Articles by Bogumił Kamiński

Deep learning in the cloud with MXNet

October 19, 2016 | Bogumił Kamiński

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 | Bogumił Kamiński

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 | Bogumił Kamiński

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...]

R Scrabble: Part 2

June 25, 2014 | Bogumił Kamiński

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 | Bogumił Kamiński

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 | Bogumił Kamiński

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 | Bogumił Kamiński

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 | Bogumił Kamiński

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...]

Simulation speed: GNU R vs Julia

November 23, 2013 | Bogumił Kamiński

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 | Bogumił Kamiński

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 | Bogumił Kamiński

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 | Bogumił Kamiński

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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