Germany Market Analysis Table 35: German Recent Past, Current & Future Analysis for Artificial Intelligence Analyzed with Annual Revenue Figures in US$ Million for Years 2015 through 2024 (includes corresponding Graph/Chart) 9.4.3 Italy Market Analysis Table 36: Italian Recent Past, Current & Future Analysis for Artificial Intelligence Analyzed with Annual Revenue Figures in US$ Million for Years 2015 through 2024 (includes corresponding Graph/Chart) 9.4.4

Researchers at King Saud University, in Saudi Arabia, have developed a new approach to detect cyberbullying on Twitter using deep learning called OCDD. In contrast with other deep-learning approaches, which extract features from tweets and feed them to a classifier, their method represents a tweet as a set of word vectors. In recent years, cyberbullying on social media has become a huge and widely discussed issue. Cyberbullying entails the use of online communication channels to bully other users by sending intimidating, threatening or abusive messages. This can have psychological and sometimes life-threatening consequences for the victims.

Every Data Scientist should be analytical. However, the Pure Analytical Data Scientist is a numbers cruncher. Linear Algebra and Statistics are the core of its solutions. Typical backgrounds for this kind of Data Scientist are mathematics, statistics, physicists and even economics. Frequently, these profiles are proficient with numbers but less experienced with complex software and data pipelines. But, give them the data and the problem and they will decode it.

Modern human DNA computational analysis suggests that the extinct species was a hybrid of Neanderthals and Denisovans and cross bred with Out of Africa modern humans in Asia. This finding would explain that the hybrid found this summer in the caves of Denisova -- the offspring of a Neanderthal mother and a Denisovan father -- was not an isolated case, but rather was part of a more general introgression process. The study, published in Nature Communications, uses deep learning for the first time ever to account for human evolution, paving the way for the application of this technology in other questions in biology, genomics and evolution. One of the ways of distinguishing between two species is that while both of them may cross breed, they do not generally produce fertile descendants. However, this concept is much more complex when extinct species are involved.

FDNA, a leader in artificial intelligence and precision medicine, in collaboration with a team of influential scientists and researchers published a milestone study on the use of facial analysis in detecting genetic disorders. The findings in this paper suggest that this type of technology adds significant value in personalized care and will become a standard among deep learning based genomic tools. The paper, titled "Identifying Facial Phenotypes of Genetic Disorders Using Deep Learning", was published in the peer-reviewed journal Nature Medicine (January 07, 2019) as the product of three years of research. The deep learning technology discussed, DeepGestaltTM, is a novel facial analysis framework that highlights the facial phenotypes of hundreds of diseases and genetic variations. "This is a long-awaited breakthrough in medical genetics that has finally come to fruition," said Dr. Karen Gripp, CMO at FDNA and co-author of the paper.

In an effort to improve the performance of deep neural networks in data-scarce, non-i.i.d., or unsupervised settings, much recent research has been devoted to encoding invariance under symmetry transformations into neural network architectures. We treat the neural network input and output as random variables, and consider group invariance from the perspective of probabilistic symmetry. Drawing on tools from probability and statistics, we establish a link between functional and probabilistic symmetry, and obtain generative functional representations of joint and conditional probability distributions that are invariant or equivariant under the action of a compact group. Those representations completely characterize the structure of neural networks that can be used to model such distributions and yield a general program for constructing invariant stochastic or deterministic neural networks. We develop the details of the general program for exchangeable sequences and arrays, recovering a number of recent examples as special cases.

Detecting the emergence of abrupt property changes in time series is a challenging problem. Kernel two-sample test has been studied for this task which makes fewer assumptions on the distributions than traditional parametric approaches. However, selecting kernels is nontrivial in practice. Although kernel selection for two-sample test has been studied, the insufficient samples in change point detection problem hinders the success of those developed kernel selection algorithms. In this paper, we propose KL-CPD, a novel kernel learning framework for time series CPD that optimizes a lower bound of test power via an auxiliary generative model. With deep kernel parameterization, KL-CPD endows kernel two-sample test with the data-driven kernel to detect different types of change-points in real-world applications. The proposed approach significantly outperformed other state-of-the-art methods in our comparative evaluation of benchmark datasets and simulation studies. Detecting changes in the temporal evolution of a system (biological, physical, mechanical, etc.) in time series analysis has attracted considerable attention in machine learning and data mining for decades (Basseville et al., 1993; Brodsky & Darkhovsky, 2013). This task, commonly referred to as change-point detection (CPD) or anomaly detection in the literature, aims to predict significant changing points in a temporal sequence of observations.

The gradient noise (GN) in the stochastic gradient descent (SGD) algorithm is often considered to be Gaussian in the large data regime by assuming that the classical central limit theorem (CLT) kicks in. This assumption is often made for mathematical convenience, since it enables SGD to be analyzed as a stochastic differential equation (SDE) driven by a Brownian motion. We argue that the Gaussianity assumption might fail to hold in deep learning settings and hence render the Brownian motion-based analyses inappropriate. Inspired by non-Gaussian natural phenomena, we consider the GN in a more general context and invoke the generalized CLT (GCLT), which suggests that the GN converges to a heavy-tailed $\alpha$-stable random variable. Accordingly, we propose to analyze SGD as an SDE driven by a L\'{e}vy motion. Such SDEs can incur `jumps', which force the SDE transition from narrow minima to wider minima, as proven by existing metastability theory. To validate the $\alpha$-stable assumption, we conduct extensive experiments on common deep learning architectures and show that in all settings, the GN is highly non-Gaussian and admits heavy-tails. We further investigate the tail behavior in varying network architectures and sizes, loss functions, and datasets. Our results open up a different perspective and shed more light on the belief that SGD prefers wide minima.

The Variational Auto-Encoder (VAE) model has become widely popular as a way to learn at once a generative model and embeddings for observations living in a high-dimensional space. In the real world, many such observations may be assumed to be hierarchically structured, such as living organisms data which are related through the evolutionary tree. Also, it has been theoretically and empirically shown that data with hierarchical structure can efficiently be embedded in hyperbolic spaces. We therefore endow the VAE with a hyperbolic geometry and empirically show that it can better generalise to unseen data than its Euclidean counterpart, and can qualitatively recover the hierarchical structure.

Within many machine learning algorithms, a fundamental problem concerns efficient calculation of an unbiased gradient wrt parameters $\gammav$ for expectation-based objectives $\Ebb_{q_{\gammav} (\yv)} [f(\yv)]$. Most existing methods either (i) suffer from high variance, seeking help from (often) complicated variance-reduction techniques; or (ii) they only apply to reparameterizable continuous random variables and employ a reparameterization trick. To address these limitations, we propose a General and One-sample (GO) gradient that (i) applies to many distributions associated with non-reparameterizable continuous or discrete random variables, and (ii) has the same low-variance as the reparameterization trick. We find that the GO gradient often works well in practice based on only one Monte Carlo sample (although one can of course use more samples if desired). Alongside the GO gradient, we develop a means of propagating the chain rule through distributions, yielding statistical back-propagation, coupling neural networks to common random variables.