Developing your own data sets are what allows you to customize neural networks for your own specific needs. Whether gather on your own or by data scientists, the key to having a successfully A.I. lies behind the ability to gather and create optimal data examples.
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The best way to gather information is though the abundance of what is available on the internet. Web crawlers are the best way to gather information and you have the option to use pre existing web crawlers/scraping tools or develop your own