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ML Fragments

Jul 5, 2020Last updated: Aug 23, 2020

These are just raw keywords which may eventually evolve into their own pages if I dive deep enough. For now they are just disconnected "fragments", interesting directions that I may want to pursue. These are intentionally abstract. Please don't hesitate to reach out if you'd like to discuss more!

There is non-trivial chance that prior work has already posed questions similar but then I haven't spent enough time studying these in detail.

Three-Way Markets

Economy (and "micro-"economies if you will) seem to be running on three-way markets. i) The stock market ii) Gig economy - the likes of Uber, AirBnB. Each transaction can most likely be modeled as consisting of three components - a buyer, a seller and a mediator where each component could be an individual or an institution.

Much like the reward hypothesis in RL, there appears to be a similar hypothesis in stock markets - stock price contains all the information one needs (I'm still trying to understand the nuance involved in this hypothesis). We certainly would want to model the micro and macro dynamics. What tools does machine learning provide?

Reinforcement Learning

Model-Based

Bayesian Inference

D(p(x)p(y∣x)∣∣p(y)p(x∣y))\mathcal{D}\left( p(x)p(y|x) \Big|\Big| p(y)p(x|y) \right)

Learned invariances

Model Misspecification

Uncertainty Calibration

Uncertainty Estimation

Gaussian Processes

Implicit Distributions

Linear Algebra

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