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@arcarchit
arcarchit / QP_CVXOPT.ipynb
Created November 26, 2017 06:05
Quadratic Programming CVXOPT
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@arcarchit
arcarchit / goldensection.py
Created March 11, 2018 09:15 — forked from crankycoder/goldensection.py
A demonstration of the golden section search algorithm
from math import sqrt
phi = (1 + sqrt(5))/2
resphi = 2 - phi
# a and b are the current bounds; the minimum is between them.
# c is the center pointer pushed slightly left towards a
def goldenSectionSearch(f, a, c, b, absolutePrecision):
if abs(a - b) < absolutePrecision:
return (a + b)/2
# Create a new possible center, in the area between c and b, pushed against c
@arcarchit
arcarchit / arima.Rmd
Last active April 3, 2018 16:11
Fitting ARIMA model
---
title: "ARIMA model"
author: "Archit Vora"
date: "April 3, 2018"
output: html_document
---
```{r setup, include=FALSE}
knitr::opts_chunk$set(echo = TRUE)
```
@arcarchit
arcarchit / minimize_food_cost.lp
Last active April 14, 2018 08:28
Linear Programming using Pulp
\* Minimize food cost *\
Minimize
Total_Cost: 0.008 Beef_percentage + 0.013 chicken_percentag
Subject To
Fat_Constraint: 0.1 Beef_percentage + 0.08 chicken_percentag >= 6
Fiber_Constrint: 0.005 Beef_percentage + 0.001 chicken_percentag <= 2
Protine_Constraint: 0.2 Beef_percentage + 0.1 chicken_percentag >= 8
Salt_constraint: 0.005 Beef_percentage + 0.002 chicken_percentag <= 0.4
Total_Sum: Beef_percentage + chicken_percentag = 100
End
import numpy as np
from scipy.stats import t, zscore
def grubbs(X, test='two-tailed', alpha=0.05):
'''
Performs Grubbs' test for outliers recursively until the null hypothesis is
true.
def find_strictly_greater(ary, no):
left = 0
right = len(ary) - 1
# F F F T T T T T
# We want to find first T
# We don't want to miss T
while left < right :
mid = left + (right-left)/2 # This is bias towards left and we are incrementing left so good
import numpy as np
import scipy.stats as stats
from matplotlib import pyplot as plt
class BetaThompson:
def __init__(self, num_bandits, prior_a, prior_b):
self.num_bandits = num_bandits
self.a = prior_a
self.b = prior_b
@arcarchit
arcarchit / gym_env.ipynb
Last active May 7, 2020 10:20
Open AI gym env object
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