david-cortes

contextualbandits. Python implementations of contextual bandits algorithms

isotree. (Python, R, C/C++) Isolation Forest and variations such as SCiForest and EIF, with some additions (outlier detection + similarity + NA imputation)

cmfrec. (Python, R, C) Collective (multi-view/multi-way) matrix factorization, including cold-start functionality (recommender systems, imputation, dimensionality reduction)

snapper-in-debian-guide. Step-by-step guide for configuring Debian with automated BTRFS snapshots and rollbacks from the boot menu

hpfrec. Python implementation of 'Scalable Recommendation with Hierarchical Poisson Factorization'.

outliertree. (Python, R, C++) Explainable outlier/anomaly detection through decision tree conditioning

R-openblas-in-windows. Short tutorial for setting up OpenBLAS in R for Windows

costsensitive. (Python, R) Cost-sensitive multiclass classification (Weighted-All-Pairs, Filter-Tree & others)

poismf. (Python, R, C) Poisson matrix factorization (non-Bayesian version) (recommender systems)

recometrics. (Python, R, C++) Library-agnostic evaluation framework for implicit-feedback recommender systems

approxcdf. (Python, R, C) Fast approximations for the CDF of multivariate normal distributions

ctpfrec. Python implementation of "Content-based recommendations with poisson factorization", with some extensions

datascienceprojects. Sample data science projects (machine learning, optimization, business intelligence)

MatrixExtra. (R) Efficient methods and operators for the sparse matrix classes in 'Matrix' (esp. CSR format or "RsparseMatrix")

installing-optimized-libraries. Step-by-step guide for installing scientific libraries for R and Python in ways that maximize their performance

stochQN. (Python, Tensorflow, R, C, C++) Stochastic, limited-memory quasi-Newton optimizers (adaQN, SQN, oLBFGS)

pwlistorder. Ordering lists based on aggregated pairwise preferences

readsparse. (Python, R, C++) Read and write sparse matrices in SVMLight / LibSVM formats

multinomial_probit. (R, Python) Multinomial Probit Regression (MNP) for multi-class classification

binmf. (Python, R, C) Sparse binary matrix factorization with hinge loss

findblas. Python module for finding available BLAS libraries in the system and linking wrapped C/C++ or FORTRAN code to it

cycereal. C++ Cereal headers as an installable Python package, for Cython

hierreg. Python multilevel modeling (see 'A convex optimization approach to modeling consumer heterogeneity in conjoint estimation')

fneighcf. Python implementation of 'Factor in the neighbors: Scalable and accurate collaborative filtering'

nonneg_cg. (Python, R, C/C++) Minimize a function subject to non-negativity constraints on variables (conjugate gradient)

StratifiedRF. Random forest-like model sampling variables in groups

altreppedpointer. (R) Example of using R's ALTREP system with externalptr objects to manage serialization of C++ objects

xoshiro_cpp. C++ wrapper (as random engine) of the Xoshiro256++ and Xoshiro128++ random number generators

feature_engine. Feature engineering package with sklearn like functionality