Blog Archives

Modeling data with functional programming, Part I

April 14, 2017
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Modeling data with functional programming, Part I

The latest draft of my book is available. This will be my last pre-publication update, as I’m in the process …Continue reading →

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What you need to know about data augmentation for machine learning

October 6, 2016
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What you need to know about data augmentation for machine learning

Plentiful high-quality data is the key to great machine learning models. But good data doesn’t grow on trees, and that …Continue reading →

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A simple workflow for deep learning

September 29, 2016
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A simple workflow for deep learning

As a follow-up to my Primer On Universal Function Approximation with Deep Learning, I’ve created a project on Github that …Continue reading →

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A primer on universal function approximation with deep learning (in Torch and R)

September 23, 2016
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A primer on universal function approximation with deep learning (in Torch and R)

Arthur C. Clarke famously stated that “any sufficiently advanced technology is indistinguishable from magic.” No current technology embodies this statement …Continue reading →

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Best practices for logging computational systems in R and Python

July 7, 2016
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Best practices for logging computational systems in R and Python

As is the case with most quant software, it’s a bit different from run-of-the-mill software. The somewhat prosaic world of …Continue reading →

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How to write good tests in R

June 30, 2016
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How to write good tests in R

Testing is an often overlooked yet critical component of any software system. In some ways this is more true of …Continue reading →

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Modeling data with functional programming – State based systems

May 19, 2016
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Modeling data with functional programming – State based systems

I’m pleased to announce the availability of my latest chapter on state based systems for my book “Modeling data with …Continue reading →

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Using Occam’s Razor to solve genius math puzzles

March 4, 2016
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Using Occam’s Razor to solve genius math puzzles

Math puzzles always tickle the brain, and this one has tickled quite a few on LinkedIn. Why are these puzzles …Continue reading →

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Is deep learning a Markov chain in disguise?

February 23, 2016
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Is deep learning a Markov chain in disguise?

Andrej Karpathy’s post “The Unreasonable Effectiveness of Recurrent Neural Networks” made splashes last year. The basic premise is that you …Continue reading →

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7 Ways to Perplex a Data Scientist

February 2, 2016
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7 Ways to Perplex a Data Scientist

On the heels of a report showing the inefficacy of government-run cyber security, it’s imperative to understand the limitations of …Continue reading →

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