A short, trivial note on keeping data science experiments organized.

Lately, I’ve found myself running a lot of potentially throw-away batch jobs with quite a few different hyper-parameters. As we know, things can get a big tangled and disorganized rather quickly. It prompted me to take a look at hydra

Eventually, this article will contain some moderately cute mathematics, a new use of “rapidity” (stolen from special relativity), and some trigonometry on a Brownian bridge. Unfortunately, I can’t show you that now — it would ruin the survey I wish to take, with your kind help.

An Exponential Ornstein-Uhlenbeck Process

Let us suppose that…

Do you see what I did there? The fourth word in my title is unexpected — some would say an anomaly. You were expecting another yawn-inducing post called Time-series Anomaly Detection, weren’t you? …

As a kid, one of my introductions to applied mathematics was the racetrack. Specifically, it was Randwick Racecourse in Sydney. I won’t bore you with my various adventures, except to say that for the longest time I have felt a strong pull towards a mathematical problem that arises there —…

Microprediction

Chief Data Scientist, Intech Investments

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