characterizer
Adobe's terrifying new AI turned me into a Conan O'Brien sex doll
On the eve of a big announcement, Adobe wrote me to offer an exclusive first look at Characterizer. It's a new feature in the company's Character Animator app, and it allows you to take any portrait drawn in any style, then apply it like a filter to your own face in real-time video. Design and AI nerds know this trick as "style transfer," and it already exists in apps like Prisma. Adobe is trying to push the medium further with options for deep customization, pushing this nascent tech toward ubiquitous professional use. The company showed off a sneak peak last year under the code name "Project Puppetron."
Efficient Estimation of OOMs
Jaeger, Herbert, Zhao, Mingjie, Kolling, Andreas
A standard method to obtain stochastic models for symbolic time series is to train state-emitting hidden Markov models (SE-HMMs) with the Baum-Welch algorithm. Based on observable operator models (OOMs), in the last few months a number of novel learning algorithms for similar purposes have been developed: (1,2) two versions of an "efficiency sharpening" (ES) algorithm, which iteratively improves the statistical efficiency of a sequence of OOM estimators, (3) a constrained gradient descent ML estimator for transition-emitting HMMs (TE-HMMs). We give an overview on these algorithms and compare them with SE-HMM/EM learning on synthetic and real-life data.
Efficient Estimation of OOMs
Jaeger, Herbert, Zhao, Mingjie, Kolling, Andreas
A standard method to obtain stochastic models for symbolic time series is to train state-emitting hidden Markov models (SE-HMMs) with the Baum-Welch algorithm. Based on observable operator models (OOMs), in the last few months a number of novel learning algorithms for similar purposes have been developed: (1,2) two versions of an "efficiency sharpening" (ES) algorithm, which iteratively improves the statistical efficiency of a sequence of OOM estimators, (3) a constrained gradient descent ML estimator for transition-emitting HMMs (TE-HMMs). We give an overview on these algorithms and compare them with SE-HMM/EM learning on synthetic and real-life data.
Efficient Estimation of OOMs
Jaeger, Herbert, Zhao, Mingjie, Kolling, Andreas
A standard method to obtain stochastic models for symbolic time series is to train state-emitting hidden Markov models (SE-HMMs) with the Baum-Welch algorithm. Based on observable operator models (OOMs), in the last few months a number of novel learning algorithms for similar purposeshave been developed: (1,2) two versions of an "efficiency sharpening" (ES) algorithm, which iteratively improves the statistical efficiency ofa sequence of OOM estimators, (3) a constrained gradient descent ML estimator for transition-emitting HMMs (TE-HMMs). We give an overview on these algorithms and compare them with SE-HMM/EM learning on synthetic and real-life data.