Erik Bernhardsson    About

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...

Tumblr’s awesome project names

Not sure how I managed to miss this, but I’m watching this Tumblr presentation and they talk about their projects named after Arrested Development topics: Gob, Parmesan, Buster, Jetpants, Oscar, George and Motherboy. Still, the best s...

A neat little trick with time decay

Something that pops up pretty frequently is to implement time decay, especially where you have recursive chains of jobs. For instance, say you want to keep track of a popularity score. You calculate today’s output by reading yesterday’s ...

Luigi: complex pipelines of tasks in Python

I’m shamelessly promoting my first major open source project. Luigi is a Python module that helps you build complex pipelines of batch jobs, handle dependency resolution, and create visualizations to help manage multiple workflows. It ...