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Jaccard index

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(Redirected fromIntersection over union)
Measure of similarity and diversity between sets
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Intersection and union of two setsA andB
Intersection over union as a similarity measure forobject detection on images – an important task incomputer vision.

TheJaccard index is astatistic used for gauging thesimilarity anddiversity ofsample sets.It is defined in general taking the ratio of two sizes (areas or volumes), the intersection size divided by the union size, also calledintersection over union (IoU).

It was developed byGrove Karl Gilbert in 1884 as hisratio of verification (v)[1] and now is often called thecritical success index in meteorology.[2] It was later developed independently byPaul Jaccard, originally giving the French namecoefficient de communauté (coefficient of community),[3][4] and independently formulated again by Taffee Tadashi Tanimoto.[5] Thus, it is also calledTanimoto index orTanimoto coefficient in some fields.

Overview

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The Jaccard index measures similarity between finite non-empty sample sets and is defined as the size of theintersection divided by the size of theunion of the sample sets:

J(A,B)=|AB||AB|=|AB||A|+|B||AB|.{\displaystyle J(A,B)={\frac {|A\cap B|}{|A\cup B|}}={\frac {|A\cap B|}{|A|+|B|-|A\cap B|}}.}

Note that by design,0J(A,B)1.{\displaystyle 0\leq J(A,B)\leq 1.} If the setsA{\displaystyle A} andB{\displaystyle B} have no elements in common, their intersection is empty, so|AB|=0{\displaystyle |A\cap B|=0} and thereforeJ(A,B)=0.{\displaystyle J(A,B)=0.} The other extreme is that the two sets are equal. In that caseAB=AB=A=B,{\displaystyle A\cap B=A\cup B=A=B,} so thenJ(A,B)=1.{\displaystyle J(A,B)=1.} The Jaccard index is widely used in computer science, ecology, genomics and other sciences wherebinary or binarized data are used. Both the exact solution and approximation methods are available for hypothesis testing with the Jaccard index.[6]

Jaccard similarity also applies to bags, i.e.,multisets. This has a similar formula,[7] but the symbols used represent bag intersection and bag sum (not union). The maximum value is 1/2.

J(A,B)=|AB||AB|=|AB||A|+|B|.{\displaystyle J(A,B)={\frac {|A\cap B|}{|A\uplus B|}}={\frac {|A\cap B|}{|A|+|B|}}.}

TheJaccard distance, which measuresdissimilarity between sample sets, is complementary to the Jaccard index and is obtained by subtracting the Jaccard index from 1 or, equivalently, by dividing the difference of the sizes of the union and the intersection of two sets by the size of the union:

dJ(A,B)=1J(A,B)=|AB||AB||AB|.{\displaystyle d_{J}(A,B)=1-J(A,B)={\frac {|A\cup B|-|A\cap B|}{|A\cup B|}}.}

An alternative interpretation of the Jaccard distance is as the ratio of the size of thesymmetric differenceAB=(AB)(AB){\displaystyle A\mathbin {\triangle } B=(A\cup B)-(A\cap B)} to the union. Jaccard distance is commonly used to calculate ann ×n matrix forclustering andmultidimensional scaling ofn sample sets.

This distance is ametric on the collection of all finite sets.[8][9][10]

There is also a version of the Jaccard distance formeasures, includingprobability measures. Ifμ{\displaystyle \mu } is a measure on ameasurable spaceX{\displaystyle X}, then we define the Jaccard index by

Jμ(A,B)=μ(AB)μ(AB),{\displaystyle J_{\mu }(A,B)={\frac {\mu (A\cap B)}{\mu (A\cup B)}},}

and the Jaccard distance by

dμ(A,B)=1Jμ(A,B)=μ(AB)μ(AB).{\displaystyle d_{\mu }(A,B)=1-J_{\mu }(A,B)={\frac {\mu (A\mathbin {\triangle } B)}{\mu (A\cup B)}}.}

Care must be taken ifμ(AB)=0{\displaystyle \mu (A\cup B)=0} or{\displaystyle \infty }, since these formulas are not well defined in these cases.

TheMinHash min-wise independent permutationslocality sensitive hashing scheme may be used to efficiently compute an accurate estimate of the Jaccard similarity index of pairs of sets, where each set is represented by a constant-sized signature derived from the minimum values of ahash function.

Similarity of asymmetric binary attributes

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Given two objects,A andB, each withnbinary attributes, the Jaccard index is a useful measure of the overlap thatA andB share with their attributes. Each attribute ofA andB can either be 0 or 1. The total number of each combination of attributes for bothA andB are specified as follows:

M11{\displaystyle M_{11}} represents the total number of attributes whereA andB both have a value of 1.
M01{\displaystyle M_{01}} represents the total number of attributes where the attribute ofA is 0 and the attribute ofB is 1.
M10{\displaystyle M_{10}} represents the total number of attributes where the attribute ofA is 1 and the attribute ofB is 0.
M00{\displaystyle M_{00}} represents the total number of attributes whereA andB both have a value of 0.
A
B
01
0M00{\displaystyle M_{00}}M10{\displaystyle M_{10}}
1M01{\displaystyle M_{01}}M11{\displaystyle M_{11}}

Each attribute must fall into one of these four categories, meaning that

M11+M01+M10+M00=n.{\displaystyle M_{11}+M_{01}+M_{10}+M_{00}=n.}

The Jaccard similarity index,J, is given as

J=M11M01+M10+M11.{\displaystyle J={M_{11} \over M_{01}+M_{10}+M_{11}}.}

The Jaccard distance,dJ, is given as

dJ=M01+M10M01+M10+M11=1J.{\displaystyle d_{J}={M_{01}+M_{10} \over M_{01}+M_{10}+M_{11}}=1-J.}

Statistical inference can be made based on the Jaccard similarity index, and consequently related metrics.[6] Given two sample setsA andB withn attributes, a statistical test can be conducted to see if an overlap isstatistically significant. The exact solution is available, although computation can be costly asn increases.[6] Estimation methods are available either by approximating amultinomial distribution or by bootstrapping.[6]

Difference with the simple matching index (SMC)

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When used for binary attributes, the Jaccard index is very similar to thesimple matching coefficient. The main difference is that the SMC has the termM00{\displaystyle M_{00}} in its numerator and denominator, whereas the Jaccard index does not. Thus, the SMC counts both mutual presences (when an attribute is present in both sets) and mutual absence (when an attribute is absent in both sets) as matches and compares it to the total number of attributes in the universe, whereas the Jaccard index only counts mutual presence as matches and compares it to the number of attributes that have been chosen by at least one of the two sets.

Inmarket basket analysis, for example, the basket of two consumers who we wish to compare might only contain a small fraction of all the available products in the store, so the SMC will usually return very high values of similarities even when the baskets bear very little resemblance, thus making the Jaccard index a more appropriate measure of similarity in that context. For example, consider a supermarket with 1000 products and two customers. The basket of the first customer contains salt and pepper and the basket of the second contains salt and sugar. In this scenario, the similarity between the two baskets as measured by the Jaccard index would be 1/3, but the similarity becomes 0.998 using the SMC.

In other contexts, where 0 and 1 carry equivalent information (symmetry), the SMC is a better measure of similarity. For example, vectors of demographic variables stored indummy variables, such as gender, would be better compared with the SMC than with the Jaccard index since the impact of gender on similarity should be equal, independently of whether male is defined as a 0 and female as a 1 or the other way around. However, when we have symmetric dummy variables, one could replicate the behaviour of the SMC by splitting the dummies into two binary attributes (in this case, male and female), thus transforming them into asymmetric attributes, allowing the use of the Jaccard index without introducing any bias. The SMC remains, however, more computationally efficient in the case of symmetric dummy variables since it does not require adding extra dimensions.

Weighted Jaccard similarity and distance

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Ifx=(x1,x2,,xn){\displaystyle \mathbf {x} =(x_{1},x_{2},\ldots ,x_{n})} andy=(y1,y2,,yn){\displaystyle \mathbf {y} =(y_{1},y_{2},\ldots ,y_{n})} are two vectors with all realxi,yi0{\displaystyle x_{i},y_{i}\geq 0}, then their Jaccard similarity index (also known then as Ruzicka similarity[citation needed]) is defined as

JW(x,y)=imin(xi,yi)imax(xi,yi),{\displaystyle J_{\mathcal {W}}(\mathbf {x} ,\mathbf {y} )={\frac {\sum _{i}\min(x_{i},y_{i})}{\sum _{i}\max(x_{i},y_{i})}},}

and Jaccard distance (also known then as Soergel distance)

dJW(x,y)=1JW(x,y).{\displaystyle d_{J{\mathcal {W}}}(\mathbf {x} ,\mathbf {y} )=1-J_{\mathcal {W}}(\mathbf {x} ,\mathbf {y} ).}

With even more generality, iff{\displaystyle f} andg{\displaystyle g} are two non-negative measurable functions on a measurable spaceX{\displaystyle X} with measureμ{\displaystyle \mu }, then we can define

JW(f,g)=min(f,g)dμmax(f,g)dμ,{\displaystyle J_{\mathcal {W}}(f,g)={\frac {\int \min(f,g)d\mu }{\int \max(f,g)d\mu }},}

wheremax{\displaystyle \max } andmin{\displaystyle \min } are pointwise operators. Then Jaccard distance is

dJW(f,g)=1JW(f,g).{\displaystyle d_{J{\mathcal {W}}}(f,g)=1-J_{\mathcal {W}}(f,g).}

Then, for example, for two measurable setsA,BX{\displaystyle A,B\subseteq X}, we haveJμ(A,B)=J(χA,χB),{\displaystyle J_{\mu }(A,B)=J(\chi _{A},\chi _{B}),} whereχA{\displaystyle \chi _{A}} andχB{\displaystyle \chi _{B}} are the characteristic functions of the corresponding set.

Probability Jaccard similarity and distance

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The weighted Jaccard similarity described above generalizes the Jaccard Index to positive vectors, where a set corresponds to a binary vector given by theindicator function, i.e.xi{0,1}{\displaystyle x_{i}\in \{0,1\}}. However, it does not generalize the Jaccard Index to probability distributions, where a set corresponds to a uniform probability distribution, i.e.

xi={1|X|iX0otherwise{\displaystyle x_{i}={\begin{cases}{\frac {1}{|X|}}&i\in X\\0&{\text{otherwise}}\end{cases}}}

It is always less if the sets differ in size. If|X|>|Y|{\displaystyle |X|>|Y|}, andxi=1X(i)/|X|,yi=1Y(i)/|Y|{\displaystyle x_{i}=\mathbf {1} _{X}(i)/|X|,y_{i}=\mathbf {1} _{Y}(i)/|Y|} then

JW(x,y)=|XY||XY|+|X|<J(X,Y).{\displaystyle J_{\mathcal {W}}(x,y)={\frac {|X\cap Y|}{|X\setminus Y|+|X|}}<J(X,Y).}
The probability Jaccard index can be interpreted as intersections of simplices.

Instead, a generalization that is continuous between probability distributions and their corresponding support sets is

JP(x,y)=xi0,yi01jmax(xjxi,yjyi){\displaystyle J_{\mathcal {P}}(x,y)=\sum _{x_{i}\neq 0,y_{i}\neq 0}{\frac {1}{\sum _{j}\max \left({\frac {x_{j}}{x_{i}}},{\frac {y_{j}}{y_{i}}}\right)}}}

which is called the "Probability" Jaccard.[11] It has the following bounds against the Weighted Jaccard on probability vectors.

JW(x,y)JP(x,y)2JW(x,y)1+JW(x,y){\displaystyle J_{\mathcal {W}}(x,y)\leq J_{\mathcal {P}}(x,y)\leq {\frac {2J_{\mathcal {W}}(x,y)}{1+J_{\mathcal {W}}(x,y)}}}

Here the upper bound is the (weighted)Sørensen–Dice coefficient.The corresponding distance,1JP(x,y){\displaystyle 1-J_{\mathcal {P}}(x,y)}, is a metric over probability distributions, and apseudo-metric over non-negative vectors.

The Probability Jaccard Index has a geometric interpretation as the area of an intersection ofsimplices. Every point on a unitk{\displaystyle k}-simplex corresponds to a probability distribution onk+1{\displaystyle k+1} elements, because the unitk{\displaystyle k}-simplex is the set of points ink+1{\displaystyle k+1} dimensions that sum to 1. To derive the Probability Jaccard Index geometrically, represent a probability distribution as the unit simplex divided into sub simplices according to the mass of each item. If you overlay two distributions represented in this way on top of each other, and intersect the simplices corresponding to each item, the area that remains is equal to the Probability Jaccard Index of the distributions.

Optimality of the Probability Jaccard Index

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A visual proof of the optimality of the Probability Jaccard Index on three element distributions.

Consider the problem of constructing random variables such that they collide with each other as much as possible. That is, ifXx{\displaystyle X\sim x} andYy{\displaystyle Y\sim y}, we would like to constructX{\displaystyle X} andY{\displaystyle Y} to maximizePr[X=Y]{\displaystyle \Pr[X=Y]}. If we look at just two distributionsx,y{\displaystyle x,y} in isolation, the highestPr[X=Y]{\displaystyle \Pr[X=Y]} we can achieve is given by1TV(x,y){\displaystyle 1-{\text{TV}}(x,y)} whereTV{\displaystyle {\text{TV}}} is theTotal Variation distance. However, suppose we weren't just concerned with maximizing that particular pair, suppose we would like to maximize the collision probability of any arbitrary pair. One could construct an infinite number of random variables one for each distributionx{\displaystyle x}, and seek to maximizePr[X=Y]{\displaystyle \Pr[X=Y]} for all pairsx,y{\displaystyle x,y}. In a fairly strong sense described below, the Probability Jaccard Index is an optimal way to align these random variables.

For any sampling methodG{\displaystyle G} and discrete distributionsx,y{\displaystyle x,y}, ifPr[G(x)=G(y)]>JP(x,y){\displaystyle \Pr[G(x)=G(y)]>J_{\mathcal {P}}(x,y)} then for somez{\displaystyle z} whereJP(x,z)>JP(x,y){\displaystyle J_{\mathcal {P}}(x,z)>J_{\mathcal {P}}(x,y)} andJP(y,z)>JP(x,y){\displaystyle J_{\mathcal {P}}(y,z)>J_{\mathcal {P}}(x,y)}, eitherPr[G(x)=G(z)]<JP(x,z){\displaystyle \Pr[G(x)=G(z)]<J_{\mathcal {P}}(x,z)} orPr[G(y)=G(z)]<JP(y,z){\displaystyle \Pr[G(y)=G(z)]<J_{\mathcal {P}}(y,z)}.[11]

That is, no sampling method can achieve more collisions thanJP{\displaystyle J_{\mathcal {P}}} on one pair without achieving fewer collisions thanJP{\displaystyle J_{\mathcal {P}}} on another pair, where the reduced pair is more similar underJP{\displaystyle J_{\mathcal {P}}} than the increased pair. This theorem is true for the Jaccard Index of sets (if interpreted as uniform distributions) and the probability Jaccard, but not of the weighted Jaccard. (The theorem uses the word "sampling method" to describe a joint distribution over all distributions on a space, because it derives from the use ofweighted minhashing algorithms that achieve this as their collision probability.)

This theorem has a visual proof on three element distributions using the simplex representation.

Tanimoto similarity and distance

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Various forms of functions described as Tanimoto similarity and Tanimoto distance occur in the literature and on the Internet. Most of these are synonyms for Jaccard similarity and Jaccard distance, but some are mathematically different. Many sources[12] cite an IBM Technical Report[5] as the seminal reference.

In "A Computer Program for Classifying Plants", published in October 1960,[13] a method of classification based on a similarity ratio, and a derived distance function, is given. It seems that this is the most authoritative source for the meaning of the terms "Tanimoto similarity" and "Tanimoto Distance". The similarity ratio is equivalent to Jaccard similarity, but the distance function isnot the same as Jaccard distance.

Tanimoto's definitions of similarity and distance

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In that paper, a "similarity ratio" is given overbitmaps, where each bit of a fixed-size array represents the presence or absence of a characteristic in the plant being modelled. The definition of the ratio is the number of common bits, divided by the number of bits set (i.e. nonzero) in either sample.

Presented in mathematical terms, if samplesX andY are bitmaps,Xi{\displaystyle X_{i}} is theith bit ofX, and,{\displaystyle \land ,\lor } arebitwiseand,or operators respectively, then the similarity ratioTs{\displaystyle T_{s}} is

Ts(X,Y)=i(XiYi)i(XiYi){\displaystyle T_{s}(X,Y)={\frac {\sum _{i}(X_{i}\land Y_{i})}{\sum _{i}(X_{i}\lor Y_{i})}}}

If each sample is modelled instead as a set of attributes, this value is equal to the Jaccard index of the two sets. Jaccard is not cited in the paper, and it seems likely that the authors were not aware of it.[citation needed]

Tanimoto goes on to define a "distance" based on this ratio, defined for bitmaps with non-zero similarity:

Td(X,Y)=log2(Ts(X,Y)){\displaystyle T_{d}(X,Y)=-\log _{2}(T_{s}(X,Y))}

This coefficient is, deliberately, not a distance metric. It is chosen to allow the possibility of two specimens, which are quite different from each other, to both be similar to a third. It is easy to construct an example which disproves the property oftriangle inequality.

Other definitions of Tanimoto distance

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Tanimoto distance is often referred to, erroneously, as a synonym for Jaccard distance1Ts{\displaystyle 1-T_{s}}. This function is a proper distance metric. "Tanimoto Distance" is often stated as being a proper distance metric, probably because of its confusion with Jaccard distance.[clarification needed][citation needed]

If Jaccard or Tanimoto similarity is expressed over a bit vector, then it can be written as

f(A,B)=ABA2+B2AB{\displaystyle f(A,B)={\frac {A\cdot B}{\|A\|^{2}+\|B\|^{2}-A\cdot B}}}

where the same calculation is expressed in terms of vector scalar product and magnitude. This representation relies on the fact that, for a bit vector (where the value of each dimension is either 0 or 1) then

AB=iAiBi=i(AiBi){\displaystyle A\cdot B=\sum _{i}A_{i}B_{i}=\sum _{i}(A_{i}\land B_{i})}

and

A2=iAi2=iAi.{\displaystyle \|A\|^{2}=\sum _{i}A_{i}^{2}=\sum _{i}A_{i}.}

This is a potentially confusing representation, because the function as expressed over vectors is more general, unless its domain is explicitly restricted. Properties ofTs{\displaystyle T_{s}} do not necessarily extend tof{\displaystyle f}. In particular, the difference function1f{\displaystyle 1-f} does not preservetriangle inequality, and is not therefore a proper distance metric, whereas1Ts{\displaystyle 1-T_{s}} is.

There is a real danger that the combination of "Tanimoto Distance" being defined using this formula, along with the statement "Tanimoto Distance is a proper distance metric" will lead to the false conclusion that the function1f{\displaystyle 1-f} is in fact a distance metric over vectors ormultisets in general, whereas its use in similarity search or clustering algorithms may fail to produce correct results.

Lipkus[9] uses a definition of Tanimoto similarity which is equivalent tof{\displaystyle f}, and refers to Tanimoto distance as the function1f{\displaystyle 1-f}. It is, however, made clear within the paper that the context is restricted by the use of a (positive) weighting vectorW{\displaystyle W} such that, for any vectorA being considered,Ai{0,Wi}.{\displaystyle A_{i}\in \{0,W_{i}\}.} Under these circumstances, the function is a proper distance metric, and so a set of vectors governed by such a weighting vector forms ametric space under this function.

Jaccard index in binary classification confusion matrices

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Inconfusion matrices employed forbinary classification, the Jaccard index can be framed in the following formula:

Jaccard index=TPTP+FP+FN{\displaystyle {\text{Jaccard index}}={\frac {TP}{TP+FP+FN}}}

where TP are the true positives, FP the false positives and FN the false negatives.[14]

See also

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References

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  1. ^Murphy, Allan H. (1996)."The Finley Affair: A Signal Event in the History of Forecast Verification".Weather and Forecasting.11 (1): 3.Bibcode:1996WtFor..11....3M.doi:10.1175/1520-0434(1996)011<0003:TFAASE>2.0.CO;2.ISSN 1520-0434.S2CID 54532560.
  2. ^"Forecast Verification Glossary"(PDF).noaa.gov. Retrieved21 May 2023.
  3. ^Jaccard, Paul (1901)."Étude comparative de la distribution florale dans une portion des Alpes et des Jura".Bulletin de la Société vaudoise des sciences naturelles (in French).37 (142):547–579.
  4. ^Jaccard, Paul (February 1912). "The Distribution of the Flora in the Alpine Zone.1".New Phytologist.11 (2):37–50.Bibcode:1912NewPh..11...37J.doi:10.1111/j.1469-8137.1912.tb05611.x.ISSN 0028-646X.S2CID 85574559.
  5. ^abTanimoto TT (17 Nov 1958). "An Elementary Mathematical theory of Classification and Prediction".Internal IBM Technical Report.1957 (8?).
  6. ^abcdChung NC, Miasojedow B, Startek M, Gambin A (December 2019)."Jaccard/Tanimoto similarity test and estimation methods for biological presence-absence data".BMC Bioinformatics.20 (Suppl 15) 644.arXiv:1903.11372.doi:10.1186/s12859-019-3118-5.PMC 6929325.PMID 31874610.
  7. ^Leskovec J, Rajaraman A, Ullman J (2020).Mining of Massive Datasets. Cambridge.ISBN 9781108476348. and p. 76–77 in anearlier version.
  8. ^Kosub S (April 2019). "A note on the triangle inequality for the Jaccard distance".Pattern Recognition Letters.120:36–38.arXiv:1612.02696.Bibcode:2019PaReL.120...36K.doi:10.1016/j.patrec.2018.12.007.S2CID 564831.
  9. ^abLipkus AH (1999). "A proof of the triangle inequality for the Tanimoto distance".Journal of Mathematical Chemistry.26 (1–3):263–265.doi:10.1023/A:1019154432472.S2CID 118263043.
  10. ^Levandowsky M, Winter D (1971). "Distance between sets".Nature.234 (5):34–35.Bibcode:1971Natur.234...34L.doi:10.1038/234034a0.S2CID 4283015.
  11. ^abMoulton R, Jiang Y (2018). "Maximally Consistent Sampling and the Jaccard Index of Probability Distributions".2018 IEEE International Conference on Data Mining (ICDM). pp. 347–356.arXiv:1809.04052.doi:10.1109/ICDM.2018.00050.ISBN 978-1-5386-9159-5.S2CID 49746072.
  12. ^For exampleHuihuan Q, Xinyu W, Yangsheng X (2011).Intelligent Surveillance Systems. Springer. p. 161.ISBN 978-94-007-1137-2.
  13. ^Rogers DJ, Tanimoto TT (October 1960). "A Computer Program for Classifying Plants".Science.132 (3434):1115–8.Bibcode:1960Sci...132.1115R.doi:10.1126/science.132.3434.1115.PMID 17790723.
  14. ^Aziz Taha, Abdel (2015)."Metrics for evaluating 3D medical image segmentation: analysis, selection, and tool".BMC Medical Imaging.15 (29) 29:1–28.doi:10.1186/s12880-015-0068-x.PMC 4533825.PMID 26263899.

Further reading

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  • Tan PN, Steinbach M, Kumar V (2005).Introduction to Data Mining. Pearson Addison Wesley.ISBN 0-321-32136-7.

External links

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