Machine Learning Notes

1. Bayesian

• A Complete Recipe for SGMCMC
• Riemann Manifold Langevin and HMC

2. Deep Learning

• Good Semi-supervised Learning that Requires a Bad GAN
• Chinese NLP
• Graph Convolution and Graph Attention
• General Structures and Techniques in Deep Learning
• Temporal Convolutional Network
• Feature Interaction
• Neural Architecture Search
• Self-supervised Learning for Tabular Data
• Meta Learning

3. General Machine Learning

• Part 1: Reinforcement Learning: An Introduction
• Part 2: Reinforcement Learning: An Introduction (2)
• Relational Dependency Networks
• LDA
• Double machine learning for treatment effect
• A Galtonian Perspective on Shrinkage Estimators
• Regression Shrinkage and Selection via the Lasso
• Nonparametric Instrumental Regression
• Nonlinear Dimension Reduction
• TabNet
• Kaggle Finance Competition Solution Summary

4. Optimization

• Sharpe Minima Can Generalize
• Large Batch Training and Sharpe Minima

• Path-SGD: Path-normalized Optimization in Deep Neural Networks

• Empirical Analysis of DNN Loss Surfaces

• Trust Region Policy Optimization
• Prioritized Experience Replay

5. Time Series

• Long-term Forecasting with TiDE: Time-series Dense Encoder