MC Blog

Principal Component Analysis (II)

Open the black box of PCA algorithm

Introduction In our last blog about PCA, we introduce the data compression problem and derive the PCA algorithm by hand. However, we don’t know what does PCA actually do to the raw da...

Posted by Maverick on May 22, 2019

Principal Component Analysis (I)

Derive the Principal Component Analysis (PCA) algorithm by hand

Introduction Principal Component Analysis (PCA) is a famous machine learning algorithm which applies lossy compression to raw data for storage or training and reconstructs the origina...

Posted by Maverick on April 24, 2019

Quadratic Optimization

Introduce common quadratic optimization problems

Introduction Quadratic optimization problems appear frequently in the fields of engineering and computer science. Lots of problems in the real world can be expressed as the minimizati...

Posted by Maverick on April 23, 2019

Eigendecomposition

Introduce the concept of eigendecomposition

Introduction Eigendecomposition of a matrix, in which we decompose the matrix into a set of eigenvectors and eigenvalues, shows us to the information about the universal and functiona...

Posted by Maverick on April 20, 2019

How Does the Backpropagation Work (I)

Explain how backpropagation algorithm works in neural network

Introduction Backpropagation, a fast algorithm to compute gradients, is essential to train deep neural networks and other deep models. In this blog, I’ll try to explain how it actuall...

Posted by Maverick on November 29, 2018

Apply CNN on Multivariate Time Series Forecasting (I)

A process of applying CNN on Multivariate Time Series Forecasting

Introduction When talking about Convolutional Neural Network (CNN), we typically think of Computer Vision (CV) or Natural Language Processing (NLP). CNN was responsible for major brea...

Posted by Maverick on November 14, 2018

Learn the Neural Networks with Tensorflow (I)

A summary of using Tensorflow to train Neural Networks

Introduction Thanks to Michael Nielsen’s book Neural Networks and Deep Learning and TensorFlow Tutorial and Examples for Beginners with Latest APIs, I’ve spent an easier life on learn...

Posted by Maverick on November 4, 2018

Run Python Model on Visual Studio (C#)

A tutorial of using Python on Visual Studio

Introduction Recently, I’m working on a C# project from Visual Studio which requires using statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression model of Python to do data an...

Posted by Maverick on October 4, 2018

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