Publications by T. Moudiki
News from ESGtoolkit, ycinterextra, and nnetsauce
In this post, I introduce new versions of ESGtoolkit, ycinterextra, and nnetsauce. ESGtoolkit (for R) is a toolkit for Monte Carlo Simulation in Finance, Economics, Insurance, Physics, etc. ycinterextra (for R) is used for yield curve interpolation and extrapolation nnetsauce (for Python and R) does supervised Statistical/Machine Learning using...
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Boosted Configuration (_neural_) Networks for classification
A few years ago in 2018, I discussed Boosted Configuration (neural) Networks (BCN for multivariate time series forecasting) in this document. Unlike Stochastic Configuration Networks from which they are inspired, BCNs aren’t randomized. Rather, they are closer to Gradient Boosting Machines and Matching Pursuit algorithms; with base learners bei...
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Model calibration with `crossval`
Model calibration in the context of this post, is about finding optimal hyperparameters for Statistical/Machine learning (ML) models. Optimal in the sense that they minimize a given criterion such as model’s accuracy on unseen data, model’s precision, Root Mean Squared Error (RMSE), etc. What are ML models’ hyperparameters? Let’s take the...
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Using R in Python for statistical learning/data science
As someone who’s been using the statistical computing language R for 15 years now, I’d been wondering if there was a way to call my favorite R functions from Python. If you’ve been asking yourself too, yes, there is a way: using rpy2. rpy2 can be installed from the command line as: pip install rpy2 In order to install the R packages neces...
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Using R in Python for statistical learning/data science
As someone who’s been using the statistical computing language R for 15 years now, I’d been wondering if there was a way to call my favorite R functions from Python. If you’ve been asking yourself too, yes, there is a way: using rpy2. rpy2 can be installed from the command line as: pip install rpy2 In order to install the R packages neces...
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ESGtoolkit, a tool for Monte Carlo simulation (v0.2.0)
I’m still receiving questions about ESGtoolkit – a tool that I developped in 2014 for stochastic simulation – from time to time, even if it’s not really my current focus. As I also noticed recently, ESGtoolkit is downloaded a few times each month: If you recognize yourself in these numbers, I’d be really happy to hear from you (via th...
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nnetsauce for R
nnetsauce is now available to R users (currently, a development version). As a reminder, for those who are interested, the following page illustrates different use-cases for the nnetsauce, including deep learning application examples. This post from September 18 is about an Adaptive Boosting (boosting) algorithm variant available in the nnetsauce...
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Feedback forms for contributing
To those who are not comfortable with using Git/Version Control yet: I’ve created detailed feedback forms for the tools that I’m actively maintaining. the nnetsauce, a general-purpose tool for Statistical/Machine Learning: feedback form. the querier, an SQL-like query language: feedback form. the teller, a model-agnostic tool for Machine Lea...
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Version 0.4.0 of nnetsauce, with fruits and breast cancer classification
English version / Version en français English version A new version of nnetsauce, version 0.4.0, is now available on Pypi and for R. As usual, you can install it on Python by using the following commands (command line): pip install nnetsauce And if you’re using R, it’s still (R console): library(devtools) devtools::install_github("thierrymo...
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R notebooks for nnetsauce
English version / Version en français English version nnetsauce is a general purpose tool for Statistical/Machine Learning, in which pattern recognition is reliant on Quasi-Randomized networks. Current implementations are Python and R, and a specific RSS feed related to it can be found through this link. This RSS feed will help you to stay up-t...
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