Posts Tagged ‘ Optimization ’

Gradient Descent in R

November 27, 2011
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Gradient Descent in R

In a previous post I discussed the concept of gradient descent.  Given some recent work in the online machine learning course offered at Stanford,  I'm going to extend that discussion with an actual example using R-code  (the actual code...

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Introduction to “Numerical Methods and Optimization in Finance”

October 27, 2011
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Introduction to “Numerical Methods and Optimization in Finance”

The book is by Manfred Gilli, Dietmar Maringer and Enrico Schumann.  I haven’t actually seen the book, so my judgement of it is mainly by the cover (and knowing the first two authors). The parts of the book closest to my heart are optimization, particularly portfolio optimization, and particularly particularly portfolio optimization via heuristic algorithms.  … Continue reading...

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Single variable optimization

January 1, 2011
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Optimization means to seek minima or maxima of a funtion within a given defined domain. If a function reach its maxima or minima, the derivative at that point is approaching to 0. If we apply Newton-Raphson method for root finding to f’, we can get the optimizing f. Read More: 223 Words Totally

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Single variable optimization

January 1, 2011
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Optimization means to seek minima or maxima of a funtion within a given defined domain. If a function reach its maxima or minima, the derivative at that point is approaching to 0. If we apply Newton-Raphson method for root finding to f’, we can get the optimizing f. Read More: 223 Words Totally

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Compcache on Ubuntu on Amazon EC2

May 4, 2010
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Compcache on Ubuntu on Amazon EC2

The following fully-automatic Bash script downloads, compiles, and initializes compcache version 0.6.2 on Ubuntu Karmic Koala (9.10). This script creates two swaps with a maximum of 4GB uncompressed size each. Two swaps are used to take advantage of 2 CPUs (or CPU cores in a multicore CPU). Compcache is a fascinating memory compression system. The

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Social Media Analytics Research Toolkit ([email protected]) Is Moving Into Private Beta

March 31, 2010
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Download "Getting Started with the Social Media Analytics Research Toolkit" (pdf, 1.25 megabytes) Download the Social Media Analytics Research Toolkit My Social Media Analytics Research Toolkit is about to move into private beta. What's in the release?...

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R: Memory usage statistics by variable

January 4, 2010
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R: Memory usage statistics by variable

Do you need a way to find out which individual variables in R consume the most memory? # create dummy variables for demonstration x <- 1:1000 y <- 1:10000 z <- 1:100000 # print aggregate memory usage statistics print(paste('R is using', mem...

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Plotting PDQ Output with R

February 27, 2009
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Plotting PDQ Output with R

One the nice things about PDQ-R (coming in release 5.0) is the ability to plot PDQ output directly in R. Here's a PDQ-R script, together with the corresponding graphical output, that I knocked up to show the effect on the throughput curve of adding mor...

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