Category Archives: Optimization

Big Data System Design with Bayesian Optimization

Designing complex Big Data system with myriad of  parameters and design choices is a daunting task. It’s almost a black art. Typically we stay with the default parameter settings, unless it fails to meet your requirement which forces you venture out … Continue reading

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Inventory Forecasting with Markov Chain Monte Carlo

Sometimes you want to calculate statistics about some variable which has complex, possibly non linear relationship with another variable for which probability distribution is available, which may be non standard or non parametric. That’s the situation we face when trying predict … Continue reading

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Is Neural Network Better Off with Big Data

How does neural network or for that matter any machine learning model relates to Big Data. Do we get a better quality learning model with bigger data. That’s what we will explore in this post. We will explore sample complexity … Continue reading

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Tracking Web Site Bounce Rate in Real Time

Bounce rate for a page  in a web site, is the  proportion of sessions with only that page in the session. This post will show how to calculate bounce rate in real time with Storm using web log data. We … Continue reading

Posted in Big Data, Optimization, Real Time Processing, Reinforcement Learning, Storm, Web Analytic | Tagged , | 2 Comments

Bandits Know the Best Product Price

In an earlier post, I did a survey of a class of reinforcement learning  algorithms, known as Multi Arm Bandit(MAB) . Essentially, these algorithms make decisions and learn from rewards received from the environment. You can also think of them as … Continue reading

Posted in Big Data, Data Science, Hadoop and Map Reduce, Marketing Analytic, Optimizatiom, Optimization, Reinforcement Learning | Tagged , , , | 2 Comments

A Learning but Greedy Gambler

In multi-armed bandit (MAB)  problem, a gambler must decide which arm of K slot machines to pull in sequence of N rounds of pulls to maximize the overall return. Many real life optimization and decision making problems can be modelled … Continue reading

Posted in Big Data, Data Science, Hadoop and Map Reduce, Marketing Analytic, Optimization, Reinforcement Learning, Storm | Tagged | 4 Comments