February 2, 2021

Time series forecasting with Spectral Mixture Kernels

Time series modelling is a fundamental yet difficult problem. Forecasting in particular is incredibly challenging and requires strong inductive biases to give good predictions. One powerful framework for encoding inductive biases are kernel functions used with Gaussian Processes (GPs), however, kernels require manual work to embed domain knowledge which might not always be desirable. One might ask if we can learn kernel structures directly from the data, and indeed the answer is yes! Read more

October 15, 2020

A penguin fish-recommender systems using multi-armed bandits pt. 2

In the previous article we were introduced to the Palmer Penguins, their eating habits, and built a recommender system that would serve them their favourite fish. However, the system we built was overly simplistic and assumed a single favourite fish across the population. As we all know, there is no single best of anything. It all comes down to personal preference. In this article we are going to see how to improve the system through contextual multi-armed bandits, which will allow learning the penguins preferences much more granularly than a population average. Read more

September 22, 2020

A penguin fish-recommender systems using multi-armed bandits pt. 1

With the climate crisis raging on, I bet you are all thinking about the penguins. How are they going to find food with their ecosystem collapsing? It only makes sense that us humans take our responsibility to feed them. However, it would be preferable not to feed them manually, since Antarctica is a somewhat inhospitable place. And what kind of fish do penguins like to eat anyway? Clearly, the best (and most practical) solution to this problem is to apply machine learning, specifically multi-armed bandits, to build an autonomous self-improving fish-recommender system. Read more

July 30, 2020

Neural ODEs as continuous network layers

In a previous article we talked about how to put neural networks inside ODEs to learn their dynamics from data. Armed with that knowledge we created a powerful weather forecasting model. But learning the dynamics of a process is only one side of the neural ODE story, they can also be used as very flexible function approximators much like regular neural network. In this article we are going to create continuous neural network layers using neural ODEs and see how they can be used to classify the Fashion MNIST dataset. Read more

July 3, 2020

Forecasting the weather with neural ODEs

Weather forecasting is a tricky problem. Traditionally, it has been done by manually modelling weather dynamics using differential equations, but this approach is highly dependent on us getting the equations right. To avoid this problem, we can use machine learning to directly predict the weather, which let’s us make predictions without modelling the dynamics. However, this approach requires huge amounts of data to reach good performance. Fortunately, there is a middle ground: What if we instead use machine learning to model the dynamics of the weather? Read more

© Sebastian Callh 2020