This is a guest post by my friend and colleague Adam Lelkes. Adam’s interests are in algebra and theoretical computer science. This gem came up because Adam gave a talk on probabilistic computation in which he discussed this technique. Problem: Simulate a fair coin given only access to a biased coin.

With all the recent revelations of government spying and backdoors into cryptographic standards, I am starting to disagree with the argument that you should never roll your own cryptography. Of course there are massive pitfalls and very few people actually need home-brewed cryptography, but history has made it clear that blindly accepting the word of the experts is not an acceptable course of action.

A few awesome readers have posted comments in Computing Homology to the effect of, “Your code is not quite correct!” And they’re right! Despite the almost year since that post’s publication, I haven’t bothered to test it for more complicated simplicial complexes, or even the basic edge cases! When I posted it the mathematics just felt so solid to me that it had to be right (the irony is rich, I know).

This post is intended to be a tutorial on how to access the RealityMining dataset using Python (because who likes Matlab?), and a rant on how annoying the process was to figure out. RealityMining is a dataset of smart-phone data logs from a group of about one hundred MIT students over the course of a year. The data includes communication and cell tower data, the latter being recorded every time a signal changes from one tower to the next.

A professor at Stanford once said, If you really want to impress your friends and confound your enemies, you can invoke tensor products… People run in terror from the $ \otimes$ symbol. He was explaining some aspects of multidimensional Fourier transforms, but this comment is only half in jest; people get confused by tensor products. It’s often for good reason.

In tackling machine learning (and computer science in general) we face some deep philosophical questions. Questions like, “What does it mean to learn?” and, “Can a computer learn?” and, “How do you define simplicity?” and, “Why does Occam’s Razor work?

We’ve studied the Fourier transform quite a bit on this blog: with four primers and the Fast Fourier Transform algorithm under our belt, it’s about time we opened up our eyes to higher dimensions. Indeed, in the decades since Cooley &

So far in this series we’ve seen two nontrivial algorithms for bandit learning in two different settings. The first was the UCB1 algorithm, which operated under the assumption that the rewards for the trials were independent and stochastic. That is, each slot machine was essentially a biased coin flip, and the algorithm was trying to find the machine with the best odds.

For a while I’ve been meaning to do some more advanced posts on optimization problems of all flavors. One technique that comes up over and over again is Lagrange multipliers, so this post is going to be a leisurely reminder of that technique. I often forget how to do these basic calculus-type things, so it’s good practice.

In the last twenty years there has been a lot of research in a subfield of machine learning called Bandit Learning. The name comes from the problem of being faced with a large sequence of slot machines (once called one-armed bandits) each with a potentially different payout scheme.

startups The software world is always atwitter with predictions on the next big piece of technology. And a lot of chatter focuses on what venture capitalists express interest in. As an investor, how do you pick a good company to invest in? Do you notice quirky names like “Kaggle” and “Meebo,” require deep technical abilities, or value a charismatic sales pitch?