Jane Street Interview
Phone InterviewA coding problem with real settings.We have a trading system that wants to trade “n_stocks” stocks (1,…,n_stocks). We have “n_comps” computers (1,…,n_comps). We want to assign each stock...
View ArticleTower Research Interview
Phone InterviewDetailed questions about research and internship.How do you detect seasonality in the financial time series?Given two stock time series, how do you find the leader and laggards? The...
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我是一个坚强的人，但我不会翻转二叉树
我是一个坚强的人，我不轻易掉眼泪。不就是个事儿嘛，兵来将挡，水来土掩，有事扛着。但有两次，让我刻骨铭心。一次是本科毕业后，我发现，依旧修不好七大姑八大姨的电脑。另一次是，博士生涯第六年，我发现，仍然不会翻转二叉树。
View ArticleProof of "For convex optimization problems, local minima are global minima."
Probably, everyone in or partially in machine learning or data mining heard about the quote “There is no local minima for convex problem.” Today I would like to show the mathematical proof of this...
View Article最近的生活
最近的生活基本是这样的，刷完这道题，就去洗澡。刷完这道题，就去吃早饭。刷完这道题，就去做中饭。刷完这道题，就去做晚饭。刷完这道题，就去健身房。刷完这道题，就去游泳。然后，到了晚上，发现，这一天，啥都没干。。。
View ArticleFirst-Order Optimality Condition
I will continue the notation I used in previous post.The convex optimization problems are defined as follows:Here, for notational brevity, the convex optimization problems can be expressed in the...
View ArticleSigned Number Representation and Bitwise Operation
Signed Number RepresentationRepresenting numbers is an interesting topic. Intuitively, we can represent the numbers in many different ways. However, when it comes to the digital world, in computer...
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Gradient Descent Essentials
Gradient descent is arguably the most widely used optimization techniques. At least in my personal research, it almost occupied the majority of my research solutions.Gradient descent looks pretty...
View ArticleMultiset
In mathematics, a multiset (or bag) is a generalization of the concept of a set that, unlike a set, allows multiple instances of the multiset’s elements.A multiset is similar to the set concept but...
View ArticleBinomial Coefficient Basics
Binomial CoefficientThe majority content in the following can be found in wikipedia https://en.wikipedia.org/wiki/Binomial_coefficient. Here I would like to highlight some key “basics”...
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围棋，围棋
小时候，大家都会上一些兴趣班陶冶情操，有人学乐器，有人学体育，我学围棋。一转眼十几年，当年背的棋谱口诀都已记不得，思维也略迟钝，算不清未来的若干步。没想到儿时的情愫竟在异国拾起。“有约不来过夜半，闲敲棋子落灯花。”和学弟大战到凌晨，我执白。最后，白83 vs...
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记一则面试
今天面了一个小公司，投的data scientist，90分钟，满满都是情怀。面试官面试完后，当场给feedback，把所有题的正确解答又给我讲了一遍！情怀爆表令人感动！首先，面试官简直是个BUG，大写的，嗯。BUG = 高中美国国家IOI对的。S大9年从本科到博士。本科ACM，G code jam, top coder都是finalist。博士三年两拿top conf的best...
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AAAI 2016
时隔4年再次和老板一起开会😂😂😂再次给见到了的和没见到的各位大哥问好🙏🙏🙏参观了世界著名学府ASU！太高大上！楼下各种商店，酒吧，餐馆，不愧的party...
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SDM 2016
赶着大好的天气大好的时光，大家从天南海北汇赶到这片文化匮乏的大陆的东南角，一起吃吃饭，唠唠嗑，顺便聊聊research，也是一件极好的事情。真心感谢Southbeach Data...
View ArticleConvex Function And Its Three Equivalent Statements
Convex function such that convex, andfor 0 \leq t \leq 1 and all .If is differentiable on , then the following statements are equivalent:(a) f is convex(b) for all (c) for all x, y \in \mathbb{R}^nThe...
View ArticleLocal minima are global minima in convex optimization.
Probably, everyone in or partially in machine learning or data mining heard about the quote “There is no local minima for convex problem.” Today I would like to show the mathematical proof of this...
View ArticleFirst-Order Optimality Condition
I will continue the notation I used in previous post.The convex optimization problems are defined as follows:Here, for notational brevity, the convex optimization problems can be expressed in the...
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