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My New Book: Developing, Deploying and Debugging Multi-Armed Bandit Algorithms

I’m happy to announce that I’ve started writing a new book for O’Reilly, which will focus on teaching readers how to use Multi-Armed Bandit Algorithms to build better websites. My hope is that the book can help web developers build up an intuition for the core conundrum facing anyone who wants to build a successful […]

Automatic Hyperparameter Tuning Methods

At MSR this week, we had two very good talks on algorithmic methods for tuning the hyperparameters of machine learning models. Selecting appropriate settings for hyperparameters is a constant problem in machine learning, which is somewhat surprising given how much expertise the machine learning community has in optimization theory. I suspect there’s interesting psychological and […]

Criticism 5 of NHST: p-Values Measure Effort, Not Truth

Criticism 5 of NHST: p-Values Measure Effort, Not Truth

Introduction In the third installment of my series of criticisms of NHST, I focused on the notion that a p-value is nothing more than a one-dimensional representation of a two-dimensional space in which (1) the measured size of an effect and (2) the precision of this measurement have been combined in such a way that […]

Optimization Functions in Julia

Optimization Functions in Julia

Update 10/30/2013: Since this post was written, Julia has acquired a large body of optimization tools, which have been grouped under the heading of JuliaOpt. Over the last few weeks, I’ve made a concerted effort to develop a basic suite of optimization algorithms for Julia so that Matlab programmers used to using fminunc() and R […]