There are three kinds of lies: lies, damned lies, and statistics. - Mark Twain

That was just bullshit, Joel. - Miles, in Risky Business (1983)

History is a set of lies agreed upon. - Napoleon Bonaparte

Bullshit is the glue that binds us as a nation. - George Carlin

I think it’s comparable in scale with the Industrial Revolution or electricity — or maybe the wheel. - Geoffrey Hinton

Any sufficiently advanced technology is indistinguishable from magic. - Arthur C. Clarke

GPT is a transformer so smart / That can write like a human or a bard / It can answer your queries / Or make stories so eerie / That you’ll wonder if it has a heart - GPT

The future ain’t what it used to be. - Yogi Berra

Not everything that counts can be counted, and not everything that can be counted counts. - Albert Einstein

There are three kinds of people: those who can count, and those who can’t. - Source unknown

I beseech you, in the bowels of Christ, think it possible you may be mistaken. - Oliver Cromwell

• A regular time series is a function from integers to real numbers: \(y_t = f(t)\).
• Many useful time series can be specified using linear difference equations like \(y_t = k_1y_{t-1} + k_2y_{t-2} + \dots + k_ny_{t-n}\)
• This recurrence relation has a characteristic equation (and matrix representation), whose roots (or matrix eigenvalues) can be used to write closed-form solutions like \(y_t=ax^t\).
• Any time series combining exponential growth/decay and sinusoidal components can be modeled by a linear difference equation or its matrix representation.

PCA is an essential data science tool which uses the SVD to break down the linear relationships in data. The Gavish-Donoho optimal truncation threshold provides a simple formula to select a good threshold for dimensionality reduction.

Meditating on practical open distributed computing, how to build un-take-down-able apps like Web3 but without permissionless blockchains.

The perpetual challenge is building upper tiers before lower tiers are 100%, and strengthening lower tiers without breaking upper tiers.

Revisiting Bengen’s “4% Rule” at various levels of risk aversion, and generalizing beyond a simple fixed-withdrawal, no-shortfall rule, to flexible rules at different levels of risk aversion.

“Our decision to permanently suspend Donald Trump from the Twitter platform, may be a major inflection point in Twitter’s history. As CEO, I owe our users and employees a clear statement of why we took this action and how this decision evolved, i.e. not just some pablum about what a hard decision and potentially dangerous decision it was.”

Do you want to do fast and easy portfolio optimization with Python? Then CVXOPT, and this post, are for you! Here’s a gentle intro to portfolio theory and some code to get you started.

Bayesian optimization of machine learning model hyperparameters works faster and better than grid search. Here’s how we can speed up hyperparameter tuning using 1) Bayesian optimization with Hyperopt and Optuna, running on… 2) the Ray distributed machine learning framework, with a unified API to many hyperparameter search algos and early stopping schedulers, and… 3) a distributed cluster of cloud instances for even faster tuning.

A while back I made this Pizza service weekend project and I thought I could just press a button in AWS and deploy it in the cloud. It turned out to be… more complicated. With the latest version of Docker it’s getting easier. Here’s the harder (old) way and the easier (new) way. After some configuration, you can just say docker compose up and your container is deployed.