7 ms·
What do you mean? It's one of the most used algorithm in the history of mankind.
by new2628 7y ago
What do you mean? It's one of the most used algorithm in the history of mankind.
- hprotagonist 7y agoand not a single DS/ML person seems to have ever heard of it.
- teej 7y agoBecause most folks in DS/ML are working on predicting likelihood to press a button. You don’t need Fourier transforms for that.
- hprotagonist 7y agoyou do, depending on your feature preprocessing.
- XuMiao 7y agoCNN is essentially a FT with learnable kernels.
- hprotagonist 7y agowell, it’s certainly usually convolution. Hardly anyone knows why or how that connects to the FT though.
- scottlocklin 7y agoMost DS/ML people are useless chimps. FWIIW I've used it all the time, along with wavelets, cepstrums, lifters and Hilbert transforms. For timeseries with nonlinearities and lots of data points, it's the way to go. 9/10 times I'd rather hire a EE with signal processing background than a statistician or data scientist for time series work.
- sgillen 7y agoUnder appreciated by people just now getting into time series regression, who may be really excited about throwing deep learning at the problem. Edit: literally saw this happen two weeks ago by a PhD in electrical engineering.
- 1996 7y agoSo much that! Also under appreciated: plots and OLS. Start plotting before firing up the GPUs, then compare to standard OLS - like in this article! Suggested reading if you don't know OLS: ML from scratch.
- dnautics 7y agoWell to be fair if you use a convolutional recurrent architecture, you're doing it without realizing it.