Articles by Bogumił Kamiński

Test-driving Microsoft Cognitive Toolkit in R using reticulate

June 8, 2017 | 0 Comments

Recently new tools for data science pop up constantly, so it is hard to keep up with the changes and choose those that promise to be useful in the long run.Recently two new solutions were announced that look very promising: reticulate package for R and Microsoft Cognitive Toolkit 2.0 (CNTK). ... [Read more...]

Optimization matchup: R’s glpkAPI vs Julia’s JuMP

December 5, 2016 | 0 Comments

tl;dr: although I use R every day and love it, doing mathematical programming using Julia is much simpler and more flexible than anything I know that is currently available in R.Recently I have learned that Iain Dunning and Joey Huchette and Miles Lubin have received 2016 INFORMS Computing Society ... [Read more...]

Deep learning in the cloud with MXNet

October 19, 2016 | 0 Comments

Last Friday together with Przemysław Szufel and Wit Jakuczun we were giving a live demo on introduction to deep learning at Digital Champions conference.The objective of the workshop was to show how to build a simple predictive model using MXNet library in a few minutes. In the example, ... [Read more...]

R+H2O for marketing campaign modeling

September 30, 2016 | 0 Comments

My last post about telco churn prediction with R+H2O attracted unexpectedly high response. It seems that R+H2O combo has currently a very good momentum :). Therefore Wit Jakuczun decided to publish a case study that he uses in his R boot camps that is based on the ... [Read more...]

Telco churn prediction with R+H2O

September 12, 2016 | 0 Comments

Recently together with my friend Wit Jakuczun we have discussed about a blog post on Revolution showing application of SQL Server R services to build and run telco churn model. It is a very nice analysis and we thought that it would be interesting to compare the results to H2... [Read more...]

Sequence generation in R, Python and Julia

January 6, 2015 | 0 Comments

Recently I was comparing implementation of sequence generation functions in R, Python (numpy) and Julia. Interestingly even such basic functions have slight differences in implementation. In my opinion Julia provides the best solution and Python the wo... [Read more...]

Comparing localsolver with Rglpk on k-medoids example

July 16, 2014 | 0 Comments

Recently I have coauthored a new localsolver package that can be used to solve large scale optimization problems from R. It is a wrapper around commercial solver that is free for academia. If you are interested why it is worthwhile to give it a lo... [Read more...]

R Scrabble: Part 2

June 25, 2014 | 0 Comments

Ivan Nazarov and Bartek Chroł gave very interesting comments to my last post on counting number of subwords in NGSL words. In particular they proposed large speedups of my code. So I thought to try checking a larger data set. So today I will work with TWL2006 - the official ... [Read more...]

RGolf: NGSL Scrabble

June 14, 2014 | 0 Comments

It is last part of RGolf before summer. As R excels in visualization capabilities today the task will be to generate a plot.We will work with NGSL data - a list of 2801 important vocabulary words for students of English as a second ... [Read more...]

RGolf: rolling window

May 30, 2014 | 0 Comments

I have learned a lot from my last RGolf post. Therefore today I have another problem from practice.You have a data set on values of contracts signed by ten salesmen. It has three columns: person id (p), contract value (v) and time (t).Here is the code ... [Read more...]

RGolf

May 16, 2014 | 0 Comments

Its time for some fun today - because its Friday as David Smith says :).There are many code golf sites, even some support R. However, most of them are algorithm oriented. A true RGolf competition should involve transforming a source data frame to some ... [Read more...]

Tuning optim with parscale

January 26, 2014 | 0 Comments

I often get questions what is the use of parscale parameter in optim procedure in GNU R. Therefore I have decided to write a simple example showing its usage and importance. The function I test is a simplified version of estimation problem I had to sol... [Read more...]

GNU R vs Julia: is it only a matter of devectorization?

December 28, 2013 | 0 Comments

Recently I have read a post on benefits of code devectorization in Julia. The examples given there inspired me to perform my own devectorization exercise. I decided to use bootstrapping as a test ground. The results are quite interesting (and not so ba... [Read more...]

Speeding up model bootstrapping in GNU R

December 2, 2013 | 0 Comments

After my last post I have recurringly received two questions: (a) is it worthwhile to analyze GNU R speed in simulations and (b) how would simulation speed compare between GNU R and Python. In this post I want to address the former question and next ti... [Read more...]

Simulation speed: GNU R vs Julia

November 23, 2013 | 0 Comments

Recently there is a lot of noise about Julia. I have decided to test its speed in simulation tasks on my toy Cont model. I thought I had vectorized my GNU R code pretty well, but Julia is much faster.The model was described in my earlier posts so let ... [Read more...]

Simulatin speed: GNU R vs Julia

November 22, 2013 | 0 Comments

Recently there is a lot of noise about Julia. I have decided to test its speed in simulation tasks on my toy Cont model. I thought I had vectorized my GNU R code pretty well, but Julia is much faster.The model was described in my earlier posts so let ... [Read more...]

Cont model – Part II

October 28, 2013 | 0 Comments

In my last post I have investigated properties of Cont model (you can download the paper here). Today I would like to show how we can use simulations to further simplify its analysis.First let us start with the observation that the model does not reall... [Read more...]

Cont model back after a year

October 16, 2013 | 0 Comments

During ESSA2013 conference I had a discussion about Cont model I have commented a year ago.In original paper Cont highlights that his model produces distribution of returns characterized by positive excess kurtosis. In this post I want to investig... [Read more...]
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