PinnedInThe Modern ScientistbyMicroprediction·Apr 6, 2023Remind Me Again Why Large Language Models Can’t ThinkTo avoid looking like an unsophisticated fool it is safest to avow that LLMs cannot reason, think, or truly perceive the world. Sometimes…A response icon22A response icon22
PinnedInGeek CulturebyMicroprediction·Nov 21, 2022Schur Complementary Portfolios — A Unification of Machine Learning and Optimization-Based…This post considers both “modern” and “machine learning” portfolio approaches, and I show that they are sometimes the same. This viewpoint…
PinnedInGeek CulturebyMicroprediction·Feb 13, 2021Is Facebook’s “Prophet” the Time-Series Messiah, or Just a Very Naughty Boy?Facebook’s Prophet package aims to provide a simple, automated approach to the prediction of a large number of different time series. The…A response icon4A response icon4
InThe Modern ScientistbyMicroprediction·Jun 2Horses for Courses: A Collection of Derivative-Free Optimizers without the Usual BaggageYou have a function. You can call it, but you cannot differentiate it. Maybe it wraps a simulator, or a noisy measurement, or a chunk of…
Microprediction·Nov 24, 2024Machine Psychology — Exploring A Paradox in Revealed PreferencesMy very modest goals in a working paper titled A Paradox in Machine Preference (pdf) include the invigoration of one languishing field and…
Microprediction·Nov 1, 2024A New Way to Detect Causality in Time-Series: Interview with Alejandro Rodriguez DominguezI virtually sat down with Alejandro Rodriguez Dominguez to discuss his recent paper with Om Hari Yadav on causality detection. I’m always…A response icon4A response icon4
InGeek CulturebyMicroprediction·Mar 23, 2024A New Generative AI Competition in Eleven DimensionsThere’s a new 11-dimensional game you can play by running this notebook. The task is distributional prediction of next week’s financial…
Microprediction·Oct 4, 2023So Long and Thanks for all the Phish — Reflections of a Content CreatorThis is a bit of a medium good-bye, I suspect.A response icon1A response icon1
Microprediction·Jul 22, 2023A Gentle Introduction to Stochastic Portfolio Theory (and its Inverse)I made a brief comment about Stochastic Portfolio Theory that sparked some interest and a post or two by Alberto Bueno-Guerrero recently…
