Bayesian Bandits - optimizing click throughs with statistics

Great news! A murder victim has been found. No slow news day today! The story is already written, now a title needs to be selected. The clever reporter who wrote the story has come up with two potential titles - "Murder victim found in adult entertainment venue" and "Headless Body found …

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Why Not Python - the GIL hinders concurrency

Python is not ready for the big leagues, at least if you need to deal with concurrency. I know this is a fairly controversial statement, and I plan to back it up with very specific critiques. The general gist of my critique is that python fails to properly utilize modern …

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Caching the Identity for Fun and Profit

One of the wonderful features of Scala and other high level languages is that they are very expressive. Very often, one can represent business objects as a simple map, e.g.:

val headers = Map("User-Agent" -> "Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.31 (KHTML, like Gecko) Chrome/26.0 …
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The magic of conjugate priors (for online learning)

In Bayesian reasoning, the fundamental problem is the following. Given a prior distribution $@p(x)$@, and some set of evidence $@E$@, compute a posterior distribution on $@x$@ namely $@p(x | E)$@. For example, $@x$@ might be the conversion rate of some email. Before you have any evidence you might expect …

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The Metrics Manifesto - Why you need an objective function

Hypst is an early stage startup - the elevator pitch is "like Facebook, before it became mainstream". The founders of Hypst have read a lot about A/B testing and statistics, and they decide to use the techniques they learned to improve engagement.

The first thing they notice is that not …

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Write Queries with Tiramisu

By now, it is a fairly uncontroversial opinion that ORMs create a large number of difficulties when developing larger systems. The have been famously called the Vietnam of Computer Science. The main alternative to ORMs is manually constructing SQL by hand, but unfortunately that is a rather dangerous thing to …

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Flash Crash? Or Flash in the Pan?

With the collapse of Knight Capital recently, there has been a lot of scrutiny of High Frequency Trading (HFT). Breathless reporters have been bombarding us with articles suggesting that there is danger out there.

That's all nonsense.

There are two general approaches to building a robust system with high reliability …

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