Deep Learning Studio is a software tool that aims to simplify the creation of deep learning models used in artificial intelligence. It is compatible with a number of open-source programming frameworks popularly used in artificial neural networks, including MXNet and Google's TensorFlow. Prior to the release of Deep Learning Studio in January 2017, proficiency in Python, among other programming languages, was essential in developing effective deep learning models. Deep Learning Studio sought to simplify the model creation process through a visual, drag-and-drop interface and the application of pre-trained learning models on available data. Irving, Texas–based Deep Cognition Inc. is the developer behind Deep Learning Studio. In 2017, the software allowed Deep Cognition to become a finalist for Best Innovation in Deep Learning in the Alconics Awards, which are given annually to the best artificial intelligence software. Deep Cognition launched version 2.0 of Deep Learning Studio at NVIDIA's GTC 2018 Conference in San Jose, California. Fremont, California–based computing products supplier Exxact Corp provides desktop computers specifically built to handle Deep Learning Studio workloads. == Features == Source: Deep Learning Studio is available in two versions: Desktop and Cloud, both of which are free software. The Desktop version is available on Windows and Ubuntu. The Cloud version is available in single-user and multi-user configurations. A Deep Cognition account is needed to access the Cloud version. Account registration is free. Deep Learning Studio can import existing Keras models; it also takes a data set as an input. Deep Learning Studio's AutoML feature allows automatic generation of deep learning models. More advanced users may choose to generate their own models using various types of layers and neural networks. Deep Learning Studio also has a library of loss functions and optimizers for use in hyperparameter tuning, a traditionally complicated area in neural network programming. Generated models can be trained using either CPUs or GPUs. Trained models can then be used for predictive analytics.
Mountain car problem
Mountain Car, a standard testing domain in Reinforcement learning, is a problem in which an under-powered car must drive up a steep hill. Since gravity is stronger than the car's engine, even at full throttle, the car cannot simply accelerate up the steep slope. The car is situated in a valley and must learn to leverage potential energy by driving up the opposite hill before the car is able to make it to the goal at the top of the rightmost hill. The domain has been used as a test bed in various reinforcement learning papers. == Introduction == The mountain car problem, although fairly simple, is commonly applied because it requires a reinforcement learning agent to learn on two continuous variables: position and velocity. For any given state (position and velocity) of the car, the agent is given the possibility of driving left, driving right, or not using the engine at all. In the standard version of the problem, the agent receives a negative reward at every time step when the goal is not reached; the agent has no information about the goal until an initial success. == History == The mountain car problem appeared first in Andrew Moore's PhD thesis (1990). It was later more strictly defined in Singh and Sutton's reinforcement learning paper with eligibility traces. The problem became more widely studied when Sutton and Barto added it to their book Reinforcement Learning: An Introduction (1998). Throughout the years many versions of the problem have been used, such as those which modify the reward function, termination condition, and the start state. == Techniques used to solve mountain car == Q-learning and similar techniques for mapping discrete states to discrete actions need to be extended to be able to deal with the continuous state space of the problem. Approaches often fall into one of two categories, state space discretization or function approximation. === Discretization === In this approach, two continuous state variables are pushed into discrete states by bucketing each continuous variable into multiple discrete states. This approach works with properly tuned parameters but a disadvantage is information gathered from one state is not used to evaluate another state. Tile coding can be used to improve discretization and involves continuous variables mapping into sets of buckets offset from one another. Each step of training has a wider impact on the value function approximation because when the offset grids are summed, the information is diffused. === Function approximation === Function approximation is another way to solve the mountain car. By choosing a set of basis functions beforehand, or by generating them as the car drives, the agent can approximate the value function at each state. Unlike the step-wise version of the value function created with discretization, function approximation can more cleanly estimate the true smooth function of the mountain car domain. === Eligibility traces === One aspect of the problem involves the delay of actual reward. The agent is not able to learn about the goal until a successful completion. Given a naive approach for each trial the car can only backup the reward of the goal slightly. This is a problem for naive discretization because each discrete state will only be backed up once, taking a larger number of episodes to learn the problem. This problem can be alleviated via the mechanism of eligibility traces, which will automatically backup the reward given to states before, dramatically increasing the speed of learning. Eligibility traces can be viewed as a bridge from temporal difference learning methods to Monte Carlo methods. == Technical details == The mountain car problem has undergone many iterations. This section focuses on the standard well-defined version from Sutton (2008). === State variables === Two-dimensional continuous state space. V e l o c i t y = ( − 0.07 , 0.07 ) {\displaystyle Velocity=(-0.07,0.07)} P o s i t i o n = ( − 1.2 , 0.6 ) {\displaystyle Position=(-1.2,0.6)} === Actions === One-dimensional discrete action space. m o t o r = ( l e f t , n e u t r a l , r i g h t ) {\displaystyle motor=(left,neutral,right)} === Reward === For every time step: r e w a r d = − 1 {\displaystyle reward=-1} === Update function === For every time step: A c t i o n = [ − 1 , 0 , 1 ] {\displaystyle Action=[-1,0,1]} V e l o c i t y = V e l o c i t y + ( A c t i o n ) ∗ 0.001 + cos ( 3 ∗ P o s i t i o n ) ∗ ( − 0.0025 ) {\displaystyle Velocity=Velocity+(Action)0.001+\cos(3Position)(-0.0025)} P o s i t i o n = P o s i t i o n + V e l o c i t y {\displaystyle Position=Position+Velocity} === Starting condition === Optionally, many implementations include randomness in both parameters to show better generalized learning. P o s i t i o n = − 0.5 {\displaystyle Position=-0.5} V e l o c i t y = 0.0 {\displaystyle Velocity=0.0} === Termination condition === End the simulation when: P o s i t i o n ≥ 0.6 {\displaystyle Position\geq 0.6} == Variations == There are many versions of the mountain car which deviate in different ways from the standard model. Variables that vary include but are not limited to changing the constants (gravity and steepness) of the problem so specific tuning for specific policies become irrelevant and altering the reward function to affect the agent's ability to learn in a different manner. An example is changing the reward to be equal to the distance from the goal, or changing the reward to zero everywhere and one at the goal. Additionally, a 3D mountain car can be used, with a 4D continuous state space.
Robust principal component analysis
Robust Principal Component Analysis (RPCA) is a modification of the widely used statistical procedure of principal component analysis (PCA) which works well with respect to grossly corrupted observations. A number of different approaches exist for Robust PCA, including an idealized version of Robust PCA, which aims to recover a low-rank matrix L0 from highly corrupted measurements M = L0 +S0. This decomposition in low-rank and sparse matrices can be achieved by techniques such as Principal Component Pursuit method (PCP), Stable PCP, Quantized PCP, Block based PCP, and Local PCP. Then, optimization methods are used such as the Augmented Lagrange Multiplier Method (ALM), Alternating Direction Method (ADM), Fast Alternating Minimization (FAM), Iteratively Reweighted Least Squares (IRLS ) or alternating projections (AP). == Algorithms == === Non-convex method === The 2014 guaranteed algorithm for the robust PCA problem (with the input matrix being M = L + S {\displaystyle M=L+S} ) is an alternating minimization type algorithm. The computational complexity is O ( m n r 2 log 1 ϵ ) {\displaystyle O\left(mnr^{2}\log {\frac {1}{\epsilon }}\right)} where the input is the superposition of a low-rank (of rank r {\displaystyle r} ) and a sparse matrix of dimension m × n {\displaystyle m\times n} and ϵ {\displaystyle \epsilon } is the desired accuracy of the recovered solution, i.e., ‖ L ^ − L ‖ F ≤ ϵ {\displaystyle \|{\widehat {L}}-L\|_{F}\leq \epsilon } where L {\displaystyle L} is the true low-rank component and L ^ {\displaystyle {\widehat {L}}} is the estimated or recovered low-rank component. Intuitively, this algorithm performs projections of the residual onto the set of low-rank matrices (via the SVD operation) and sparse matrices (via entry-wise hard thresholding) in an alternating manner - that is, low-rank projection of the difference the input matrix and the sparse matrix obtained at a given iteration followed by sparse projection of the difference of the input matrix and the low-rank matrix obtained in the previous step, and iterating the two steps until convergence. This alternating projections algorithm is later improved by an accelerated version, coined AccAltProj. The acceleration is achieved by applying a tangent space projection before projecting the residue onto the set of low-rank matrices. This trick improves the computational complexity to O ( m n r log 1 ϵ ) {\displaystyle O\left(mnr\log {\frac {1}{\epsilon }}\right)} with a much smaller constant in front while it maintains the theoretically guaranteed linear convergence. Another fast version of accelerated alternating projections algorithm is IRCUR. It uses the structure of CUR decomposition in alternating projections framework to dramatically reduces the computational complexity of RPCA to O ( max { m , n } r 2 log ( m ) log ( n ) log 1 ϵ ) {\displaystyle O\left(\max\{m,n\}r^{2}\log(m)\log(n)\log {\frac {1}{\epsilon }}\right)} === Convex relaxation === This method consists of relaxing the rank constraint r a n k ( L ) {\displaystyle rank(L)} in the optimization problem to the nuclear norm ‖ L ‖ ∗ {\displaystyle \|L\|_{}} and the sparsity constraint ‖ S ‖ 0 {\displaystyle \|S\|_{0}} to ℓ 1 {\displaystyle \ell _{1}} -norm ‖ S ‖ 1 {\displaystyle \|S\|_{1}} . The resulting program can be solved using methods such as the method of Augmented Lagrange Multipliers. === Deep-learning augmented method === Some recent works propose RPCA algorithms with learnable/training parameters. Such a learnable/trainable algorithm can be unfolded as a deep neural network whose parameters can be learned via machine learning techniques from a given dataset or problem distribution. The learned algorithm will have superior performance on the corresponding problem distribution. == Applications == RPCA has many real life important applications particularly when the data under study can naturally be modeled as a low-rank plus a sparse contribution. Following examples are inspired by contemporary challenges in computer science, and depending on the applications, either the low-rank component or the sparse component could be the object of interest: === Video surveillance === Given a sequence of surveillance video frames, it is often required to identify the activities that stand out from the background. If we stack the video frames as columns of a matrix M, then the low-rank component L0 naturally corresponds to the stationary background and the sparse component S0 captures the moving objects in the foreground. === Face recognition === Images of a convex, Lambertian surface under varying illuminations span a low-dimensional subspace. This is one of the reasons for effectiveness of low-dimensional models for imagery data. In particular, it is easy to approximate images of a human's face by a low-dimensional subspace. To be able to correctly retrieve this subspace is crucial in many applications such as face recognition and alignment. It turns out that RPCA can be applied successfully to this problem to exactly recover the face.
Semidefinite embedding
Maximum Variance Unfolding (MVU), also known as Semidefinite Embedding (SDE), is an algorithm in computer science that uses semidefinite programming to perform non-linear dimensionality reduction of high-dimensional vectorial input data. It is motivated by the observation that kernel Principal Component Analysis (kPCA) does not reduce the data dimensionality, as it leverages the Kernel trick to non-linearly map the original data into an inner-product space. == Algorithm == MVU creates a mapping from the high dimensional input vectors to some low dimensional Euclidean vector space in the following steps: A neighbourhood graph is created. Each input is connected with its k-nearest input vectors (according to Euclidean distance metric) and all k-nearest neighbors are connected with each other. If the data is sampled well enough, the resulting graph is a discrete approximation of the underlying manifold. The neighbourhood graph is "unfolded" with the help of semidefinite programming. Instead of learning the output vectors directly, the semidefinite programming aims to find an inner product matrix that maximizes the pairwise distances between any two inputs that are not connected in the neighbourhood graph while preserving the nearest neighbors distances. The low-dimensional embedding is finally obtained by application of multidimensional scaling on the learned inner product matrix. The steps of applying semidefinite programming followed by a linear dimensionality reduction step to recover a low-dimensional embedding into a Euclidean space were first proposed by Linial, London, and Rabinovich. == Optimization formulation == Let X {\displaystyle X\,\!} be the original input and Y {\displaystyle Y\,\!} be the embedding. If i , j {\displaystyle i,j\,\!} are two neighbors, then the local isometry constraint that needs to be satisfied is: | X i − X j | 2 = | Y i − Y j | 2 {\displaystyle |X_{i}-X_{j}|^{2}=|Y_{i}-Y_{j}|^{2}\,\!} Let G , K {\displaystyle G,K\,\!} be the Gram matrices of X {\displaystyle X\,\!} and Y {\displaystyle Y\,\!} (i.e.: G i j = X i ⋅ X j , K i j = Y i ⋅ Y j {\displaystyle G_{ij}=X_{i}\cdot X_{j},K_{ij}=Y_{i}\cdot Y_{j}\,\!} ). We can express the above constraint for every neighbor points i , j {\displaystyle i,j\,\!} in term of G , K {\displaystyle G,K\,\!} : G i i + G j j − G i j − G j i = K i i + K j j − K i j − K j i {\displaystyle G_{ii}+G_{jj}-G_{ij}-G_{ji}=K_{ii}+K_{jj}-K_{ij}-K_{ji}\,\!} In addition, we also want to constrain the embedding Y {\displaystyle Y\,\!} to center at the origin: 0 = | ∑ i Y i | 2 ⇔ ( ∑ i Y i ) ⋅ ( ∑ i Y i ) ⇔ ∑ i , j Y i ⋅ Y j ⇔ ∑ i , j K i j {\displaystyle 0=|\sum _{i}Y_{i}|^{2}\Leftrightarrow (\sum _{i}Y_{i})\cdot (\sum _{i}Y_{i})\Leftrightarrow \sum _{i,j}Y_{i}\cdot Y_{j}\Leftrightarrow \sum _{i,j}K_{ij}} As described above, except the distances of neighbor points are preserved, the algorithm aims to maximize the pairwise distance of every pair of points. The objective function to be maximized is: T ( Y ) = 1 2 N ∑ i , j | Y i − Y j | 2 {\displaystyle T(Y)={\dfrac {1}{2N}}\sum _{i,j}|Y_{i}-Y_{j}|^{2}} Intuitively, maximizing the function above is equivalent to pulling the points as far away from each other as possible and therefore "unfold" the manifold. The local isometry constraint Let τ = m a x { η i j | Y i − Y j | 2 } {\displaystyle \tau =max\{\eta _{ij}|Y_{i}-Y_{j}|^{2}\}\,\!} where η i j := { 1 if i is a neighbour of j 0 otherwise . {\displaystyle \eta _{ij}:={\begin{cases}1&{\mbox{if}}\ i{\mbox{ is a neighbour of }}j\\0&{\mbox{otherwise}}.\end{cases}}} prevents the objective function from diverging (going to infinity). Since the graph has N points, the distance between any two points | Y i − Y j | 2 ≤ N τ {\displaystyle |Y_{i}-Y_{j}|^{2}\leq N\tau \,\!} . We can then bound the objective function as follows: T ( Y ) = 1 2 N ∑ i , j | Y i − Y j | 2 ≤ 1 2 N ∑ i , j ( N τ ) 2 = N 3 τ 2 2 {\displaystyle T(Y)={\dfrac {1}{2N}}\sum _{i,j}|Y_{i}-Y_{j}|^{2}\leq {\dfrac {1}{2N}}\sum _{i,j}(N\tau )^{2}={\dfrac {N^{3}\tau ^{2}}{2}}\,\!} The objective function can be rewritten purely in the form of the Gram matrix: T ( Y ) = 1 2 N ∑ i , j | Y i − Y j | 2 = 1 2 N ∑ i , j ( Y i 2 + Y j 2 − Y i ⋅ Y j − Y j ⋅ Y i ) = 1 2 N ( ∑ i , j Y i 2 + ∑ i , j Y j 2 − ∑ i , j Y i ⋅ Y j − ∑ i , j Y j ⋅ Y i ) = 1 2 N ( ∑ i , j Y i 2 + ∑ i , j Y j 2 − 0 − 0 ) = 1 N ( ∑ i Y i 2 ) = 1 N ( T r ( K ) ) {\displaystyle {\begin{aligned}T(Y)&{}={\dfrac {1}{2N}}\sum _{i,j}|Y_{i}-Y_{j}|^{2}\\&{}={\dfrac {1}{2N}}\sum _{i,j}(Y_{i}^{2}+Y_{j}^{2}-Y_{i}\cdot Y_{j}-Y_{j}\cdot Y_{i})\\&{}={\dfrac {1}{2N}}(\sum _{i,j}Y_{i}^{2}+\sum _{i,j}Y_{j}^{2}-\sum _{i,j}Y_{i}\cdot Y_{j}-\sum _{i,j}Y_{j}\cdot Y_{i})\\&{}={\dfrac {1}{2N}}(\sum _{i,j}Y_{i}^{2}+\sum _{i,j}Y_{j}^{2}-0-0)\\&{}={\dfrac {1}{N}}(\sum _{i}Y_{i}^{2})={\dfrac {1}{N}}(Tr(K))\\\end{aligned}}\,\!} Finally, the optimization can be formulated as: Maximize T r ( K ) subject to K ⪰ 0 , ∑ i j K i j = 0 and G i i + G j j − G i j − G j i = K i i + K j j − K i j − K j i , ∀ i , j where η i j = 1 , {\displaystyle {\begin{aligned}&{\text{Maximize}}&&Tr(\mathbf {K} )\\&{\text{subject to}}&&\mathbf {K} \succeq 0,\sum _{ij}\mathbf {K} _{ij}=0\\&{\text{and}}&&G_{ii}+G_{jj}-G_{ij}-G_{ji}=K_{ii}+K_{jj}-K_{ij}-K_{ji},\forall i,j{\mbox{ where }}\eta _{ij}=1,\end{aligned}}} After the Gram matrix K {\displaystyle K\,\!} is learned by semidefinite programming, the output Y {\displaystyle Y\,\!} can be obtained via Cholesky decomposition. In particular, the Gram matrix can be written as K i j = ∑ α = 1 N ( λ α V α i V α j ) {\displaystyle K_{ij}=\sum _{\alpha =1}^{N}(\lambda _{\alpha }V_{\alpha i}V_{\alpha j})\,\!} where V α i {\displaystyle V_{\alpha i}\,\!} is the i-th element of eigenvector V α {\displaystyle V_{\alpha }\,\!} of the eigenvalue λ α {\displaystyle \lambda _{\alpha }\,\!} . It follows that the α {\displaystyle \alpha \,\!} -th element of the output Y i {\displaystyle Y_{i}\,\!} is λ α V α i {\displaystyle {\sqrt {\lambda _{\alpha }}}V_{\alpha i}\,\!} .
Softplus
In mathematics and machine learning, the softplus function is f ( x ) = ln ( 1 + e x ) . {\displaystyle f(x)=\ln(1+e^{x}).} It is a smooth approximation (in fact, an analytic function) to the ramp function, which is known as the rectifier or ReLU (rectified linear unit) in machine learning. For large negative x {\displaystyle x} it is ln ( 1 + e x ) = ln ( 1 + ϵ ) ⪆ ln 1 = 0 {\displaystyle \ln(1+e^{x})=\ln(1+\epsilon )\gtrapprox \ln 1=0} , so just above 0, while for large positive x {\displaystyle x} it is ln ( 1 + e x ) ⪆ ln ( e x ) = x {\displaystyle \ln(1+e^{x})\gtrapprox \ln(e^{x})=x} , so just above x {\displaystyle x} . The names softplus and SmoothReLU are used in machine learning. The name "softplus" (2000), by analogy with the earlier softmax (1989) is presumably because it is a smooth (soft) approximation of the positive part of x, which is sometimes denoted with a superscript plus, x + := max ( 0 , x ) {\displaystyle x^{+}:=\max(0,x)} . == Alternative forms == This function can be approximated as: ln ( 1 + e x ) ≈ { ln 2 , x = 0 , x 1 − e − x / ln 2 , x ≠ 0 {\displaystyle \ln \left(1+e^{x}\right)\approx {\begin{cases}\ln 2,&x=0,\\[6pt]{\frac {x}{1-e^{-x/\ln 2}}},&x\neq 0\end{cases}}} By making the change of variables x = y ln ( 2 ) {\displaystyle x=y\ln(2)} , this is equivalent to log 2 ( 1 + 2 y ) ≈ { 1 , y = 0 , y 1 − e − y , y ≠ 0. {\displaystyle \log _{2}(1+2^{y})\approx {\begin{cases}1,&y=0,\\[6pt]{\frac {y}{1-e^{-y}}},&y\neq 0.\end{cases}}} A sharpness parameter k {\displaystyle k} may be included: f ( x ) = ln ( 1 + e k x ) k , f ′ ( x ) = e k x 1 + e k x = 1 1 + e − k x . {\displaystyle f(x)={\frac {\ln(1+e^{kx})}{k}},\qquad \qquad f'(x)={\frac {e^{kx}}{1+e^{kx}}}={\frac {1}{1+e^{-kx}}}.} Additionally, the softplus function is equivalent to the log of the sigmoid function in the following way: − ln ( sigmoid ( − x ) ) = − ln ( 1 1 + e x ) = ln ( 1 + e x ) = softplus ( x ) {\displaystyle -\ln({\text{sigmoid}}(-x))=-\ln \left({\frac {1}{1+e^{x}}}\right)=\ln \left(1+e^{x}\right)={\text{softplus}}(x)} == Related functions == The derivative of softplus is the standard logistic function: f ′ ( x ) = e x 1 + e x = 1 1 + e − x {\displaystyle f'(x)={\frac {e^{x}}{1+e^{x}}}={\frac {1}{1+e^{-x}}}} The logistic function or the sigmoid function is a smooth approximation of the rectifier, the Heaviside step function. === LogSumExp === The multivariable generalization of single-variable softplus is the LogSumExp with the first argument set to zero: L S E 0 + ( x 1 , … , x n ) := LSE ( 0 , x 1 , … , x n ) = ln ( 1 + e x 1 + ⋯ + e x n ) . {\displaystyle \operatorname {LSE_{0}} ^{+}(x_{1},\dots ,x_{n}):=\operatorname {LSE} (0,x_{1},\dots ,x_{n})=\ln(1+e^{x_{1}}+\cdots +e^{x_{n}}).} The LogSumExp function is LSE ( x 1 , … , x n ) = ln ( e x 1 + ⋯ + e x n ) , {\displaystyle \operatorname {LSE} (x_{1},\dots ,x_{n})=\ln(e^{x_{1}}+\cdots +e^{x_{n}}),} and its gradient is the softmax; the softmax with the first argument set to zero is the multivariable generalization of the logistic function. Both LogSumExp and softmax are used in machine learning. === Convex conjugate === The convex conjugate (specifically, the Legendre transformation) of the softplus function is the negative binary entropy function (with base e). This is because (following the definition of the Legendre transformation: the derivatives are inverse functions) the derivative of softplus is the logistic function, whose inverse function is the logit, which is the derivative of negative binary entropy. Softplus can be interpreted as logistic loss (as a positive number), so, by duality, minimizing logistic loss corresponds to maximizing entropy. This justifies the principle of maximum entropy as loss minimization.
IT baseline protection
The IT baseline protection (German: IT-Grundschutz) approach from the German Federal Office for Information Security (BSI) is a methodology to identify and implement computer security measures in an organization. The aim is the achievement of an adequate and appropriate level of security for IT systems. To reach this goal the BSI recommends "well-proven technical, organizational, personnel, and infrastructural safeguards". Organizations and federal agencies show their systematic approach to secure their IT systems (e.g. Information Security Management System) by obtaining an ISO/IEC 27001 Certificate on the basis of IT-Grundschutz. == Overview baseline security == The term baseline security signifies standard security measures for typical IT systems. It is used in various contexts with somewhat different meanings. For example: Microsoft Baseline Security Analyzer: Software tool focused on Microsoft operating system and services security Cisco security baseline: Vendor recommendation focused on network and network device security controls Nortel baseline security: Set of requirements and best practices with a focus on network operators ISO/IEC 13335-3 defines a baseline approach to risk management. This standard has been replaced by ISO/IEC 27005, but the baseline approach was not taken over yet into the 2700x series. There are numerous internal baseline security policies for organizations, The German BSI has a comprehensive baseline security standard, that is compliant with the ISO/IEC 27000-series == BSI IT baseline protection == The foundation of an IT baseline protection concept is initially not a detailed risk analysis. It proceeds from overall hazards. Consequently, sophisticated classification according to damage extent and probability of occurrence is ignored. Three protection needs categories are established. With their help, the protection needs of the object under investigation can be determined. Based on these, appropriate personnel, technical, organizational and infrastructural security measures are selected from the IT Baseline Protection Catalogs. The Federal Office for Security in Information Technology's IT Baseline Protection Catalogs offer a "cookbook recipe" for a normal level of protection. Besides probability of occurrence and potential damage extents, implementation costs are also considered. By using the Baseline Protection Catalogs, costly security analyses requiring expert knowledge are dispensed with, since overall hazards are worked with in the beginning. It is possible for the relative layman to identify measures to be taken and to implement them in cooperation with professionals. The BSI grants a baseline protection certificate as confirmation for the successful implementation of baseline protection. In stages 1 and 2, this is based on self declaration. In stage 3, an independent, BSI-licensed auditor completes an audit. Certification process internationalization has been possible since 2006. ISO/IEC 27001 certification can occur simultaneously with IT baseline protection certification. (The ISO/IEC 27001 standard is the successor of BS 7799-2). This process is based on the new BSI security standards. This process carries a development price which has prevailed for some time. Corporations having themselves certified under the BS 7799-2 standard are obliged to carry out a risk assessment. To make it more comfortable, most deviate from the protection needs analysis pursuant to the IT Baseline Protection Catalogs. The advantage is not only conformity with the strict BSI, but also attainment of BS 7799-2 certification. Beyond this, the BSI offers a few help aids like the policy template and the GSTOOL. One data protection component is available, which was produced in cooperation with the German Federal Commissioner for Data Protection and Freedom of Information and the state data protection authorities and integrated into the IT Baseline Protection Catalog. This component is not considered, however, in the certification process. == Baseline protection process == The following steps are taken pursuant to the baseline protection process during structure analysis and protection needs analysis: The IT network is defined. IT structure analysis is carried out. Protection needs determination is carried out. A baseline security check is carried out. IT baseline protection measures are implemented. Creation occurs in the following steps: IT structure analysis (survey) Assessment of protection needs Selection of actions Running comparison of nominal and actual. === IT structure analysis === An IT network includes the totality of infrastructural, organizational, personnel, and technical components serving the fulfillment of a task in a particular information processing application area. An IT network can thereby encompass the entire IT character of an institution or individual division, which is partitioned by organizational structures as, for example, a departmental network, or as shared IT applications, for example, a personnel information system. It is necessary to analyze and document the information technological structure in question to generate an IT security concept and especially to apply the IT Baseline Protection Catalogs. Due to today's usually heavily networked IT systems, a network topology plan offers a starting point for the analysis. The following aspects must be taken into consideration: The available infrastructure, The organizational and personnel framework for the IT network, Networked and non-networked IT systems employed in the IT network. The communications connections between IT systems and externally, IT applications run within the IT network. === Protection needs determination === The purpose of the protection needs determination is to investigate what protection is sufficient and appropriate for the information and information technology in use. In this connection, the damage to each application and the processed information, which could result from a breach of confidentiality, integrity or availability, is considered. Important in this context is a realistic assessment of the possible follow-on damages. A division into the three protection needs categories "low to medium", "high" and "very high" has proved itself of value. "Public", "internal" and "secret" are often used for confidentiality. === Modelling === Heavily networked IT systems typically characterize information technology in government and business these days. As a rule, therefore, it is advantageous to consider the entire IT system and not just individual systems within the scope of an IT security analysis and concept. To be able to manage this task, it makes sense to logically partition the entire IT system into parts and to separately consider each part or even an IT network. Detailed documentation about its structure is prerequisite for the use of the IT Baseline Protection Catalogs on an IT network. This can be achieved, for example, via the IT structure analysis described above. The IT Baseline Protection Catalogs' components must ultimately be mapped onto the components of the IT network in question in a modelling step. === Baseline security check === The baseline security check is an organisational instrument offering a quick overview of the prevailing IT security level. With the help of interviews, the status quo of an existing IT network (as modelled by IT baseline protection) relative to the number of security measures implemented from the IT Baseline Protection Catalogs are investigated. The result is a catalog in which the implementation status "dispensable", "yes", "partly", or "no" is entered for each relevant measure. By identifying not yet, or only partially, implemented measures, improvement options for the security of the information technology in question are highlighted. The baseline security check gives information about measures, which are still missing (nominal vs. actual comparison). From this follows what remains to be done to achieve baseline protection through security. Not all measures suggested by this baseline check need to be implemented. Peculiarities are to be taken into account! It could be that several more or less unimportant applications are running on a server, which have lesser protection needs. In their totality, however, these applications are to be provided with a higher level of protection. This is called the (cumulation effect). The applications running on a server determine its need for protection. Several IT applications can run on an IT system. When this occurs, the application with the greatest need for protection determines the IT systems protection category. Conversely, it is conceivable that an IT application with great protection needs does not automatically transfer this to the IT system. This may happen because the IT system is configured redundantly, or because only an inconsequential part is running on it. This is called the (distribution effect). This is the case, fo
Fitness function
A fitness function is a particular type of objective or cost function that is used to summarize, as a single figure of merit, how close a given candidate solution is to achieving the set aims. It is an important component of evolutionary algorithms (EA), such as genetic programming, evolution strategies or genetic algorithms. An EA is a metaheuristic that reproduces the basic principles of biological evolution as a computer algorithm in order to solve challenging optimization or planning tasks, at least approximately. For this purpose, many candidate solutions are generated, which are evaluated using a fitness function in order to guide the evolutionary development towards the desired goal. Similar quality functions are also used in other metaheuristics, such as ant colony optimization or particle swarm optimization. In the field of EAs, each candidate solution, also called an individual, is commonly represented as a string of numbers (referred to as a chromosome). After each round of testing or simulation the idea is to delete the n worst individuals, and to breed n new ones from the best solutions. Each individual must therefore to be assigned a quality number indicating how close it has come to the overall specification, and this is generated by applying the fitness function to the test or simulation results obtained from that candidate solution. Two main classes of fitness functions exist: one where the fitness function does not change, as in optimizing a fixed function or testing with a fixed set of test cases; and one where the fitness function is mutable, as in niche differentiation or co-evolving the set of test cases. Another way of looking at fitness functions is in terms of a fitness landscape, which shows the fitness for each possible chromosome. In the following, it is assumed that the fitness is determined based on an evaluation that remains unchanged during an optimization run. A fitness function does not necessarily have to be able to calculate an absolute value, as it is sometimes sufficient to compare candidates in order to select the better one. A relative indication of fitness (candidate a is better than b) is sufficient in some cases, such as tournament selection or Pareto optimization. == Requirements of evaluation and fitness function == The quality of the evaluation and calculation of a fitness function is fundamental to the success of an EA optimisation. It implements Darwin's principle of "survival of the fittest". Without fitness-based selection mechanisms for mate selection and offspring acceptance, EA search would be blind and hardly distinguishable from the Monte Carlo method. When setting up a fitness function, one must always be aware that it is about more than just describing the desired target state. Rather, the evolutionary search on the way to the optimum should also be supported as much as possible (see also section on auxiliary objectives), if and insofar as this is not already done by the fitness function alone. If the fitness function is designed badly, the algorithm will either converge on an inappropriate solution, or will have difficulty converging at all. Definition of the fitness function is not straightforward in many cases and often is performed iteratively if the fittest solutions produced by an EA is not what is desired. Interactive genetic algorithms address this difficulty by outsourcing evaluation to external agents which are normally humans. == Computational efficiency == The fitness function should not only closely align with the designer's goal, but also be computationally efficient. Execution speed is crucial, as a typical evolutionary algorithm must be iterated many times in order to produce a usable result for a non-trivial problem. Fitness approximation may be appropriate, especially in the following cases: Fitness computation time of a single solution is extremely high Precise model for fitness computation is missing The fitness function is uncertain or noisy. Alternatively or also in addition to the fitness approximation, the fitness calculations can also be distributed to a parallel computer in order to reduce the execution times. Depending on the population model of the EA used, both the EA itself and the fitness calculations of all offspring of one generation can be executed in parallel. == Multi-objective optimization == Practical applications usually aim at optimizing multiple and at least partially conflicting objectives. Two fundamentally different approaches are often used for this purpose, Pareto optimization and optimization based on fitness calculated using the weighted sum. === Weighted sum and penalty functions === When optimizing with the weighted sum, the single values of the O {\displaystyle O} objectives are first normalized so that they can be compared. This can be done with the help of costs or by specifying target values and determining the current value as the degree of fulfillment. Costs or degrees of fulfillment can then be compared with each other and, if required, can also be mapped to a uniform fitness scale. Without loss of generality, fitness is assumed to represent a value to be maximized. Each objective o i {\displaystyle o_{i}} is assigned a weight w i {\displaystyle w_{i}} in the form of a percentage value so that the overall raw fitness f r a w {\displaystyle f_{raw}} can be calculated as a weighted sum: f r a w = ∑ i = 1 O o i ⋅ w i w i t h ∑ i = 1 O w i = 1 {\displaystyle f_{raw}=\sum _{i=1}^{O}{o_{i}\cdot w_{i}}\quad {\mathsf {with}}\quad \sum _{i=1}^{O}{w_{i}}=1} A violation of R {\displaystyle R} restrictions r j {\displaystyle r_{j}} can be included in the fitness determined in this way in the form of penalty functions. For this purpose, a function p f j ( r j ) {\displaystyle pf_{j}(r_{j})} can be defined for each restriction which returns a value between 0 {\displaystyle 0} and 1 {\displaystyle 1} depending on the degree of violation, with the result being 1 {\displaystyle 1} if there is no violation. The previously determined raw fitness is multiplied by the penalty function(s) and the result is then the final fitness f f i n a l {\displaystyle f_{final}} : f f i n a l = f r a w ⋅ ∏ j = 1 R p f j ( r j ) = ∑ i = 1 O ( o i ⋅ w i ) ⋅ ∏ j = 1 R p f j ( r j ) {\displaystyle f_{final}=f_{raw}\cdot \prod _{j=1}^{R}{pf_{j}(r_{j})}=\sum _{i=1}^{O}{(o_{i}\cdot w_{i})}\cdot \prod _{j=1}^{R}{pf_{j}(r_{j})}} This approach is simple and has the advantage of being able to combine any number of objectives and restrictions. The disadvantage is that different objectives can compensate each other and that the weights have to be defined before the optimization. This means that the compromise lines must be defined before optimization, which is why optimization with the weighted sum is also referred to as the a priori method. In addition, certain solutions may not be obtained, see the section on the comparison of both types of optimization. === Pareto optimization === A solution is called Pareto-optimal if the improvement of one objective is only possible with a deterioration of at least one other objective. The set of all Pareto-optimal solutions, also called Pareto set, represents the set of all optimal compromises between the objectives. The figure below on the right shows an example of the Pareto set of two objectives f 1 {\displaystyle f_{1}} and f 2 {\displaystyle f_{2}} to be maximized. The elements of the set form the Pareto front (green line). From this set, a human decision maker must subsequently select the desired compromise solution. Constraints are included in Pareto optimization in that solutions without constraint violations are per se better than those with violations. If two solutions to be compared each have constraint violations, the respective extent of the violations decides. It was recognized early on that EAs with their simultaneously considered solution set are well suited to finding solutions in one run that cover the Pareto front sufficiently well. They are therefore well suited as a-posteriori methods for multi-objective optimization, in which the final decision is made by a human decision maker after optimization and determination of the Pareto front. Besides the SPEA2, the NSGA-II and NSGA-III have established themselves as standard methods. The advantage of Pareto optimization is that, in contrast to the weighted sum, it provides all alternatives that are equivalent in terms of the objectives as an overall solution. The disadvantage is that a visualization of the alternatives becomes problematic or even impossible from four objectives on. Furthermore, the effort increases exponentially with the number of objectives. If there are more than three or four objectives, some have to be combined using the weighted sum or other aggregation methods. === Comparison of both types of assessment === With the help of the weighted sum, the total Pareto front can be obtained by a suitable choice of weights, provided that it is convex