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Donations for 2016

The following explains where I plan to donate in 2016, with some of my thinking behind it. This year, I had $10,000 to allocate (the sum of my giving from 2015 and 2016, which I lumped together for tax...

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Individual Project Fund: Further Details

In my post on where I plan to donate in 2016, I said that I would set aside $2000 for funding promising projects that I come across in the next year: The idea behind the project fund is … [to] give in...

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Latent Variables and Model Mis-specification

Machine learning is very good at optimizing predictions to match an observed signal — for instance, given a dataset of input images and labels of the images (e.g. dog, cat, etc.), machine learning is...

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Prékopa–Leindler inequality

Consider the following statements: The shape with the largest volume enclosed by a given surface area is the -dimensional sphere. A marginal or sum of log-concave distributions is log-concave. Any...

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Linear algebra fact

Here is interesting linear algebra fact: let be an matrix and be a vector such that . Then for any matrix , . The proof is just basic algebra: . Why care about this? Let’s imagine that is a (not...

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Model Mis-specification and Inverse Reinforcement Learning

In my previous post, “Latent Variables and Model Mis-specification”, I argued that while machine learning is good at optimizing accuracy on observed signals, it has less to say about correctly...

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Advice for Authors

I’ve spent much of the last few days reading various ICML papers and I find there’s a few pieces of feedback that I give consistently across several papers. I’ve collated some of these below. As a...

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Sets with Small Intersection

Suppose that we want to construct subsets with the following properties: for all for all The goal is to construct as large a family of such subsets as possible (i.e., to make as large as possible). If...

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New blog location

[Update: This post is out of date. My blog has now moved again, to https://bounded-regret.ghost.io/.] I’ve decided to move this blog to my personal website. It’s now located here:...

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New new blog location

I’ve switched the host of my blog to Ghost, so my blog is now located at https://bounded-regret.ghost.io/. This is different from the previous re-hosting on my personal website, which is no longer...

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