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Data-driven hemodynamic response function estimation
My latest research paper[1] deals with the estimation of the hemodynamic response function (HRF) from fMRI data. This is an important topic since the knowledge of a hemodynamic response function is...
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PyData Paris - April 2015
Last Friday was PyData Paris, in words of the organizers, ''a gathering of users and developers of data analysis tools in Python''. The organizers did a great job in putting together and the event...
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IPython/Jupyter notebook gallery
Due to lack of time and interest, I'm no longer maintaining this project. Feel free to grab the sources from https://github.com/fabianp/nbgallery and fork the project. TL;DR I created a gallery for...
View ArticleHoldout cross-validation generator
Cross-validation iterators in scikit-learn are simply generator objects, that is, Python objects that implement the __iter__ method and that for each call to this method return (or more precisely,...
View ArticleOn the consistency of ordinal regression methods
My latests work (with Francis Bach and Alexandre Gramfort) is on the consistency of ordinal regression methods. It has the wildly imaginative title of "On the Consistency of Ordinal Regression...
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SAGA algorithm in the lightning library
Recently I've implemented, together with Arnaud Rachez, the SAGA[1] algorithm in the lightning machine learning library (which by the way, has been recently moved to the new scikit-learn-contrib...
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scikit-learn-contrib, an umbrella for scikit-learn related projects.
Together with other scikit-learn developers we've created an umbrella organization for scikit-learn-related projects named scikit-learn-contrib. The idea is for this organization to host projects that...
View ArticleLightning v0.1
Announce: first public release of lightning!, a library for large-scale linear classification, regression and ranking in Python. The library was started a couple of years ago by Mathieu Blondel who...
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Hyperparameter optimization with approximate gradient
TL;DR: I describe a method for hyperparameter optimization by gradient descent. Most machine learning models rely on at least one hyperparameter to control for model complexity. For example, logistic...
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A fully asynchronous variant of the SAGA algorithm
My friend Rémi Leblond has recently uploaded to ArXiv our preprint on an asynchronous version of the SAGA optimization algorithm. The main contribution is to develop a parallel (fully asynchronous, no...
View ArticleOptimization inequalities cheatsheet
Most proofs in optimization consist in using inequalities for a particular function class in some creative way. This is a cheatsheet with inequalities that I use most often. It considers class of...
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Notes on the Frank-Wolfe Algorithm, Part I
This blog post is the first in a series discussing different theoretical and practical aspects of the Frank-Wolfe algorithm. hljs.initHighlightingOnLoad(); $$ \def\xx{\boldsymbol x}...
View ArticleThree Operator Splitting
$$ \def\aa{\boldsymbol a} \def\bb{\boldsymbol b} \def\cc{\boldsymbol c} \def\xx{\boldsymbol x} \def\zz{\boldsymbol z} \def\uu{\boldsymbol u} \def\vv{\boldsymbol v} \def\yy{\boldsymbol y}...
View ArticleNotes on the Frank-Wolfe Algorithm, Part II: A Primal-dual Analysis
This blog post extends the convergence theory from the first part of my notes on the Frank-Wolfe (FW) algorithm with convergence guarantees on the primal-dual gap which generalize and strengthen the...
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How to Evaluate the Logistic Loss and not NaN trying
A naive implementation of the logistic regression loss can results in numerical indeterminacy even for moderate values. This post takes a closer look into the source of these instabilities and...
View ArticleConspiración Internacional
Por si no lo sabes, hay una conspiración internacional contra nuestro grupoPor ejemplo, el de las guitarras nos hizo un precio sospechosamente bajo y ahora no le llegan las dichosas guitarras. Vamos a...
View ArticleSin saber que en realidad debía llorar
Hace algún tiempo yo también tuve novia. Hacíamos las cosas que se suele hacer en pareja, ella encontraba fabuloso todo lo que yo hacía y yo me interesaba por sus cosas. A veces le tocaba alguna de...
View ArticleEn el estudio de Andrés
El pasado Jueves subimos al estudio de Andrés para tocar sobre un equipo profesional. Además, era la primera vez que tocábamos con batería y bajo. Lo cierto es que aquello sonaba bastante mal, a mí no...
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Feliz 2005 (se me olvidó avisarte)
Tal vez no me reconozcas porque me acababa de duchar, pero ese chico tan guapo soy yo en la nochivieja que pasé con aitor. Por cierto que en esa noche hicimos una nueva canción para el grupo que...
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Seré tu esclavo
BUSCO TRABAJO. PARA LO QUE SEA (menos disfrazarme de mofeta mientras reparto publicidad mientras bailo el baile del pimpollo). Soluciones garantizadas en fontanería, electrónica e informática (titulo...
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