Skip to content

Instantly share code, notes, and snippets.

View zachmayer's full-sized avatar

Zach Deane-Mayer zachmayer

268 followers · 13 following
View GitHub Profile
@zachmayer
zachmayer / AttentionWithContext.py
Created September 13, 2017 15:52 — forked from cbaziotis/AttentionWithContext.py
Keras Layer that implements an Attention mechanism, with a context/query vector, for temporal data. Supports Masking. Follows the work of Yang et al. [https://www.cs.cmu.edu/~diyiy/docs/naacl16.pdf] "Hierarchical Attention Networks for Document Classification"
def dot_product(x, kernel):
"""
Wrapper for dot product operation, in order to be compatible with both
Theano and Tensorflow
Args:
x (): input
kernel (): weights
Returns:
"""
if K.backend() == 'tensorflow':
@zachmayer
zachmayer / magic_future_computation.R
Created September 16, 2015 19:50
Sparse != Big Data
#Define the problem
t1 <- Sys.time()
set.seed(1)
n_nodes <- 300000L
n_edges <- 900000L
nodes <- 1L:n_nodes
edge_node_1 <- sample(nodes, n_edges, replace=TRUE)
edge_node_2 <- sample(nodes, n_edges, replace=TRUE)
#Sparse matrix
@zachmayer
zachmayer / openblas.sh
Last active March 14, 2022 03:20
Mac BLAS
#Option 1 - install openblas with homebrew and link to CRAN installed R
brew tap homebrew/science
brew install openblas
ln -sf /usr/local/Cellar/openblas/0.2.12/lib/libopenblas.dylib /Library/Frameworks/R.framework/Resources/lib/libRblas.dylib
#Option 2 - install r with openblas through homebrew
brew tap homebrew/science
brew install r --with-openblas
@zachmayer
zachmayer / helloworld.f
Created June 19, 2014 16:44
program hello
print *, "Hello World!"
end program hello
@zachmayer
zachmayer / 2.15.sh
Last active December 19, 2015 14:09
cd /Library/Frameworks/R.framework/Resources/lib
# for vecLib use
ln -sf libRblas.vecLib.dylib libRblas.dylib
# for R reference BLAS use
ln -sf libRblas.0.dylib libRblas.dylib
@zachmayer
zachmayer / multiRF.R
Created May 10, 2013 13:26
A better multiRFfunction
multiRF <- function(X, Y, mtry_vector,...) {
stopifnot(require(doRNG))
stopifnot(require(randomForest))
stopifnot(is.numeric(mtry_vector))
stopifnot(all(mtry_vector>1))
foreach(i=mtry_vector,.combine=randomForest::combine,.packages='randomForest',.export=c('X','Y'),.inorder=FALSE) %dorng% {
@zachmayer
zachmayer / Demo2.R
Last active June 13, 2016 02:43
#Setup
rm(list = ls(all = TRUE))
gc(reset=TRUE)
set.seed(1234) #From random.org
#Libraries
library(caret)
library(devtools)
install_github('caretEnsemble', 'zachmayer') #Install zach's caretEnsemble package
library(caretEnsemble)
@zachmayer
zachmayer / demo.R
Last active January 6, 2017 02:25
#Setup
rm(list = ls(all = TRUE))
gc(reset=TRUE)
set.seed(42) #From random.org
#Libraries
library(caret)
library(devtools)
install_github('caretEnsemble', 'zachmayer') #Install zach's caretEnsemble package
@zachmayer
zachmayer / test.html
Last active December 12, 2015 04:38
<html>
<head>
<title>Test</title>
<meta name="viewport" content="user-scalable=no, width=device-width, initial-scale=1.0, maximum-scale=1.0"/>
<meta name="apple-mobile-web-app-capable" content="yes" />
<meta name="apple-mobile-web-app-status-bar-style" content="black" />
<link rel="apple-touch-icon" href="icon.png"/>
<style type="text/css">
body{ margin: 0px;}
</style>
@zachmayer
zachmayer / 1. Load Data.R
Last active December 11, 2015 16:48
#Load the dataset, adjust, and convert to monthly returns
set.seed(42)
library(quantmod)
getSymbols('^GSPC', from='1990-01-01')
GSPC <- adjustOHLC(GSPC, symbol.name='^GSPC')
GSPC <- to.monthly(GSPC, indexAt='lastof')
Target <- ClCl(GSPC)