A game theoretic approach to explain the output of any machine learning model.

A tiny scalar-valued autograd engine and a neural net library on top of it with PyTorch-like API

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

A modern Anki custom scheduling based on Free Spaced Repetition Scheduler algorithm

A framework for using LSTMs to detect anomalies in multivariate time series data. Includes spacecraft anomaly data and experiments from the Mars Science Laboratory and SMAP missions.

Evaluation Tool for Anomaly Detection Algorithms on Time Series

Data dump of Singapore postal codes from scraping Onemap.sg