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Context 1: Paper Info

Title: Interpretable reduced-order modeling with time-scale separation Interpretable reduced-order modeling with time-scale separation
Publish Date: 7 March 2023
Author List: Sebastian Kaltenbach (from CSE-Lab, ETH Zurich, Harvard SEAS), Phaedon-Stelios Koutsourelakis (from CSE-Lab, ETH Zurich, Harvard SEAS), Petros Koumoutsakos (from CSE-Lab, ETH Zurich, Harvard SEAS), Harvard Seas (from CSE-Lab, ETH Zurich, Harvard SEAS)

Figure

FIG  5  Comparison between the phase-space of the reference solution (left) and the phase-space of the predictions
FIG  7  Comparison between predictions and reference solutions for a new initial condition fort = 1 25, 3 75, 7 5, 12 5, 20, 30  (from left to right and top to down) We note that with longer prediction time the uncertainty bounds increases Despite the chaotic nature of the KS equation, the predictive posterior mean is close to the reference solution for t ≤ 12 5

abstract

Partial Differential Equations (PDEs) with high dimensionality are commonly encountered in computational physics and engineering  However, finding solutions for these PDEs can be computationally expensive, making model-order reduction crucial  We propose such a data-driven scheme that automates the identification of the time-scales involved and, can produce stable predictions forward in time as well as under different initial conditions not included in the training data 
To this end, we combine a non-linear autoencoder architecture with a time-continuous model for the latent dynamics in the complex space  It readily allows for the inclusion of sparse and irregularly sampled training data  The learned, latent dynamics are interpretable and reveal the different temporal scales involved 
We show that this data-driven scheme can automatically learn the independent processes that decompose a system of linear ODEs along the eigenvectors of the system's matrix  Apart from this, we demonstrate the applicability of the proposed framework in a hidden Markov Model and the (discretized) Kuramoto-Shivashinsky (KS) equation 
Additionally, we propose a probabilistic version, which captures predictive uncertainties and further improves upon the results of the deterministic framework 

INTRODUCTION

High-fidelity simulations of critical phenomena such as ocean dynamics and epidemics have become essential for decision-making  They are based on physically-motivated PDEs expressing system dynamics that span multiple spatiotemporal scales and which necessitate cumbersome computations   In recent years there is increased attention to the development of data-driven models that can accelerate the solution of these PDEs as well as reveal salient, lower-dimensional features that control the long-term evolution 
In most cases, data-driven reduced-order models are not interpretable  In particular, models based on neural networks despite good predictive capabilities , they offer a black-box description of the system dynamics  A possible remedy is applying a symbolic regression to the learned neural network representation , but this adds additional computational cost due to the two-step procedure 
A number of frameworks such as SINDy allows to learn interpretable dynamics but it relies on the a-priori availability of lower-dimensional descriptors and of time-derivatives which can be very noisy for both simulation and experimental data  Other frameworks are tailored to specific problems such as molecular dynamics  
Here, we present a framework that only needs the value of the observables, and not their derivatives, as training data and is capable of identifying interpretable latent dynamics  The deployment of interpretable latent dynamics ensures that conservation of important properties of that are reflected in the reduced-order model  
The present method is related to approaches based on the Koopman-operator extended Dynamic Mode Decomposition (eDMD) but uses continuous complex-valued latent space dynamics and only requires one scalar variable per latent dimension to describe the latent space dynamics  Therefore we do not have to enforce any parametrizations on the Koopman matrix  
The time-continuous formulation moreover allows to incorporate sparse and irregularly sampled training data and fast generation of predictions after the training phase  By using a complex-valued latent space we can also incorporate harmonic effects and reduce the number of latent variables needed  Linear and non-linear autoencoders are used to map the observed, high-dimensional time-series to the lower-dimensional, latent representation and we identify simultaneously the autoencoder as well as the latent dynamics by optimizing a combined loss function 
Hence the to tasks of dimensionality reduction and discovery of the reduced dynamics are unified while other frameworks treat the two parts separately   Apart from using an architecture based on autoencoders to identify the latent space, projection-based methods could also be employed   We are also proposing a probabilistic version of our algorithm ) that makes use of probabilistic Slow Feature Analysis  
This allows for a latent representation that arart from being time-continuous, can quantify the predictive uncertainty and hierarchically decompose the dynamics into their pertinent scales while promoting the discovery of slow processes that control the system's evolution over long time horizons  The rest of the paper is structured as follows: We introduce the methodological framework as well as algorithmic details in section II 
Particular focus is paid on the interpretability of the inferred lower-dimensional dynamics  In section III we present three numerical illustrations, i e  a system of linear ODEs, a hidden Markov Model and the discretized KS-equation  We then present in section IV the probabilistic extension of the framework and apply it to the KS-equation 
We conclude with a summary and a short discussion about possible next steps  We introduce the autoencoders deployed in this work, followed by the interpretable latent space dynamic and discuss the training process  We consider data from high-dimensional time series x n ∈ R f with n = 1,    , T   We remark that the intervals between the different states do not need to be uniformly spaced 

Autoencoder

A core assumption of the method is that each high-dimensional state x n can be compressed to a lower-dimensional representation z n ∈ C c with c << f   We identify this lower-dimensional representation by an autoencoder consisiting of a parameterized encoder and decoder  The encoder maps the high-dimensional representation to the latent space as:
The latent space is complex-valued  The decoder reconstructs the high-dimensional representation based on the latent variables as: We denote the parameters of the encoder as well as the decoder by θ  As discussed later in Section II C, both set of parameters are optimized simultaneously during training and therefore there is no need for differentiating them 

Interpretable Latent Space Dynamics

We employ a propagator in the latent space to capture the reduced-order dynamics of the system  In contrast to other time-extended variational autoencoder frameworks, our representation uses complex valued latent variables  In addition the latent variables are treated independently  The latter feature enables us to have an interpretable latent dynamics as well as a model that is especially suitable for being trained in the Small Data regime due to the small number of required parameters 
This is in contrast to temporal propagators such as LSTMs   For each dimension i of the latent variable z we are using the following continuous ODE in the complex plane: By solving this ODE, we can define the operator: Interpretable reduced-order modeling with time-scale separation Here, λ is a vector containing all the individual λ's and ∆t n indicates the time-step between the latent states 
The symbol is used to indicate a component-wise multiplication  We remark that the latent variables and the parameter governing the temporal evolution are complex numbers and their role in describing the system dynamics is similar to that of an eigenvalue  The real part is associated with growth and decay whereas the imaginary part is representing the periodic component 
This approach has similarities with the Koopman-operator based methods and the extended dynamic mode decomposition   In contrast to the methods mentioned before we are using a continuous formulation in the latent space that allows us to incorporate scarce and irregularly sampled training data and directly rely on complex numbers in the latent space 

Training and Predictions

We optimize a loss function that combines both a reconstruction loss as well as a loss associated with the error of our learned propagator in the latent space: (5) We note that we could directly incorporate mini-batch training by only taking the summation over a subset of the N available training data 
For new predictions of unseen states, we use the encoder to generate a latent representations which is then advanced in time by the learned propagator  At a designated time step we are using the decoder to reconstruct the high-dimensional solution  We applied our algorithm to three systems  First, we show that the algorithm is capable of exactly reproducing the solution of a linear ODE and to identify its eigenvalues 
Afterwards we are applying the framework to a high-dimensional process generated by a complex latent dynamics, which is correctly identified  As a final test case, we are applying the algorithm to a Kuramoto Shivashinski (KS) equation  Interpretable reduced-order modeling with time-scale separation

Linear ODE

We are considering a two-dimensional ODE system for x = y 1 y 2 : Based on the obtained training data we run our algorithm using a linear encoder and decoder structure as well as two latent variables z  The loss function was optimized using the Adam algorithm   As we consider a linear ODE we can analytically compute the eigenvalues involved and compare it with the parameters λ identified by our algorithm 
We observe in Figure that the algorithm was able to recover the correct values, i e  the eigenvalues 7 and 3 of the given linear ODE  The system does not have a periodic component and the two imaginary parts correctly go to zero, whereas the real parts converge to the reference value  Moreover we are also able to identify for the linear mapping between our latent variables z and the training data a matrix consisting of a multiple of the eigenvectors (1,1) and (1,-1) and thus the correct solution 
This example was chosen to show that the algorithm is able to quickly identify the exact solution of a linear ODE in terms of its linearly independent components 

Hidden multiscale dynamics

We consider eight-dimensional synthetic time series data produced by an underlying twodimensional complex valued process  In particular, the data points x are generated by first solving for the temporal evolution for the two complex-valued processes p 1 and p 2 and than mapping to the eight-dimensional space by using a randomly sampled linear mapping W  
One of the two processes used to generate the data is chosen to be much slower than the other one and both processes have a periodic component  dp 2 dt = (−0 9 + 1 5i)p 2 (8) As training data we consider 40 time series with 150 data points each, obtained by simulating the described processes for a maximum of t = 15 s and then sampling from the obtained data points 
Hence the training data consists of: • 40 time-series • with each consisting 150 observations of the x at a uniform time-step ∆t = 0 0025 The autoencoder obtained consists of one linear layer for both the decoder as well as the encoder  The model is trained for 5000 iterations using the Adam optimizer and a learning rate of 10 −3  
The results for the convergence of the parameters λ 1 and λ 2 can be found in Figure   We note that the process which is slower decaying and thus more responsible for the long-term evolution of the system has a higher convergence rate than the faster process  With the obtained parameters λ as well as the trained autoencoder, we compute predictions based on the last time step used for training, i e  we apply the encoder to obtain our latent representation and than use the latent dynamics to advance the latent representation in time 
Afterwards, we employ the decoder to reconstruct the full high-dimensional system  The results can be found in Figure and show very good agreement between predictions and reference data  This example shows that our model is successfully able to carry out dimensionality reduction and moreover indicates that the convergence rate between latent processes can be different 
The latter is relevant when training models as for accurate predictions all latent processes and their dynamics should be converged 

Kuramoto-Sivashinsky

Finally, we applied our algorithm to the KS equation and aim to identify a reduced-order model for the solution u(y, t): We employed periodic boundary conditions, µ = 1 and a domain size y ∈ [0, 22]  For this domain-size, the KS-equation exhibits a structurally stable chaotic attractor as discussed in The black lines divides the area for which training data was given from the area without raining data 
;   The equation is discretized in space using a discretization step of 22 64 resulting in a state vector x of dimension 64 and a nonlinear system of coupled ODEs  This is solved using a stiff fourth-order solver  We employed a non-linear encoder and decoder with four fully-connected layers each and ReLU-activation functions as well as Dropout Layers between the fully-connected layers 
We trained the model for 200000 iterations using Adam and a learning rate of 5 • 10 4 and assuming a five-dimensional latent space  We obtained the λ's in Figure   Four latent variables have λ's close to zero and thus a slow temporal dynamic that is responsible for the long-term evolution whereas one latent variable is quickly decaying 
Based on the obtained parameters, we do predictions based on an unseen initial condition not contained in the training data  We are able to reconstruct the correct phase space based on our predictions despite only using a very limited amount of training data  The results for the phase space can be seen in Figure  
Although the small-scale fluctuations in the temporal dynamics are not well captured, the model identifies the correct manifold which has a good accuracy compared to the reference solution  All phase-spaces were obtained by using a finite-difference operator on the data or predictions  These results are in accordance Interpretable reduced-order modeling with time-scale separation with whose LSTM-based temporal dynamic model was also able to find the correct phase space but not to track the actual dynamics for long-term predictions 
Our model is not able to account for noise in the temporal evolution and thus dealing with chaotic, small-scale fluctuations is challenging  We believe that a probabilistic version of our algorithm could be advantageous here  This section contains a fully probabilistic formulation for the deterministic model discussed before 
We replace the Autoencoder with a Variational Autoencoder and the ODE in the latent space with a SDE  The loss function which we optimize is the Evidence-Lower Bound (ELBO) 

Model Structure

We postulate the following relations for our probabilistic model using an Ornstein-Uhlenbeck (OU) for each dimension i of the latent space and a Wiener process W t in the latent space: We again assume that the latent variables z t are complex-valued and a priori independent  Complex variables were chosen as their evolution includes a harmonic components which are observed in many physical systems 
We assume an initial conditions z 0,i ∼ CN (0, σ 2 0,i )  The total parameters associated with the latent space dynamics of our model are thus {σ 2 0,i , σ 2 i , λ i } c i=1 and will be denoted by θ together with all parameters responsible for the decoder mapping G (see next section)  These parameters along with the state variables z t have to be inferred from the data x t  
Based on probabilistic Slow Feature Analysis (SFA) , we set σ 2 i = 2; (λ j ) and σ 2 0,i = 1  As a consequence, a priori, the latent dynamics are stationary  A derivation and reasoning for this choice can be found in Appendix A  Hence the only independent parameters are the λ i , the imaginary part of which can account for periodic effects in the latent dynamics 

Variational Autoencoder

We employ a variational autoencoder to account for a probabilistic mappings from the lower-dimensional representation z n to the high-dimensional system x n   In particular we are employing a probabilistic decoder The encoder is used to infer the state variables z based on the given data and thus defined in the inference and learning section 

Inference and Learning

Given the probabilistic relations , our goal is to infer the latent variables z 0:T as well as all model parameters θ  We follow a hybrid Bayesian approach in which the posterior of the state variables is approximated using amortized Variational Inference and Maximum-A-Posteriori (MAP) point-estimates for θ are computed 
The application of Bayes' rule for each data sequence x 0:T leads to the following posterior: where p(θ) denotes the prior on the model parameters  In the context of variational inference, we use the following factorization of the approximate posterior i e  we infer only the mean µ and variance σ for each state variable based on the given data points 
This conditional density used for inference is the encoder-counterpart to the probabilistic decoder defined in the section before  It can be readily shown that the optimal parameter values are found by maximizing the Evidence Lower Bound (ELBO) F(q φ (z 0:T ), θ) which is derived in Appendix B  We compute Monte Carlo estimates of the gradient of the ELBO with respect to φ and θ with the help of the reparametrization trick and carry out stochastic optimization with the ADAM algorithm  

Results for the probabilistic extension

We applied our probabilistic version to the KS-equation  We used the same settings as for the deterministic approach but considered up to 10 complex latent variables  The obtained λ's are in Figure   The probabilistic model allows us to quantify the uncertainty in predictions  In Figure predictions for various time-steps and the respective uncertainty bounds are shown for an unseen initial condition 
Due to the chaotic nature of the KS-equation and the small amount of training data, the underlying linear dynamic of our model is only able to capture the full dynamics for a limited time horizon  Fortunately, due to the probabilistic approach the model is capable of capturing chaotic fluctuations with increasingly wide uncertainty bounds 
We also computed the phase space representation for the KS-equation based on the predictions obtained by our model and compare it with the reference solution  The probabilistic model identifies the correct manifold with a better accuracy than the deterministic model  As some of the small-scale fluctuations are accounted as noise, the resulting manifold is more concentrated at the origin and the obtained values are slightly smaller than the reference manifold although their shape is very similar 
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10  Advertisements and Other Potential Sources Of Revenue



ground_truth: The paper was published on 7 March 2023.

prompt_front: Now, answer the following question based on the text below, only give me the answer and do not output any other words.

Question: 对于PD3.0协议，FS312BH支持的最高诱骗电压是多少？

Read the following text and answer briefly.

Context 2: 0 PPS、QC4 0协议 - 支持两路DP/DM - 支持CV/CC（分段CC）功能 - 支持定制PDO - 支持A+C双口工作，电压自动回5V - 支持FB/OPTO反馈 - 封装：QFN3x3-20L VPWR FB PowerSystem 100K GND R1 GND 19 VIN 17 FB FUNC1 FUNC2 20 15 18 13 PLUGIND VFB FS8628 QFN3x3-20L AGATE 47K 7 5K 47K 7 5K 1 16 8 7 3 4 5 6 10 9 11 CGATE CVBUS CC2 CC1 CDP CDM AVBUS DM DP ISP ISN 12 应用图 2 V3P3 100Ω 1u EP GND GND CVBUS TYPE- C CC2 CC1 CDP CDM CGND TYPE-A AVBUS DM DP 10n 200 AGND 5mΩ GND FS8611K USB-C AC-DC DC-DC 7550B-T CCM-8611K-A FS8611K USB-C 采用2颗FS8611K搭配CCM-8611K-A （MCU）工作，7550B-T配合工作 - 支持PD2 0/PD3 0/QC2 0/AFC/FCP - 支持PDO定制 - 任意单 C 的为 35W(可定制) - 双插18W（可定制15W/20W） - BOM极简，成本低 FS212C+ACM-212C-A+7550B-T 双C方案 FS212C USB-C AC-DC DC-DC 7550B-T ACM-212C-A FS8623B-A+C方案 AC-DC DC-DC FS8623B USB-A USB-C USB-A 采 用 1 颗 F S 2 1 2 C 搭 配 ACM-212C-A 工 作，7550B-T配合工作 - 支持PD2 0/PD3 0 - 支持PDO定制 - 任意单 C 的为20W - 双插7 5W回5V - BOM极简，成本低 采用一颗FS8623B实现A+C方案 - 兼容兼容Apple2 4A/低压直充 QC2 0 Class A/QC3 0 Class A/B/ FCP/SCP等 - 兼 容Type -C PD2 0 / PD3 0 / PD3 0PPS/QC4 0协议 - 支持PDO定制 - 双插回5V 
多口方案选型 产品选型 受电端芯片选型 速芯微现有多种多口的方案选择：A+C，C+C，C+C+A，C+C+C，C+C+A+A等方案。对于 A+C的方案，可使用1颗芯片实现，也可用多颗芯片来实现。 速芯微现有多种受电端诱骗芯片，客户可根据应用需求进行选择。 受电端诱骗芯片应用领域 筋膜枪 无线充 线材 无人机 产品型号 PD2 0 PD3 0 PD3 1 第三方协议 诱骗电压(V) 控制方式 内置Emarker 定制 封装 FS312A √ √ 5/9/12/15/20 电阻阻值 可变电压策略 SOT23-5 FS312AE √ √ 5/9/12/15/20 电阻阻值 √ (公头专用) 可变电压策略 SOT23-5 FS312BL √ √ √ √ 5/9/12/15/20 电阻阻值 可变电压策略 DFN2x2-6 FS312BLE √ √ √ √ 5/9/12/15/20 电阻阻值 √ (公头专用) 可变电压策略 DFN2x2-6 FS312BH √ √ √ √ 5/20/28/36/48 电阻阻值 可变电压策略 DFN2x2-6 FS312BHE √ √ √ √ 5/20/28/36/48 电阻阻值 √ (公头专用) 可变电压策略 DFN2x2-6 FS312LC √ √ √ 5/9/12 电阻阻值 可变第三方 协议 SSOP10 FS312HC √ √ √ 5/9/12/15/20 电阻阻值 可变第三方 协议 SSOP10 FS2711Q √ √ √ 任意设置 I2C √ QFN3x3-16 FS2711P √ √ √ 任意设置 I2C √ QFN3x3-16 FS2711PA √ √ 全协议 任意设置 I2C √ SSOP10 FS2711SW √ √ 全协议 SSOP10 FS512 √ √ 全协议 任意设置 I2C √ SSOP10 方案 类型 产品型号 单C 单A 双插 A+C方案 FS8623 20W（PPS）（可定制） A口全协议18w 5V共享3A FS8623B 20W（PPS）(可定制) A口全协议18w 5V共享3A FS8628 20W（PPS）(可定制) A口全协议18w 5V共享3A FS8611RPC+FS116DB 65W（PPS）(可定制) A口全协议18w A口：5V/2 4A C口：45W FS8628RC+FS116DB 35W(可定制) A口全协议18w A口：5V（BC1 2，Apple 2 4） C口：20W 方案类型 产品型号 单C1 单C2 C1/C2 C+C方案 FS8611RPB*2 30W(可定制) 30W(可定制) C1/C2：5V/3A(或5V/2 4A) FS8611GH*2 35W（可定制） 35W（可定制） C1/C2:18W（可定制） FS8628P*2 35W（可定制） 35W（可定制） C1/C2：17 4W可定制） FS8611KL*2 20W（可定制） 20W（可定制） C1/C2：5V/1 5 A FS8611PC*2 35W 35W C1/C2：18W FS8611BH*2 65W（可定制） 65W（可定制） C1：45W（可定制）C2：20W（可定制） FS8628RPC+FS8611RB 45W（可定制）） 36W （可定制）） C1：30W（可定制）C2：5V/1 5A（可定制） 方案类型 产品型号 单C1 单C2 单A C1+C2 C1/C2+A C1+C2+A C+C+A FS8611S*2+FS116DB 65W（可定制） 65W（ 可定制）） A口全协议18w 智能分配功率 45W+18W C1/C2：智能分配功率 A：18W（或5V1 5A） FS8612C+FS8628P 100W（可定制） 35W （可定制）） 20W C1：65W C2：20W C1+A：65W+20W C2+A：7 5W+7 5W C1：65W C2：7 5W A：7 5W 其他 
Source-TYPE C协议芯片选型 Source-TYPE A协议芯片选型 速芯微现有多种TYPE-C的快充协议芯片，支持多种协议，支持客户定制，多样化，满 足客户对TYPE C的各种快充需求。 速芯微现有多种TYPE A快充协议芯片，支持全协议，支持定制，满足客户对A口协议的各种需 求。速芯微的TYPE-A快充协议芯片的协议丰富，FS112系列拥有多种的型号；FS116D 系列带插入指示，可搭配TYPE-C快充协议芯片，实现A+C，A+C+C，A+A+C+C等多口方 案，协议丰富，其中FS116A一般用于插入指示使用 Source-TYPE A协议芯片引脚封装图 D+ VSS FB 1 2 3 FS112 6 5 4 D- VDD FUNC GATE VIN FUNC FB LED/PLUG_IN 1 2 3 4 5 FS116D 10 DM 9 8 7 6 DP CSP CSN VSS速芯微的各TYPE-C快充协议芯片之间可搭配使用，实现多口方案，更多详情请咨 询我司工作人员。 多口降功率专用快充协议芯片：FS8611RB，FS8611RC，FS8611RPB，FS8611RPC， FS8612CP。 带I2C快充协议芯片：FS8611S，FS8611SP 产品型号 BC1 2 Apple 2 4 QC2 0 QC3 0 AFC FCP SCP HISCP 大电流直充 封装 FS112 √ √ √ √ √ √ √ SOT23-6 FS112H √ √ √ √ √ √ √ √ √ SOT23-6 FS113 √ v √ √ √ √ √ √ √ SOT23-6 FS116DP √ √ √ √ √ √ √ √ SSOP10 FS116DB √ √ √ √ √ √ √ √ SSOP10 FS116E √ √ √ √ √ √ √ √ √ SSOP10 FS116A √ √ SSOP10 其他 可定制 PD2 0 PD3 0 PD3 0 PPS 第三方协议 反馈方式 MOS CV/CC 定制 封装 FS212C √ √ FB √ SOT23-6 FS212CM √ √ FB PMOS(可省) √ SOT23-6 FS212D √ √ √ FB √ SOT23-6 FS212DH √ √ √ FB √ SOT23-6 FS212DP √ √ √ FB PMOS √ SOT23-6 FS212DG √ √ √ FB PMOS √ SOT23-6 FS8611G √ √ FB PMOS(可省) √ SOP-8 FS8611K √ √ QC2 0/AFC/FCP FB PMOS(可省) √ SOP8 FS8611J √ √ √ 全协议 FB PMOS(可省) √ SOP8 FS8611B √ √ √ 全协议 FB PMOS(可省) √ SSOP10 FS8611RB √ √ 全协议 FB PMOS √ SSOP10 FS8611RC √ √ 全协议 FB PMOS √ SSOP10 FS8611S √ √ √ 全协议 FB PMOS √ SSOP10 FS8611PP √ √ √ 全协议 FB PMOS √ SSOP10 FS8611BP √ √ √ 全协议 FB PMOS(可省) √ SSOP10 FS8611RPB √ √ √ 全协议 FB PMOS √ SSOP10 FS8611RPC √ √ √ 全协议 FB PMOS √ SSOP10 FS8611SP √ √ √ 全协议 FB PMOS(可省) SSOP10 FS8612 √ √ √ 全协议 OPTO PMOS √ √ SSOP16 FS8612B √ √ √ 全协议 FB PMOS √ √ SSOP16 FS8612BP √ √ √ 全协议 FB PMOS √ √ SSOP16 FS8612C √ √ √ 全协议 FB/OPTO PMOS √ √ QFN4x4-16 FS8612CP √ √ √ 全协议 FB/OPTO PMOS √ √ QFN4x4-16 
'
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ground_truth: 48V.

prompt_front: Now, answer the following question based on the text below, only give me the answer and do not output any other words.

Question: Can someone sell or modify the Agency Spotter Content?

Read the following text and answer briefly.

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Advertisements  Advertisers who present ads on the Site may use technological methods to measure the effectiveness of their ads and to personalize advertising content  You may use your browser cookie settings to limit or prevent the placement of cookies by advertising networks  Agency Spotter does not share personally identifiable information with advertisers unless we get your permission 
Links  When you click on links on Agency Spotter you may leave our site  We are not responsible for the privacy practices of other sites, and we encourage you to read their privacy statements 
If we are requested to disclose your information to a government agency or official, we will do so if we believe in good faith, after considering your privacy interests and other relevant factors, that such disclosure is necessary to: (i) conform to legal requirements or comply with a legal process with which we are involved; (ii) protect our rights or property or the rights or property of our affiliated companies; (iii) prevent a crime or protect national security; or (iv) protect the personal safety of Site users or the public  Because Agency Spotter is a United States limited liability company and information collected on our Site is stored in whole or in part in the United States, your information may be subject to U S  law 
We also reserve the right to disclose Personally Identifiable Information and/or other information about users that Agency Spotter believes, in good faith, is appropriate or necessary to enforce our agreements, take precautions against liability, investigate and defend itself against ay third-party claims or allegations, assist government enforcement agencies, protect the security or integrity of our Site or Services, and protect the rights, property or personal safety of Agency Spotter, our users and others 
Cookies allow us to (i) manage, present and keep track of temporary information, such as data you upload onto the Site for use with the Services; (ii) register you as a Registered User on the Site or in other various programs associated with the Site; (iii) remember you when you log in to the places on the Site that require you to be a Registered User of the Site; (iv) help us understand the size of our audience and traffic patterns; (v) collect and record information about what you viewed on the Site; and (vi) deliver specific information to you based on your interests 
When you access the Site, the Site automatically collects certain non-personally identifiable information through the use of electronic images known as web beacons (sometimes called single-pixel gifs) and log files  Such information may include your IP address, browser type, the date, time and duration of your access and usage of the Site and whether you opened emails You received from us 
This information is collected for all visits to the Site and then analyzed in the aggregate  This information is useful for, among other things, tracking the performance of our online advertising, such as online banner ads, and determining where to place future advertising on other websites 
Editing your profile  You may review and change or remove your personal information or the settings for your Agency Spotter account at any time by going to your account profile  You can edit your name, email address, password and other account information here  Please be aware that even after your request for a change is processed, Agency Spotter may, for a time, retain residual information about you in its backup and/or archival copies of its database 
Deactivating or deleting your account  If you want to stop using your account you may deactivate it or delete it  When you deactivate an account, no user will be able to see it, but it will not be deleted  We save your profile information in case you later decide to reactivate your account  Many users deactivate their accounts for temporary reasons and in doing so are asking us to maintain their information until they return to Agency Spotter  You will still have the ability to reactivate your account and restore your profile in its entirety  When you delete an account, it is permanently deleted from Agency Spotter  You should only delete your account if you are certain you never want to reactivate it  You may deactivate your account or delete your account within your account profile 
Limitations on removal  Even after you remove information from your profile or delete your account, copies of that information may remain viewable elsewhere to the extent it has been shared with others, it was otherwise distributed pursuant to your privacy settings, or it was copied or stored by other users  However, your name will no longer be associated with that information on Agency Spotter  (For example, if you post something to another user’s or Agency’s profile or Agency’s portfolio and then you delete your account, that post may remain, but be attributed to an “Anonymous Agency Spotter User ”) Additionally, we may retain certain information to prevent identity theft and other misconduct even if deletion has been requested  If you have given third party applications or websites access to your information, they may retain your information to the extent permitted under their terms of service or privacy policies  But they will no longer be able to access the information through our platform after you disconnect from them 
Default Settings  Because the mission of Agency Spotter is to connect businesses and agencies, enabling them to save time, be more productive and successful, we have established what we believe are reasonable default settings that we have found most agencies and professionals desire  Because Registered Users may use and interact with Agency Spotter in a variety of ways, and because those uses may change over time, we designed our settings to provide our users control over the information they share  We encourage our Registered Users to review their account settings and adjust them in accordance with their preferences 
Risks inherent in sharing information  Please be aware that no security measures are perfect or impenetrable, and no method of transmission over the Internet, or method of electronic storage, is 100% secure  We cannot control the actions of other users with whom you share your information  We cannot guarantee that only authorized persons will view your information  We cannot ensure that information you share on the Site or through the Services will not become publicly available  We are not responsible for third party circumvention of any privacy or security measures on Agency Spotter  You can reduce these risks by using common sense security practices such as choosing a strong password, using different passwords for different services, and using up to date antivirus software 
If you receive an unsolicited email that appears to be from us or one of our members that requests personal information (such as your credit card, login, or password), or that asks you to verify or confirm your account or other personal information by clicking on a link, that email was likely to have been sent by someone trying to unlawfully obtain your information, sometimes referred to as a “phisher” or “spoofer ” We do not ask for this type of information in an email  Do not provide the information or click on the link  Please contact us at [email protected] if you get an email like this  Notwithstanding the foregoing, after your initial account setup, we may send an email to your registered account address solely to confirm that we have the correct, valid email address for your account 
If You have concerns about your privacy in connection with your use of the Site or any general questions related thereto, please tell us by emailing us at [email protected] We will make every reasonable effort to address your concerns 
Thank You for supporting websites, such as ours  We take your privacy seriously by implementing written privacy policies, such as this one 



ground_truth: No.