GraphSAGE google
Low-dimensional embeddings of nodes in large graphs have proved extremely useful in a variety of prediction tasks, from content recommendation to identifying protein functions. However, most existing approaches require that all nodes in the graph are present during training of the embeddings; these previous approaches are inherently transductive and do not naturally generalize to unseen nodes. Here we present GraphSAGE, a general, inductive framework that leverages node feature information (e.g., text attributes) to efficiently generate node embeddings for previously unseen data. Instead of training individual embeddings for each node, we learn a function that generates embeddings by sampling and aggregating features from a node’s local neighborhood. Our algorithm outperforms strong baselines on three inductive node-classification benchmarks: we classify the category of unseen nodes in evolving information graphs based on citation and Reddit post data, and we show that our algorithm generalizes to completely unseen graphs using a multi-graph dataset of protein-protein interactions. …

N2Net google
We present N2Net, a system that implements binary neural networks using commodity switching chips deployed in network switches and routers. Our system shows that these devices can run simple neural network models, whose input is encoded in the network packets’ header, at packet processing speeds (billions of packets per second). Furthermore, our experience highlights that switching chips could support even more complex models, provided that some minor and cheap modifications to the chip’s design are applied. We believe N2Net provides an interesting building block for future end-to-end networked systems. …

Value at Risk (VaR) google
In financial mathematics and financial risk management, value at risk (VaR) is a widely used risk measure of the risk of loss on a specific portfolio of financial assets. For a given portfolio, time horizon, and probability p, the 100p% VaR is defined as a threshold loss value, such that the probability that the loss on the portfolio over the given time horizon exceeds this value is p. This assumes mark-to-market pricing, normal markets, and no trading in the portfolio. …

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