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PG Madhavan's Blog – July 2016 Archive (3)

What exactly is Data Science?

Reading some recent blogs, I sense a level of angst among Data Science practitioners about the nature of their field. What exactly IS Data Science - a question that seems to lurk just below the surface . . .

As a young field of study and work, it will naturally take time for a definition of Data Science to crystallize. In the meantime, see if this works for you . . .…

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Added by PG Madhavan on July 26, 2016 at 3:00pm — 2 Comments

Need for DYNAMICAL Machine Learning: Bayesian exact recursive estimation

 

In my recent blog, Marrying Kalman Filtering & Machine Learning, we saw the merger of Bayesian exact recursive estimation (algorithm for which is Kalman Filter/Smoother in the linear, Gaussian case) and Machine Learning. We developed a solution called Kernel Projection Kalman Filter for business applications that…

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Added by PG Madhavan on July 21, 2016 at 2:06pm — 1 Comment

Marrying Kalman Filtering & Machine Learning

When you Google “Kalman Filter AND Machine Learning”, very few interesting references pop up! Perhaps my search terms are not the best, perhaps Fintech guys keep such algorithms close to their vests, perhaps there is not much of work done in bringing these two incredibly powerful tools together...

In any case, Part II of my new book, “Systems Analytics: Adaptive Machine Learning workbook” focuses exactly on this merger.

I am happy to report that pre-publication copy…

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Added by PG Madhavan on July 18, 2016 at 7:24am — No Comments

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