Hey - I'm the head of engineering at Elementl, the company that builds Dagster. This post is my take on a crash-course introduction to Dagster. And if you want to support the Dagster Open Source project, be sure to star our Github repo. Dagster is a data orchestrator. Think of Dagster as a framework for building data pipelines, similar to how Django is a framework for building web apps.

Data Science is the buzzword, and a lot of enthusiasts are interested in learning its fundamentals to make a lucrative career in this field. Linear Algebra is one of the important concepts to learn how to perform data transformation techniques like pre-processing, dimensionality reduction, etc. There are many courses available at your fingertip, but it is difficult to choose the right course suited for your requirement. That's precisely the intent of this post - it makes your course search easy by listing down the five free courses to learn linear algebra foundations for data science. Before I go straight into listing down the courses for you, let me first explain the commonly asked questions – why do we need to learn linear algebra in the first place?

This is the complete PyTorch for machine learning and deep learning that you've been looking for. The course PyTorch for Deep Learning & Machine Learning from freeCodeCamp is put together by machine learning stalwart Daniel Bourke. You might know Daniel from his prolific online presence over the past number of years, where he has blogged and created content related to machine learning for some time now. This course will teach you the foundations of machine learning and deep learning with PyTorch (a machine learning framework written in Python). The course is video based.

I'm happy to share that I've obtained a new certification: AWS Machine Learning Foundations from Udacity! One of the things I found interesting about this course is my recent exposure to and hands-on experience with generative AI. Generative AI gives the ability to create new 3d cad designs, and generate new data, algorithms, etc. from a pre-trained model. In the coming days, I will be exploring Generative AI in the design of robot components. Special appreciation to AWS amazon and Udacity for the privilege to participate in this program.

Have you ever thought about what would happen if you combined the power of machine learning and artificial intelligence with financial engineering? Today, you can stop imagining, and start doing. This course will teach you the core fundamentals of financial engineering, with a machine learning twist. We will cover must-know topics in financial engineering, such as: Exploratory data analysis, significance testing, correlations, alpha and beta Time series analysis, simple moving average, exponentially-weighted moving average Holt-Winters exponential smoothing model Efficient Market Hypothesis Random Walk Hypothesis Time series forecasting ("stock price prediction") Modern portfolio theory Efficient frontier / Markowitz bullet Mean-variance optimization Maximizing the Sharpe ratio Convex optimization with Linear Programming and Quadratic Programming Capital Asset Pricing Model (CAPM) Algorithmic trading (VIP only) Statistical Factor Models (VIP only) Regime Detection with Hidden Markov Models (VIP only) In addition, we will look at various non-traditional techniques which stem purely from the field of machine learning and artificial intelligence, such as: Classification models Unsupervised learning Reinforcement learning and Q-learning We will learn about the greatest flub made in the past decade by marketers posing as "machine learning experts" who promise to teach unsuspecting students how to "predict stock prices with LSTMs". You will learn exactly why their methodology is fundamentally flawed and why their results are complete nonsense.

This course will introduce you to the state of the art in Reinforcement Learning techniques. It will also prepare you for the next courses in this series, where we will explore other advanced methods that excel in other types of task. The course is focused on developing practical skills. Therefore, after learning the most important concepts of each family of methods, we will implement one or more of their algorithms in jupyter notebooks, from scratch.

Large-scale, high-quality corpora are critical for advancing research in coreference resolution. However, existing datasets vary in their definition of coreferences and have been collected via complex and lengthy guidelines that are curated for linguistic experts. These concerns have sparked a growing interest among researchers to curate a unified set of guidelines suitable for annotators with various backgrounds. In this work, we develop a crowdsourcing-friendly coreference annotation methodology, ezCoref, consisting of an annotation tool and an interactive tutorial. We use ezCoref to re-annotate 240 passages from seven existing English coreference datasets (spanning fiction, news, and multiple other domains) while teaching annotators only cases that are treated similarly across these datasets. Surprisingly, we find that reasonable quality annotations were already achievable (>90% agreement between the crowd and expert annotations) even without extensive training. On carefully analyzing the remaining disagreements, we identify the presence of linguistic cases that our annotators unanimously agree upon but lack unified treatments (e.g., generic pronouns, appositives) in existing datasets. We propose the research community should revisit these phenomena when curating future unified annotation guidelines.

Applying graph-based approaches in deep learning receives more attention over time. This study presents statistical analysis on the use of graph-based approaches in deep learning and examines the scientific impact of the related articles. Processing the data obtained from the Web of Science database, metrics such as the type of the articles, funding availability, indexing type, annual average number of citations and the number of access were analyzed to quantitatively reveal the effects on the scientific audience. It's outlined that deep learning-based studies gained momentum after year 2013, and the rate of graph-based approaches in all deep learning studies increased linearly from 1% to 4% within the following 10 years. Conference publications scanned in the Conference Proceeding Citation Index (CPCI) on the graph-based approaches receive significantly more citations. The citation counts of the SCI-Expanded and Emerging SCI indexed publications of the two streams are close to each other. While the citation performances of the supported and unsupported publications of the two sides were similar, pure deep learning studies received more citations on the journal publication side and graph-based approaches received more citations on the conference side. Despite their similar performance in recent years, graph-based studies show twice more citation performance as they get older, compared to traditional approaches. Annual average citation performance per article for all deep learning studies is 11.051 in 2014, while it is 22.483 for graph-based studies. Also, despite receiving 16% more access, graph-based papers get almost the same overall citation over time with the pure counterpart. This is an indication that graph-based approaches need a greater bunch of attention to follow, while pure deep learning counterpart is relatively simpler to get inside.

Recently, auto-bidding technique has become an essential tool to increase the revenue of advertisers. Facing the complex and ever-changing bidding environments in the real-world advertising system (RAS), state-of-the-art auto-bidding policies usually leverage reinforcement learning (RL) algorithms to generate real-time bids on behalf of the advertisers. Due to safety concerns, it was believed that the RL training process can only be carried out in an offline virtual advertising system (VAS) that is built based on the historical data generated in the RAS. In this paper, we argue that there exists significant gaps between the VAS and RAS, making the RL training process suffer from the problem of inconsistency between online and offline (IBOO). Firstly, we formally define the IBOO and systematically analyze its causes and influences. Then, to avoid the IBOO, we propose a sustainable online RL (SORL) framework that trains the auto-bidding policy by directly interacting with the RAS, instead of learning in the VAS. Specifically, based on our proof of the Lipschitz smooth property of the Q function, we design a safe and efficient online exploration (SER) policy for continuously collecting data from the RAS. Meanwhile, we derive the theoretical lower bound on the safety of the SER policy. We also develop a variance-suppressed conservative Q-learning (V-CQL) method to effectively and stably learn the auto-bidding policy with the collected data.

There is an emerging need for predictive models to be trained on-the-fly, since in numerous machine learning applications data are arriving in an online fashion. A critical challenge encountered is that of limited availability of ground truth information (e.g., labels in classification tasks) as new data are observed one-by-one online, while another significant challenge is that of class imbalance. This work introduces the novel Augmented Queues method, which addresses the dual-problem by combining in a synergistic manner online active learning, data augmentation, and a multi-queue memory to maintain separate and balanced queues for each class. We perform an extensive experimental study using image and time-series augmentations, in which we examine the roles of the active learning budget, memory size, imbalance level, and neural network type. We demonstrate two major advantages of Augmented Queues. First, it does not reserve additional memory space as the generation of synthetic data occurs only at training times. Second, learning models have access to more labelled data without the need to increase the active learning budget and / or the original memory size. Learning on-the-fly poses major challenges which, typically, hinder the deployment of learning models. Augmented Queues significantly improves the performance in terms of learning quality and speed. Our code is made publicly available.