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NEXT GENERATION<br />

MODEL MANAGEMENT<br />

AND INTEGRATION<br />

Prof. Daniel Dolk<br />

CSM Workshop<br />

August 2006


OVERVIEW<br />

“It is possible to view every process that occurs in nature or elsewhere as a computation”<br />

– Stephen Wolfram<br />

“Information is static…computation computation is dynamic” – Rudy Rucker<br />

• Retrospective of model management<br />

• Elements of NGMMI<br />

• Emergence of computational modeling and<br />

computational experimentation in scientific<br />

inquiry<br />

• Virtual environments in the form of Society of<br />

Simulations


SCIENTIFIC METHOD,<br />

15 TH -20 TH CENTURIES<br />

Theory<br />

Design<br />

Analysis and<br />

Explanation<br />

Experiment


SCIENTIFIC METHOD,<br />

1950 - PRESENT<br />

Analysis &<br />

Explanation<br />

Modeling &<br />

Simulation<br />

Analysis<br />

Design<br />

Design<br />

Theory<br />

Design<br />

Validation<br />

Experiment


MODEL MANAGEMENT REDUX<br />

• “The process of representing, solving, analyzing and<br />

integrating analytical models (primarily in the<br />

information and management sciences (OR/MS)) in<br />

computer executable form” -- Dolk<br />

• Initially conceived as a modeling counterpart to data<br />

management<br />

– Models as a corporate resource<br />

– Models, like data, need to be systematically managed<br />

– Rich vein of OR/MS-based models and solvers<br />

– Model management system<br />

• Part of the troika of DSS<br />

– Data, models, dialogue (later, knowledge)<br />

– Models as the lynchpin for decision-making (Simon et al)


MODEL MANAGEMENT REDUX:<br />

MODEL MANAGEMENT SYSTEM<br />

“If DBMS, why not MMS?”<br />

Desirable Requirements/Features of an MMS:<br />

• Support entire modeling life cycle<br />

• Uniform re<strong>presentation</strong> of models<br />

• Modeling languages<br />

• Portfolio of cross-paradigm OR/MS models<br />

• Library of solvers<br />

• Model integration<br />

• Separation of models and data<br />

• Separation of models and solvers<br />

• Leverage RDBMS for data manipulation<br />

Central issue: Model Re<strong>presentation</strong>


MODEL MANAGEMENT REDUX:<br />

MODEL REPRESENTATION<br />

Theoretical driver: Is there a way to represent<br />

models that is comparable in power to the<br />

relational theory re<strong>presentation</strong> of data?<br />

• Relational (Blanning)<br />

• Object-oriented (Dolk)<br />

• Structured modeling (Geoffrion)<br />

• Logic modeling (Bhargava, Kimbrough)<br />

• Graph grammars (C. Jones)<br />

• Metagraphs (Blanning, Basu)


FEEDMIX MODEL<br />

SM GENUS GRAPH<br />

NUTR<br />

MATERIAL<br />

NUTR_<br />

MIN<br />

MATERIAL<br />

Q<br />

UCOST<br />

ANALYSIS<br />

TOTCOST<br />

T:NLEVEL<br />

NLEVEL


SM ELEMENTAL DETAIL TABLES<br />

FOR FEEDMIX MODEL


STRUCTURED MODELING<br />

• Contributions<br />

CONTRIBUTIONS<br />

– Formal semantic ontology for models<br />

– Math models as conceptual models<br />

– Full language (SML) and implementation<br />

(FW/SM)<br />

– Model reuse and integration<br />

– Multiple modes of model re<strong>presentation</strong>


LIMITATIONS OF<br />

STRUCTURED MODELING<br />

“Why isn’t t structured modeling (or equivalent) used as a matter of course in<br />

OR/MS modeling endeavors?”<br />

• Endogenous factors:<br />

– No graph-driven implementation<br />

– Static vs. dynamic re<strong>presentation</strong>s<br />

– Complexity of indexing semantics<br />

• Exogenous factors:<br />

– Math as legal tender: OR analysts are overwhelmingly mathematicians<br />

– Overhead of conceptual modeling: Even database analysts resist conceptual c<br />

modeling<br />

– Models don’t t command the same respect as data<br />

– UML has become the lingua franca of conceptual modeling<br />

– Internet and distributed computing<br />

• (“It can be done” & “It should be done”) ) ~=> (“It(<br />

will be done”)


CONTRIBUTIONS OF 1 ST<br />

GENERATION MODEL<br />

MANAGEMENT<br />

• Decoupling of models, solvers and data<br />

– “run-time” binding of data and solver to model re<strong>presentation</strong><br />

• Model re<strong>presentation</strong> formalisms<br />

– Structured modeling (Geoffrion(<br />

Geoffrion); meta-modeling modeling (Blanning(<br />

and<br />

Basu); graph grammars (Jones); logic modeling (Bhargava and<br />

Kimbrough); object-oriented oriented (Dolk(<br />

Dolk)<br />

– Modeling languages (AMPL: Fourer and Gay)<br />

• Model integration<br />

– Dimensional analysis (Bradley and Clemence)<br />

– Semantic consistency (Bhargava and Kimbrough)<br />

– Relational data systems for managing data<br />

– Model composition (Dolk(<br />

and Kottemann; Geoffrion)


LIMITATIONS OF 1 st<br />

GENERATION MODEL<br />

MANAGEMENT<br />

• Decision-makers are, on average, “model averse”<br />

• Never really a market for the MMS<br />

– Cross-paradigm myopia in the OR/MS community<br />

– “The spreadsheet is the MMS”<br />

– Result: a fully functional MMS was never implemented<br />

• Data more important than models<br />

• No comprehensive, integrating theory (as in relational<br />

data world)<br />

• Internet shifted attention from static re<strong>presentation</strong>s to<br />

dynamic, distributed resources


MODEL MANAGEMENT AND<br />

THE INTERNET<br />

• Internet shifted the focus on many different<br />

levels:<br />

– from stand-alone alone machine centric (static) to<br />

distributed network-centric (dynamic)<br />

– from top down to bottom up<br />

– from MMS as single monolithic system to MMS as<br />

dynamic, configurable S/W components<br />

– from S/W as commodity to S/W as service<br />

– from individual problem solving to collaborative<br />

problem solving<br />

• AME


ELEMENTS OF<br />

NEXT GENERATION<br />

MODEL MANAGEMENT<br />

There is still a need for model management, but this seems to go<br />

largely unrecognized.<br />

• Model management as an exemplar of knowledge management rather than t<br />

an<br />

extension of data management<br />

– Models recast in the context of Knowledge and Knowledge Flow enablers, , or<br />

– Models in the context of the Pentagram Creative Space (Involvement, nt, Imagination,<br />

Intervention, Integration, Intelligence) (Nakamori(<br />

Nakamori)<br />

– “Model dynamics” (?) rather than “model management”<br />

– Decision as a process ( (decision decision supply chain) rather than a point estimate<br />

– Collaborative decision-making vs. individual decision-making<br />

• Shift from analytical modeling to computational modeling and virtual environments<br />

– Concept of complexity has changed radically<br />

– Evolutionary biology has replaced physics as the scientific paradigm of interest in the social<br />

sciences<br />

– Ascendancy of network “science” and agent technology<br />

– Model integration in one form as a Society of Simulations


KNOWLEDGE FLOWS IN<br />

THE MODELING LIFECYCLE<br />

Model Versioning<br />

And Security<br />

Problem<br />

Identification<br />

Model<br />

Formulation<br />

Model<br />

Maintenance<br />

Model<br />

Implementation<br />

Model<br />

Validation<br />

Model<br />

Solution<br />

Model<br />

Interpretation


COMPUTATIONAL SCIENCE<br />

• Computational science involves using computers to study scientific ic problems and<br />

complements the areas of theory and experimentation in traditional al scientific<br />

investigation.<br />

• Computational science seeks to gain understanding of science principally through the<br />

use and analysis of computational models, often on high performance computers.<br />

• Computational modeling and simulation is being accepted as a third methodology in<br />

engineering and scientific research that fills a gap between physical experiments and<br />

analytical approaches.<br />

• Experiments traditionally performed in a laboratory, wind tunnel, , or the field are<br />

being augmented or replaced by computational experimentation (simulations).<br />

• These simulations provide both qualitative and quantitative insights into many<br />

phenomena that are too complex to be dealt with by analytical methods (e.g.,<br />

organizational dynamics) or too expensive or dangerous to study by experiments<br />

(e.g., bioterrorist attacks, nuclear repository integrity).


ASPECTS OF<br />

COMPUTATIONAL MODELING<br />

• Procedural as separate from equational or axiomatic<br />

– E.g., cellular automata, Monte Carlo simulations for solving systems of<br />

PDEs numerically<br />

• Constructivist, or very nearly so, in nature<br />

– “if you can’t t build it, you don’t t understand it” (Langton)<br />

– Artifact-building vs. theory-building<br />

• Emergent behavior vs. hierarchical decomposition & recomposition<br />

• Types of models<br />

– “what is”; ; descriptive (ex: discrete event simulation)<br />

– “what should be”; ; prescriptive (ex: optimization)<br />

– “what will be”; ; predictive (ex: econometric forecasting)<br />

– “what could be”; ; constructive (ex: artificial life)


EXAMPLES OF COMPUTATIONAL<br />

MODELING FOR SOME REFERENCE<br />

DISCIPLINES<br />

• Biology: DNA and the genome; artificial life<br />

[Keller 2002]<br />

• Physics: numerical analysis of systems of<br />

PDEs<br />

• Mathematics: Mathematica [Wolfram 2002]<br />

• Finance: options pricing


COMPUTATIONAL MODELING in the<br />

INFORMATION and SOCIAL<br />

SCIENCES<br />

• Computational models of human behavior<br />

– How do we construct agents?<br />

– Computational models of cognition [Edelman 1987]<br />

– Experimental economics<br />

– Economic decision-making under uncertainty (Tversky(<br />

&<br />

Kahneman)<br />

• Organization science: Computational organizations<br />

[Prietula<br />

& Carley 1994; Levitt 2004]<br />

• Economics: evolutionary economics [Nelson and Winter<br />

2002]; synthetic economies [Epstein & Axtell 1996];<br />

• Network “science”:: [Barabasi[<br />

2002]; social network<br />

analysis [Wassermann 1994]


COMPUTATIONAL<br />

EXPERIMENTATION<br />

• Computational experimentation as an alternative or augmentation to analytical /<br />

laboratory and field experimentation<br />

from [Nissen and Buettner 2004]


Computational<br />

Modeling<br />

Virtual Environments linked<br />

via Network interfaces with<br />

shared semantics<br />

Design<br />

Analysis<br />

Hypothesis<br />

Generation<br />

Computational<br />

Experimentation<br />

Analysis<br />

Design<br />

Design<br />

Theory<br />

Design<br />

Analysis, Confirmation/Refutation<br />

Experiment<br />

-Live: Laboratory<br />

and Field<br />

COMPUTATIONAL MODELING AND VIRTUAL<br />

ENVIRONMENTS


MODEL DYNAMICS AND<br />

VIRTUAL ENVIRONMENTS<br />

• LEAD (Linked Environments for Atmospheric Discovery)<br />

– Collaboration among meteorologists, computer scientists,<br />

educational experts<br />

– Objective:<br />

• Respond to weather phenomena in real time<br />

• Execute multi-model model simulations of weather forecasts distributed on<br />

the Grid<br />

• Adapt computing resources dynamically<br />

– Services:<br />

• Workflow system: dynamic control of experiments<br />

• Metadata catalog for managing experimental results<br />

• Notification system as a communications layer


SOCIETY of SIMULATIONS<br />

APPROACH TO LINKING<br />

VIRTUAL ENVIRONMENTS<br />

• Problem: How do you link local virtual environments<br />

(models) developed with local semantics into a global<br />

virtual environment (integrated model) with a common<br />

semantics? (This is the problem of the Semantic web;<br />

also, to a large degree, the aggregation problem)<br />

• A Society of Simulations is analogous to a society of<br />

people, as both are loosely coupled constructs in which<br />

independent individuals contribute toward a single<br />

societal identity. A society is an organized group of<br />

individuals who associate for common purposes.<br />

• Likewise, autonomous simulations in a Society of<br />

Simulations work together to achieve the common goal<br />

of modeling the system.


SOCIETY of SIMULATIONS<br />

COMPONENTS<br />

• Members: Stand-alone alone simulations or models<br />

(ABS, DES, SD, OR/MS, etc), built specifically for<br />

a Society, other components such as<br />

visualizations and user interfaces<br />

• Shared Reality: stores the shared aspects of a<br />

Member’s model(s)<br />

• Liaisons: links Members with Shared Reality


MORE ELEMENTS OF<br />

NEXT GENERATION<br />

MODEL MANAGEMENT<br />

• Solver environments<br />

– Combining information systems and model development techniques<br />

– Meta-heuristic environments<br />

– Grid computing<br />

– Network science<br />

• Data (structured + semi- / unstructured)<br />

– Search engine technology<br />

– Advanced data/text/image mining<br />

– Semantic Web<br />

– Dynamically configurable and executable models a la Google type interfaces<br />

• Application areas<br />

– Supply chain management<br />

– Services science (?), management and engineering: Web services, service-<br />

oriented architecture as IME<br />

– Computational economies, societies, organizations<br />

– Network science (social network analysis)


APPLICATION AREA:<br />

SEMANTIC WEB<br />

• The Semantic Web is a web of data. There is lots of data we all use every<br />

day, and its not part of the web. I can see my bank statements on the web,<br />

and my photographs, and I can see my appointments in a calendar. But<br />

can I see my photos in a calendar to see what I was doing when I took<br />

them? Can I see bank statement lines in a calendar?<br />

• Why not? Because we don't have a web of data. Because data is controlled<br />

by applications, and each application keeps it to itself.<br />

• The Semantic Web is about two things. It is about common formats for<br />

interchange of data, where on the original Web we only had interchange of<br />

documents. Also it is about language for recording how the data relates to<br />

real world objects. That allows a person, or a machine, to start off in one<br />

database, and then move through an unending set of databases which are<br />

connected not by wires but by being about the same thing.<br />

( http://www.w3.org/2001/sw/ )<br />

( http://www.scientificamerican.com/article.cfm?articleID=00048144-<br />

10D2-1C70<br />

1C70-84A9809EC588EF21&pageNumber=1&catID=2<br />

)<br />

• Model Dynamics counterpart: Composing services to satisfy a user r request<br />

is the same problem as composing models to solve a particular application.<br />

plication.<br />

• Research areas: Ontologies, , semantic resolution, dimensional consistency,<br />

logical vs physical integration


APPLICATION AREA:<br />

SERVICES MANAGEMENT<br />

AND ENGINEERING<br />

• “Services sciences, Management and Engineering<br />

hopes to bring together ongoing work in computer<br />

science, operations research, industrial<br />

engineering, business strategy, management<br />

sciences, social and cognitive sciences, and legal<br />

sciences to develop the skills required in a services-<br />

led economy.”<br />

http://www.research.ibm.com/ssme/


APPLICATION AREA:<br />

SERVICES MANAGEMENT<br />

AND ENGINEERING<br />

• “The science comes in through modeling. You model kernels of a<br />

work practice to gain insight and for the purposes of automation”<br />

Richard Newton, Dean of the College of Engineering at the<br />

University of California, Berkeley.<br />

• Modeling, simulation, abstraction, measurement and metrics, and<br />

process design and analysis will emerge as core disciplines of<br />

science-based services<br />

• Equipped with the right tools (e.g. dynamically reconfigurable<br />

architectures for “on demand” computing), nonprogrammers will<br />

be able to design, model, and simulate business processes.


SOME RESEARCH AREAS<br />

FOR NGMMI<br />

• Computational models of human behavior<br />

– Experimental economics, cognitive science, psychology, decision science<br />

– Agent re<strong>presentation</strong>s<br />

• Ontologies<br />

– Model assumptions, structural re<strong>presentation</strong>s, dynamic re<strong>presentation</strong>s, agent<br />

behavior<br />

• Model integration<br />

– How to integrate inter-paradigm models such as ABS, DES, Optimization,<br />

Forecasting, Soft vs. Crisp, Quantitative vs. Qualitative, etc., etc. models? How<br />

do you represent these models and how do you merge them semantically? ally? (Ex:<br />

artificial labor market)<br />

– How to integrate intra-paradigm models? E.g., how do you integrate an ABS<br />

whose agents are people with an ABS whose agents are strategies?<br />

– Ontology integration (meta-ontology)<br />

• Model validation, esp. for emergent (“what(<br />

could be”) ) models<br />

– What is (are) the role(s) ) of “what could be” models in scientific inquiry?<br />

• Measurement of knowledge flows resulting from analytical/computational tional models<br />

– How useful are models, really?<br />

– “Good” vs. “Bad” models and their effects upon the Knowledge Base


Backup Slides


SOME REFERENCES<br />

• COMPUTATIONAL EXPERIMENTATION<br />

– Nissen, M. and Buettner, R. Computational experimentation with the t<br />

Virtual Design<br />

Team: Bridging the chasm between laboratory and field research in C2. " Proceedings<br />

Command and Control Research and Technology Symposium, , San Diego, CA, 2004.<br />

– Kevrekidis, , I. Equation-Free Modeling for Complex Systems. Frontiers of Engineering:<br />

Reports on Leading-Edge Engineering from the 2004 NAE Symposium on Frontiers of<br />

Engineering, 69-76.<br />

• COMPUTATIONAL EXPLANATION<br />

– Keller, E.F. Making Sense of Life: Explaining Biological Development with Models,<br />

Metaphors, and Machines. Harvard University Press, Cambridge, MA, 2002.<br />

– Kimbrough, S. Computational Modeling and Explanation: Opportunities ies for the<br />

Information and Management Sciences. Computational Modeling and Problem Solving in<br />

the Networked World, , Hemant K. Bhargava and Nong Ye, eds., Kluwer, , Boston, MA, 31-<br />

57, 2003.<br />

• COMPUTATIONAL ORGANIZATIONS<br />

– Carley, , K. M. & Prietula, , M. J. (Eds.), 1994, Computational Organization Theory,<br />

Hillsdale, NJ: Lawrence Erlbaum Associates.<br />

– Levitt, , R. E., (2004). Computational Modeling of Organizations Comes of Age. Journal of<br />

Computational & Mathematical Organization Theory, 10(2); 127-145, 145, July 2004.


REFERENCES (cont’d)<br />

• EVOLUTIONARY ECONOMICS AND SYNTHETIC ECONOMIES<br />

– Chaturvedi, A., Mehta, S., Dolk, D., Ayer, R. Agent-based simulation for<br />

computational experimentation: developing an artificial labor market.<br />

European<br />

Journal of Operations Research 166:3, 694-716, 2005.<br />

– Epstein, J. and Axtell, R. Growing Artificial Societies: Social Science from the<br />

Bottom Up. . The Brookings Institution and the MIT Press, Washington D.C. and<br />

Cambridge, MA, 1996.<br />

– Nelson, R. and Winter, S. An Evolutionary Theory of Economic Change. The<br />

Belknap Press of Harvard University Press, Cambridge MA, 1982.<br />

• MODEL MANAGEMENT<br />

– Basu, , A. and Blanning, , R. Model integration using metagraphs. Information<br />

Systems Research, 5:3; 195-218, 1994.<br />

– Bhargava, H. and Kimbrough, S. Model management: An embedded languages<br />

approach. Decision Support Systems, 10; 277-299, 299, 1993.<br />

– Dolk, D. Model integration in the data warehouse era. European Journal of<br />

Operational Research, April 2000.<br />

– Geoffrion, , A.M. An introduction to structured modeling. Management Science,<br />

33: 5, 547-588, 588, May 1987.<br />

– Jones, C. An introduction to graph based modeling systems, Part I: Overview.<br />

ORSA Journal on Computing, , 136-151, 151, 1990.


REFERENCES (cont’d)<br />

• NETWORK SCIENCE<br />

– Barabasi, , A-L. A<br />

Linked: How Everything is Connected to Everything Else and What<br />

It Means for Business, Science, and Everyday Life. Plume Press, 2003.<br />

– J.C. Doyle, D. Alderson, L. Li, S. Low, M. Roughan, , S. Shalunov, , R. Tanaka, and W.<br />

Willinger. . The "robust yet fragile" nature of the Internet. Proc. Nat. Acad. Sci.<br />

USA. October 4, 2005.<br />

• SOCIAL NETWORK ANALYSIS<br />

– Wasserman, S. and Faust, K. (1994) Social Network Analysis: Methods and<br />

Applications. . Cambridge: Cambridge University Press.<br />

– Krackhardt, , K. and Hanson, J. Informal networks: The company behind the<br />

chart. Harvard Business Review, 103-111, 111, July-August, 1993.<br />

• KNOWLEDGE MANAGEMENT AND DYNAMICS<br />

– Wierzbicki, A. and Nakamori, , Y. (2006) Creative Space: Models of Creative<br />

Processes for the Knowledge Civilization Age. Springer Press.<br />

– Nissen, M. (2006) Harnessing Knowledge Dynamics: Principled Organizational<br />

Knowing. IRM Press.


SOCIETY of SIMULATIONS:<br />

MEMBER COMPONENT<br />

• Each simulation, or model, in a Society is an<br />

autonomously managed Member which<br />

cooperates with other Members to reach its<br />

personal goals.<br />

• In the process of meeting its personal goals, a<br />

Member contributes to societal goals.<br />

• Satisfaction of societal goals emerges as all<br />

Members progress towards their personal goals.


SOCIETY of SIMULATIONS:<br />

MEMBER COMPONENT<br />

• Members:<br />

– Inputs/Outputs:<br />

• Syntax: data structure and type<br />

• Granularity: spatial and temporal (can differ widely across different<br />

simulations<br />

• Semantics: the meaning of an input/output (e.g., A door in a building layout<br />

means a wooden obstacle to a FireSim and a removable blockage on an exit<br />

route to a HumanSim)


SOCIETY of SIMULATIONS:<br />

SHARED REALITY<br />

• Shared Reality:<br />

– Shared aspects of a Member’s s models<br />

– Does not manage how the Members operate<br />

– Persistent information space<br />

– The intelligence for transforming information within Shared Reality into<br />

a form a consumer can digest and for synchronizing a consumer with<br />

produced data is pushed from the data exchange mechanism of Shared<br />

Reality onto the linkages (Liaisons) that connect the Members to Shared<br />

Reality.<br />

– Shared Reality is lightweight, in the sense that overheads increase less<br />

than linearly as the number of Members or the amount of data being<br />

exchanged increases.<br />

– Decouples the producers and consumers of data<br />

• Member’s s design is separated from the data exchange mechanism.<br />

• Extensions to a Member’s s design do not require changes to the design of<br />

Shared Reality.


SOCIETY of SIMULATIONS<br />

APPROACH<br />

• Liaisons:<br />

– Each Member in a Society accesses Shared Reality through a Member-<br />

specific Liaison<br />

– Liaison consists of the intelligence needed to interact with and control a<br />

Member and to interact with the rest of the Society.<br />

– Liaison is configured to use Member-specific mechanisms—<br />

initializations, inputs, outputs, and control mechanisms.<br />

– Same Member can be used in different Societies and be continuously<br />

developed without being forced to address Society-specific<br />

characteristics, enabling reuse and distributed development.<br />

– Liaison Tasks:<br />

• Synchronizes the Member with data the Member depends on<br />

• Starts, stops, restarts, and checkpoints a Member.<br />

• Gathers data from Shared Reality, transforms its syntax, converts s its<br />

granularity, and translates its semantics.<br />

• Places the Member’s s outputs into Shared Reality coupled with semantic<br />

information describing the syntax, granularity, and semantics of the data.


EXAMPLE: EVACUATION<br />

SOCIETY


BENEFITS of SoS APPROACH<br />

• Enables distributed development<br />

• Heterogeneity is supported by allowing independent development of o<br />

Member designs<br />

• Autonomous management is enabled by linking Members to<br />

information instead of to other Members<br />

• Avoids publisher-subscriber subscriber dependence<br />

• Society of Simulations approach allows simulations to cooperate, yet<br />

remain autonomous, an inherently modular and scalable approach<br />

for linking heterogeneous simulations.<br />

• Example: Urban Resolve 2015 (15 simulations, 6 of which use SoS;<br />

2000 players; 2 weeks duration)<br />

• SoS works primarily at the syntactic level; Next step: extend to the t<br />

semantic level (Semantic Web)


STRUCTURED MODELING and<br />

the 21 st CENTURY<br />

• UML, ERD still do not support decision models<br />

and OR/MS applications<br />

• OLAP Extension: SM and OLAP<br />

• Model Standardization: SM and XML<br />

• SM and Ontology<br />

• SM and KM: Wikipedia counterpart for models<br />

• Dynamic SM<br />

• SM and Computational Modeling: opportunities<br />

in the life sciences?

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