Software
- PyMC3 and
PyMC4
- PyMC3 is a popular Python framework for Bayesian modeling and probabilistic
machine learning, focusing on Markov chain Monte Carlo (MCMC) and
variational inference (VI) algorithms.
- I’m a member of the core development team, and contribute to the PyMC3
internals and documentation. I wrote a blog post on tips and tricks for
Bayesian modelling using
PyMC3.
- Pyfolio and
Alphalens
- Pyfolio and Alphalens are Python libraries for risk analysis and
performance attribution of financial portfolios, and alpha factor research
for algorithmic trading. Both libraries were fully integrated into the
Quantopian platform.
- I developed the risk and performance attribution capabilities of Pyfolio
(read more on my blog post here), and
help maintain the library. I help develop new features, triage bug reports
and troubleshoot issues for Alphalens.
- Knead and Glaze
- Knead and Glaze are command line tools and Python libraries for
preprocessing, manipulating, rendering and visualizing font files and
algorithmically-generated typefaces.
Both libraries were written as internal tools for The Font
Bakers, to support their research and
development workflow. I developed and maintain both projects.
Datasets
cryptics.georgeho.org
cryptics.georgeho.org
is a dataset of cryptic
crossword
clues, indicators and charades, collected from various blogs and publicly
available digital archives. It is the first and only such data set that is
openly accessible and larger than any in extant literature, and is a
significant work of crossword archivism.
Projects
- Deep Learning for Algorithmic Type Design
- As a research project pursued in my last year at The Cooper Union, we
researched a class- and attribute- conditional generative adversarial
network capable of producing vector graphics, with potential applications
in algorithmic type design. The generative model was to produce closed
shapes, with counter spaces, defined by a variable number of quadratic
Bézier curves. At the time, no generative model with vector graphic output
has previously appeared in literature.
- Hate Speech on Reddit