There are many code samples on using LSTM networks for time series prediction.
Rather than writing your own LSTM modules and gradient descent computations,
usually we will use the off-the-shelf implementations from
PyTorch or
Tensorflow.
Let’s look at a PyTorch model, from data preparation to evaluation:
[more]
PXE boot Debian
Diskless system is an old idea (remember Sun Ray 1?) but surprisingly coming
back (Raspberry Pi cluster!). I have a system with PXE boot but no disk so it
is perfect to try out a diskless system.
[more]
DD-WRT on Linksys
I have been using a Linksys WRT3200ACM (with DD-WRT installed) for a while now
and I decided to make a better use of such a high-end WiFi router. These are
some notes that worth to write down:
[more]
Kelly (1956) A new interpretation of information rate
Shannon defined the information rate as the number of bits transmitted per second, which bit is a unit for entropy, i.e., probability is involved. We can relate the information rate with \(R=rH\), where \(r\) is the rate that message is delivered and \(H\) is the entropy of each message. So...
[more]
Chatterjee (2015) Modeling credit risk
This is a concise paper describing the Vasicek model. It serves the purpose of
describing how banks should evaluate risk on loan assets, and provides a
connection between the Black-Scholes option pricing model to pricing bonds or
loans.
[more]