Cluster analysis

Difference

Thedifferencebetweenclusteringandclassificationisthattherequiredclassofclusteringisunknown.

Clusteringisaprocessofclassifyingdataintodifferentclassesorclusters,soobjectsinthesameclusterhavegreatsimilarities,whileobjectsindifferentclustershavegreatdissimilarities.

Fromastatisticalpointofview,clusteranalysisisamethodofsimplifyingdatathroughdatamodeling.Traditionalstatisticalclusteranalysismethodsincludesystematicclustering,decomposition,addition,dynamicclustering,orderedsampleclustering,overlappingclusteringandfuzzyclustering.Clusteranalysistoolsusingk-means,k-centerpointsandotheralgorithmshavebeenaddedtomanywell-knownstatisticalanalysissoftwarepackages,suchasSPSS,SAS,etc.

Fromtheperspectiveofmachinelearning,clustersareequivalenttohiddenmodes.Clusteringisanunsupervisedlearningprocessofsearchingforclusters.Unlikeclassification,unsupervisedlearningdoesnotrelyonpre-definedclassesortrainingexampleswithclassmarks.Theclusteringlearningalgorithmneedstoautomaticallydeterminethelabels,whiletheexamplesordataobjectsofclassificationlearninghavecategorylabels.Clusteringisobservationallearning,notexemplarylearning.

Clusteranalysisisanexploratoryanalysis.Intheprocessofclassification,peopledonotneedtogiveaclassificationstandardinadvance.Clusteranalysiscanstartfromsampledataandautomaticallyclassify.Differentmethodsusedinclusteranalysisoftenleadtodifferentconclusions.Differentresearchersperformclusteranalysisonthesamesetofdata,andthenumberofclustersobtainedmaynotbethesame.

Fromtheperspectiveofpracticalapplications,clusteranalysisisoneofthemaintasksofdatamining.Moreover,clusteringcanbeusedasanindependenttooltoobtainthedistributionofdata,observethecharacteristicsofeachclusterofdata,andfocusonspecificclustersforfurtheranalysis.Clusteranalysiscanalsobeusedasapreprocessingstepforotheralgorithms(suchasclassificationandqualitativeinductionalgorithms).

Definition

Accordingtothecharacteristicsofresearchobjects(samplesorindicators),themethodofclassifyingthemcanreducethenumberofresearchobjects.

Thereisalackofreliablehistoricaldataforallkindsofthings,anditisimpossibletodeterminehowmanycategoriesthereare.Thepurposeistoclassifythingssimilarinnatureintoonecategory.

Thereisacertaincorrelationbetweentheindicators.

Clusteranalysisisasetofstatisticalanalysistechniquesthatdivideresearchobjectsintorelativelyhomogeneousclusters.Clusteranalysisisdifferentfromclassificationanalysis,whichissupervisedlearning.

Variabletypes:qualitativevariables,quantitative(discreteandcontinuous)variables

Clusteringmethod

1,HierarchicalClustering

Mergemethod,decompositionmethod,dendrogram

2.Non-hierarchicalclustering

Divisionclustering,spectralclustering

Featuresofclusteringmethod:

  • Clusteringanalysisissimpleandintuitive.

  • Clusteranalysisismainlyusedinexploratoryresearch.Theresultsoftheanalysiscanprovidemultiplepossiblesolutions.Thechoiceofthefinalsolutionrequiresthesubjectivejudgmentoftheresearcherandfollow-upAnalysis;

  • Regardlessofwhetherthereareactuallydifferentcategoriesintheactualdata,clusteranalysiscanbeusedtoobtainsolutionsdividedintoseveralcategories;

  • Thesolutionofclusteranalysisdependsentirelyontheclusteringvariablesselectedbytheresearcher.Addingordeletingsomevariablesmayhaveasubstantialimpactonthefinalsolution.

  • Researchersshouldpayspecialattentiontothevariousfactorsthatmayaffecttheresultswhenusingclusteranalysis.

  • Outliersandspecialvariableshaveagreaterimpactonclustering.Whenthemeasurementscalesofcategoricalvariablesareinconsistent,itneedstobestandardizedinadvance.

Ofcourse,whatclusteranalysiscan’tdois:

Automaticallydiscoverandtellyouhowmanyclassesyoushouldbedividedinto—belongingtounsupervisedclassanalysisMethod

Itisunrealistictoexpecttofindroughlyequalcategoriesormarketsegmentsclearly;

Sampleclustering,therelationshipbetweenvariablesneedstobedeterminedbytheresearcher;

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Itwillnotautomaticallygiveanoptimalclusteringresult;

TheclusteranalysisImentionedhereismainlyhierarchicalclusteringandfastclustering(K-means)Two-stepclustering(Two-Step);

Accordingtotheclusteringvariables,itisameasurethatdescribesthedegreeofcorrespondenceorclosenessbetweentwoindividuals(orbetweenvariables).

Itcanbemeasuredintwoways:

1.Useindicatorsthatdescribetheclosenessofindividualpairs(variablepairs),suchas"distance",thesmallerthe"distance"Themoresimilartheindividuals(variables).

2.Useindicatorsthatindicatethedegreeofsimilarity,suchas"correlationcoefficient".Thelargerthe"correlationcoefficient",themoresimilarindividuals(variables)are.

Therearemanywaystocalculateclustering-thedistanceindexD(distance):accordingtothedifferentnatureofthedata,differentdistanceindexescanbeselected.Euclideandistance,SquaredEuclideandistance,Manhattandistance(Block),Chebychevdistance,Chi-Squaremeasure,etc.;therearealsomanysimilarities,MainlythePearsoncorrelationcoefficient!

  • Themeasurementscalesoftheclustervariablesaredifferent,andthevariablesneedtobestandardizedinadvance;

  • Ifsomeoftheclustervariablesareveryrelevant,Whichmeansthattheweightofthisvariablewillbegreater

  • ThesquareofEuclideandistanceisthemostcommonlyuseddistancemeasurementmethod;

  • Theclusteringalgorithmhasagreaterimpactontheclusteringresultsthanthedistancemeasurementmethod;

  • Thestandardizationmethodaffectstheclusteringmode:

  • Variablestandardizationtendencyproducesquantity-basedclustering;

  • Samplestandardizationtendencyproducespattern-basedclustering;

  • GeneralThenumberofclustersisin4-6categories,whichisnoteasytobetoomuchortoolittle;

Statistics

Clustercenterofgravity

Clustercenter

Distancebetweenclusters

Stratificationsteps

Definetheproblemandchoosecategoricalvariables

Clusteringmethod

Determinethenumberofgroups

Assessmentofclusteringresults

Descriptionandinterpretationofresults

K-means

Itisnon-hierarchicalAkindofclusteringmethod

(1)Executionprocess

Initialization:select(ormanuallyspecify)certainrecordsasaggregationpoints

Circulation:

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Accordingtotheprincipleofproximity,agglutinatetheremainingrecordstotheaggregationpoint

Calculatethecenterposition(mean)ofeachinitialclassification

Usethecalculatedcenterpositiontore-cluster

Thecycleisrepeateduntilthecondensingpointpositionconverges.

(2)Methodcharacteristics

Usuallyaknownnumberofcategoriesisrequired

Manuallyspecifytheinitialposition

Savecalculationtime

Itisnecessarytoconsiderwhenthesamplesizeisgreaterthan100

Onlycontinuousvariablescanbeused

Process

Features:

Processingobjects:categoricalvariablesandcontinuousvariables

Automaticallydeterminetheoptimalnumberofcategories

Processlargedatasetsquickly

Assumptions:

Variablesareindependentofeachother

Categoricalvariablesobeymultinomialdistribution,continuousvariablesobeynormaldistribution

Themodelisrobust

Principleofthealgorithm

Thefirststep:scanthesamplesonebyone,andeachsampleisclassifiedintothepreviousclassaccordingtothedistancefromthescannedsample,oranewclassisgenerated

Thesecondstepistomergethevarioustypesbasedonthedistancebetweentheclassesinthefirststep,andstopthemergingaccordingtocertainstandards.

DiscriminantAnalysis

Introduction:Discriminantanalysis

Taxonomyisthebasicscienceformankindtounderstandtheworld.Clusteranalysisanddiscriminantanalysisarethebasicmethodsofstudyingtheclassificationofthings,whicharewidelyusedinvariousfieldsofnaturalscience,socialscience,industrialandagriculturalproduction.

DiscriminationanalysisDA

Overview

DAmodel

DA-relatedstatistics

TwogroupsofDA

Caseanalysis

Discriminationanalysis

Discriminationanalysisistofindthediscriminantfunctionbasedonthevariablevalues​​thatindicatethecharacteristicsofthingsandtheclassestheybelongto.Accordingtothediscriminantfunction,itisananalysismethodtoclassifythingsofunknowncategory.Thecoreistoexaminethedifferencesbetweencategories.

Discriminationanalysis

Different:Discriminantanalysisandclusteranalysisaredifferentinthatdiscriminantanalysisrequiresthevalueofaseriesofnumericalvariablesreflectingthecharacteristicsofthingstobeknown,andtheclassificationofeachbodyisknown.

DAissuitableforfixedtypevariables(causes)andarbitraryvariables(self)

Twotypes:onediscriminantfunction;

Multiplegroups:morethanonediscriminantfunction

ThepurposeofDA

Establishadiscriminantfunction

Checkwhethertherearesignificantdifferencesinthepredictorvariablesbetweendifferentgroups

DecidewhichpredictionVariablescontributethemosttothedifferencebetweengroups

Classifyindividualsaccordingtopredictorvariables

Analysismodel

FirstestablishthediscriminantfunctionY=a1x1+a2x2+...anxn,where:Yisthediscriminantscore(discriminationvalue),x1x2...xnarevariablesreflectingthecharacteristicsoftheresearchobject,anda1a2...anarethecoefficients

Relatedstatistics

CanonicalCorrelationCoefficient

CharacteristicValue

Wilk's(0,1)=SSw/SStforX

Groupcenterofgravity

Classificationmatrix

Twosetsofdiscriminant

Definitionproblem

EstimatingDAfunctioncoefficients

DeterminethesignificanceofDAfunction

Interprettheresults

Assesseffectiveness

Cluster analysis

Definetheproblem

Thefirststepofdiscriminantanalysis

ThesecondstepistodividethesampleintoFor:

Analyzethesample

Verifythesample

Estimatethediscriminantfunctioncoefficient

ThedirectmethodistouseallthepredictionsatthesametimeVariableestimationdiscriminantfunction,atthistimeeachindependentvariableisincluded,regardlessofitsdiscriminativeability.Thismethodissuitableforsituationswherepreliminaryresearchortheoreticalmodelsshowwhichindependentvariablesshouldbeincluded.

Stepwisediscriminantanalysis,inwhichpredictorvariablesaregraduallyintroducedbasedontheirabilitytodiscriminategroups.

Determiningsignificance

Nullhypothesis:themeanofalldiscriminantfunctionsofeachgroupinthepopulationisequal.

Characteristicvalue

Typicalcorrelationcoefficient

Wilk's(0,1)convertedtochi-squaretest

Seetravel.spo

Explaintheresult

Thesignofthecoefficientisnotimportant,butitcanexpresstheinfluenceofeachvariableonthevalueofthediscriminantfunctionandtheconnectionwithaspecificgroup.

Wecanpreliminarilyjudgetherelativeimportanceofvariablesbystandardizingtheabsolutevalueofthediscriminantfunctioncoefficients.

Byexaminingthestructuralcorrelationcoefficient,therelativeimportanceofpredictorscanalsobejudged.

Groupcenterofgravity

Assesstheeffectivenessofdiscriminantanalysis

Accordingtotheestimateddiscriminantweightoftheanalyzedsample,multiplyitbythevalueofthepredictorvariableintheretainedsample.Getthediscriminantscoreofeachsampleintheretainedsample.

Canbedividedintodifferentgroupsaccordingtothediscriminantpointsandappropriaterules.

Thehitratio,ortheprobabilityofcorrectclassificationofasample,istheratioofthesumofdiagonalelementsoftheclassificationmatrixtothetotalnumberofsamples.

Comparethesamplecorrectclassificationpercentagewiththerandomcorrectclassificationpercentage.

Factoranalysismodel

Factoranalysismodel(FA)

Basicidea

Factoranalysismodel

Thebasicideaof​​FA

"Factoranalysis"wasproposedbyThurstonein1931.TheconceptoriginatedfromthestatisticalanalysisofPearsonandSpearmen.

FAusesafewfactorsTodescribetherelationshipbetweenmultiplevariables,thevariableswithhighercorrelationbelongtothesamefactor;

FAuseslatentvariablesoressentialfactors(basiccharacteristics)toexplainobservablevariables

FAmodel

X1=a11F1+a12F2+…+a1pFp+v1

X2=a21F1+a22F2+…+a2pFp+v2X=AF+V

Xi=ai1F1+ai2F2+…+aipFp+vi

Xm=ap1F1+ap2F2+…+ampFm+vm

Xi—theithstandardizedvariable

aip—thefirstThestandardregressioncoefficientsofivariablestothep-thcommonfactor

F—commonfactor

Vi—specialfactor

commonfactormodel

F1=W11X1+W12X2+…+W1mXm

F2=W21X1+W22X2+…+W2mXm

Fi=Wi1X1+Wi2X2+…+WimXm

Fp=Wp1X1+Wp2X2+…+WpmXm

Wi—weight,factorscorecoefficient

Fi—estimatedvalueofthei-thfactor(factorscore)

relatedStatistics

Bartlett'sspheretest:thevariablesareindependentofeachother

KMOvalue:FAsuitability

Factorload:correlationcoefficient

Factorloadmatrix

Commonfactorvariance(degreeofcommonality)

Eigenvalue

Percentofvariance(variancecontributionrate)

Cumulativevariancecontributionrate

Factorloaddiagram

Stonediagram

FAstep

Definetheproblem

TesttheapplicabilityoftheFAmethod

Determinethefactoranalysismethod

Factorrotation

Explainthefactor

Calculatefactorscore

Notes

Thesamplesizeshouldnotbetoosmall

Variablecorrelation

Commonfactorshavepracticalsignificance

Mainapplications

Commercial

ClusteranalysisisusedtofinddifferentcustomersUsergroups,andportraythecharacteristicsofdifferentcustomergroupsthroughthepurchasemodel.

Clusteranalysisisaneffectivetoolformarketsegmentation.Itcanalsobeusedtostudyconsumerbehavior,findnewpotentialmarkets,selectexperimentalmarkets,andserveasapre-processingformultivariateanalysis.

Biology

Clusteranalysisisusedtoclassifyplantsandanimalsandclassifygenestogaininsightsintotheinherentstructureofpopulations

Geography

Clusteringcanhelpthesimilarityofdatabasebusinesstrendsobservedintheearth

Insuranceindustry

ClusteranalysisusesahighaverageconsumptiontoidentifyautoinsurancepolicyholdersSomegroupingsareusedtoidentifyacity’srealestategroupingbasedonhousingtype,value,andgeographiclocation.

Internet

ClusteranalysisisusedtoclassifydocumentsontheInternettorepairInformation

E-commerce

Clusteringanalysisisalsoanimportantaspectinthedataminingofwebsiteconstructionine-commerce.Itclustersoutcustomerswithsimilarbrowsingbehaviorsthroughgrouping,andanalyzesThecommoncharacteristicsofcustomerscanbetterhelpe-commerceusersunderstandtheircustomersandprovidethemwithmoresuitableservices.

Mainsteps

1.Datapreprocessing,

2.Defineadistancefunctiontomeasurethesimilaritybetweendatapoints,

3.Clusteringorgrouping,

4.Evaluatetheoutput.

Datapreprocessingincludesselectionnumber,typeandfeaturescale.Itreliesonfeatureselectionandfeatureextraction.Featureselectionselectsimportantfeatures.Featureextractiontransformstheinputfeatureintoanewsalientfeature.Theyareoftenusedtoobtainasuitablefeaturesetforclusteringinordertoavoidthe"dimensionalitydisaster".Datapreprocessingalsoincludesremovingoutliersfromthedata.Outliersaredatathatarenotattachedtogeneraldatabehaviorsormodels,sotheyareisolated.Pointsoftenleadtobiasedclusteringresults,soinordertogetthecorrectclusters,wemusteliminatethem.

Sincesimilarityisthebasisfordefiningaclass,themeasurementofsimilarityinthesamefeaturespacebetweendifferentdataisveryimportantfortheclusteringstep,duetothediversityoffeaturetypesandfeaturescalesThedistancemeasurementmustbecautious.Itoftendependsontheapplication.Forexample,thedistancemeasurementdefinedinthefeaturespaceisusuallyusedtoevaluatethedissimilarityofdifferentobjects.Manydistancesareusedindifferentfields.Asimpledistancemeasurement,suchasEuclideandistanceisoftenusedtoreflectthedissimilaritybetweendifferentdata.Somesimilaritymeasures,suchasPMCandSMC,canbeusedtocharacterizetheconceptualsimilarityofdifferentdata.Inimageclustering,thesub-imageErrorcorrectioncanbeusedtomeasurethesimilarityoftwographs.

Itisanimportantsteptoclassifydataobjectsintodifferentclasses.Dataisclassifiedintodifferentclassesbasedondifferentmethods.Divisionmethodandhierarchicalmethodarethetwomainmethodsofclusteranalysis.Thedivisionmethodgenerallystartsfromtheinitialdivisionandoptimizationofaclusteringstandard.CrispClustering,eachofitsdatabelongstoaseparateclass;FuzzyClustering,eachofitsdatamaybeinanyclass,CrispClusteringandFuzzyClusterinarethetwomaintechniquesofthedivisionmethod,andthedivisionmethodclusteringisbasedonacertainThisstandardproducesanestedseriesofdivisions,whichcanmeasurethesimilaritybetweendifferentclassesortheseparabilityofaclasstomergeandsplitclasses.Otherclusteringmethodsincludedensity-basedclusteringandmodel-basedclustering.Clustering,grid-basedclustering.

Assessingthequalityofclusteringresultsisanotherimportantstage.Clusteringisanunmanagedprocedureandthereisnoobjectivestandardtoevaluateclusteringresults.Itisevaluatedthroughaclasseffectiveindex.Generallyspeaking,geometricproperties,includingtheseparationbetweenclassesandthecouplingwithinclasses,aregenerallyusedtoevaluatethequalityofclusteringresults.Theclasseffectiveindexoftenplaysanimportantroleindeterminingthenumberofclasses.ThemosteffectiveclassindexisThegoodvalueisexpectedtobeobtainedfromtheactualnumberofclasses.Acommonwaytodeterminethenumberofclassesistoselectthebestvalueofaspecificclasseffectiveindex.WhetherthisindexcantrulygetthenumberofclassesistojudgewhethertheindexisvalidManyexistingstandardscangivegoodresultsforseparatedatasets,butforcomplexdatasets,theyusuallydonotwork,forexample,foroverlappingsetsofdata.

Algorithm

Clusteringanalysisisaveryactiveresearchfieldindatamining,andmanyclusteringalgorithmshavebeenproposed.Traditionalclusteringalgorithmscanbedividedintofivecategories:partitioningmethods,hierarchicalmethods,density-basedmethods,grid-basedmethods,andmodel-basedmethods.

1Partitioningmethod(PAM:PArtitioningmethod)Firstcreatekpartitions,wherekisthenumberofpartitionstobecreated;thenuseacircularpositioningtechniquetohelpbymovingobjectsfromonepartitiontoanotherImprovethequalityofdivision.Typicalclassificationmethodsinclude:

k-means,k-medoids,CLARA(ClusteringLARgeApplication),

CLARANS(ClusteringLargeApplicationbaseduponRANdomizedSearch).

FCM

2Hierarchicalmethod(hierarchicalmethod)Createahierarchytodecomposeagivendataset.Thismethodcanbedividedintotop-down(decomposition)andbottom-up(merge)operationmodes.Inordertomakeupfortheshortcomingsofdecompositionandmerging,hierarchicalintegration

isoftencombinedwithotherclusteringmethods,suchascircularpositioning.Typicalsuchmethodsinclude:

BIRCH(BalancedIterativeReducingandClusteringusingHierarchies)method,whichfirstusesthestructureofthetreetodividetheobjectset;andthenusesotherclusteringmethodstoperformclusteringontheseclusters.optimization.

CURE(ClusteringUsingREprisentatives)method,whichusesafixednumberofrepresentativeobjectstorepresentthecorrespondingcluster;theneachclusteriscontractedbyaspecifiedamount(towardtheclustercenter).

ROCKmethod,whichusestheconnectionbetweenclusterstomergeclusters.

CHEMALOENmethod,whichconstructsadynamicmodelduringhierarchicalclustering.

3Basedonthedensitymethod,theclusteringofobjectsiscompletedaccordingtothedensity.Itcontinuouslygrowsclustersbasedonthedensityaroundtheobject(suchasDBSCAN).Typicaldensity-basedmethodsinclude:

DBSCAN(Densit-basedSpatialClusteringofApplicationwithNoise):Thisalgorithmperformsclusteringbycontinuouslygrowingregionswithsufficientlyhighdensity;itcanextractdatafromspatialdatabasescontainingnoiseFindclustersofarbitraryshapes.Thismethoddefinesaclusterasasetof"densityconnected"points.

OPTICS(OrderingPointsToIdentifytheClusteringStructure):doesnotexplicitlygenerateacluster,butcalculatesanenhancedclusteringorderforautomaticinteractiveclusteranalysis..

4Inthegrid-basedmethod,theobjectspaceisfirstdividedintofiniteunitstoformagridstructure;thenthegridstructureisusedtocompletetheclustering.

STING(STatisticalINformationGrid)isamethodforgrid-basedclusteringusingstatisticalinformationstoredingridcells.

CLIQUE(ClusteringInQUEst)andWave-Clusteraremethodsthatcombinegrid-basedanddensity-basedmethods.

5Amodel-basedapproach,whichassumesamodelforeachclusterandfindsdatasuitableforthecorrespondingmodel.Typicalmodel-basedmethodsinclude:

StatisticalmethodCOBWEB:isacommonlyusedandsimpleincrementalconceptualclusteringmethod.Itsinputobjectisdescribedbysymbolicquantity(attribute-value)pairs.Usetheformofclassificationtreetocreateahierarchicalcluster.

CLASSITisanotherversionofCOBWEB..Itcanperformincrementalclusteringoncontinuouslyvaluedattributes.Itsavesthecorrespondingcontinuousnormaldistribution(meanandvariance)foreachattributeineachnode;andusesanimprovedclassificationabilitydescriptionmethod,thatis,insteadofcalculatingdiscreteattributes(values)likeCOBWEB,thesumisIntegratecontinuousattributes.ButtheCLASSITmethodalsohassimilarproblemswithCOBWEB.Therefore,theyarenotsuitableforclusteringlargedatabases.

Traditionalclusteringalgorithmshavesuccessfullysolvedtheclusteringproblemoflow-dimensionaldata.However,duetothecomplexityofdatainpracticalapplications,existingalgorithmsoftenfailwhendealingwithmanyproblems,especiallyforhigh-dimensionaldataandlarge-scaledata.Becausetraditionalclusteringmethodsmainlyencountertwoproblemswhenclusteringhigh-dimensionaldatasets.①Therearealargenumberofirrelevantattributesinthehigh-dimensionaldataset,whichmakesthepossibilityofclustersinalldimensionsalmostzero;②Thedatainthehigh-dimensionalspaceshouldbesparselydistributedinthelower-dimensionalspace,anditisacommonphenomenonthatthedistancebetweenthedataisalmostequal.Thetraditionalclusteringmethodisbasedondistancetocluster,soitisimpossibletoconstructclustersbasedondistanceinhigh-dimensionalspace.

High-dimensionalclusteranalysishasbecomeanimportantresearchdirectionofclusteranalysis.Atthesametime,high-dimensionaldataclusteringisalsoadifficultpointinclusteringtechnology.Withtheadvancementoftechnology,datacollectionhasbecomeeasierandeasier,leadingtolargerandlargerdatabasesandhighercomplexity,suchasvarioustypesoftradetransactiondata,Webdocuments,geneexpressiondata,etc.,theirdimensions(Attributes)canusuallyreachhundredsorthousandsofdimensions,orevenhigher.However,affectedbythe"dimensionaleffect",manyclusteringmethodsthatperformwellinlow-dimensionaldataspacesareoftenunabletoobtaingoodclusteringresultswhenusedinhigh-dimensionalspaces.Clusteranalysisofhigh-dimensionaldataisaveryactivefieldinclusteranalysis,anditisalsoachallengingtask.High-dimensionaldataclusteranalysishasawiderangeofapplicationsinmarketanalysis,informationsecurity,finance,entertainment,andanti-terrorism.

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