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Using ARIMA Models for Forecasting

Posted on November 24, 2021November 24, 2021 by Alex

In this post we describe the fundamentals of using ARIMA models for forecasting. We first…

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Fundamentals of Exponential Families

Posted on October 28, 2021October 28, 2021 by Alex

In this post we describe exponential families. We first motivate them via the problem of…

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Attention Mechanisms: A Geometric View

Posted on February 14, 2021November 13, 2021 by Alex

Introduction In this post we describe attention mechanisms by motivating it using geometric intuition. The…

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The Nyström Method for Finding Eigenpairs of a Kernel Function

Posted on August 29, 2020August 29, 2020 by Alex

In this post we describe the Nyström method for finding the eigenvalues and eigenfunctions of…

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Gradient Descent and Momentum: The Heavy Ball Method

Posted on July 13, 2020September 4, 2020 by Alex

In this post we describe the use of momentum to speed up gradient descent. We…

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Dealing with Bugs/Deprecated Code in Popular Github Repos: Look at the Forks

Posted on July 2, 2020July 2, 2020 by Alex

Popular papers often have code on Github, but the authors are super busy writing new…

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Projected Gradient Descent for Constrained Optimization

Posted on June 28, 2020September 4, 2020 by Alex

In this post we describe how to do gradient descent with constraints. We first describe…

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Gradient Descent for Convex Optimization: The Basic Idea

Posted on June 26, 2020October 30, 2021 by Alex

In this post we describe the high-level idea behind gradient descent for convex optimization. Much…

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Decision Trees, Entropy, and Information Gain

Posted on June 20, 2020September 13, 2020 by Alex

An important class of machine learning models is decision trees: you can use them for…

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Visualizing Time Series in R

Posted on May 16, 2020May 17, 2020 by Alex

In this post we describe several methods for visualizing time series data. Time series visualization…

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