"A little r-torch"

These notes are meant to impliment little examples from Francois Fleuret's Little Book of Deep Learning (pdf link) in r-torch. I'm writing these as a fun way to dive into torch in R while surveying DL quickly.

You'll need to have the book with you to understand these notes, but …

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"Linear and mixed integer programming"

post inspired by the OptiPy meetup. link to meetup

Linear programming

Optimisation problems where the constraints and cost function are linear, and the decision variables are continuous, are the simple, canonical domain of linear programming. However, such problems can be solved in polynomial time, which means that to tackle a …

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"The Invisible Hand"

Markets and financial time series data.

Basic ideas about markets

Inevitably, finance and markets will be a recurring subject of discussion on this blog. They are ubiquitous, useful, fascinatingly complex at various levels and they generate a lot of readily accessible data.

What is a market ? A market is a …

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"greta playground"

A first foray into probabilistic programming with Greta

Models and modelling

Much of science - physical and social - is devoted to positing mechanisms that explain how the data we observe are generated. In a classic example, after Tycho Brahe made detailed observations of planetary motion (here is data on mars), Johannes …

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