We just finished a quick “risk in optimization series.” Here at Win Vector we think this is a neglected topic that can easily be adapted to improve and even save optimization projects. Our series was: Modeling Uncertainty For Better Outcomes: here we argue for adopting “expectation minus k standard deviations” […]| Win Vector LLC
Introduction I want to discuss how fragile optimization solutions to real world problems can be. And how to solve that. Small changes in modeling strategy, assumptions, data, estimates, constraints, or objective can lead to unstable and degenerate solutions. To warm up let’s discuss one of the most famous optimization examples: […]| Win Vector LLC
Recently here at Win Vector LLC we have been delivering good client outcomes using the Stan MCMC sampler. It has allowed us to infer deep business factors, instead of being limited surface KPIs (ke…| Win Vector LLC