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Blogroll | Top


List of posts by date of publication | Top

  1. Calling =TECHTO_RESERVING and =TECHTO_MLRESERVING for claims triangle reserving in Excel is just a matter of copying and pasting
  2. Calling =TECHTO_SURVIVAL for Survival Analysis in Excel is just a matter of copying and pasting
  3. Calling =TECHTO_SIMULATION for Stochastic Simulation in Excel is just a matter of copying and pasting
  4. Calling =TECHTO_FORECAST for forecasting in Excel is just a matter of copying and pasting
  5. Random Vector Functional Link (RVFL) artificial neural network with 2 regularization parameters successfully used for forecasting/synthetic simulation in professional settings: Extensions (including Bayesian)
  6. R version of 'Backpropagating quasi-randomized neural networks'
  7. Backpropagating quasi-randomized neural networks
  8. Beyond ARMA-GARCH: leveraging any statistical model for volatility forecasting
  9. Stacked generalization (Machine Learning model stacking) + conformal prediction for forecasting with ahead::mlf
  10. An Overfitting dilemma: XGBoost Default Hyperparameters vs GenericBooster + LinearRegression Default Hyperparameters
  11. Programming language-agnostic reserving using RidgeCV, LightGBM, XGBoost, and ExtraTrees Machine Learning models
  12. Exceptionally, and on a more personal note (otherwise I may get buried alive)...
  13. Free R, Python and SQL editors in techtonique dot net
  14. Beyond Nelson-Siegel and splines: A model-agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation
  15. scikit-learn, glmnet, xgboost, lightgbm, pytorch, keras, nnetsauce in probabilistic Machine Learning (for longitudinal data) Reserving (work in progress)
  16. R version of Probabilistic Machine Learning (for longitudinal data) Reserving (work in progress)
  17. Probabilistic Machine Learning (for longitudinal data) Reserving (work in progress)
  18. Python version of Beyond ARMA-GARCH: leveraging model-agnostic Quasi-Randomized networks and conformal prediction for nonparametric probabilistic stock forecasting (ML-ARCH)
  19. Beyond ARMA-GARCH: leveraging model-agnostic Machine Learning and conformal prediction for nonparametric probabilistic stock forecasting (ML-ARCH)
  20. Permutations and SHAPley values for feature importance in techtonique dot net's API (with R + Python + the command line)
  21. Which patient is going to survive longer? Another guide to using techtonique dot net's API (with R + Python + the command line) for survival analysis
  22. A Guide to Using techtonique.net's API and rush for simulating and plotting Stochastic Scenarios
  23. Simulating Stochastic Scenarios with Diffusion Models: A Guide to Using techtonique.net's API for the purpose
  24. Will my apartment in 5th avenue be overpriced or not? Harnessing the power of www.techtonique.net (+ xgboost, lightgbm, catboost) to find out
  25. How long must I wait until something happens: A Comprehensive Guide to Survival Analysis via an API
  26. Harnessing the Power of techtonique.net: A Comprehensive Guide to Machine Learning Classification via an API
  27. Quantile regression with any regressor -- Examples with RandomForestRegressor, RidgeCV, KNeighborsRegressor
  28. Survival stacking: survival analysis translated as supervised classification in R and Python
  29. 'Bayesian' optimization of hyperparameters in a R machine learning model using the bayesianrvfl package
  30. A lightweight interface to scikit-learn in R: Bayesian and Conformal prediction
  31. A lightweight interface to scikit-learn in R Pt.2: probabilistic time series forecasting in conjunction with ahead::dynrmf
  32. Extending the Theta forecasting method to GLMs, GAMs, GLMBOOST and attention: benchmarking on Tourism, M1, M3 and M4 competition data sets (28000 series)
  33. Extending the Theta forecasting method to GLMs and attention
  34. Nonlinear conformalized Generalized Linear Models (GLMs) with R package 'rvfl' (and other models)
  35. Probabilistic Time Series Forecasting (predictive simulations) in Microsoft Excel using Python, xlwings lite and www.techtonique.net
  36. Conformalize (improved prediction intervals and simulations) any R Machine Learning model with misc::conformalize
  37. My poster for the 18th FINANCIAL RISKS INTERNATIONAL FORUM by Institut Louis Bachelier/Fondation du Risque/Europlace Institute of Finance
  38. Interpretable probabilistic kernel ridge regression using Matérn 3/2 kernels
  39. (News from) Probabilistic Forecasting of univariate and multivariate Time Series using Quasi-Randomized Neural Networks (Ridge2) and Conformal Prediction
  40. Word-Online: re-creating Karpathy's char-RNN (with supervised linear online learning of word embeddings) for text completion
  41. CRAN-like repository for most recent releases of Techtonique's R packages
  42. Presenting 'Online Probabilistic Estimation of Carbon Beta and Carbon Shapley Values for Financial and Climate Risk' at Institut Louis Bachelier
  43. Web app with DeepSeek R1 and Hugging Face API for chatting
  44. tisthemachinelearner: A Lightweight interface to scikit-learn with 2 classes, Classifier and Regressor (in Python and R)
  45. R version of survivalist: Probabilistic model-agnostic survival analysis using scikit-learn, xgboost, lightgbm (and conformal prediction)
  46. Model-agnostic global Survival Prediction of Patients with Myeloid Leukemia in QRT/Gustave Roussy Challenge (challengedata.ens.fr): Python's survivalist Quickstart
  47. A simple test of the martingale hypothesis in esgtoolkit
  48. Command Line Interface (CLI) for techtonique.net's API
  49. Gradient-Boosting and Boostrap aggregating anything (alert: high performance): Part5, easier install and Rust backend
  50. Just got a paper on conformal prediction REJECTED by International Journal of Forecasting despite evidence on 30,000 time series (and more). What's going on? Part2: 1311 time series from the Tourism competition
  51. Techtonique is out! (with a tutorial in various programming languages and formats)
  52. Univariate and Multivariate Probabilistic Forecasting with nnetsauce and TabPFN
  53. Just got a paper on conformal prediction REJECTED by International Journal of Forecasting despite evidence on 30,000 time series (and more). What's going on?
  54. Python and Interactive dashboard version of Stock price forecasting with Deep Learning: throwing power at the problem (and why it won't make you rich)
  55. Stock price forecasting with Deep Learning: throwing power at the problem (and why it won't make you rich)
  56. No-code Machine Learning Cross-validation and Interpretability in techtonique.net
  57. survivalist: Probabilistic model-agnostic survival analysis using scikit-learn, glmnet, xgboost, lightgbm, pytorch, keras, nnetsauce and mlsauce
  58. Model-agnostic 'Bayesian' optimization (for hyperparameter tuning) using conformalized surrogates in GPopt
  59. You can beat Forecasting LLMs (Large Language Models a.k.a foundation models) with nnetsauce.MTS Pt.2: Generic Gradient Boosting
  60. You can beat Forecasting LLMs (Large Language Models a.k.a foundation models) with nnetsauce.MTS
  61. Unified interface and conformal prediction (calibrated prediction intervals) for R package forecast (and 'affiliates')
  62. GLMNet in Python: Generalized Linear Models
  63. Gradient-Boosting anything (alert: high performance): Part4, Time series forecasting
  64. Predictive scenarios simulation in R, Python and Excel using Techtonique API
  65. Chat with your tabular data in www.techtonique.net
  66. Gradient-Boosting anything (alert: high performance): Part3, Histogram-based boosting
  67. R editor and SQL console (in addition to Python editors) in www.techtonique.net
  68. R and Python consoles + JupyterLite in www.techtonique.net
  69. Gradient-Boosting anything (alert: high performance): Part2, R version
  70. Gradient-Boosting anything (alert: high performance)
  71. Benchmarking 30 statistical/Machine Learning models on the VN1 Forecasting -- Accuracy challenge
  72. Automated random variable distribution inference using Kullback-Leibler divergence and simulating best-fitting distribution
  73. Forecasting in Excel using Techtonique's Machine Learning APIs under the hood
  74. Techtonique web app for data-driven decisions using Mathematics, Statistics, Machine Learning, and Data Visualization
  75. Parallel for loops (Map or Reduce) + New versions of nnetsauce and ahead
  76. Adaptive (online/streaming) learning with uncertainty quantification using Polyak averaging in learningmachine
  77. New versions of nnetsauce and ahead
  78. Prediction sets and prediction intervals for conformalized Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting
  79. Quick/automated R package development workflow (assuming you're using macOS or Linux) Part2
  80. R package development workflow (assuming you're using macOS or Linux)
  81. A new method for deriving a nonparametric confidence interval for the mean
  82. Conformalized adaptive (online/streaming) learning using learningmachine in Python and R
  83. Bayesian (nonlinear) adaptive learning
  84. Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting
  85. Copulas for uncertainty quantification in time series forecasting
  86. Forecasting uncertainty: sequential split conformal prediction + Block bootstrap (web app)
  87. learningmachine for Python (new version)
  88. learningmachine v2.0.0: Machine Learning with explanations and uncertainty quantification
  89. My presentation at ISF 2024 conference (slides with nnetsauce probabilistic forecasting news)
  90. 10 uncertainty quantification methods in nnetsauce forecasting
  91. Forecasting with XGBoost embedded in Quasi-Randomized Neural Networks
  92. Forecasting Monthly Airline Passenger Numbers with Quasi-Randomized Neural Networks
  93. Automated hyperparameter tuning using any conformalized surrogate
  94. Recognizing handwritten digits with Ridge2Classifier
  95. Forecasting the Economy
  96. A detailed introduction to Deep Quasi-Randomized 'neural' networks
  97. Probability of receiving a loan; using learningmachine
  98. mlsauce's `v0.18.2`: various examples and benchmarks with dimension reduction
  99. mlsauce's `v0.17.0`: boosting with Elastic Net, polynomials and heterogeneity in explanatory variables
  100. mlsauce's `v0.13.0`: taking into account inputs heterogeneity through clustering
  101. mlsauce's `v0.12.0`: prediction intervals for LSBoostRegressor
  102. Conformalized predictive simulations for univariate time series on more than 250 data sets
  103. learningmachine v1.1.2: for Python
  104. learningmachine v1.0.0: prediction intervals around the probability of the event 'a tumor being malignant'
  105. Bayesian inference and conformal prediction (prediction intervals) in nnetsauce v0.18.1
  106. Multiple examples of Machine Learning forecasting with ahead
  107. rtopy (v0.1.1): calling R functions in Python
  108. ahead forecasting (v0.10.0): fast time series model calibration and Python plots
  109. A plethora of datasets at your fingertips Part3: how many times do couples cheat on each other?
  110. nnetsauce's introduction as of 2024-02-11 (new version 0.17.0)
  111. Tuning Machine Learning models with GPopt's new version Part 2
  112. Tuning Machine Learning models with GPopt's new version
  113. Subsampling continuous and discrete response variables
  114. DeepMTS, a Deep Learning Model for Multivariate Time Series
  115. A classifier that's very accurate (and deep) Pt.2: there are > 90 classifiers in nnetsauce
  116. learningmachine: prediction intervals for conformalized Kernel ridge regression and Random Forest
  117. A plethora of datasets at your fingertips Part2: how many times do couples cheat on each other? Descriptive analytics, interpretability and prediction intervals using conformal prediction
  118. Diffusion models in Python with esgtoolkit (Part2)
  119. Diffusion models in Python with esgtoolkit
  120. Julia packaging at the command line
  121. Quasi-randomized nnetworks in Julia, Python and R
  122. A plethora of datasets at your fingertips
  123. A classifier that's very accurate (and deep)
  124. mlsauce version 0.8.10: Statistical/Machine Learning with Python and R
  125. AutoML in nnetsauce (randomized and quasi-randomized nnetworks) Pt.2: multivariate time series forecasting
  126. AutoML in nnetsauce (randomized and quasi-randomized nnetworks)
  127. Version v0.14.0 of nnetsauce for R and Python
  128. A diffusion model: G2++
  129. Diffusion models in ESGtoolkit + announcements
  130. An infinity of time series forecasting models in nnetsauce (Part 2 with uncertainty quantification)
  131. (News from) forecasting in Python with ahead (progress bars and plots)
  132. Forecasting in Python with ahead
  133. Risk-neutralize simulations
  134. Comparing cross-validation results using crossval_ml and boxplots
  135. Reminder
  136. Did you ask ChatGPT about who you are?
  137. A new version of nnetsauce (randomized and quasi-randomized 'neural' networks)
  138. Simple interfaces to the forecasting API
  139. A web application for forecasting in Python, R, Ruby, C#, JavaScript, PHP, Go, Rust, Java, MATLAB, etc.
  140. Prediction intervals (not only) for Boosted Configuration Networks in Python
  141. Boosted Configuration (neural) Networks Pt. 2
  142. Boosted Configuration (_neural_) Networks for classification
  143. A Machine Learning workflow using Techtonique
  144. Super Mario Bros © in the browser using PyScript
  145. News from ESGtoolkit, ycinterextra, and nnetsauce
  146. Explaining a Keras _neural_ network predictions with the-teller
  147. New version of nnetsauce -- various quasi-randomized networks
  148. A dashboard illustrating bivariate time series forecasting with `ahead`
  149. Hundreds of Statistical/Machine Learning models for univariate time series, using ahead, ranger, xgboost, and caret
  150. Forecasting with `ahead` (Python version)
  151. Tuning and interpreting LSBoost
  152. Time series cross-validation using `crossvalidation` (Part 2)
  153. Fast and scalable forecasting with ahead::ridge2f
  154. Automatic Forecasting with `ahead::dynrmf` and Ridge regression
  155. Forecasting with `ahead`
  156. Classification using linear regression
  157. `crossvalidation` and random search for calibrating support vector machines
  158. parallel grid search cross-validation using `crossvalidation`
  159. `crossvalidation` on R-universe, plus a classification example
  160. Documentation and source code for GPopt, a package for Bayesian optimization
  161. Hyperparameters tuning with GPopt
  162. A forecasting tool (API) with examples in curl, R, Python
  163. Bayesian Optimization with GPopt Part 2 (save and resume)
  164. Bayesian Optimization with GPopt
  165. Compatibility of nnetsauce and mlsauce with scikit-learn
  166. Explaining xgboost predictions with the teller
  167. An infinity of time series models in nnetsauce
  168. New activation functions in mlsauce's LSBoost
  169. 2020 recap, Gradient Boosting, Generalized Linear Models, AdaOpt with nnetsauce and mlsauce
  170. A deeper learning architecture in nnetsauce
  171. Classify penguins with nnetsauce's MultitaskClassifier
  172. Bayesian forecasting for uni/multivariate time series
  173. Generalized nonlinear models in nnetsauce
  174. Boosting nonlinear penalized least squares
  175. Statistical/Machine Learning explainability using Kernel Ridge Regression surrogates
  176. NEWS
  177. A glimpse into my PhD journey
  178. Submitting R package to CRAN
  179. Simulation of dependent variables in ESGtoolkit
  180. Forecasting lung disease progression
  181. New nnetsauce
  182. Technical documentation
  183. A new version of nnetsauce, and a new Techtonique website
  184. Back next week, and a few announcements
  185. Explainable 'AI' using Gradient Boosted randomized networks Pt2 (the Lasso)
  186. LSBoost: Explainable 'AI' using Gradient Boosted randomized networks (with examples in R and Python)
  187. nnetsauce version 0.5.0, randomized neural networks on GPU
  188. Maximizing your tip as a waiter (Part 2)
  189. New version of mlsauce, with Gradient Boosted randomized networks and stump decision trees
  190. Announcements
  191. Parallel AdaOpt classification
  192. Comments section and other news
  193. Maximizing your tip as a waiter
  194. AdaOpt classification on MNIST handwritten digits (without preprocessing)
  195. AdaOpt (a probabilistic classifier based on a mix of multivariable optimization and nearest neighbors) for R
  196. AdaOpt
  197. Custom errors for cross-validation using crossval::crossval_ml
  198. Documentation+Pypi for the `teller`, a model-agnostic tool for Machine Learning explainability
  199. Encoding your categorical variables based on the response variable and correlations
  200. Linear model, xgboost and randomForest cross-validation using crossval::crossval_ml
  201. Grid search cross-validation using crossval
  202. Documentation for the querier, a query language for Data Frames
  203. Time series cross-validation using crossval
  204. On model specification, identification, degrees of freedom and regularization
  205. Import data into the querier (now on Pypi), a query language for Data Frames
  206. R notebooks for nnetsauce
  207. Version 0.4.0 of nnetsauce, with fruits and breast cancer classification
  208. Create a specific feed in your Jekyll blog
  209. Git/Github for contributing to package development
  210. Feedback forms for contributing
  211. nnetsauce for R
  212. A new version of nnetsauce (v0.3.1)
  213. ESGtoolkit, a tool for Monte Carlo simulation (v0.2.0)
  214. Search bar, new year 2020
  215. 2019 Recap, the nnetsauce, the teller and the querier
  216. Understanding model interactions with the `teller`
  217. Using the `teller` on a classifier
  218. Benchmarking the querier's verbs
  219. Composing the querier's verbs for data wrangling
  220. Comparing and explaining model predictions with the teller
  221. Tests for the significance of marginal effects in the teller
  222. Introducing the teller
  223. Introducing the querier
  224. Prediction intervals for nnetsauce models
  225. Using R in Python for statistical learning/data science
  226. Model calibration with `crossval`
  227. Bagging in the nnetsauce
  228. Adaboost learning with nnetsauce
  229. Change in blog's presentation
  230. nnetsauce on Pypi
  231. More nnetsauce (examples of use)
  232. nnetsauce
  233. crossval
  234. test


Categories | Top

Forecasting

  1. My poster for the 18th FINANCIAL RISKS INTERNATIONAL FORUM by Institut Louis Bachelier/Fondation du Risque/Europlace Institute of Finance
  2. Presenting 'Online Probabilistic Estimation of Carbon Beta and Carbon Shapley Values for Financial and Climate Risk' at Institut Louis Bachelier
  3. Just got a paper on conformal prediction REJECTED by International Journal of Forecasting despite evidence on 30,000 time series (and more). What's going on? Part2: 1311 time series from the Tourism competition
  4. Techtonique is out! (with a tutorial in various programming languages and formats)
  5. Just got a paper on conformal prediction REJECTED by International Journal of Forecasting despite evidence on 30,000 time series (and more). What's going on?
  6. You can beat Forecasting LLMs (Large Language Models a.k.a foundation models) with nnetsauce.MTS
  7. My presentation at ISF 2024 conference (slides with nnetsauce probabilistic forecasting news)
  8. 10 uncertainty quantification methods in nnetsauce forecasting
  9. Forecasting with XGBoost embedded in Quasi-Randomized Neural Networks
  10. Forecasting Monthly Airline Passenger Numbers with Quasi-Randomized Neural Networks
  11. DeepMTS, a Deep Learning Model for Multivariate Time Series
  12. Version v0.14.0 of nnetsauce for R and Python
  13. An infinity of time series forecasting models in nnetsauce (Part 2 with uncertainty quantification)
  14. (News from) forecasting in Python with ahead (progress bars and plots)
  15. Forecasting in Python with ahead
  16. Simple interfaces to the forecasting API
  17. A web application for forecasting in Python, R, Ruby, C#, JavaScript, PHP, Go, Rust, Java, MATLAB, etc.
  18. A dashboard illustrating bivariate time series forecasting with `ahead`
  19. Hundreds of Statistical/Machine Learning models for univariate time series, using ahead, ranger, xgboost, and caret

Misc

  1. A plethora of datasets at your fingertips Part2: how many times do couples cheat on each other? Descriptive analytics, interpretability and prediction intervals using conformal prediction
  2. Julia packaging at the command line
  3. A plethora of datasets at your fingertips
  4. Risk-neutralize simulations
  5. Comparing cross-validation results using crossval_ml and boxplots
  6. Reminder
  7. Did you ask ChatGPT about who you are?
  8. A web application for forecasting in Python, R, Ruby, C#, JavaScript, PHP, Go, Rust, Java, MATLAB, etc.
  9. Boosted Configuration (_neural_) Networks for classification
  10. Super Mario Bros © in the browser using PyScript
  11. News from ESGtoolkit, ycinterextra, and nnetsauce
  12. Time series cross-validation using `crossvalidation` (Part 2)
  13. Fast and scalable forecasting with ahead::ridge2f
  14. Automatic Forecasting with `ahead::dynrmf` and Ridge regression
  15. Forecasting with `ahead`
  16. Documentation and source code for GPopt, a package for Bayesian optimization
  17. Hyperparameters tuning with GPopt
  18. A forecasting tool (API) with examples in curl, R, Python
  19. Bayesian Optimization with GPopt Part 2 (save and resume)
  20. Bayesian Optimization with GPopt
  21. 2020 recap, Gradient Boosting, Generalized Linear Models, AdaOpt with nnetsauce and mlsauce
  22. Statistical/Machine Learning explainability using Kernel Ridge Regression surrogates
  23. NEWS
  24. A glimpse into my PhD journey
  25. Forecasting lung disease progression
  26. New nnetsauce
  27. Technical documentation
  28. A new version of nnetsauce, and a new Techtonique website
  29. Back next week, and a few announcements
  30. Maximizing your tip as a waiter (Part 2)
  31. New version of mlsauce, with Gradient Boosted randomized networks and stump decision trees
  32. Announcements
  33. Comments section and other news
  34. Maximizing your tip as a waiter
  35. Custom errors for cross-validation using crossval::crossval_ml
  36. Encoding your categorical variables based on the response variable and correlations
  37. Linear model, xgboost and randomForest cross-validation using crossval::crossval_ml
  38. Grid search cross-validation using crossval
  39. Time series cross-validation using crossval
  40. On model specification, identification, degrees of freedom and regularization
  41. Create a specific feed in your Jekyll blog
  42. Git/Github for contributing to package development
  43. Feedback forms for contributing
  44. Change in blog's presentation
  45. test

Python

  1. Calling =TECHTO_RESERVING and =TECHTO_MLRESERVING for claims triangle reserving in Excel is just a matter of copying and pasting
  2. Calling =TECHTO_SURVIVAL for Survival Analysis in Excel is just a matter of copying and pasting
  3. Calling =TECHTO_SIMULATION for Stochastic Simulation in Excel is just a matter of copying and pasting
  4. Calling =TECHTO_FORECAST for forecasting in Excel is just a matter of copying and pasting
  5. Random Vector Functional Link (RVFL) artificial neural network with 2 regularization parameters successfully used for forecasting/synthetic simulation in professional settings: Extensions (including Bayesian)
  6. Backpropagating quasi-randomized neural networks
  7. Beyond ARMA-GARCH: leveraging any statistical model for volatility forecasting
  8. An Overfitting dilemma: XGBoost Default Hyperparameters vs GenericBooster + LinearRegression Default Hyperparameters
  9. Exceptionally, and on a more personal note (otherwise I may get buried alive)...
  10. Free R, Python and SQL editors in techtonique dot net
  11. Beyond Nelson-Siegel and splines: A model-agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation
  12. scikit-learn, glmnet, xgboost, lightgbm, pytorch, keras, nnetsauce in probabilistic Machine Learning (for longitudinal data) Reserving (work in progress)
  13. Probabilistic Machine Learning (for longitudinal data) Reserving (work in progress)
  14. Python version of Beyond ARMA-GARCH: leveraging model-agnostic Quasi-Randomized networks and conformal prediction for nonparametric probabilistic stock forecasting (ML-ARCH)
  15. Permutations and SHAPley values for feature importance in techtonique dot net's API (with R + Python + the command line)
  16. Which patient is going to survive longer? Another guide to using techtonique dot net's API (with R + Python + the command line) for survival analysis
  17. A Guide to Using techtonique.net's API and rush for simulating and plotting Stochastic Scenarios
  18. Simulating Stochastic Scenarios with Diffusion Models: A Guide to Using techtonique.net's API for the purpose
  19. Will my apartment in 5th avenue be overpriced or not? Harnessing the power of www.techtonique.net (+ xgboost, lightgbm, catboost) to find out
  20. How long must I wait until something happens: A Comprehensive Guide to Survival Analysis via an API
  21. Harnessing the Power of techtonique.net: A Comprehensive Guide to Machine Learning Classification via an API
  22. Quantile regression with any regressor -- Examples with RandomForestRegressor, RidgeCV, KNeighborsRegressor
  23. Survival stacking: survival analysis translated as supervised classification in R and Python
  24. Extending the Theta forecasting method to GLMs and attention
  25. Probabilistic Time Series Forecasting (predictive simulations) in Microsoft Excel using Python, xlwings lite and www.techtonique.net
  26. My poster for the 18th FINANCIAL RISKS INTERNATIONAL FORUM by Institut Louis Bachelier/Fondation du Risque/Europlace Institute of Finance
  27. Word-Online: re-creating Karpathy's char-RNN (with supervised linear online learning of word embeddings) for text completion
  28. Presenting 'Online Probabilistic Estimation of Carbon Beta and Carbon Shapley Values for Financial and Climate Risk' at Institut Louis Bachelier
  29. Web app with DeepSeek R1 and Hugging Face API for chatting
  30. tisthemachinelearner: A Lightweight interface to scikit-learn with 2 classes, Classifier and Regressor (in Python and R)
  31. Model-agnostic global Survival Prediction of Patients with Myeloid Leukemia in QRT/Gustave Roussy Challenge (challengedata.ens.fr): Python's survivalist Quickstart
  32. Command Line Interface (CLI) for techtonique.net's API
  33. Gradient-Boosting and Boostrap aggregating anything (alert: high performance): Part5, easier install and Rust backend
  34. Just got a paper on conformal prediction REJECTED by International Journal of Forecasting despite evidence on 30,000 time series (and more). What's going on? Part2: 1311 time series from the Tourism competition
  35. Techtonique is out! (with a tutorial in various programming languages and formats)
  36. Univariate and Multivariate Probabilistic Forecasting with nnetsauce and TabPFN
  37. Just got a paper on conformal prediction REJECTED by International Journal of Forecasting despite evidence on 30,000 time series (and more). What's going on?
  38. Python and Interactive dashboard version of Stock price forecasting with Deep Learning: throwing power at the problem (and why it won't make you rich)
  39. No-code Machine Learning Cross-validation and Interpretability in techtonique.net
  40. survivalist: Probabilistic model-agnostic survival analysis using scikit-learn, glmnet, xgboost, lightgbm, pytorch, keras, nnetsauce and mlsauce
  41. Model-agnostic 'Bayesian' optimization (for hyperparameter tuning) using conformalized surrogates in GPopt
  42. You can beat Forecasting LLMs (Large Language Models a.k.a foundation models) with nnetsauce.MTS Pt.2: Generic Gradient Boosting
  43. You can beat Forecasting LLMs (Large Language Models a.k.a foundation models) with nnetsauce.MTS
  44. GLMNet in Python: Generalized Linear Models
  45. Gradient-Boosting anything (alert: high performance): Part4, Time series forecasting
  46. Predictive scenarios simulation in R, Python and Excel using Techtonique API
  47. Chat with your tabular data in www.techtonique.net
  48. Gradient-Boosting anything (alert: high performance): Part3, Histogram-based boosting
  49. R editor and SQL console (in addition to Python editors) in www.techtonique.net
  50. R and Python consoles + JupyterLite in www.techtonique.net
  51. Gradient-Boosting anything (alert: high performance)
  52. Benchmarking 30 statistical/Machine Learning models on the VN1 Forecasting -- Accuracy challenge
  53. Forecasting in Excel using Techtonique's Machine Learning APIs under the hood
  54. Techtonique web app for data-driven decisions using Mathematics, Statistics, Machine Learning, and Data Visualization
  55. Parallel for loops (Map or Reduce) + New versions of nnetsauce and ahead
  56. Adaptive (online/streaming) learning with uncertainty quantification using Polyak averaging in learningmachine
  57. New versions of nnetsauce and ahead
  58. Prediction sets and prediction intervals for conformalized Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting
  59. Conformalized adaptive (online/streaming) learning using learningmachine in Python and R
  60. Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting
  61. Copulas for uncertainty quantification in time series forecasting
  62. Forecasting uncertainty: sequential split conformal prediction + Block bootstrap (web app)
  63. learningmachine for Python (new version)
  64. My presentation at ISF 2024 conference (slides with nnetsauce probabilistic forecasting news)
  65. 10 uncertainty quantification methods in nnetsauce forecasting
  66. Forecasting with XGBoost embedded in Quasi-Randomized Neural Networks
  67. Forecasting Monthly Airline Passenger Numbers with Quasi-Randomized Neural Networks
  68. Automated hyperparameter tuning using any conformalized surrogate
  69. Recognizing handwritten digits with Ridge2Classifier
  70. A detailed introduction to Deep Quasi-Randomized 'neural' networks
  71. Probability of receiving a loan; using learningmachine
  72. mlsauce's `v0.18.2`: various examples and benchmarks with dimension reduction
  73. mlsauce's `v0.17.0`: boosting with Elastic Net, polynomials and heterogeneity in explanatory variables
  74. mlsauce's `v0.13.0`: taking into account inputs heterogeneity through clustering
  75. mlsauce's `v0.12.0`: prediction intervals for LSBoostRegressor
  76. learningmachine v1.1.2: for Python
  77. Bayesian inference and conformal prediction (prediction intervals) in nnetsauce v0.18.1
  78. rtopy (v0.1.1): calling R functions in Python
  79. ahead forecasting (v0.10.0): fast time series model calibration and Python plots
  80. A plethora of datasets at your fingertips Part3: how many times do couples cheat on each other?
  81. nnetsauce's introduction as of 2024-02-11 (new version 0.17.0)
  82. Tuning Machine Learning models with GPopt's new version Part 2
  83. Tuning Machine Learning models with GPopt's new version
  84. Subsampling continuous and discrete response variables
  85. DeepMTS, a Deep Learning Model for Multivariate Time Series
  86. A classifier that's very accurate (and deep) Pt.2: there are > 90 classifiers in nnetsauce
  87. A plethora of datasets at your fingertips Part2: how many times do couples cheat on each other? Descriptive analytics, interpretability and prediction intervals using conformal prediction
  88. Diffusion models in Python with esgtoolkit (Part2)
  89. Diffusion models in Python with esgtoolkit
  90. Quasi-randomized nnetworks in Julia, Python and R
  91. A plethora of datasets at your fingertips
  92. A classifier that's very accurate (and deep)
  93. mlsauce version 0.8.10: Statistical/Machine Learning with Python and R
  94. AutoML in nnetsauce (randomized and quasi-randomized nnetworks) Pt.2: multivariate time series forecasting
  95. AutoML in nnetsauce (randomized and quasi-randomized nnetworks)
  96. Version v0.14.0 of nnetsauce for R and Python
  97. An infinity of time series forecasting models in nnetsauce (Part 2 with uncertainty quantification)
  98. (News from) forecasting in Python with ahead (progress bars and plots)
  99. Forecasting in Python with ahead
  100. Did you ask ChatGPT about who you are?
  101. A new version of nnetsauce (randomized and quasi-randomized 'neural' networks)
  102. Simple interfaces to the forecasting API
  103. A web application for forecasting in Python, R, Ruby, C#, JavaScript, PHP, Go, Rust, Java, MATLAB, etc.
  104. Prediction intervals (not only) for Boosted Configuration Networks in Python
  105. A Machine Learning workflow using Techtonique
  106. Super Mario Bros © in the browser using PyScript
  107. News from ESGtoolkit, ycinterextra, and nnetsauce
  108. Explaining a Keras _neural_ network predictions with the-teller
  109. New version of nnetsauce -- various quasi-randomized networks
  110. A dashboard illustrating bivariate time series forecasting with `ahead`
  111. Forecasting with `ahead` (Python version)
  112. Tuning and interpreting LSBoost
  113. Classification using linear regression
  114. Documentation and source code for GPopt, a package for Bayesian optimization
  115. Hyperparameters tuning with GPopt
  116. A forecasting tool (API) with examples in curl, R, Python
  117. Bayesian Optimization with GPopt Part 2 (save and resume)
  118. Bayesian Optimization with GPopt
  119. Compatibility of nnetsauce and mlsauce with scikit-learn
  120. Explaining xgboost predictions with the teller
  121. An infinity of time series models in nnetsauce
  122. 2020 recap, Gradient Boosting, Generalized Linear Models, AdaOpt with nnetsauce and mlsauce
  123. A deeper learning architecture in nnetsauce
  124. Generalized nonlinear models in nnetsauce
  125. Boosting nonlinear penalized least squares
  126. Technical documentation
  127. A new version of nnetsauce, and a new Techtonique website
  128. Back next week, and a few announcements
  129. Explainable 'AI' using Gradient Boosted randomized networks Pt2 (the Lasso)
  130. LSBoost: Explainable 'AI' using Gradient Boosted randomized networks (with examples in R and Python)
  131. nnetsauce version 0.5.0, randomized neural networks on GPU
  132. Maximizing your tip as a waiter (Part 2)
  133. Parallel AdaOpt classification
  134. Maximizing your tip as a waiter
  135. AdaOpt classification on MNIST handwritten digits (without preprocessing)
  136. AdaOpt
  137. Documentation+Pypi for the `teller`, a model-agnostic tool for Machine Learning explainability
  138. Encoding your categorical variables based on the response variable and correlations
  139. Documentation for the querier, a query language for Data Frames
  140. Import data into the querier (now on Pypi), a query language for Data Frames
  141. Version 0.4.0 of nnetsauce, with fruits and breast cancer classification
  142. A new version of nnetsauce (v0.3.1)
  143. Using R in Python for statistical learning/data science
  144. nnetsauce on Pypi

QuasiRandomizedNN

  1. Gradient-Boosting anything (alert: high performance): Part4, Time series forecasting
  2. Gradient-Boosting anything (alert: high performance): Part3, Histogram-based boosting
  3. My presentation at ISF 2024 conference (slides with nnetsauce probabilistic forecasting news)
  4. 10 uncertainty quantification methods in nnetsauce forecasting
  5. Forecasting with XGBoost embedded in Quasi-Randomized Neural Networks
  6. Forecasting Monthly Airline Passenger Numbers with Quasi-Randomized Neural Networks
  7. Automated hyperparameter tuning using any conformalized surrogate
  8. Recognizing handwritten digits with Ridge2Classifier
  9. A plethora of datasets at your fingertips Part3: how many times do couples cheat on each other?
  10. nnetsauce's introduction as of 2024-02-11 (new version 0.17.0)
  11. DeepMTS, a Deep Learning Model for Multivariate Time Series
  12. A classifier that's very accurate (and deep) Pt.2: there are > 90 classifiers in nnetsauce
  13. Quasi-randomized nnetworks in Julia, Python and R
  14. A classifier that's very accurate (and deep)
  15. AutoML in nnetsauce (randomized and quasi-randomized nnetworks) Pt.2: multivariate time series forecasting
  16. AutoML in nnetsauce (randomized and quasi-randomized nnetworks)
  17. Version v0.14.0 of nnetsauce for R and Python
  18. An infinity of time series forecasting models in nnetsauce (Part 2 with uncertainty quantification)
  19. A new version of nnetsauce (randomized and quasi-randomized 'neural' networks)
  20. New version of nnetsauce -- various quasi-randomized networks
  21. Tuning and interpreting LSBoost
  22. Classification using linear regression
  23. An infinity of time series models in nnetsauce
  24. A deeper learning architecture in nnetsauce
  25. Classify penguins with nnetsauce's MultitaskClassifier
  26. Bayesian forecasting for uni/multivariate time series
  27. New nnetsauce
  28. Technical documentation
  29. A new version of nnetsauce, and a new Techtonique website
  30. Back next week, and a few announcements
  31. nnetsauce version 0.5.0, randomized neural networks on GPU
  32. R notebooks for nnetsauce
  33. Version 0.4.0 of nnetsauce, with fruits and breast cancer classification
  34. Feedback forms for contributing
  35. nnetsauce for R
  36. A new version of nnetsauce (v0.3.1)
  37. 2019 Recap, the nnetsauce, the teller and the querier
  38. Prediction intervals for nnetsauce models
  39. Bagging in the nnetsauce
  40. Adaboost learning with nnetsauce
  41. nnetsauce on Pypi
  42. More nnetsauce (examples of use)
  43. nnetsauce

R

  1. Calling =TECHTO_RESERVING and =TECHTO_MLRESERVING for claims triangle reserving in Excel is just a matter of copying and pasting
  2. Calling =TECHTO_SURVIVAL for Survival Analysis in Excel is just a matter of copying and pasting
  3. Calling =TECHTO_SIMULATION for Stochastic Simulation in Excel is just a matter of copying and pasting
  4. Calling =TECHTO_FORECAST for forecasting in Excel is just a matter of copying and pasting
  5. Random Vector Functional Link (RVFL) artificial neural network with 2 regularization parameters successfully used for forecasting/synthetic simulation in professional settings: Extensions (including Bayesian)
  6. R version of 'Backpropagating quasi-randomized neural networks'
  7. Beyond ARMA-GARCH: leveraging any statistical model for volatility forecasting
  8. Stacked generalization (Machine Learning model stacking) + conformal prediction for forecasting with ahead::mlf
  9. Programming language-agnostic reserving using RidgeCV, LightGBM, XGBoost, and ExtraTrees Machine Learning models
  10. Exceptionally, and on a more personal note (otherwise I may get buried alive)...
  11. Free R, Python and SQL editors in techtonique dot net
  12. Beyond Nelson-Siegel and splines: A model-agnostic Machine Learning framework for discount curve calibration, interpolation and extrapolation
  13. R version of Probabilistic Machine Learning (for longitudinal data) Reserving (work in progress)
  14. Beyond ARMA-GARCH: leveraging model-agnostic Machine Learning and conformal prediction for nonparametric probabilistic stock forecasting (ML-ARCH)
  15. Permutations and SHAPley values for feature importance in techtonique dot net's API (with R + Python + the command line)
  16. Which patient is going to survive longer? Another guide to using techtonique dot net's API (with R + Python + the command line) for survival analysis
  17. A Guide to Using techtonique.net's API and rush for simulating and plotting Stochastic Scenarios
  18. Simulating Stochastic Scenarios with Diffusion Models: A Guide to Using techtonique.net's API for the purpose
  19. Will my apartment in 5th avenue be overpriced or not? Harnessing the power of www.techtonique.net (+ xgboost, lightgbm, catboost) to find out
  20. How long must I wait until something happens: A Comprehensive Guide to Survival Analysis via an API
  21. Harnessing the Power of techtonique.net: A Comprehensive Guide to Machine Learning Classification via an API
  22. Quantile regression with any regressor -- Examples with RandomForestRegressor, RidgeCV, KNeighborsRegressor
  23. Survival stacking: survival analysis translated as supervised classification in R and Python
  24. 'Bayesian' optimization of hyperparameters in a R machine learning model using the bayesianrvfl package
  25. A lightweight interface to scikit-learn in R: Bayesian and Conformal prediction
  26. A lightweight interface to scikit-learn in R Pt.2: probabilistic time series forecasting in conjunction with ahead::dynrmf
  27. Extending the Theta forecasting method to GLMs, GAMs, GLMBOOST and attention: benchmarking on Tourism, M1, M3 and M4 competition data sets (28000 series)
  28. Extending the Theta forecasting method to GLMs and attention
  29. Nonlinear conformalized Generalized Linear Models (GLMs) with R package 'rvfl' (and other models)
  30. Conformalize (improved prediction intervals and simulations) any R Machine Learning model with misc::conformalize
  31. My poster for the 18th FINANCIAL RISKS INTERNATIONAL FORUM by Institut Louis Bachelier/Fondation du Risque/Europlace Institute of Finance
  32. Interpretable probabilistic kernel ridge regression using Matérn 3/2 kernels
  33. (News from) Probabilistic Forecasting of univariate and multivariate Time Series using Quasi-Randomized Neural Networks (Ridge2) and Conformal Prediction
  34. Word-Online: re-creating Karpathy's char-RNN (with supervised linear online learning of word embeddings) for text completion
  35. CRAN-like repository for most recent releases of Techtonique's R packages
  36. Presenting 'Online Probabilistic Estimation of Carbon Beta and Carbon Shapley Values for Financial and Climate Risk' at Institut Louis Bachelier
  37. Web app with DeepSeek R1 and Hugging Face API for chatting
  38. tisthemachinelearner: A Lightweight interface to scikit-learn with 2 classes, Classifier and Regressor (in Python and R)
  39. R version of survivalist: Probabilistic model-agnostic survival analysis using scikit-learn, xgboost, lightgbm (and conformal prediction)
  40. A simple test of the martingale hypothesis in esgtoolkit
  41. Command Line Interface (CLI) for techtonique.net's API
  42. Gradient-Boosting and Boostrap aggregating anything (alert: high performance): Part5, easier install and Rust backend
  43. Just got a paper on conformal prediction REJECTED by International Journal of Forecasting despite evidence on 30,000 time series (and more). What's going on? Part2: 1311 time series from the Tourism competition
  44. Techtonique is out! (with a tutorial in various programming languages and formats)
  45. Just got a paper on conformal prediction REJECTED by International Journal of Forecasting despite evidence on 30,000 time series (and more). What's going on?
  46. Stock price forecasting with Deep Learning: throwing power at the problem (and why it won't make you rich)
  47. No-code Machine Learning Cross-validation and Interpretability in techtonique.net
  48. You can beat Forecasting LLMs (Large Language Models a.k.a foundation models) with nnetsauce.MTS
  49. Unified interface and conformal prediction (calibrated prediction intervals) for R package forecast (and 'affiliates')
  50. GLMNet in Python: Generalized Linear Models
  51. Gradient-Boosting anything (alert: high performance): Part4, Time series forecasting
  52. Predictive scenarios simulation in R, Python and Excel using Techtonique API
  53. Chat with your tabular data in www.techtonique.net
  54. Gradient-Boosting anything (alert: high performance): Part3, Histogram-based boosting
  55. R editor and SQL console (in addition to Python editors) in www.techtonique.net
  56. R and Python consoles + JupyterLite in www.techtonique.net
  57. Gradient-Boosting anything (alert: high performance): Part2, R version
  58. Gradient-Boosting anything (alert: high performance)
  59. Automated random variable distribution inference using Kullback-Leibler divergence and simulating best-fitting distribution
  60. Techtonique web app for data-driven decisions using Mathematics, Statistics, Machine Learning, and Data Visualization
  61. Parallel for loops (Map or Reduce) + New versions of nnetsauce and ahead
  62. Adaptive (online/streaming) learning with uncertainty quantification using Polyak averaging in learningmachine
  63. New versions of nnetsauce and ahead
  64. Prediction sets and prediction intervals for conformalized Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting
  65. Quick/automated R package development workflow (assuming you're using macOS or Linux) Part2
  66. R package development workflow (assuming you're using macOS or Linux)
  67. A new method for deriving a nonparametric confidence interval for the mean
  68. Conformalized adaptive (online/streaming) learning using learningmachine in Python and R
  69. Bayesian (nonlinear) adaptive learning
  70. Auto XGBoost, Auto LightGBM, Auto CatBoost, Auto GradientBoosting
  71. Forecasting uncertainty: sequential split conformal prediction + Block bootstrap (web app)
  72. learningmachine v2.0.0: Machine Learning with explanations and uncertainty quantification
  73. Forecasting the Economy
  74. A detailed introduction to Deep Quasi-Randomized 'neural' networks
  75. Probability of receiving a loan; using learningmachine
  76. mlsauce's `v0.18.2`: various examples and benchmarks with dimension reduction
  77. Conformalized predictive simulations for univariate time series on more than 250 data sets
  78. learningmachine v1.0.0: prediction intervals around the probability of the event 'a tumor being malignant'
  79. Multiple examples of Machine Learning forecasting with ahead
  80. rtopy (v0.1.1): calling R functions in Python
  81. ahead forecasting (v0.10.0): fast time series model calibration and Python plots
  82. A classifier that's very accurate (and deep) Pt.2: there are > 90 classifiers in nnetsauce
  83. learningmachine: prediction intervals for conformalized Kernel ridge regression and Random Forest
  84. A plethora of datasets at your fingertips Part2: how many times do couples cheat on each other? Descriptive analytics, interpretability and prediction intervals using conformal prediction
  85. Diffusion models in Python with esgtoolkit (Part2)
  86. Diffusion models in Python with esgtoolkit
  87. Quasi-randomized nnetworks in Julia, Python and R
  88. A plethora of datasets at your fingertips
  89. A classifier that's very accurate (and deep)
  90. mlsauce version 0.8.10: Statistical/Machine Learning with Python and R
  91. Version v0.14.0 of nnetsauce for R and Python
  92. A diffusion model: G2++
  93. Diffusion models in ESGtoolkit + announcements
  94. Risk-neutralize simulations
  95. Comparing cross-validation results using crossval_ml and boxplots
  96. Did you ask ChatGPT about who you are?
  97. A new version of nnetsauce (randomized and quasi-randomized 'neural' networks)
  98. Simple interfaces to the forecasting API
  99. A web application for forecasting in Python, R, Ruby, C#, JavaScript, PHP, Go, Rust, Java, MATLAB, etc.
  100. Boosted Configuration (neural) Networks Pt. 2
  101. Boosted Configuration (_neural_) Networks for classification
  102. News from ESGtoolkit, ycinterextra, and nnetsauce
  103. New version of nnetsauce -- various quasi-randomized networks
  104. A dashboard illustrating bivariate time series forecasting with `ahead`
  105. Hundreds of Statistical/Machine Learning models for univariate time series, using ahead, ranger, xgboost, and caret
  106. Time series cross-validation using `crossvalidation` (Part 2)
  107. Fast and scalable forecasting with ahead::ridge2f
  108. Automatic Forecasting with `ahead::dynrmf` and Ridge regression
  109. Forecasting with `ahead`
  110. `crossvalidation` and random search for calibrating support vector machines
  111. parallel grid search cross-validation using `crossvalidation`
  112. `crossvalidation` on R-universe, plus a classification example
  113. A forecasting tool (API) with examples in curl, R, Python
  114. An infinity of time series models in nnetsauce
  115. New activation functions in mlsauce's LSBoost
  116. 2020 recap, Gradient Boosting, Generalized Linear Models, AdaOpt with nnetsauce and mlsauce
  117. Classify penguins with nnetsauce's MultitaskClassifier
  118. Bayesian forecasting for uni/multivariate time series
  119. Boosting nonlinear penalized least squares
  120. Statistical/Machine Learning explainability using Kernel Ridge Regression surrogates
  121. Submitting R package to CRAN
  122. Simulation of dependent variables in ESGtoolkit
  123. Forecasting lung disease progression
  124. Explainable 'AI' using Gradient Boosted randomized networks Pt2 (the Lasso)
  125. LSBoost: Explainable 'AI' using Gradient Boosted randomized networks (with examples in R and Python)
  126. nnetsauce version 0.5.0, randomized neural networks on GPU
  127. Maximizing your tip as a waiter (Part 2)
  128. Maximizing your tip as a waiter
  129. AdaOpt classification on MNIST handwritten digits (without preprocessing)
  130. AdaOpt (a probabilistic classifier based on a mix of multivariable optimization and nearest neighbors) for R
  131. Custom errors for cross-validation using crossval::crossval_ml
  132. Encoding your categorical variables based on the response variable and correlations
  133. Linear model, xgboost and randomForest cross-validation using crossval::crossval_ml
  134. Grid search cross-validation using crossval
  135. Time series cross-validation using crossval
  136. On model specification, identification, degrees of freedom and regularization
  137. R notebooks for nnetsauce
  138. Version 0.4.0 of nnetsauce, with fruits and breast cancer classification
  139. Feedback forms for contributing
  140. nnetsauce for R
  141. ESGtoolkit, a tool for Monte Carlo simulation (v0.2.0)
  142. Using R in Python for statistical learning/data science
  143. Model calibration with `crossval`
  144. crossval