Annoy 2013-04-12 Annoy is a simple package to find approximate nearest neighbors (ANN) that I just put on Github. I'm not trying to compete with existing packages, but Annoy has a couple of features that makes it pretty useful. Read more…
More Luigi! 2013-03-22 Elias Freider just talked about Luigi at PyData 2013: The presentation above is much better than one I put together a few weeks ago. In case anyone is interested I'll include it too: Read more…
ML at Twitter 2013-02-27 I recently came across this paper describing how they do ML at Twitter. TL;DR Their approach is pretty interesting. Everything is a Pig workflow and then they do everything as UDF's. This approach seems pretty interesting. Read more…
I'm featured in Mashable 2013-02-06 This article from today in Mashable describes some of the fun stuff I get to work with: Erik Bernhardsson is technical lead at Spotify, where he helped to build a music recommendation system based on large-scale machine learning algorithms, mainly matrix factorization of big matrices using Hadoop. Read more…
Slides from NYC Machine Learning talk 2013-01-27 Slides from the talk. Slightly edited because (a) some of the slides make little sense taken out of context (b) Slideshare seem to have problem converting some of the stuff. Collaborative filtering at Spotify from Erik Bernhardsson Read more…
NYC Machine Learning meetup 2013-01-22 From the NYC Machine Learning talk I had last week: Haven't looked at it yet except briefly. Unfortunately the quality isn't the best. Read more…
Momentum and mean reversion might just be volatility bias 2013-01-13 The Economist just published an article called The best, the worst and the ugly. By looking at historical performance for mutual funds, they find strong support for momentum and mean reversion. Picking the best or the worst fund over the previous five years gives great returns over the next five years. Read more…