Over the years I have received a lot of emails in response to my post about neural ODEs where people ask for advice on a particular pitfall when applying neural ODEs on regression style problems. So here is a (long overdue) blog post to address that! Code can be found here. The first lesson of machine learning If you are a machine learning practitioner I’m sure you’ve been told to “start simple”. Read more

VAEs frequently get compared to GANs, and then dismissed since “GANs produce better samples”. While this might be true for specific VAEs, I think this sells VAEs short. Do I claim that VAEs generate better samples of imaginary celebrities? No (but they are also pretty good). What I mean is that they are qualitatively different and much more general than people give them credit. In this article we are going to consider VAEs as a family of latent variable models and discover that they offer a unified black-box inference framework for probabilistic modelling. Read more

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

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

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