Gradient Descent Optimization
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Questions and Answers

If the loss function $L(w, b)$ is convex, what is the likely impact of different initializations of $w$ and $b$ on the final values obtained after gradient descent?

  • Different initializations will always converge to different local minima, resulting in varied $L(w, b)$ values.
  • Gradient descent is guaranteed to find the optimal solution, regardless of the initial starting w and b values.
  • Different initializations may lead to the same global minimum, resulting in similar $L(w, b)$ values, provided the learning rate is appropriately tuned. (correct)
  • Different initializations will cause gradient descent to oscillate indefinitely, preventing convergence to any minimum.

In the gradient descent algorithm, which of the following statements accurately describes the role of the learning rate, denoted as η?

  • It determines the magnitude of the update to the weights $w$ and bias $b$ in each iteration; a large learning rate guarantees faster convergence.
  • It scales the gradient vector, controlling the step size during updates; an excessively large learning rate can lead to overshooting the minimum. (correct)
  • It is a hyperparameter that is automatically adjusted during training to ensure optimal convergence.
  • It introduces randomness into the update process, preventing the algorithm from getting stuck in local minima.

Consider a scenario where the partial derivative of the loss function $L$ with respect to weight $w$ (i.e., $\frac{\partial L}{\partial w}$) is consistently positive during multiple iterations of gradient descent. What does this indicate?

  • The weight $w$ needs to be increased to further minimize the loss function $L$.
  • The learning rate η should be increased to accelerate weight adjustment of $w$.
  • The weight $w$ is already at its optimal value, and no further updates are needed.
  • The weight $w$ needs to be decreased to further minimize the loss function $L$. (correct)

When updating weights $w$ and bias $b$ using gradient descent, a temporary variable (e.g., temp_w, temp_b) is often used. What issue does using temporary variables prevent?

<p>It ensures that the updates to $w$ and $b$ are computed using the values of $w$ and $b$ from the <em>previous</em> iteration. (C)</p> Signup and view all the answers

Assume you are training a model with a very small learning rate. What is the most likely consequence of this choice?

<p>The training process will take a long time to converge, potentially getting stuck in local minima. (B)</p> Signup and view all the answers

In a multiple linear regression model with K independent variables, how is the predicted value $ŷ$ calculated?

<p>$ŷ = \sum_{k=1}^{K} w_k x_k + b$ (D)</p> Signup and view all the answers

What is the primary objective when adjusting the parameters w and b in a linear regression model?

<p>Minimize the difference between predicted values $ŷ$ and actual values <code>y</code>. (A)</p> Signup and view all the answers

What does the term 'bias' (b) represent in the context of a linear regression model?

<p>An offset or constant term that allows the model to make predictions when all independent variables are zero. (D)</p> Signup and view all the answers

Given a set of training examples $(x_n, y_n)$ from $n=1$ to $N$, and a linear model $ŷ_n = f_{w,b}(x_n) = wx_n + b$, how is the Mean Squared Error (MSE) loss function defined?

<p>$L(w, b) = \frac{1}{2N} \sum_{n=1}^{N} (ŷ_n - y_n)^2$ (C)</p> Signup and view all the answers

In the equation $f_{w,b}(x) = 4x_1 - 2x_2 + 4x_3 + 40$, which term represents the bias?

<p>$40$ (C)</p> Signup and view all the answers

Given the linear regression model $ŷ = f_{w,b}(x)$ and the loss function $L(w, b)$, which of the following statements best describes the relationship between them?

<p>Adjusting <code>w</code> and <code>b</code> affects both $f_{w,b}(x)$ and $L(w, b)$, with the goal of minimizing $L(w, b)$. (A)</p> Signup and view all the answers

What does minimizing the Mean Squared Error (MSE) in linear regression achieve?

<p>It finds the optimal weights and bias that make the model's predictions as close as possible to the actual values. (B)</p> Signup and view all the answers

In the context of linear regression, what do the 'weights' ($w_1, w_2, ..., w_K$) represent?

<p>The strength and direction of the relationship between each independent variable and the dependent variable. (A)</p> Signup and view all the answers

In the context of gradient descent, what is the expected behavior of the loss function $L(\vec{w}, b)$ if the algorithm is functioning correctly?

<p>The loss function should decrease gradually over several iterations. (A)</p> Signup and view all the answers

What criterion can be used to stop the training process when using gradient descent?

<p>Stop training if the loss $L(\vec{w}, b)$ does not decrease for several iterations. (A)</p> Signup and view all the answers

Which of the following statements best describes the difference between model parameters and hyperparameters?

<p>Model parameters are estimated from the data, while hyperparameters are set before training. (D)</p> Signup and view all the answers

In the gradient descent update rule $w = w - \eta \frac{\partial L}{\partial w}$, if $\frac{\partial L}{\partial w}$ is a negative number, what effect does this have on the value of $w$ in the next iteration, assuming $\eta$ is positive?

<p>w increases (C)</p> Signup and view all the answers

For a linear regression model $f_{w,b}(x) = wx + b$, which of the following correctly identifies the inputs/features and the parameters that need to be learned during the training stage?

<p>Inputs/features: $x$; Parameters to be learned: $w$ and $b$ (C)</p> Signup and view all the answers

In the context of gradient descent for a simple linear regression, what does 'convergence' generally imply?

<p>The model's parameters (w and b) have reached values where further adjustments yield minimal reduction in the loss function. (D)</p> Signup and view all the answers

What is the role of the learning rate (η) in the gradient descent algorithm?

<p>It controls the magnitude of the steps taken towards the minimum of the loss function. (C)</p> Signup and view all the answers

In linear regression, what does it indicate if you find parameters $w$ and $b$ such that the loss function $L(w, b)$ is very close to 0 on the training dataset?

<p>The selected parameters $w$ and $b$ cause the algorithm to overfit the training set very well. (A)</p> Signup and view all the answers

Given the MSE loss function $L(w, b) = \frac{1}{2N} \sum_{n=1}^{N} (f_{w,b}(x_n) - y_n)^2$, where $f_{w,b}(x) = wx + b$, what does the term $(f_{w,b}(x_n) - y_n)$ represent?

<p>The error between the predicted value and the actual value for the nth data point. (B)</p> Signup and view all the answers

Which of the following is an example of a hyperparameter in a machine learning model?

<p>The learning rate used to update weights. (B)</p> Signup and view all the answers

How does the number of iterations usually vary across different machine learning tasks when using gradient descent?

<p>The number of iterations varies for different tasks and is considered a hyperparameter. (C)</p> Signup and view all the answers

How does the gradient descent algorithm update the parameter 'b' (the bias) in a linear regression model?

<p>It subtracts the learning rate (η) multiplied by the derivative of the loss function with respect to 'b'. (B)</p> Signup and view all the answers

Consider a scenario where the loss function $L(w, b)$ is nonconvex. What is a potential issue when using gradient descent to minimize this loss function?

<p>Gradient descent may converge to a local minimum instead of the global minimum. (C)</p> Signup and view all the answers

In the gradient descent update rules, $\frac{\partial L}{\partial w} = \frac{2}{2N} \sum_{n=1}^{N} (wx_n + b - y_n) \cdot x_n$ and $\frac{\partial L}{\partial b} = \frac{2}{2N} \sum_{n=1}^{N} (wx_n + b - y_n)$, what do these equations represent?

<p>The direction of the steepest increase in the loss function with respect to w and b. (C)</p> Signup and view all the answers

What does the expression wx + b - y represent in the context of calculating the derivatives for linear regression?

<p>The error (residual) between the predicted value and the actual value. (A)</p> Signup and view all the answers

Why is it important to ensure that gradient descent is working correctly during the training of a model?

<p>To ensure that the model converges to a minimum (local or global) of the loss function. (C)</p> Signup and view all the answers

Which of the following is most likely to occur if the learning rate (η) is set too high in gradient descent?

<p>The algorithm may oscillate around the minimum or diverge. (B)</p> Signup and view all the answers

What is the significance of the summation symbol $\sum_{n=1}^{N}$ in the equations for calculating the derivatives of the loss function?

<p>It represents the cumulative sum of the error or gradient across all data points in the training set. (C)</p> Signup and view all the answers

What is the primary purpose of applying a sigmoid function on top of a single output in binary classification?

<p>To convert the output into a probability between 0 and 1. (D)</p> Signup and view all the answers

In the context of binary classification, what does the term 'binary' refer to?

<p>The output variable having exactly two possible values or classes. (C)</p> Signup and view all the answers

In binary classification, a model outputs a value that is then passed through a sigmoid function. What does this transformed value represent?

<p>The estimated probability that the input belongs to the positive class. (A)</p> Signup and view all the answers

For a binary classification problem, if you have two output nodes, which function is typically applied to the outputs to obtain probabilities?

<p>Softmax function (A)</p> Signup and view all the answers

What is the interpretation of the output of a softmax function in a classification problem?

<p>A vector of probabilities, where each element represents the probability of belonging to a specific class. (D)</p> Signup and view all the answers

How does Binary Cross-Entropy (BCE) loss function differ from Cross-Entropy loss function based on the information provided?

<p>BCE is used with sigmoid activation for single output, while Cross-Entropy is used with softmax for multiple outputs. (B)</p> Signup and view all the answers

Consider a scenario where you're building a spam email detector. What would be an appropriate way to assign labels for binary classification?

<p>Assign '1' to spam emails and '0' to non-spam emails. (C)</p> Signup and view all the answers

What is the purpose of the loss function in the context of training a binary classification model?

<p>To evaluate the performance of the model by quantifying the difference between predicted and actual values. (D)</p> Signup and view all the answers

Which of the following is an appropriate loss function for a binary classification problem using a sigmoid activation function?

<p>Binary Cross-Entropy (BCE) (C)</p> Signup and view all the answers

In the context of binary classification, if a model predicts a probability of 0.9 for an instance belonging to the positive class, how should this be interpreted?

<p>The model is highly confident that the instance belongs to the positive class. (B)</p> Signup and view all the answers

In logistic regression, what is the purpose of the sigmoid function?

<p>To transform any real-valued number into a probability between 0 and 1. (D)</p> Signup and view all the answers

Given the logistic regression equation $\hat{y} = f_{\vec{w},b}(\vec{x}) = g(\vec{w} \cdot \vec{x} + b)$, where $g(z) = \frac{1}{1 + e^{-z}}$, what does $\vec{w} \cdot \vec{x} + b$ represent?

<p>A linear combination of the input features and their respective weights, plus a bias term. (D)</p> Signup and view all the answers

In a logistic regression model predicting whether a student will pass (1) or fail (0) an exam, $x_1$ represents study time and $x_2$ represents exam length. If $f_{\vec{w},b}(\vec{x}) = 0.3$, what is the probability that the student will fail?

<p>0.7 (C)</p> Signup and view all the answers

What does a large value of $z$ (where $z = \vec{w} \cdot \vec{x} + b$) imply in the context of a logistic regression model?

<p>A prediction close to 1. (A)</p> Signup and view all the answers

Why is logistic regression suitable for binary classification problems?

<p>It models the probability of the data belonging to a certain class. (A)</p> Signup and view all the answers

In logistic regression, if the weights $\vec{w}$ are [2, -3] for features $x_1$ and $x_2$ respectively, and the bias $b$ is 1, how does increasing $x_2$ while holding $x_1$ constant affect the predicted probability?

<p>It decreases the predicted probability. (C)</p> Signup and view all the answers

Suppose a logistic regression model predicts the probability of a customer clicking on an ad. If, for a given customer, $z = \vec{w} \cdot \vec{x} + b = 0$, what is the predicted probability of the customer clicking on the ad?

<p>0.5 (A)</p> Signup and view all the answers

What is the range of possible values for the output of a logistic regression model?

<p>[0, 1] (A)</p> Signup and view all the answers

In the context of interpreting logistic regression output, what does $P(y=1)$ represent?

<p>The probability of the positive class. (B)</p> Signup and view all the answers

If a student increases their study time ($x_1$) and the coefficient $w_1$ associated with study time in a logistic regression model is positive, what is the likely effect on the probability of passing the exam?

<p>The probability of passing will likely increase. (D)</p> Signup and view all the answers

Flashcards

fw,b(x)

Function representing predictions in a linear model using weights and bias.

Multiple Linear Regression

A regression model that includes two or more independent variables.

Weights (w)

Parameters in linear regression that adjust the contribution of each independent variable.

Bias (b)

A constant added to the linear regression model to adjust predictions.

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Mean Square Error (MSE)

A loss function that measures the average of the squares of errors from predictions.

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Loss Function

A function that quantifies the difference between predicted and actual values.

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Adjust w and b

The process of tuning weights and bias to improve model accuracy.

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Objective of Linear Regression

To minimize the loss function L(w, b) for accurate predictions.

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Loss Function (L(w, b))

A function that measures the difference between predicted and actual outcomes in a model.

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Gradient Descent

An optimization algorithm used to minimize the loss function by updating parameters in the direction of the steepest descent.

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Learning Rate (η)

A hyperparameter that controls how much to change the model parameters during training based on the gradient.

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Gradient of L (∇L)

The vector of partial derivatives of the loss function with respect to model parameters, indicating the direction for updating them.

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Simultaneous Update

The process of updating multiple parameters (like w and b) at the same time based on their gradients.

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Convergence

When the loss function stabilizes, indicating that training can stop.

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Model Parameters

Values that are adjusted during training, like weights (w) and bias (b).

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Hyperparameters

Settings set before training that influence model performance, like iterations and learning rate.

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Stopping criterion

A condition that determines when to stop training, often based on loss not decreasing.

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Iterations

The number of times the training process updates parameters, which can vary per task.

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MSE Loss Function

Mean Squared Error; calculates the average of squared differences between predicted and actual values.

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Derivative

Measures how a function changes as its input changes; used in calculating gradients.

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Local Minimum

A point where the loss function has lower value than neighboring points, but not necessarily the lowest overall.

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Global Minimum

The lowest point of the loss function over all possible points.

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Binary Classification

A classification task where outputs can only be two values like true/false.

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Sigmoid Function

A function that outputs values between 0 and 1, often used in binary classification.

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Binary Cross Entropy (BCE)

A loss function for measuring the prediction performance of a binary classifier.

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Softmax Function

A function that converts raw scores into probabilities for multi-class classification.

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Softmax Regression

A method to classify inputs into multiple categories using the softmax function.

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Output Class

The final prediction category assigned by the classification model.

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Loss Function in Logistic Regression

Measures the difference between predicted outcomes and actual labels in logistic regression.

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Optimization Algorithm

A method used to update model parameters to minimize the loss function.

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Categories in Binary Classification

Negative class represents one category, positive class represents the other in binary classification.

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Learning Objectives of Binary Classification

To apply specific functions to achieve predictions: sigmoid for single output and softmax for multiple outputs.

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Logistic Regression

A statistical method for binary classification using a logistic function.

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Probability Output

The result of logistic regression indicating likelihood of class 1.

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z = w·x + b

The linear combination of inputs and weights plus a bias term in logistic regression.

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Unbounded Value

z can take any value from negative to positive infinity before applying sigmoid.

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Pass Probability (ŷ)

The predicted probability that the outcome is 1 (pass) in logistic regression.

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Fail Probability

The complementary probability, calculated as 1 - ŷ (pass probability), indicating fail likelihood.

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Label (y)

Indicates the outcome of a classification problem, either 0 (fail) or 1 (pass).

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Logistic Function Formula

g(z) = 1 / (1 + e^(-z)), used to convert z into a probability.

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Interpreting Output

Understanding the probability values to decide between classes based on logistic regression results.

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Study Notes

Lab Arrangement

  • Lab groups and associated programs are listed, along with days, times, locations, and instructor/TA details

  • P5 group has 106 students in year 2 (SE), meets Tuesdays 11am-1pm in E2-07-13, with instructor Rishabh Ranjan and TAs Nabil Zafran and others

  • P1 group has 107 students in year 3 (SE), meets Tuesdays 2pm-4pm in E2-07-13, with instructor Zha Wei and TAs Tony and others

  • P4 group has 61 BAC + 67 DSC students, meets Tuesdays 4pm-6pm in E2-07-13, with instructor Junhua Liu and others

  • P3 group has 118 IS students, meets Thursday 9am-11am in E2-06-18, with instructor Junhua Liu and others

  • P2 group has 31 IS + 86 AAI students (117 total), meets Thursday 11am-1pm in E2-07-13, with instructor Xiaoxiao Miao and TA Ridwan

  • Combined lab sessions for P1-P5 are offered online on Wednesday 9am-11am and marked as W12, W13

  • Some weeks, (W4, W6, W11), there are no lab sessions

January 19th Instructions

  • Students need to complete grouping tasks and submit by January 19th

  • Students should post questions related to the project in the group discussion forum

  • Lab 1 assignment is expected

  • Instructors have provided sample projects for students

  • The lab this week is a practice lab and no submission is required

Lecture 2 Topics

  • The lecture covers linear regression and practical tips on binary classification

Supervised Learning Tasks

  • Regression tasks predict a numerical value (e.g., price prediction, sale prediction) with infinitely many possible outputs

  • Classification tasks predict categories (e.g., whether a patient is healthy or not) with a limited number of outputs.

  • Linear regression, neural networks, decision trees, random forests, Adaboost, and support vector machines (SVMs) are examples of regression models used for supervised learning tasks

  • Logistic regression, neural networks, decision trees, random forests, Adaboost, SVMs, and K-Nearest Neighbors (KNN) and Naive Bayes are examples of classification models used for supervised learning tasks

Simple Linear Regression

  • Simple linear regression involves one independent variable and a dependent variable, modeled linearly

  • Learnable parameters are weights (w) and bias (b)

  • The formula for predicting a score (ŷ) is f(x) = wx + b, where x is the independent variable, w is the weight, and b is the bias

Multiple Linear Regression

  • Involves two or more independent variables

  • The formula for predicting score (ŷ) is f(x) = w1x1 + w2x2 + ... + wkxk + b, where w1, w2,... wk are weights for each independent variable, x1, x2,... xk are variables, and b is bias.

Loss Function for Linear Regression

  • The objective is to minimize the loss function, which measures the difference between predicted values (ŷ) and true values (y).

  • Loss function example: MSE (mean square error) = 1 / (2N) * Σ(ŷn – yn)^2

Gradient Descent Algorithm

  • The algorithm iteratively adjusts parameters (weights and bias) to minimize the loss function.

  • Parameter updates are made in the direction of the negative gradient, often with a learning rate η.

Simple Linear Regression - Gradient Descent Algorithm

  • Iterates until convergence {w = w - η*(dL/dw), b = b - η*(dL/db)}, where (dL/dw) and (dL/db) represent the derivative of the loss with respect to weight w and bias b

Derivatives for Linear Regression

  • The derivatives of the loss function with respect to w and b are provided.

General Loss Function

  • Nonconvex loss functions can lead to local minimum

  • Gradient descent algorithm may stop at a local minimum, not necessarily a global minimum

  • Empirical evidence suggests GD works well.

Practical tips for Linear Regression

  • Convert data inputs and outputs to numerical values/ format

  • Important Hyperparameters: Number of iterations

  • Learning rate

Feature Scaling Techniques

  • Feature scaling (normalization) aims to place all features in similar ranges, often necessary for the algorithm's effectiveness

  • Mean normalization, Max-min normalization, z-score normalization

Binary Classification

  • A classification task with two output categories

  • Examples include spam/not spam, healthy/unhealthy

Logistic Regression

  • Output probability of belonging to a category (e.g., fail or pass)

  • Sigmoid function maps output to a value between 0 and 1.

Loss Function for Logistic Regression

  • Mean Square Error (MSE) is not suitable for logistic regression; it yields a non-convex loss function, leading to difficulties.

  • Binary Cross Entropy (BCE) is preferred in binary classification tasks

  • BCE is a convex loss function

Gradient Descent Algorithm for Binary Classification

  • Apply the same gradient descent algorithm as for linear regression, changing the loss function to use BCE.

Parameters and Hyperparameters

  • Model parameters can be initialized and updated during data learning.

  • Hyperparameters (e.g., number of iterations, learning rate) must be set prior to learning.

Case Study

  • Input vector x comprises data features (features are fed into the model)

  • Model predicts to which category x belongs, output is class y

Interpretation of Logistic Regression Output

  • An output z is generated from inputs, converted to a probabilistic value using the sigmoid.

Decision Boundaries for Logistic Regression

  • A decision boundary categorizes points based on the output z's sign and their prediction category.

  • If the calculated z ≥ 0, prediction y=1 and otherwise y=0, and z = 0 represents the boundary between these predictions

Important Concepts

  • This document covers supervised learning, specifically topics like linear regression and binary classification. Key concepts include model parameters, hyperparameters, loss functions (like MSE and BCE), gradient descent algorithms for optimization, and techniques for input (feature) scaling when using ML models. Different normalization (scaling) methods are examined, such as mean normalization, z-score normalization, and max-min scaling. Information on setting up data for machine learning models and assessing the efficacy of results using appropriate loss functions is covered.

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This quiz covers key aspects of gradient descent, including the impact of initialization, the role of the learning rate, and the use of temporary variables. It also addresses the consequences of using a small learning rate and the calculation of predicted values in multiple linear regression.

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