ChatScript is a combination Natural Language engine and dialog management system designed initially for creating chatbots, but is currently also used for various forms of NL processing. It is written in C++. The engine is an open source project at SourceForge. and GitHub. ChatScript was written by Bruce Wilcox and originally released in 2011, after Suzette (written in ChatScript) won the 2010 Loebner Prize, fooling one of four human judges. == Features == In general ChatScript aims to author extremely concisely, since the limiting scalability of hand-authored chatbots is how much/fast one can write the script. Because ChatScript is designed for interactive conversation, it automatically maintains user state across volleys. A volley is any number of sentences the user inputs at once and the chatbots response. The basic element of scripting is the rule. A rule consists of a type, a label (optional), a pattern, and an output. There are three types of rules. Gambits are something a chatbot might say when it has control of the conversation. Rejoinders are rules that respond to a user remark tied to what the chatbot just said. Responders are rules that respond to arbitrary user input which is not necessarily tied to what the chatbot just said. Patterns describe conditions under which a rule may fire. Patterns range from extremely simplistic to deeply complex (analogous to Regex but aimed for NL). Heavy use is typically made of concept sets, which are lists of words sharing a meaning. ChatScript contains some 2000 predefined concepts and scripters can easily write their own. Output of a rule intermixes literal words to be sent to the user along with common C-style programming code. Rules are bundled into collections called topics. Topics can have keywords, which allows the engine to automatically search the topic for relevant rules based on user input. == Example code == Words starting with ~ are concept sets. For example, ~fruit is the list of all known fruits. The simple pattern (~fruit) reacts if any fruit is mentioned immediately after the chatbot asks for favorite food. The slightly more complex pattern for the rule labelled WHATMUSIC requires all the words what, music, you and any word or phrase meaning to like, but they may occur in any order. Responders come in three types. ?: rules react to user questions. s: rules react to user statements. u: rules react to either. ChatScript code supports standard if-else, loops, user-defined functions and calls, and variable assignment and access. == Data == Some data in ChatScript is transient, meaning it will disappear at the end of the current volley. Other data is permanent, lasting forever until explicitly killed off. Data can be local to a single user or shared across all users at the bot level. Internally all data is represented as text and is automatically converted to a numeric form as needed. === Variables === User variables come in several kinds. Variables purely local to a topic or function are transient. Global variables can be declared as transient or permanent. A variable is generally declared merely by using it, and its type depends on its prefix ($, $$, $_). === Facts === In addition to variables, ChatScript supports facts – triples of data, which can also be transient or permanent. Functions can query for facts having particular values of some of the fields, making them act like an in-memory database. Fact retrieval is very quick and efficient the number of available in-memory facts is largely constrained to the available memory of the machine running the ChatScript engine. Facts can represent record structures and are how ChatScript represents JSON internally. Tables of information can be defined to generate appropriate facts. The above table links people to what they invented (1 per line) with Einstein getting a list of things he did. == External communication == ChatScript embeds the Curl library and can directly read and write facts in JSON to a website. == Server == A ChatScript engine can run in local or server mode. == Pos-tagging, parsing, and ontology == ChatScript comes with a copy of English WordNet embedded within, including its ontology, and creates and extends its own ontology via concept declarations. It has an English language pos-tagger and parser and supports integration with TreeTagger for pos-tagging a number of other languages (TreeTagger commercial license required). == Databases == In addition to an internal fact database, ChatScript supports PostgreSQL, MySQL, MSSQL and MongoDB both for access by scripts, but also as a central filesystem if desired so ChatScript can be scaled horizontally. A common use case is to use a centralized database to host the user files and multiple servers to scale the ChatScript engine. == JavaScript == ChatScript also embeds DukTape, ECMAScript E5/E5.1 compatibility, with some semantics updated from ES2015+. == Spelling Correction == ChatScript has built-in automatic spell checking, which can be augmented in script as both simple word replacements or context sensitive changes. With appropriate simple rules you can change perfect legal words into other words or delete them. E.g., if you have a concept of ~electronic_goods and don't want an input of Radio Shack (a store name) to be detected as an electronic good, you can get the input to change to Radio_Shack (a single word), or allow the words to remain but block the detection of the concept. This is particularly useful when combined with speech-to-text code that is imperfect, but you are familiar with common failings of it and can compensate for them in script. == Control flow == A chatbot's control flow is managed by the control script. This is merely another ordinary topic of rules, that invokes API functions of the engine. Thus control is fully configurable by the scripter (and functions exist to allow introspection into the engine). There are pre-processing control flow and post-processing control flow options available, for special processing.
Fantavision
Fantavision is an animation program by Scott Anderson for the Apple II and published by Broderbund in 1985. Versions were released for the Apple IIGS (1987), Amiga (1988), and MS-DOS (1988). Fantavision allows the creation of vector graphics animations using the mouse and keyboard. The user creates frames, and the software generates the frames between them. Because this is done in real-time, it allows for creative exploration and quick changes. The program uses a graphical user interface in the style of the Macintosh with pull-down menus and black text on a white background. Advertisements claimed Fantavision a revolutionary breakthrough that brings the animation features of "tweening" and "transforming" to home computers. == Reception == Compute! in 1989 called Fantavision the best animation program for the IBM PC, although it noted the inability to draw curves. == Reviews == Games #70
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. =
Three-factor learning
In neuroscience and machine learning, three-factor learning is the combination of Hebbian plasticity with a third modulatory factor to stabilise and enhance synaptic learning. This third factor can represent various signals such as reward, punishment, error, surprise, or novelty, often implemented through neuromodulators. == Description == Three-factor learning introduces the concept of eligibility traces, which flag synapses for potential modification pending the arrival of the third factor, and helps temporal credit assignement by bridging the gap between rapid neuronal firing and slower behavioral timescales, from which learning can be done. Biological basis for Three-factor learning rules have been supported by experimental evidence. This approach addresses the instability of classical Hebbian learning by minimizing autocorrelation and maximizing cross-correlation between inputs.
Cognitive philology
Cognitive philology is the science that studies written and oral texts as the product of human mental processes. Studies in cognitive philology compare documentary evidence emerging from textual investigations with results of experimental research, especially in the fields of cognitive and ecological psychology, neurosciences and artificial intelligence. "The point is not the text, but the mind that made it". Cognitive Philology aims to foster communication between literary, textual, philological disciplines on the one hand and researches across the whole range of the cognitive, evolutionary, ecological and human sciences on the other. Cognitive philology: investigates transmission of oral and written text, and categorization processes which lead to classification of knowledge, mostly relying on the information theory; studies how narratives emerge in so called natural conversation and selective process which lead to the rise of literary standards for storytelling, mostly relying on embodied semantics; explores the evolutive and evolutionary role played by rhythm and metre in human ontogenetic and phylogenetic development and the pertinence of the semantic association during processing of cognitive maps; Provides the scientific ground for multimedia critical editions of literary texts. Among the founding thinkers and noteworthy scholars devoted to such investigations are: Alan Richardson: Studies Theory of Mind in early-modern and contemporary literature. Anatole Pierre Fuksas Benoît de Cornulier David Herman: Professor of English at North Carolina State University and an adjunct professor of linguistics at Duke University. He is the author of "Universal Grammar and Narrative Form" and the editor of "Narratologies: New Perspectives on Narrative Analysis". Domenico Fiormonte François Recanati Gilles Fauconnier, a professor in Cognitive science at the University of California, San Diego. He was one of the founders of cognitive linguistics in the 1970s through his work on pragmatic scales and mental spaces. His research explores the areas of conceptual integration and compressions of conceptual mappings in terms of the emergent structure in language. Julián Santano Moreno Luca Nobile Manfred Jahn in Germany Mark Turner Paolo Canettieri
Focus recovery based on the linear canonical transform
For digital image processing, the Focus recovery from a defocused image is an ill-posed problem since it loses the component of high frequency. Most of the methods for focus recovery are based on depth estimation theory. The Linear canonical transform (LCT) gives a scalable kernel to fit many well-known optical effects. Using LCTs to approximate an optical system for imaging and inverting this system, theoretically permits recovery of a defocused image. == Depth of field and perceptual focus == In photography, depth of field (DOF) means an effective focal length. It is usually used for stressing an object and deemphasizing the background (and/or the foreground). The important measure related to DOF is the lens aperture. Decreasing the diameter of aperture increases focus and lowers resolution and vice versa. == The Huygens–Fresnel principle and DOF == The Huygens–Fresnel principle describes diffraction of wave propagation between two fields. It belongs to Fourier optics rather than geometric optics. The disturbance of diffraction depends on two circumstance parameters, the size of aperture and the interfiled distance. Consider a source field and a destination field, field 1 and field 0, respectively. P1(x1,y1) is the position in the source field, P0(x0,y0) is the position in the destination field. The Huygens–Fresnel principle gives the diffraction formula for two fields U(x0,y0), U(x1,y1) as following: U ( x 0 , y 0 ) = 1 j λ ∫ ∫ U ( x 1 , y 1 ) e j k r 01 r 01 cos θ d x 1 d y 1 {\displaystyle \mathbf {U} (x_{0},y_{0})={\frac {1}{j\lambda }}\int \!\int \mathbf {U} (x_{1},y_{1}){\frac {e^{jkr_{01}}}{r_{01}}}\cos \theta dx_{1}dy_{1}} where θ denotes the angle between r 01 {\displaystyle r_{01}} and z {\displaystyle z} . Replace cos θ by r 01 z {\displaystyle {\frac {r_{01}}{z}}} and r 01 {\displaystyle r_{01}} by [ ( x 0 − x 1 ) 2 + ( y 0 − y 1 ) 2 + z 2 ] 1 / 2 {\displaystyle [(x_{0}-x_{1})^{2}+(y_{0}-y_{1})^{2}+z^{2}]^{1/2}} we get U ( x 0 , y 0 ) = 1 j λ z ∫ ∫ U ( x 1 , y 1 ) exp ( j k z [ 1 + ( x 0 − x 1 z ) 2 + ( y 0 − y 1 z ) 2 ] 1 / 2 ) 1 + ( x 0 − x 1 z ) 2 + ( y 0 − y 1 z ) 2 d x 1 d y 1 {\displaystyle \mathbf {U} (x_{0},y_{0})={\frac {1}{j\lambda z}}\int \!\int \mathbf {U} (x_{1},y_{1}){\frac {\exp(jkz[1+({\frac {x_{0}-x_{1}}{z}})^{2}+({\frac {y_{0}-y_{1}}{z}})^{2}]^{1/2})}{1+({\frac {x_{0}-x_{1}}{z}})^{2}+({\frac {y_{0}-y_{1}}{z}})^{2}}}dx_{1}dy_{1}} The further distance z or the smaller aperture (x1,y1) causes a greater diffraction. A larger DOF can lead to a more effective focused wave distribution. This seems to be a conflict. Here are the notations: Diffraction In a real imaging environment, the depths of objects comparing to the aperture are usually not enough to lead to serious diffraction. However, a long enough depth of the object can truly blurs the image. Effective Focus Small aperture, small blurring radius, few wave information. Loses details in comparing to a large aperture. In conclusion, diffraction explains a micro behavior whereas DOF shows a macro behavior. Both of them are related to aperture size. == Linear canonical transform == As the meaning of "canonical", the linear canonical transform (LCT) is a scalable transform that connects to many important kernels such as the Fresnel transform, Fraunhofer transform and the fractional Fourier transform. It can be easily controlled by its four parameters, a, b, c, d (3 degrees of freedom). The definition: L M ( f ( u ) ) = ∫ L M ( u , u ′ ) f ( u ′ ) d u ′ {\displaystyle L_{M}(f(u))=\int L_{M}(u,u')f(u')du'} where L M ( u , u ′ ) = { 1 b e − j π / 4 e [ j π ( d b u 2 ) − 2 1 b u u ′ + a b u ′ 2 ] , if b ≠ 0 d e j 2 c d u 2 δ ( u ′ − d u ) , if b = 0 {\displaystyle L_{M}(u,u')={\begin{cases}{\sqrt {\frac {1}{b}}}e^{-j\pi /4}e^{[j\pi ({\frac {d}{b}}u^{2})-2{\frac {1}{b}}uu'+{\frac {a}{b}}u'^{2}]},&{\mbox{if }}b\neq 0\\{\sqrt {d}}e^{{\frac {j}{2}}cdu^{2}}\delta (u'-du),&{\mbox{if }}b=0\end{cases}}} Consider a general imaging system with object distance z0, focal length of the thin lens f and an imaging distance z1. The effect of the propagation in freespace acts as nearly a chirp convolution, that is, the formula of diffraction. Besides, the effect of the propagation in thin lens acts as a chirp multiplication. The parameters are all simplified as paraxial approximations while meeting the freespace propagation. It does not consider aperture size. From the properties of the LCT, it is possible to obtain those 4 parameters for this optical system as: [ 1 − z 1 f λ z 0 − λ z 0 z 1 f + λ z 1 − 1 λ f 1 − z 0 f ] {\displaystyle {\begin{bmatrix}1-{\frac {z_{1}}{f}}\quad &\lambda z_{0}-{\frac {\lambda z_{0}z_{1}}{f}}+\lambda z_{1}\\-{\frac {1}{\lambda f}}\quad &1-{\frac {z_{0}}{f}}\end{bmatrix}}} Once the values of z1, z0 and f are known, the LCT can simulate any optical system.
Learnable function class
In statistical learning theory, a learnable function class is a set of functions for which an algorithm can be devised to asymptotically minimize the expected risk, uniformly over all probability distributions. The concept of learnable classes are closely related to regularization in machine learning, and provides large sample justifications for certain learning algorithms. == Definition == === Background === Let Ω = X × Y = { ( x , y ) } {\displaystyle \Omega ={\mathcal {X}}\times {\mathcal {Y}}=\{(x,y)\}} be the sample space, where y {\displaystyle y} are the labels and x {\displaystyle x} are the covariates (predictors). F = { f : X ↦ Y } {\displaystyle {\mathcal {F}}=\{f:{\mathcal {X}}\mapsto {\mathcal {Y}}\}} is a collection of mappings (functions) under consideration to link x {\displaystyle x} to y {\displaystyle y} . L : Y × Y ↦ R {\displaystyle L:{\mathcal {Y}}\times {\mathcal {Y}}\mapsto \mathbb {R} } is a pre-given loss function (usually non-negative). Given a probability distribution P ( x , y ) {\displaystyle P(x,y)} on Ω {\displaystyle \Omega } , define the expected risk I P ( f ) {\displaystyle I_{P}(f)} to be: I P ( f ) = ∫ L ( f ( x ) , y ) d P ( x , y ) {\displaystyle I_{P}(f)=\int L(f(x),y)dP(x,y)} The general goal in statistical learning is to find the function in F {\displaystyle {\mathcal {F}}} that minimizes the expected risk. That is, to find solutions to the following problem: f ^ = arg min f ∈ F I P ( f ) {\displaystyle {\hat {f}}=\arg \min _{f\in {\mathcal {F}}}I_{P}(f)} But in practice the distribution P {\displaystyle P} is unknown, and any learning task can only be based on finite samples. Thus we seek instead to find an algorithm that asymptotically minimizes the empirical risk, i.e., to find a sequence of functions { f ^ n } n = 1 ∞ {\displaystyle \{{\hat {f}}_{n}\}_{n=1}^{\infty }} that satisfies lim n → ∞ P ( I P ( f ^ n ) − inf f ∈ F I P ( f ) > ϵ ) = 0 {\displaystyle \lim _{n\rightarrow \infty }\mathbb {P} (I_{P}({\hat {f}}_{n})-\inf _{f\in {\mathcal {F}}}I_{P}(f)>\epsilon )=0} One usual algorithm to find such a sequence is through empirical risk minimization. === Learnable function class === We can make the condition given in the above equation stronger by requiring that the convergence is uniform for all probability distributions. That is: The intuition behind the more strict requirement is as such: the rate at which sequence { f ^ n } {\displaystyle \{{\hat {f}}_{n}\}} converges to the minimizer of the expected risk can be very different for different P ( x , y ) {\displaystyle P(x,y)} . Because in real world the true distribution P {\displaystyle P} is always unknown, we would want to select a sequence that performs well under all cases. However, by the no free lunch theorem, such a sequence that satisfies (1) does not exist if F {\displaystyle {\mathcal {F}}} is too complex. This means we need to be careful and not allow too "many" functions in F {\displaystyle {\mathcal {F}}} if we want (1) to be a meaningful requirement. Specifically, function classes that ensure the existence of a sequence { f ^ n } {\displaystyle \{{\hat {f}}_{n}\}} that satisfies (1) are known as learnable classes. It is worth noting that at least for supervised classification and regression problems, if a function class is learnable, then the empirical risk minimization automatically satisfies (1). Thus in these settings not only do we know that the problem posed by (1) is solvable, we also immediately have an algorithm that gives the solution. == Interpretations == If the true relationship between y {\displaystyle y} and x {\displaystyle x} is y ∼ f ∗ ( x ) {\displaystyle y\sim f^{}(x)} , then by selecting the appropriate loss function, f ∗ {\displaystyle f^{}} can always be expressed as the minimizer of the expected loss across all possible functions. That is, f ∗ = arg min f ∈ F ∗ I P ( f ) {\displaystyle f^{}=\arg \min _{f\in {\mathcal {F}}^{}}I_{P}(f)} Here we let F ∗ {\displaystyle {\mathcal {F}}^{}} be the collection of all possible functions mapping X {\displaystyle {\mathcal {X}}} onto Y {\displaystyle {\mathcal {Y}}} . f ∗ {\displaystyle f^{}} can be interpreted as the actual data generating mechanism. However, the no free lunch theorem tells us that in practice, with finite samples we cannot hope to search for the expected risk minimizer over F ∗ {\displaystyle {\mathcal {F}}^{}} . Thus we often consider a subset of F ∗ {\displaystyle {\mathcal {F}}^{}} , F {\displaystyle {\mathcal {F}}} , to carry out searches on. By doing so, we risk that f ∗ {\displaystyle f^{}} might not be an element of F {\displaystyle {\mathcal {F}}} . This tradeoff can be mathematically expressed as In the above decomposition, part ( b ) {\displaystyle (b)} does not depend on the data and is non-stochastic. It describes how far away our assumptions ( F {\displaystyle {\mathcal {F}}} ) are from the truth ( F ∗ {\displaystyle {\mathcal {F}}^{}} ). ( b ) {\displaystyle (b)} will be strictly greater than 0 if we make assumptions that are too strong ( F {\displaystyle {\mathcal {F}}} too small). On the other hand, failing to put enough restrictions on F {\displaystyle {\mathcal {F}}} will cause it to be not learnable, and part ( a ) {\displaystyle (a)} will not stochastically converge to 0. This is the well-known overfitting problem in statistics and machine learning literature. == Example: Tikhonov regularization == A good example where learnable classes are used is the so-called Tikhonov regularization in reproducing kernel Hilbert space (RKHS). Specifically, let F ∗ {\displaystyle {\mathcal {F^{}}}} be an RKHS, and | | ⋅ | | 2 {\displaystyle ||\cdot ||_{2}} be the norm on F ∗ {\displaystyle {\mathcal {F^{}}}} given by its inner product. It is shown in that F = { f : | | f | | 2 ≤ γ } {\displaystyle {\mathcal {F}}=\{f:||f||_{2}\leq \gamma \}} is a learnable class for any finite, positive γ {\displaystyle \gamma } . The empirical minimization algorithm to the dual form of this problem is arg min f ∈ F ∗ { ∑ i = 1 n L ( f ( x i ) , y i ) + λ | | f | | 2 } {\displaystyle \arg \min _{f\in {\mathcal {F}}^{}}\left\{\sum _{i=1}^{n}L(f(x_{i}),y_{i})+\lambda ||f||_{2}\right\}} This was first introduced by Tikhonov to solve ill-posed problems. Many statistical learning algorithms can be expressed in such a form (for example, the well-known ridge regression). The tradeoff between ( a ) {\displaystyle (a)} and ( b ) {\displaystyle (b)} in (2) is geometrically more intuitive with Tikhonov regularization in RKHS. We can consider a sequence of { F γ } {\displaystyle \{{\mathcal {F}}_{\gamma }\}} , which are essentially balls in F ∗ {\displaystyle {\mathcal {F^{}}}} with centers at 0. As γ {\displaystyle \gamma } gets larger, F γ {\displaystyle {\mathcal {F}}_{\gamma }} gets closer to the entire space, and ( b ) {\displaystyle (b)} is likely to become smaller. However we will also suffer smaller convergence rates in ( a ) {\displaystyle (a)} . The way to choose an optimal γ {\displaystyle \gamma } in finite sample settings is usually through cross-validation. == Relationship to empirical process theory == Part ( a ) {\displaystyle (a)} in (2) is closely linked to empirical process theory in statistics, where the empirical risk { ∑ i = 1 n L ( y i , f ( x i ) ) , f ∈ F } {\displaystyle \{\sum _{i=1}^{n}L(y_{i},f(x_{i})),f\in {\mathcal {F}}\}} are known as empirical processes. In this field, the function class F {\displaystyle {\mathcal {F}}} that satisfies the stochastic convergence are known as uniform Glivenko–Cantelli classes. It has been shown that under certain regularity conditions, learnable classes and uniformly Glivenko-Cantelli classes are equivalent. Interplay between ( a ) {\displaystyle (a)} and ( b ) {\displaystyle (b)} in statistics literature is often known as the bias-variance tradeoff. However, note that in the authors gave an example of stochastic convex optimization for General Setting of Learning where learnability is not equivalent with uniform convergence.