Mona Talat Diab (Arabic: منى طلعت دياب) is a computer science professor and director of Carnegie Mellon University's Language Technologies Institute. Previously, she was a professor at George Washington University and a research scientist with Facebook AI. Her research focuses on natural language processing, computational linguistics, cross lingual/multilingual processing, computational socio-pragmatics, Arabic language processing, and applied machine learning. == Education == Diab completed her M.Sc. in computer science with a major in machine learning and artificial intelligence at The George Washington University (1997) and her Ph.D. in computational linguistics at the University of Maryland, Linguistics Department and University of Maryland Institute for Advanced Computer Studies (UMIACS) in 2003, under the supervision of Philip Resnik. She was also a postdoctoral research scientist at Stanford University (2003–2005) under the mentorship of Dan Jurafsky, where she was a part of the Stanford NLP Group. == Career == After her postdoc at Stanford, Diab took a position as research scientist (principal investigator) at the Center for Computational Learning Systems (CCLS) in Columbia University, where she was also adjunct professor in the computer science department. In 2013 she joined the George Washington University as an associate professor, where she was promoted to full professor in 2017. Diab is the founder and director of the GW NLP lab CARE4Lang. Diab served as an elected faculty senator at Columbia University for 6 years (2007–2012) and an elected faculty senator at GW (2013–2014). She served the computational linguistics community as elected member, secretary and president of ACL SIGLEX (2005–2016) and elected president of ACL SIGSemitic. She currently serves as the elected VP-elect for ACL SIGDAT. In 2017 Diab joined Amazon AWS AI Deep Learning Group for Human Language Technologies, where she led the AWS Lex project for task oriented dialogue systems for enterprises. A couple of years later, she moved to Facebook AI as a research scientist. In the fall of 2023, she became the director of CMU's Language Technologies Institute -- the first full time director since the passing of its founder Jaime Carbonell. == Research == Diab's research interests include several areas in computational linguistics/natural language processing, like conversational AI, computational lexical semantics, multilingual and cross lingual processing, social media processing with an emphasis on computational socio- pragmatics, information extraction & text analytics, machine translation. Besides this, she also has special interests in Arabic NLP and low resource scenarios. Diab co-established two research trends in the computational linguistics field, computational approaches to linguistic code switching in 2007 and semantic textual similarity in 2010. Diab together with Nizar Habash and Owen Rambow, co-founded CADIM in 2005, a global reference point in Arabic dialect processing. In 2012, Diab together with Eneko Agirre and Johan Bos, brought together two ACL communities SIGLEX and SIGSEM and established the 1st tier conference SEM. == Awards and recognition == Selected as one of top 150 leaders and visionaries in AI nationwide to participate in White House AI Summit in Government, Washington, D.C., US, September 2019 March 2017: 3 Muslim Women in STEM You Should Know About, Teen Vogue, March 2017 May 2017: Behind Every Strong Woman Is...Another Strong Woman: Ten women give thanks to the women who supported them on the way up. Elle, May 2017. Google Faculty Research Award – Tharwa++: Building a multidialectal Arabic Lexical Repository, (PI), 09.2015 –12.2016. Google Faculty Research Award – Nuanced Sentiment and Perspective Analysis for Arabic Social Media Text, (PI), 12.2014 –12.2015 QNRF Best Poster Award – Ossama Obeid, Houda Bouamor, Wajdi Zaghouani, Mahmoud Ghoneim, Abdelati Hawwari, Mona Diab, Kemal Oflazer. (2016) MANDIAC: A Web-based Annotation System For Manual Arabic Diacritization. Proceedings of the 2nd Workshop on Arabic Corpora and Processing Tools, LREC 2016. Best Paper Award – Aminian, Maryam, Mahmoud Ghoneim, Mona Diab. (2015) Unsupervised False Friend Disambiguation Using Contextual Word Clusters and Parallel Word Alignments. In Proceedings of Workshop 9th Semantics Syntax Statistical Translation, NAACL 2015, Denver CO, US. == Publications == Diab has over 250 publications, and she is an acting editor for several scientific journals. === Selected publications === Semeval-2012 task 6: A pilot on semantic textual similarity. E. Agirre, D. Cer, M. Diab, A. Gonzalez-Agirre. SEM 2012: The First Joint Conference on Lexical and Computational Semantics–Volume 1: Proceedings of the main conference and the shared task, and Volume 2: Proceedings of the Sixth International Workshop on Semantic Evaluation (SemEval 2012) Predictive linguistic features of schizophrenia. ES Kayi, M Diab, L Pauselli, M Compton, G Coppersmith. arXiv preprint arXiv:1810.09377 Ideological perspective detection using semantic features. H Elfardy, M Diab, C Callison-Burch – Proceedings of SEM 2015 DeSePtion: Dual sequence prediction and adversarial examples for improved fact-checking. Christopher Hidey, Tuhin Chakrabarty, Tariq Alhindi, Siddharth Varia, Kriste Krstovski, Mona Diab, Smaranda Muresan, 2020 Does Causal Coherence Predict Online Spread of Social Media? Pedram Hosseini, Mona Diab, David A Broniatowski. Proceedings of International Conference on Social Computing, Behavioral-Cultural Modeling and Prediction and Behavior Representation in Modeling and Simulation, 2019. Diversity, Density, and Homogeneity: Quantitative Characteristic Metrics for Text Collections. YA Lai, X Zhu, Y Zhang, M Diab, arXiv preprint arXiv:2003.08529, 2020 Readability of written medicine information materials in Arabic language: expert and consumer evaluation. S Al Aqeel, N Abanmy, A Aldayel, H Al-Khalifa, M Al-Yahya, M Diab. BMC health services research 18 (1), 1–7, 2019 Unsupervised word mapping using structural similarities in monolingual embeddings. H Aldarmaki, M Mohan, M Diab – Transactions of the Association for Computational Linguistics, 2018 An unsupervised method for word sense tagging using parallel corpora M Diab, P Resnik. Proceedings of ACL 2002 Overview for the first shared task on language identification in code-switched data. Thamar Solorio, Elizabeth Blair, Suraj Maharjan, Steven Bethard, Mona Diab, Mahmoud Ghoneim, Abdelati Hawwari, Fahad AlGhamdi, Julia Hirschberg, Alison Chang, Pascale Fung. Proceedings of the First Workshop on Computational Approaches to Code Switching, 2014 Modeling sentences in the latent space. W Guo, M Diab – ACL 20 12 Task-based evaluation of multiword expressions: a pilot study in statistical machine translation. M Carpuat, M Diab – NAACL-HLT 2010 Rumor detection and classification for twitter data. S Hamidian, MT Diab – arXiv preprint arXiv:1912.08926, 2019 Subgroup detection in ideological discussions. A Abu-Jbara, P Dasigi, M Diab, D Radev – ACL 2012 Madamira: A fast, comprehensive tool for morphological analysis and disambiguation of arabic. A. Pasha, M. Al-Badrashiny, M. Diab, A. El Kholy, R. Eskander, N. Habash, M. Pooleery, O. Rambow, R. Roth. LREC 14, 1094–1101. 2014 Context-Aware Self-Attentive Natural Language Understanding for Task-Oriented Chatbots. A. Gupta, P. Zhang, G. Lalwani, M. Diab. EMNLP 2019 A multitask learning approach for diacritic restoration. S. Alqahtani, A. Mishra, M. Diab. ACL 2020
The Master Algorithm
The Master Algorithm: How the Quest for the Ultimate Learning Machine Will Remake Our World is a book by Pedro Domingos released in 2015. Domingos wrote the book in order to generate interest from people outside the field. == Overview == The book outlines five approaches of machine learning: inductive reasoning, connectionism, evolutionary computation, Bayes' theorem and analogical modelling. The author explains these tribes to the reader by referring to more understandable processes of logic, connections made in the brain, natural selection, probability and similarity judgments. Throughout the book, it is suggested that each different tribe has the potential to contribute to a unifying "master algorithm". Towards the end of the book the author pictures a "master algorithm" in the near future, where machine learning algorithms asymptotically grow to a perfect understanding of how the world and people in it work. Although the algorithm doesn't yet exist, he briefly reviews his own invention of the Markov logic network. == In the media == In 2016 Bill Gates recommended the book, alongside Nick Bostrom's Superintelligence, as one of two books everyone should read to understand AI. In 2018 the book was noted to be on Chinese Communist Party general secretary Xi Jinping's bookshelf. === Reception === A computer science educator stated in Times Higher Education that the examples are clear and accessible. In contrast, The Economist agreed Domingos "does a good job" but complained that he "constantly invents metaphors that grate or confuse". Kirkus Reviews praised the book, stating that "Readers unfamiliar with logic and computer theory will have a difficult time, but those who persist will discover fascinating insights." A New Scientist review called it "compelling but rather unquestioning".
Structured kNN
Structured k-nearest neighbours (SkNN) is a machine learning algorithm that generalizes k-nearest neighbors (k-NN). k-NN supports binary classification, multiclass classification, and regression, whereas SkNN allows training of a classifier for general structured output. For instance, a data sample might be a natural language sentence, and the output could be an annotated parse tree. Training a classifier consists of showing many instances of ground truth sample-output pairs. After training, the SkNN model is able to predict the corresponding output for new, unseen sample instances; that is, given a natural language sentence, the classifier can produce the most likely parse tree. == Training == As a training set, SkNN accepts sequences of elements with class labels. The type of element does not matter; the only requirement is a defined metric function that gives a distance between each pair of elements of a set. SkNN is based on idea of creating a graph, with each node representing a class label. There is an edge between a pair of nodes if there is a sequence of two elements in the training set with corresponding classes. The first step of SkNN training is the construction of such a graph from training sequences. There are two special nodes in the graph corresponding to sentence beginnings and ends: if a sequence starts with class C, the edge between node START and node C should be created. Like regular k-NN, the second part of SkNN training consists of storing the elements of a training sequence in a certain way. Each element of the training sequences is stored in the node related to the class of the previous element in the sequence. Every first element is stored in the START node. == Inference == Labelling input sequences by SkNN consists of finding the sequence of transitions in the graph, starting from node START. Each transition corresponds to a single element of the input sequence. As a result, the label of each element is determined as the target node label of the transition. The cost of the path is defined as the sum of all transitions, with the cost of transition from node A to node B being the distance from the current input sequence element to the nearest element of class B, stored in node A. Determining an optimal path may be performed using a modified Viterbi algorithm (where the sum of the distances is minimized, unlike the original algorithm which maximizes the product of probabilities).
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
Vapnik–Chervonenkis dimension
In Vapnik–Chervonenkis theory, the Vapnik–Chervonenkis (VC) dimension is a measure of the size (capacity, complexity, expressive power, richness, or flexibility) of a class of sets. The notion can be extended to classes of binary functions. It is defined as the cardinality of the largest set of points that the function class can shatter—that is, for which all possible binary labelings can be realized by some function in the class. It was originally defined by Vladimir Vapnik and Alexey Chervonenkis. Informally, the capacity of a classification model is related to how complicated it can be. For example, consider the thresholding of a high-degree polynomial: if the polynomial evaluates above zero, that point is classified as positive, otherwise as negative. A high-degree polynomial can be wiggly, so that it can fit a given set of training points well. Such a polynomial has a high capacity. A much simpler alternative is to threshold a linear function. This function may not fit the training set well, because it has a low capacity. This notion of capacity is made rigorous below. == Definitions == === VC dimension of a set-family === Let C = { C } C ∈ C {\displaystyle {\mathcal {C}}=\{C\}_{C\in {\mathcal {C}}}} be a family of sets (also called set family, collection of sets or set of sets) and X {\displaystyle X} a set. Their intersection is defined as the following set family: C ∩ X := { C ∩ X ∣ C ∈ C } . {\displaystyle {\mathcal {C}}\cap X:=\{C\cap X\mid C\in {\mathcal {C}}\}.} Here typically X {\displaystyle X} and each C ∈ C {\displaystyle C\in {\mathcal {C}}} are subsets of a big "universe" of possibilities U {\displaystyle U} where intersection takes place. We say that a set X {\displaystyle X} is shattered by C {\displaystyle {\mathcal {C}}} if P ( X ) = C ∩ X {\displaystyle {\mathcal {P}}(X)={\mathcal {C}}\cap X} i.e. the set of intersections contains (hence is equal to) all the subsets of X {\displaystyle X} . For finite sets X {\displaystyle X} this is equivalent to | C ∩ X | = 2 | X | . {\displaystyle |{\mathcal {C}}\cap X|=2^{|X|}.} The VC dimension D {\displaystyle D} of C {\displaystyle {\mathcal {C}}} is the cardinality of the largest set that is shattered by C {\displaystyle {\mathcal {C}}} . If arbitrarily large sets can be shattered, the VC dimension of C {\displaystyle {\mathcal {C}}} is ∞ {\displaystyle \infty } . === VC dimension of a classification model === A binary classification model f {\displaystyle f} with some parameter vector θ {\displaystyle \theta } is said to shatter a set of generally positioned data points ( x 1 , x 2 , … , x n ) {\displaystyle (x_{1},x_{2},\ldots ,x_{n})} if, for every assignment of labels to those points, there exists a θ {\displaystyle \theta } such that the model f {\displaystyle f} makes no errors when evaluating that set of data points. The VC dimension of a model f {\displaystyle f} is the maximum number of points that can be arranged so that f {\displaystyle f} shatters them. More formally, it is the maximum cardinal D {\displaystyle D} such that there exists a generally positioned data point set of cardinality D {\displaystyle D} that can be shattered by f {\displaystyle f} . == Examples == f {\displaystyle f} is a constant classifier (with no parameters); Its VC dimension is 0 since it cannot shatter even a single point. In general, the VC dimension of a finite classification model, which can return at most 2 d {\displaystyle 2^{d}} different classifiers, is at most d {\displaystyle d} (this is an upper bound on the VC dimension; the Sauer–Shelah lemma gives a lower bound on the dimension). f {\displaystyle f} is a single-parametric threshold classifier on real numbers; i.e., for a certain threshold θ {\displaystyle \theta } , the classifier f θ {\displaystyle f_{\theta }} returns 1 if the input number is larger than θ {\displaystyle \theta } and 0 otherwise. The VC dimension of f {\displaystyle f} is 1 because: (a) It can shatter a single point. For every point x {\displaystyle x} , a classifier f θ {\displaystyle f_{\theta }} labels it as 0 if θ > x {\displaystyle \theta >x} and labels it as 1 if θ < x {\displaystyle \theta
Lost Art-Database
The Lost Art-Datenbank is an online database published by the German Lost Art Foundation (Deutsches Zentrum Kulturgutverluste. It contains information on cultural objects looted from Jewish collectors or transferred due to Nazi persecution during the Nazi era. Until 2015, it was managed by the Koordinierungsstelle für Kulturgutverluste (Magdeburg Coordination Office). == Creation == Following the Washington Conference of 1998, and the commitments to provide more transparency regarding looted art, Germany launched the Lost Art Database in 2000 order to help Holocaust victims and their families track down artworks that had been looted from them or lost due to Nazi persecution. == Functionality == The Lost Art Database lists art and books and other cultural objects that were lost, seized, stolen or forceably sold during the Nazi era. The database is divided into search requests from victims' families, heirs or institutions and "found" reports from cultural institutions on items with unresolved provenance gaps from the Nazi periods. The section on reports of finds lists objects that are known to have been unlawfully seized or relocated as a result of the war. In addition, reports are published here on cultural objects for which an uncertain or incomplete provenance may indicate a possible unlawful seizure or war-related relocation. The publication of reports in the Lost Art Internet Database is carried out on behalf of and with the consent of the reporting persons and institutions. The responsibility for the content of the reports lies with these legal or natural persons. There have been controversies over which items should be included in the database. Lost Art is based on the Washington Principles adopted in 1998, which Germany has committed itself to implementing (Joint Declaration, 1999). The Lost Art Database is considered a key resource in the search for looted art and the victims of persecution. Every item in the Lost Art Database has an identifier, known as a Lost Art ID. Proveana is the linked research database. == Other lost art databases == Other countries have launched databases to help identify Nazi looted art. Each database has its own area of focus. The German Lost Art Database allows families or heirs to submit information. Other countries have databases that focus on looted artworks that have not been found or artworks that were repatriated to the national authorities after the defeat of the Nazis but were never returned to their original owners. Other databases have been created for stolen antiquities, looted art from colonial era, art stolen from Syria, Iraq, Ukraine, or from museums or collectors.
Radial basis function
In mathematics a radial basis function (RBF) is a real-valued function φ {\textstyle \varphi } whose value depends only on the distance between the input and some fixed point, either the origin, so that φ ( x ) = φ ^ ( ‖ x ‖ ) {\textstyle \varphi (\mathbf {x} )={\hat {\varphi }}(\left\|\mathbf {x} \right\|)} , or some other fixed point c {\textstyle \mathbf {c} } , called a center, so that φ ( x ) = φ ^ ( ‖ x − c ‖ ) {\textstyle \varphi (\mathbf {x} )={\hat {\varphi }}(\left\|\mathbf {x} -\mathbf {c} \right\|)} . Any function φ {\textstyle \varphi } that satisfies the property φ ( x ) = φ ^ ( ‖ x ‖ ) {\textstyle \varphi (\mathbf {x} )={\hat {\varphi }}(\left\|\mathbf {x} \right\|)} is a radial function. The distance is usually Euclidean distance, although other metrics are sometimes used. They are often used as a collection { φ k } k {\displaystyle \{\varphi _{k}\}_{k}} which forms a basis for some function space of interest, hence the name. Sums of radial basis functions are typically used to approximate given functions. This approximation process can also be interpreted as a simple kind of neural network; this was the context in which they were originally applied to machine learning, in work by David Broomhead and David Lowe in 1988, which stemmed from Michael J. D. Powell's seminal research from 1977. RBFs are also used as a kernel in support vector classification. The technique has proven effective and flexible enough that radial basis functions are now applied in a variety of engineering applications. == Definition == A radial function is a function φ : [ 0 , ∞ ) → R {\textstyle \varphi :[0,\infty )\to \mathbb {R} } . When paired with a norm ‖ ⋅ ‖ : V → [ 0 , ∞ ) {\textstyle \|\cdot \|:V\to [0,\infty )} on a vector space, a function of the form φ c = φ ( ‖ x − c ‖ ) {\textstyle \varphi _{\mathbf {c} }=\varphi (\|\mathbf {x} -\mathbf {c} \|)} is said to be a radial kernel centered at c ∈ V {\textstyle \mathbf {c} \in V} . A radial function and the associated radial kernels are said to be radial basis functions if, for any finite set of nodes { x k } k = 1 n ⊆ V {\displaystyle \{\mathbf {x} _{k}\}_{k=1}^{n}\subseteq V} , all of the following conditions are true: === Examples === Commonly used types of radial basis functions include (writing r = ‖ x − x i ‖ {\textstyle r=\left\|\mathbf {x} -\mathbf {x} _{i}\right\|} and using ε {\textstyle \varepsilon } to indicate a shape parameter that can be used to scale the input of the radial kernel): == Approximation == Radial basis functions are typically used to build up function approximations of the form where the approximating function y ( x ) {\textstyle y(\mathbf {x} )} is represented as a sum of N {\displaystyle N} radial basis functions, each associated with a different center x i {\textstyle \mathbf {x} _{i}} , and weighted by an appropriate coefficient w i . {\textstyle w_{i}.} The weights w i {\textstyle w_{i}} can be estimated using the matrix methods of linear least squares, because the approximating function is linear in the weights w i {\textstyle w_{i}} . Approximation schemes of this kind have been particularly used in time series prediction and control of nonlinear systems exhibiting sufficiently simple chaotic behaviour and 3D reconstruction in computer graphics (for example, hierarchical RBF and Pose Space Deformation). == RBF Network == The sum can also be interpreted as a rather simple single-layer type of artificial neural network called a radial basis function network, with the radial basis functions taking on the role of the activation functions of the network. It can be shown that any continuous function on a compact interval can in principle be interpolated with arbitrary accuracy by a sum of this form, if a sufficiently large number N {\textstyle N} of radial basis functions is used. The approximant y ( x ) {\textstyle y(\mathbf {x} )} is differentiable with respect to the weights w i {\textstyle w_{i}} . The weights could thus be learned using any of the standard iterative methods for neural networks. Using radial basis functions in this manner yields a reasonable interpolation approach provided that the fitting set has been chosen such that it covers the entire range systematically (equidistant data points are ideal). However, without a polynomial term that is orthogonal to the radial basis functions, estimates outside the fitting set tend to perform poorly. == RBFs for PDEs == Radial basis functions are used to approximate functions and so can be used to discretize and numerically solve Partial Differential Equations (PDEs). This was first done in 1990 by E. J. Kansa who developed the first RBF based numerical method. It is called the Kansa method and was used to solve the elliptic Poisson equation and the linear advection-diffusion equation. The function values at points x {\displaystyle \mathbf {x} } in the domain are approximated by the linear combination of RBFs: The derivatives are approximated as such: where N {\displaystyle N} are the number of points in the discretized domain, d {\displaystyle d} the dimension of the domain and λ {\displaystyle \lambda } the scalar coefficients that are unchanged by the differential operator. Different numerical methods based on Radial Basis Functions were developed thereafter. Some methods are the RBF-FD method, the RBF-QR method and the RBF-PUM method.