called Tofu. === 3D Torus performance simulation === Sandeep Palur and Dr. Ioan Raicu from Illinois Institute of Technology conducted experiments to simulate 3D torus performance. Their experiments ran on a computer with 250GB RAM, 48 cores and x86_64 architecture. The simulator they used was ROSS (Rensselaer’s Optimistic Simulation System). They mainly focused on three aspects: Varying network size Varying number of servers Varying message size They concluded that throughput decreases with the increase of servers and network size. Otherwise, throughput increases with the increase of message size. === 6D Torus product performance === Fujitsu Limited developed a 6D torus computer model called "Tofu". In their model, a 6D torus can achieve 100 GB/s off-chip bandwidth, 12 times higher scalability than a 3D torus, and high fault tolerance. The model is used in the K computer and Fugaku. === Cost === While long wrap-around links may be the easiest way to visualize the connection topology, in practice, restrictions on cable lengths often make long wrap-around links impractical. Instead, directly connected nodes—including nodes that the above visualization places on opposite edges of a grid, connected by a long wrap-around link—are physically placed nearly adjacent to each other in a folded torus network. Every link in the folded torus network is very short—almost as short as the nearest-neighbor links in a simple grid interconnect—and therefore low-latency.
LakeFS
lakeFS is an open-source data version control system for managing data stored in object storage. It provides Git-like operations such as branching, committing, merging, and reverting for large-scale data stored in systems including Amazon S3, Azure Blob Storage, and Google Cloud Storage, as well as other S3-compatible object storage platforms. lakeFS is used in data engineering and machine learning workflows to manage changes to data, support reproducibility, and enable data governance across data lakes. The software is available as an open-source project, as well as in enterprise and managed service offerings, including lakeFS Cloud. == History == lakeFS was created in 2020 by Einat Orr and Oz Katz at Treeverse. Its first public release, version 0.8.1, appeared in August 2020 and introduced Git-style operations with support for Amazon S3. In 2021, Treeverse raised $23 million in a Series A funding round led by Dell Technologies Capital, Norwest Venture Partners, and Zeev Ventures. The same year, lakeFS was included in InfoWorld’s Best of Open Source Software (Bossie) awards. In June 2022, Treeverse introduced lakeFS Cloud, a managed service providing hosted lakeFS deployments for cloud-based data lakes. Version 1.0 was released in October 2023, adding integrations with platforms such as Databricks and Apache Iceberg, as well as support for orchestration tools including Apache Airflow. Public case studies and conference materials have described usage of lakeFS by organizations such as Microsoft, Volvo, and NASA. In July 2025, Treeverse announced an additional $20 million in growth funding to support further development of lakeFS. In November 2025, Treeverse announced the acquisition of the open-source data version control project DVC. == Software == === Overview === lakeFS provides Git-like operations such as branching, committing, merging, and reverting for datasets stored in object storage. These operations are used to manage changes to data, test modifications in isolation, reproduce specific data states, and recover from errors or unintended updates. === Architecture === lakeFS operates as a metadata layer on top of object storage systems such as Amazon S3, Azure Blob Storage, and Google Cloud Storage. It stores repository metadata describing commits, branches, and tags, enabling versioned views of data without copying underlying objects. The system provides access through multiple interfaces, including a web user interface, command-line tools, a REST API, and software development kits. It is designed to integrate with existing data engineering and machine learning workflows, and can be deployed either in self-hosted environments or as a managed service. === Functions === lakeFS provides version control functionality for data stored in object storage–based data lakes. Core features include: Atomic commits and version tracking for datasets, supporting reproducibility and auditability. Branching and merging mechanisms that allow isolated development and testing without duplicating data. Configurable hooks that can validate data or trigger external processes during commit and merge operations. The ability to revert repositories to earlier states to recover from data errors or failed changes. Recording of commit history and associated metadata for lineage tracking. Support for managing data across multiple object storage systems, including Amazon S3, Azure Blob Storage, Google Cloud Storage, and MinIO. Use of fixed data versions to reproduce experiments and machine learning model training. === Integrations === Coverage of lakeFS has described integrations with platforms such as Databricks and Apache Iceberg, as well as support for environments including Red Hat OpenShift. Additional materials describe its use with Trino, including validation of data changes prior to merging in versioned data workflows, as well as compatibility with orchestration tools such as Apache Airflow.
Baum–Welch algorithm
In electrical engineering, statistical computing and bioinformatics, the Baum–Welch algorithm is a special case of the expectation–maximization algorithm used to find the unknown parameters of a hidden Markov model (HMM). It makes use of the forward-backward algorithm to compute the statistics for the expectation step. The Baum–Welch algorithm, the primary method for inference in hidden Markov models, is numerically unstable due to its recursive calculation of joint probabilities. As the number of variables grows, these joint probabilities become increasingly small, leading to the forward recursions rapidly approaching values below machine precision. == History == The Baum–Welch algorithm was named after its inventors Leonard E. Baum and Lloyd R. Welch. The algorithm and the Hidden Markov models were first described in a series of articles by Baum and his peers at the IDA Center for Communications Research, Princeton in the late 1960s and early 1970s. One of the first major applications of HMMs was to the field of speech processing. In the 1980s, HMMs were emerging as a useful tool in the analysis of biological systems and information, and in particular genetic information. They have since become an important tool in the probabilistic modeling of genomic sequences. == Description == A hidden Markov model describes the joint probability of a collection of "hidden" and observed discrete random variables. It relies on the assumption that the i-th hidden variable given the (i − 1)-th hidden variable is independent of previous hidden variables, and the current observation variables depend only on the current hidden state. The Baum–Welch algorithm uses the well known EM algorithm to find the maximum likelihood estimate of the parameters of a hidden Markov model given a set of observed feature vectors. Let X t {\displaystyle X_{t}} be a discrete hidden random variable with N {\displaystyle N} possible values (i.e. We assume there are N {\displaystyle N} states in total). We assume the P ( X t ∣ X t − 1 ) {\displaystyle P(X_{t}\mid X_{t-1})} is independent of time t {\displaystyle t} , which leads to the definition of the time-independent stochastic transition matrix A = { a i j } = P ( X t = j ∣ X t − 1 = i ) . {\displaystyle A=\{a_{ij}\}=P(X_{t}=j\mid X_{t-1}=i).} The initial state distribution (i.e. when t = 1 {\displaystyle t=1} ) is given by π i = P ( X 1 = i ) . {\displaystyle \pi _{i}=P(X_{1}=i).} The observation variables Y t {\displaystyle Y_{t}} can take one of K {\displaystyle K} possible values. We also assume the observation given the "hidden" state is time independent. The probability of a certain observation y i {\displaystyle y_{i}} at time t {\displaystyle t} for state X t = j {\displaystyle X_{t}=j} is given by b j ( y i ) = P ( Y t = y i ∣ X t = j ) . {\displaystyle b_{j}(y_{i})=P(Y_{t}=y_{i}\mid X_{t}=j).} Taking into account all the possible values of Y t {\displaystyle Y_{t}} and X t {\displaystyle X_{t}} , we obtain the N × K {\displaystyle N\times K} matrix B = { b j ( y i ) } {\displaystyle B=\{b_{j}(y_{i})\}} where b j {\displaystyle b_{j}} belongs to all the possible states and y i {\displaystyle y_{i}} belongs to all the observations. An observation sequence is given by Y = ( Y 1 = y 1 , Y 2 = y 2 , … , Y T = y T ) {\displaystyle Y=(Y_{1}=y_{1},Y_{2}=y_{2},\ldots ,Y_{T}=y_{T})} . Thus we can describe a hidden Markov chain by θ = ( A , B , π ) {\displaystyle \theta =(A,B,\pi )} . The Baum–Welch algorithm finds a local maximum for θ ∗ = a r g m a x θ P ( Y ∣ θ ) {\displaystyle \theta ^{}=\operatorname {arg\,max} _{\theta }P(Y\mid \theta )} (i.e. the HMM parameters θ {\displaystyle \theta } that maximize the probability of the observation). === Algorithm === Set θ = ( A , B , π ) {\displaystyle \theta =(A,B,\pi )} with random initial conditions. They can also be set using prior information about the parameters if it is available; this can speed up the algorithm and also steer it toward the desired local maximum. ==== Forward procedure ==== Let α i ( t ) = P ( Y 1 = y 1 , … , Y t = y t , X t = i ∣ θ ) {\displaystyle \alpha _{i}(t)=P(Y_{1}=y_{1},\ldots ,Y_{t}=y_{t},X_{t}=i\mid \theta )} , the probability of seeing the observations y 1 , y 2 , … , y t {\displaystyle y_{1},y_{2},\ldots ,y_{t}} and being in state i {\displaystyle i} at time t {\displaystyle t} . This is found recursively: α i ( 1 ) = π i b i ( y 1 ) , {\displaystyle \alpha _{i}(1)=\pi _{i}b_{i}(y_{1}),} α i ( t + 1 ) = b i ( y t + 1 ) ∑ j = 1 N α j ( t ) a j i . {\displaystyle \alpha _{i}(t+1)=b_{i}(y_{t+1})\sum _{j=1}^{N}\alpha _{j}(t)a_{ji}.} Since this series converges exponentially to zero, the algorithm will numerically underflow for longer sequences. However, this can be avoided in a slightly modified algorithm by scaling α {\displaystyle \alpha } in the forward and β {\displaystyle \beta } in the backward procedure below. ==== Backward procedure ==== Let β i ( t ) = P ( Y t + 1 = y t + 1 , … , Y T = y T ∣ X t = i , θ ) {\displaystyle \beta _{i}(t)=P(Y_{t+1}=y_{t+1},\ldots ,Y_{T}=y_{T}\mid X_{t}=i,\theta )} that is the probability of the ending partial sequence y t + 1 , … , y T {\displaystyle y_{t+1},\ldots ,y_{T}} given starting state i {\displaystyle i} at time t {\displaystyle t} . We calculate β i ( t ) {\displaystyle \beta _{i}(t)} as, β i ( T ) = 1 , {\displaystyle \beta _{i}(T)=1,} β i ( t ) = ∑ j = 1 N β j ( t + 1 ) a i j b j ( y t + 1 ) . {\displaystyle \beta _{i}(t)=\sum _{j=1}^{N}\beta _{j}(t+1)a_{ij}b_{j}(y_{t+1}).} ==== Update ==== We can now calculate the temporary variables, according to Bayes' theorem: γ i ( t ) = P ( X t = i ∣ Y , θ ) = P ( X t = i , Y ∣ θ ) P ( Y ∣ θ ) = α i ( t ) β i ( t ) ∑ j = 1 N α j ( t ) β j ( t ) , {\displaystyle \gamma _{i}(t)=P(X_{t}=i\mid Y,\theta )={\frac {P(X_{t}=i,Y\mid \theta )}{P(Y\mid \theta )}}={\frac {\alpha _{i}(t)\beta _{i}(t)}{\sum _{j=1}^{N}\alpha _{j}(t)\beta _{j}(t)}},} which is the probability of being in state i {\displaystyle i} at time t {\displaystyle t} given the observed sequence Y {\displaystyle Y} and the parameters θ {\displaystyle \theta } ξ i j ( t ) = P ( X t = i , X t + 1 = j ∣ Y , θ ) = P ( X t = i , X t + 1 = j , Y ∣ θ ) P ( Y ∣ θ ) = α i ( t ) a i j β j ( t + 1 ) b j ( y t + 1 ) ∑ k = 1 N ∑ w = 1 N α k ( t ) a k w β w ( t + 1 ) b w ( y t + 1 ) , {\displaystyle \xi _{ij}(t)=P(X_{t}=i,X_{t+1}=j\mid Y,\theta )={\frac {P(X_{t}=i,X_{t+1}=j,Y\mid \theta )}{P(Y\mid \theta )}}={\frac {\alpha _{i}(t)a_{ij}\beta _{j}(t+1)b_{j}(y_{t+1})}{\sum _{k=1}^{N}\sum _{w=1}^{N}\alpha _{k}(t)a_{kw}\beta _{w}(t+1)b_{w}(y_{t+1})}},} which is the probability of being in state i {\displaystyle i} and j {\displaystyle j} at times t {\displaystyle t} and t + 1 {\displaystyle t+1} respectively given the observed sequence Y {\displaystyle Y} and parameters θ {\displaystyle \theta } . The denominators of γ i ( t ) {\displaystyle \gamma _{i}(t)} and ξ i j ( t ) {\displaystyle \xi _{ij}(t)} are the same ; they represent the probability of making the observation Y {\displaystyle Y} given the parameters θ {\displaystyle \theta } . The parameters of the hidden Markov model θ {\displaystyle \theta } can now be updated: π i ∗ = γ i ( 1 ) , {\displaystyle \pi _{i}^{}=\gamma _{i}(1),} which is the expected frequency spent in state i {\displaystyle i} at time 1 {\displaystyle 1} . a i j ∗ = ∑ t = 1 T − 1 ξ i j ( t ) ∑ t = 1 T − 1 γ i ( t ) , {\displaystyle a_{ij}^{}={\frac {\sum _{t=1}^{T-1}\xi _{ij}(t)}{\sum _{t=1}^{T-1}\gamma _{i}(t)}},} which is the expected number of transitions from state i to state j compared to the expected total number of transitions starting in state i, including from state i to itself. The number of transitions starting in state i is equivalent to the number of times state i is observed in the sequence from t = 1 to t = T − 1. b i ∗ ( v k ) = ∑ t = 1 T 1 y t = v k γ i ( t ) ∑ t = 1 T γ i ( t ) , {\displaystyle b_{i}^{}(v_{k})={\frac {\sum _{t=1}^{T}1_{y_{t}=v_{k}}\gamma _{i}(t)}{\sum _{t=1}^{T}\gamma _{i}(t)}},} where 1 y t = v k = { 1 if y t = v k , 0 otherwise {\displaystyle 1_{y_{t}=v_{k}}={\begin{cases}1&{\text{if }}y_{t}=v_{k},\\0&{\text{otherwise}}\end{cases}}} is an indicator function, and b i ∗ ( v k ) {\displaystyle b_{i}^{}(v_{k})} is the expected number of times the output observations have been equal to v k {\displaystyle v_{k}} while in state i {\displaystyle i} over the expected total number of times in state i {\displaystyle i} . These steps are now repeated iteratively until a desired level of convergence. Note: It is possible to over-fit a particular data set. That is, P ( Y ∣ θ final ) > P ( Y ∣ θ true ) {\displaystyle P(Y\mid \theta _{\text{final}})>P(Y\mid \theta _{\text{true}})} . The algorithm also does not guarantee a global maximum. ==== Multiple sequences ==== The algorithm described thus far assumes a single observed sequence Y = y 1 , … , y T {\displaystyle Y=y_{1},\ldots ,y_{T}} . However, in many situations, there are several sequences observed: Y 1 ,
BFR algorithm
The BFR algorithm, named after its inventors Bradley, Fayyad and Reina, is a variant of k-means algorithm that is designed to cluster data in a high-dimensional Euclidean space. It makes a very strong assumption about the shape of clusters: they must be normally distributed about a centroid. The mean and standard deviation for a cluster may differ for different dimensions, but the dimensions must be independent. In other words, the data must take the shape of axis-aligned ellipses.
AI Sales Assistants Reviews: What Actually Works in 2026
Curious about the best AI sales assistant? An AI sales assistant is software that uses machine learning to help you get more done — it combines speed, accuracy, and an interface that just works. Hands-on testing shows real-world results vary, so a short free trial is the smartest way to decide. Whether you are a beginner or a pro, the right AI sales assistant slots into your workflow and pays for itself fast. This guide breaks down the top picks, their pros and cons, and who each one is best for.
Productivity software
Productivity software (also called personal productivity software or office productivity software) is application software used for producing information (such as documents, presentations, worksheets, databases, charts, graphs, digital paintings, electronic music and digital video). Its names arose from it increasing productivity, especially of individual office workers, from typists to knowledge workers, although its scope is now wider than that. Office suites, which brought word processing, spreadsheet, and relational database programs to the desktop in the 1980s, are the core example of productivity software. They revolutionized the office with the magnitude of the productivity increase they brought as compared with the pre-1980s office environments of typewriters, paper filing, and handwritten lists and ledgers. In the United States, as of 2015, some 78% of "middle-skill" occupations (those that call for more than a high school diploma but less than a bachelor's degree) required the use of productivity software. == Details == Productivity software traditionally runs directly on a computer. For example, Plus/4 model of computer contains in ROM for applications of productivity software. Productivity software is one of the reasons people use personal computers. == Office suite == An office suite is a bundle of productivity software (a software suite) intended to be used by office workers. The components are generally distributed together, have a consistent user interface and usually can interact with each other, sometimes in ways that the operating system would not normally allow. The earliest office suite for personal computers was MicroPro International's StarBurst in the early 1980s, comprising the WordStar word processor, the CalcStar spreadsheet and the DataStar database software. Other suites arose in the 1980s, and Microsoft Office came to dominate the market in the 1990s, a position it retains as of 2024. During the 1990s, office suite products gained popularity by offering bundles of applications that, when bought as part of a suite, effectively discounted the individual applications, with four or five applications being bundled for the price of two applications bought separately. When faced with such potential savings, customers could be "tempted by the suite, rather than the value of a particular product", and by 1994 more than 60 percent of the sales of Microsoft Word and around 70 percent of the sales of Microsoft Excel were as part of sales of Microsoft Office. Such considerations had an impact on vendors of individual applications, often smaller companies, raising concerns that office suites were "stifling innovation", and even established vendors such as Borland and WordPerfect were having to adapt to the suite phenomenon, Borland ultimately deciding to sell its Quattro Pro spreadsheet to WordPerfect as the latter sought to assemble its own suite product. The dominant suite vendors, Microsoft and Lotus, downplayed competition and innovation concerns, claiming that users were still able to exercise choice and that "user-driven development" was guiding the evolution of office suites. Another view was that component-based software would eventually emerge, focusing development on more specialised components used by productivity software, empowering "a plethora of third-party developers", and that a "mix and match" approach of such components would adapt to the user's way of working. === Office suite components === The base components of office suites are: Word processor Spreadsheet Presentation program Other components include: Database software Graphics suite (raster graphics editor, vector graphics editor, image viewer) Desktop publishing software Formula editor Diagramming software Email client Communication software Personal information manager Notetaking Groupware Project management software Table (information) Web log analysis software
AI Analytics Tools: Free vs Paid (2026)
In search of the best AI analytics tool? An AI analytics tool is software that uses machine learning to help you get more done — it turns a rough idea into a polished result in seconds. When choosing one, weigh output quality, pricing, export formats, and how well it fits the tools you already use. Whether you are a beginner or a pro, the right AI analytics tool slots into your workflow and pays for itself fast. We tested the leading options and ranked them by quality, value, and ease of use.