Xuan's blog

On the existence of optimal policy

$\newcommand{\mc}{\mathcal} \newcommand{\mb}{\mathbb}$ Setting We are considering in the setting of: Discrete actions Discrete states Bounded rewards Stationary policy Infinite horizo...

Posted by Xuan on September 19, 2018

ML notes: Latent variable models

General latent variable model Learning problem: Given incomplete dataset $\{ x_i\}$, estimate $\theta^\ast$, for instance by MLE: $\hat \theta = \arg \max_\theta p(x;\theta)$ Inference problem: ...

Posted by Xuan on September 17, 2018

ML notes: Kernel methods and SVM

$\newcommand{\ip}[2]{\langle #1, #2 \rangle}$ The Representer Theorum For a general problem where $f: \mathbb{R}^m \rightarrow \mathbb{R}$ is usually the cost, and $R: \mathbb{R}_+ \rightarrow...

Posted by Xuan on September 4, 2018

ML notes: Statistical learning theory

$\newcommand{\mc}{\mathcal} \newcommand{\mb}{\mathbb}$ Learning theory Three spaces $\mathcal{X}$ : Input space $\mathcal{A}$ : Action space $ \mathcal{Y}$ : Outcome space Note Outc...

Posted by Xuan on September 3, 2018

ML notes: Bayesian

$\newcommand{\mc}{\mathcal} \newcommand{\mb}{\mathbb}$ Classic statistics notions The world is in a parametric (density) family $\mc{P}_{\Theta} = \{ p(y \vert\theta) \;\vert \;\theta \in \Theta\...

Posted by Xuan on September 3, 2018

Convex optimization review

just to connect some dots

TODO: 1) Convergence analysis 2) interior point primal dual method Convexity Separating hyperplane theorum If two convex sets, $A$ and $B$ are disjoint, then there exists a hyperplane separa...

Posted by Xuan on August 30, 2018

About explaining away

experiments and thoughts

Explore the phenomenon of “explaining away” First, let’s consider a simple example, where a guy’s happiness (H) can be caused by either a raise in his company (R) or a sunny day (S), and assuming t...

Posted by Xuan on January 18, 2018

Elements of GPU overflow programming:P

an exploded Integer whitens all the data

An exploded Integer whitens all the data -1. Update! So, I finally figured things out after turning to Professor… So when overflow happens, the kernel got killed because GPU may have some internal ...

Posted by Xuan on November 4, 2017

How to use TensorFlow models in Java

A skeleton example

A Skeleton Showing How to Use TF Models in JAVA 0. Requirements Tensorflow >= 1.3 Maven Note: Maven is not necessary, you could as well add raw TensorFlow’s Java binding JAR into your pro...

Posted by Xuan on October 31, 2017

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Build QA bot from historical dump dialog

Build QA Bot from Dumped Dialog author: Xuan Wang 1. Intro This is a summary from my work in Laiye, Inc. I will be mainly looking at the processes not specific algorithems or models. 1...

Posted by Xuan on October 9, 2017