Building Optimization Functions for Julia In hopes of adding enough statistical functionality to Julia to make it usable for my day-to-day modeling projects, I’ve written a very basic implementation of the simulated annealing (SA) algorithm, which I’ve placed in the same JuliaVsR GitHub repository that I used for the code for my previous post about
Julia is a new language for scientific computing that is winning praise from a slew of very smart people, including Harlan Harris, Chris Fonnesbeck, Douglas Bates, Vince Buffalo and Shane Conway. As a language, it has lofty design goals, which, if attained, will make it noticeably superior to Matlab, R and Python for scientific programming.
If you’re subscribed to this blog, you’ve surely noticed the very long hiatus I’ve taken from writing over the last six months. I wish I’d kept up with blogging more faithfully this year, but, in my defense, I’ve been busy doing a few big things: I wrote a book with Drew Conway called Machine Learning
Introduction I’ve recently been working with a couple of large, extremely sparse data sets in R. This has pushed me to spend some time trying to master the CRAN packages that support sparse matrices. This post describes three of them: the Matrix, slam and glmnet packages. The first two packages provide data storage classes for
Introduction This semester I’m TA’ing a course on the Psychology of Music taught by Phil Johnson-Laird. It’s been a great course to teach because (i) so much of the material is new to me and (ii) because the study of the psychology of music brings together so many of the intellectual tools I enjoy, including
Yesterday I posted a very simple math puzzle to Twitter that I found in Jonathan Baron’s book, Thinking and Deciding. The puzzle is the following: Show that every number of the form ABC,ABC is divisible by 13. The puzzle comes up in Baron’s book as an example of an “insight problem” in which one goes
Yesterday I posted a very simple math puzzle to Twitter that I found in Jonathan Baron’s book, Thinking and Deciding. The puzzle is the following: Show that every number of the form ABC,ABC is divisible by 13. The puzzle comes up in Baron’s book as an example of an “insight problem” in which one goes
Yesterday the Princeton machine learning reading group went through a paper by Tukey on “Some graphic and semigraphic displays”. One issue we talked about at length was Tukey’s idiosyncratic approach to visualizing periodic data in a circular format to emphasize the connections between the “start” and the “end” of the data set. Allison Chaney pointed
The news below was recently reported on the ProjectTemplate mailing list. For completeness, I’m also reporting it here. The first piece of ProjectTemplate news is that I won’t be the exclusive maintainer for ProjectTemplate anymore. Allen Goodman, who works at BankSimple, is now my co-maintainer and he has full commit privileges. In the next few
Recently, I’ve been fitting some models from the behavioral economics literature to choice data. Most of these models amount to non-linear variants of logistic regression in which I want to infer the parameters of a utility function. Because several of these models aren’t widely used, I’ve had to write my own maximum likelihood code to
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
