## the new DIYABC-RF

Posted in Books, pictures, R, Statistics, Wines with tags , , , , , , , , , , , , , , , , on April 15, 2021 by xi'an

My friends and co-authors from Montpellier have released last month the third version of the DIYABC software, DIYABC-RF, which includes and promotes the use of random forests for parameter inference and model selection, in connection with Louis Raynal’s thesis. Intended as the earlier versions of DIYABC for population genetic applications. Bienvenue!!!

The software DIYABC Random Forest (hereafter DIYABC-RF) v1.0 is composed of three parts: the dataset simulator, the Random Forest inference engine and the graphical user interface. The whole is packaged as a standalone and user-friendly graphical application named DIYABC-RF GUI and available at https://diyabc.github.io. The different developer and user manuals for each component of the software are available on the same website. DIYABC-RF is a multithreaded software on three operating systems: GNU/Linux, Microsoft Windows and MacOS. One can use the program can be used through a modern and user-friendly graphical interface designed as an R shiny application (Chang et al. 2019). For a fluid and simplified user experience, this interface is available through a standalone application, which does not require installing R or any dependencies and hence can be used independently. The application is also implemented in an R package providing a standard shiny web application (with the same graphical interface) that can be run locally as any shiny application, or hosted as a web service to provide a DIYABC-RF server for multiple users.

## the Ramanujan machine

Posted in Books, Kids, pictures, University life with tags , , , , , , , , , , , on February 18, 2021 by xi'an

Nature of 4 Feb. 2021 offers a rather long (Nature-like) paper on creating Ramanujan-like expressions using an automated process. Associated with a cover in the first pages. The purpose of the AI is to generate conjectures of Ramanujan-like formulas linking famous constants like π or e and algebraic formulas like the novel polynomial continued fraction of 8/π²:

$\frac{8}{{{\rm{\pi }}}^{2}}=1-\frac{2\times {1}^{4}-{1}^{3}}{7-\frac{2\times {2}^{4}-{2}^{3}}{19-\frac{2\times {3}^{4}-{3}^{3}}{37-\frac{2\times {4}^{4}-{4}^{3}}{\ldots }}}}$

which currently remains unproven. The authors of the “machine” provide Python code that one can run to try uncover new conjectures, possibly named after the discoverer! The article is spending a large proportion of its contents to justify the appeal of generating such conjectures, with several unsuspected formulas later proven for real, but I remain unconvinced of the deeper appeal of the machine (as well as unhappy about the association of Ramanujan and machine, since S. Ramanujan had a mystical and unexplained relation to numbers, defeating Hardy’s logic,  “a mathematician of the highest quality, a man of altogether exceptional originality and power”). The difficulty is in separating worthwhile from anecdotal (true) conjectures, not to mention wrng conjectures. This is certainly of much deeper interest than separating chihuahua faces from blueberry muffins, but does it really “help to create mathematical knowledge”?

## xi’an’s number [repost]

Posted in Statistics with tags , , , , on August 18, 2019 by xi'an

## revised empirical HMC

Posted in Statistics, University life with tags , , , , , , , , on March 12, 2019 by xi'an

Following the informed and helpful comments from Matt Graham and Bob Carpenter on our eHMC paper [arXival] last month, we produced a revised and re-arXived version of the paper based on new experiments ran by Changye Wu and Julien Stoehr. Here are some quick replies to these comments, reproduced for convenience. (Warning: this is a loooong post, much longer than usual.) Continue reading

## a knapsack riddle?

Posted in Books, pictures, R, Statistics, Travel with tags , , , , , , on February 13, 2017 by xi'an

The [then current now past] riddle of the week is a sort of multiarmed bandits optimisation. Of sorts. Or rather a generalised knapsack problem. The question is about optimising the allocation of 100 undistinguishable units to 10 distinct boxes against a similarly endowed adversary, when the loss function is

$L(x,y)=(x_1>y_1)-(x_1y_{10})-(x_{10}

and the distribution q of the adversary is unknown. As usual (!), the phrasing of the riddle is somewhat ambiguous but I am under the impression that the game is played sequentially, hence that one can learn about the distribution of the adversary, at least when assuming this adversary keeps the same distribution q at all times. Continue reading