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Category Archives: Uncategorized
You deserve better than twosided finite differences
In calc 101, the derivative is derived as . So, if you want to estimate a derivative, an easy way to do so would be to just pick some small and estimate: This can work OK. Let’s look at an … Continue reading
Sneaking up on Bayesian Inference (A fable in four acts)
Act 1: Magical Monkeys Two monkeys, Alfred () and Betty () live in a parallel universe with two kinds of blocks, green () and yellow (). Alfred likes green blocks, and Betty prefers the yellow blocks. One day, a Wizard … Continue reading
Algorithmic Dimensions
There are many dimensions on which we might compare a machine learning or data mining algorithm. A few of the first that come to mind are: 1) Sample complexity, convergence How much predictive power is the algorithm able to extract … Continue reading
Posted in Uncategorized
2 Comments
Favorite things NIPS
I always enjoy reading conference reports, so I thought I’d mention a few papers that caught my eye. (I welcome any corrections to my summaries of any of these.) 1. Recent Progress in the Structure of LargeTreewidth Graphs and Some … Continue reading
Truncated BiLevel Optimization
In 2012, I wrote a paper that I probably should have called “truncated bilevel optimization”. I vaguely remembered telling the reviewers I would release some code, so I’m finally getting around to it. The idea of bilevel optimization is quite … Continue reading
Posted in Uncategorized
Tagged crossvalidation, machine learning, matlab, optimization, regularization
5 Comments
Reducing Sigmoid computations by (at least) 88.0797077977882%
A classic implementation issue in machine learning is reducing the cost of computing the sigmoid function . Specifically, it is common to profile your code and discover that 90% of the time is spent computing the in that function. This … Continue reading
Posted in Uncategorized
Tagged boltzmann machines, efficiency, machine learning, math, neural networks
9 Comments
Windows Binaries for CRF toolbox
I’m happy to report that, thanks to Alexei Skurikhin, Windows binaries are now available for all the functions in my CRF toolbox. Hopefully this makes for an easier out of the box experience from Windows folks who, based on my … Continue reading
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