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[Knowledge-based AI] {ud409} Lesson 2: 02 - Introduction to CS7637
Optional Readings : Introduction to Computational Psychometrics Putting Online Learning and Learning Sciences Together: https://www.youtube.com/watch? ...
分类:其他好文   时间:2019-06-05 12:37:15    阅读次数:107
[Machine Learning for Trading] {ud501} Lesson 23: 03-03 Assessing a learning algorithm | Lesson 24: 03-04 Ensemble learners, bagging and boosting
A closer look at KNN solutions What happens as K varies What happens as D varies Metric 1 RMS Error In Sample vs out of sample Which is worse? Cross v ...
分类:系统相关   时间:2019-06-05 09:55:41    阅读次数:138
[Machine Learning for Trading] {ud501} Lesson 21: 03-01 How Machine Learning is used at a hedge fund | Lesson 22: 03-02 Regression
a data-centric way to build predictive models The ML problem Supervised regression learning Robot navigation example How it works with stock data Exam ...
分类:系统相关   时间:2019-06-05 09:42:34    阅读次数:137
[Machine Learning for Trading] {ud501} Lesson 19: 02-09 The Fundamental Law of active portfolio management | Lesson 20: 02-10 Portfolio optimization and the efficient frontier
this lesson => Buffet said two things => (1) investor skill => (2) breadth / the number of investments Grinold's Fundamental Law breadth => more oppor ...
分类:系统相关   时间:2019-06-05 09:39:21    阅读次数:148
[Machine Learning for Trading] {ud501} Lesson 25: 03-05 Reinforcement learning | Lesson 26: 03-06 Q-Learning | Lesson 27: 03-07 Dyna
The RL problem Trading as an RL problem Mapping trading to RL Markov decision problems Unknown transitions and rewards What to optimize? Learning Proc ...
分类:系统相关   时间:2019-06-05 09:32:19    阅读次数:174
Using Tensorflow SavedModel Format to Save and Do Predictions
We are now trying to deploy our Deep Learning model onto Google Cloud. It is required to use Google Function to trigger the Deep Learning predictions. ...
分类:其他好文   时间:2019-06-05 00:32:37    阅读次数:96
batch normalization 和激活函数的顺序问题
batch normalization 和激活函数的顺序问题 在初始论文中batch normalization 是放在了激活函数前面,但是在实践中是放在后面更有效一点. Batch normalized 应该放在非线性激活层的前面还是后面? 知乎 https://www.zhihu.com/que ...
分类:其他好文   时间:2019-06-04 13:05:47    阅读次数:409
[Machine Learning for Trading] {ud501} Lesson 9: 01-08 Optimizers: Building a parameterized model | Lesson 10: 01-09 Optimizers: How to optimize a portfolio
What is an optimizer? Minimization example How to defeat a minimizer Convex problems Building a parameterized model Minimizer finds coefficients What ...
分类:系统相关   时间:2019-06-04 12:53:45    阅读次数:141
怎么选取训练神经网络时的Batch size?
怎么选取训练神经网络时的Batch size? 知乎 https://www.zhihu.com/question/61607442 深度学习中的batch的大小对学习效果有何影响? 知乎 https://www.zhihu.com/question/32673260 训练神经网络时如何确定batc ...
分类:其他好文   时间:2019-06-04 12:40:53    阅读次数:115
[Machine Learning for Trading] {ud501} Lesson 7: 01-06 Histograms and scatter plots
A closer look at daily returns Histogram of daily returns gaussian => kurtosis = 0 How to plot a histogram Computing histogram statistics Select the o ...
分类:系统相关   时间:2019-06-04 11:06:36    阅读次数:138
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