dev | ml | math

19 Sep 2020

Linear Regression Analysis I just finished up reading Linear Regression Analysis by George Seber and Alan Lee. I really enjoyed...

12 Aug 2020

RCT2 Problem Solution Last time, we discussed the RCT2 problem, which we won’t delve into in great detail, but at...

11 Aug 2020

Roller Coaster Tycoon 2 (RCT2) Problem In Roller Coaster Tycoon 2, you play as the owner of an amusement park,...

05 Jul 2020

Discrete Residues In the previous post, we discussed a particular quantity, \(\mathbb{P}\{X=1\} \), where \(X \) follows a Poisson Binomial...

04 Jul 2020

Complex Hash Collisions This article investigates a fun thought experiment about the Poisson-Binomial distribution. Let’s imagine we’re designing a large...

01 Jun 2020

A Broader Emergence (Simpson’s part 3 of 3) One neat takeaway from the previous post was really around the structure...

01 May 2020

An Infinite Simpsons Paradox (Simpson’s part 2 of 3) This is Problem 9.11 in Elements of Causal Inference. Construct a...

01 Apr 2020

Observational Causal Inference (Simpson’s part 1 of 3) In most data analysis, especially in business contexts, we’re looking for answers...

07 Mar 2020

Subset Isomorphism Much of scientific computing revolves around the manipulation of indices. Most formulas involve sums of things and at...

22 Feb 2020

Graph Coloring for Machine Learning This month, I posted a blog entry on Sisu’s engineering blog post. I discuss an...

05 Jan 2020

Stop Anytime Multiplicative Weights Multiplicative weights is a simple, randomized algorithm for picking an option among \(n\) choices against an...

01 Dec 2019

Metaphysics of Causality If you read Judea Pearl’s The Book of Why, it makes it seem like exercising observational statistics...

30 Nov 2019

The Triple Staple When reading, I prefer paper to electronic media. Unfortunately, a lot of my reading involves manuscripts from...

20 Oct 2019

PRNGs Trying out something new here with a Jupyter notebook blog post. We’ll keep this short. Let’s see how it...

11 Sep 2019

Compressed Sensing and Subgaussians Candes and Tao came up with a broad characterization of compressed sensing solutions a while ago....

18 Aug 2019

Making Lavender I’ve tried using Personal Capital and Mint to monitor my spending, but I wasn’t happy with what those...

18 Jul 2019

FAISS, Part 1 FAISS is a powerful GPU-accelerated library for similarity search. It’s available under MIT on GitHub. Even though...

18 Jul 2019

FAISS, Part 2 I’ve previously motivated why nearest-neighbor search is important. Now we’ll look at how FAISS solves this problem....

23 Jun 2019

BERT In the last two posts, we reviewed Deep Learning and The Transformer. Now we can discuss an interesting advance...

22 Jun 2019

BERT Prerequisite 2: The Transformer In the last post, we took a look at deep learning from a very high...