Viewing profile — alicez

Well, you can use the bootstrap to calculate the variance. It costs computation. But it works. Cosma Shalizi wrote a really nice introduction to it: http://www.americanscientist.or…

Great idea. Will run some experiments to see how it performs. It sounds analogous to kmeans++ initialization. Sobol sequences ring a bell. Some of the Bayesian optimization softwar…

Don't be sad. I'm happy to update the blog post as needed. By overfitting, do you mean over-optimizing the results on the validation set? Based on what I understand about nested CV…

Dato targets MS-DOS as the next Big Data platform, processes terabytes of data in 640KB of RAM http://blog.dato.com/dato-on-ms-dos

Linear algebra is one of my favorite subjects. Its design is beautifully simple, yet extremely powerful. Half of modern machine learning (and all of Matlab) is built on matrix alge…

Cool! Thanks for the link. I've not read that book, but it looks very interesting and related. It great to see others' perspective on math as a human construction. Another book on …