Erik Bernhardsson    About

Annoy

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. Most importantly, it uses ...

More Luigi!

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:

ML at Twitter

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. As long as y...

I’m featured in Mashable

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 algorit...

Slides from NYC Machine Learning talk

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

NYC Machine Learning meetup

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.

Momentum and mean reversion might just be volatility bias

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...