4 ms·

F# has been successfully used by some of the most advanced machine learning teams in the world, including the Microsoft Research Machine Learning and Applied Ga

by dbecker 13y ago

F# has been successfully used by some of the most advanced machine learning teams in the world, including the Microsoft Research Machine Learning and Applied Games groups at Microsoft Research These may be some top-notch groups... but, it's a red flag (to me) that they didn't include anyone without a vested interest in the language as part of this list. This just says that the company that developed the language also uses it.

pjmlp 13y ago
Its use is increasing among .NET shops in the financial sector, the same area where Haskell and OCaml get used. Me, I use it mostly as a better scripting language.
- polymatter 13y ago
  outside of Jane Street (http://www.janestreet.com/technology/ocaml.php http://www.janestreet.com/technology/ocaml.php), I've not heard of functional languages being used in the financial sector. Where else is it used?
  - pjmlp 13y ago
    In Skills That Matter presentations they sometimes refer to deployments in the city (London finance sector). You also have some use cases here, http://msdn.microsoft.com/en-us/vstudio/gg634701#Who_Uses_F_sharp http://msdn.microsoft.com/en-us/vstudio/gg634701#Who_Uses_F_... http://fsharp.org/testimonials/ http://fsharp.org/testimonials/
    - profquail 13y ago
      It's "Skills Matter" -- they're a company that offers training events, and they handle many of the big F# training events in NYC and London: http://skillsmatter.com/ http://skillsmatter.com/
      - pjmlp 13y ago
        Oh right, thanks for the correction.
  - Hansi 13y ago
    Most quants use functional programming to some degree when not locked down into C++, be it in a specifically funcational language or not. At least in London F# is commonly used in Credit Suisse, Barclays and UBS that I know of. Heard that Morgan Stanley uses it a bit too but didn't sound very widespread there.
  - boothead 13y ago
    Standard chartered Credit Suisse Barclays capital Tsuru capital GSA capital Alphaheavy Edf energy trading ... Just off the top of my head :-)
  - dagw 13y ago
    Barclays, HSBC and Credit Suisse are three place I know of just based on talking people who've worked there.
  - davidf18 13y ago
    Novus in NYC uses scala and open sources some libraries (salat)
- oddthink 13y ago
  Do you know whether numerical analysis has improved with .NET? I know Morgan Stanley was evaluating it a few (4? yow) years ago, but there were two main problems: - There were very few numerical libraries, and those that existed either had a high overhead (compared to, say, calling NAG from C++), or weren't very robust (didn't degrade well in edge cases). - A windows license for a server machine with > 32 GB of RAM cost an arm and a leg, so server farms got very expensive very quickly. (Oddly, the price of the license depended on the RAM of the machine involved.) It looks like NAG now has a .NET version, so hopefully things have improved. For a while, it seemed like math in .NET was strictly amateur hour, but I'm sure it's better now. I don't have the strength of will to research if the licensing cost has improved at all.
  - vyrotek 13y ago
    "A windows license for a server machine with > 32 GB of RAM cost an arm and a leg, so server farms got very expensive very quickly. (Oddly, the price of the license depended on the RAM of the machine involved.)" FWIW, you now have these options in Windows Azure: - Memory Intensive VM (4 x 1.6GHz CPU, 28GB RAM, 1,000GB Storage) : $0.90/hr - Memory Intensive VM (8 x 1.6GHz CPU, 56GB RAM, 2,040GB Storage : $1.80/hr http://www.windowsazure.com/en-us/pricing/calculator/?scenario=cloud http://www.windowsazure.com/en-us/pricing/calculator/?scenar...
    - oddthink 13y ago
      Interesting. I've heard good things about the Windows Azure program, but I don't think any cloud-based option will work for finance. People generally want to keep their servers and data in-house, for trade secret protection and regulatory purposes.
      - pjmlp 13y ago
        On the type of projects I work for, license costs are rounding errors. When you do big enterprise projects, and finance is such a case, there many higher costs associated with the project than what is paid in licenses.
profquail 13y ago
IMO, dogfooding[1] is a good thing and is important to provide early feedback on new features before shipping them to customers (or releasing a beta). F# has been used within Microsoft to implement TrueSkill[2] (the ranking system for Xbox Live) as well as the advertising platform for Bing[3]. [1] https://en.wikipedia.org/wiki/Eating_your_own_dog_food https://en.wikipedia.org/wiki/Eating_your_own_dog_food [2] https://blogs.msdn.com/b/dsyme/archive/2012/04/19/updated-version-of-quot-trueskill-through-time-quot-bayesian-inference-code.aspx https://blogs.msdn.com/b/dsyme/archive/2012/04/19/updated-ve... [3] https://www.simple-talk.com/opinion/geek-of-the-week/don-syme-geek-of-the-week/ https://www.simple-talk.com/opinion/geek-of-the-week/don-sym...
kvb 13y ago
Well, presumably they're more interested in efficiently implementing their algorithms than in using other MSR technologies for their own sake, but you've got a point. See http://fsharp.org/testimonials/ http://fsharp.org/testimonials/ for lots of other companies using F#. "Machine learning" only is only mentioned a couple of times, but it sounds like plenty of other companies are doing related work with F# (e.g. Kaggle mentions using it for "data analysis"). (disclosure: I'm doing some contract work with the F# team)

by dbecker 13y ago

pjmlp 13y ago

Its use is increasing among .NET shops in the financial sector, the same area where Haskell and OCaml get used. Me, I use it mostly as a better scripting language.

polymatter 13y ago
outside of Jane Street (http://www.janestreet.com/technology/ocaml.php http://www.janestreet.com/technology/ocaml.php), I've not heard of functional languages being used in the financial sector. Where else is it used?
- pjmlp 13y ago
  In Skills That Matter presentations they sometimes refer to deployments in the city (London finance sector). You also have some use cases here, http://msdn.microsoft.com/en-us/vstudio/gg634701#Who_Uses_F_sharp http://msdn.microsoft.com/en-us/vstudio/gg634701#Who_Uses_F_... http://fsharp.org/testimonials/ http://fsharp.org/testimonials/
  - profquail 13y ago
    It's "Skills Matter" -- they're a company that offers training events, and they handle many of the big F# training events in NYC and London: http://skillsmatter.com/ http://skillsmatter.com/
    - pjmlp 13y ago
      Oh right, thanks for the correction.
- Hansi 13y ago
  Most quants use functional programming to some degree when not locked down into C++, be it in a specifically funcational language or not. At least in London F# is commonly used in Credit Suisse, Barclays and UBS that I know of. Heard that Morgan Stanley uses it a bit too but didn't sound very widespread there.
- boothead 13y ago
  Standard chartered Credit Suisse Barclays capital Tsuru capital GSA capital Alphaheavy Edf energy trading ... Just off the top of my head :-)
- dagw 13y ago
  Barclays, HSBC and Credit Suisse are three place I know of just based on talking people who've worked there.
- davidf18 13y ago
  Novus in NYC uses scala and open sources some libraries (salat)
oddthink 13y ago
Do you know whether numerical analysis has improved with .NET? I know Morgan Stanley was evaluating it a few (4? yow) years ago, but there were two main problems: - There were very few numerical libraries, and those that existed either had a high overhead (compared to, say, calling NAG from C++), or weren't very robust (didn't degrade well in edge cases). - A windows license for a server machine with > 32 GB of RAM cost an arm and a leg, so server farms got very expensive very quickly. (Oddly, the price of the license depended on the RAM of the machine involved.) It looks like NAG now has a .NET version, so hopefully things have improved. For a while, it seemed like math in .NET was strictly amateur hour, but I'm sure it's better now. I don't have the strength of will to research if the licensing cost has improved at all.
- vyrotek 13y ago
  "A windows license for a server machine with > 32 GB of RAM cost an arm and a leg, so server farms got very expensive very quickly. (Oddly, the price of the license depended on the RAM of the machine involved.)" FWIW, you now have these options in Windows Azure: - Memory Intensive VM (4 x 1.6GHz CPU, 28GB RAM, 1,000GB Storage) : $0.90/hr - Memory Intensive VM (8 x 1.6GHz CPU, 56GB RAM, 2,040GB Storage : $1.80/hr http://www.windowsazure.com/en-us/pricing/calculator/?scenario=cloud http://www.windowsazure.com/en-us/pricing/calculator/?scenar...
  - oddthink 13y ago
    Interesting. I've heard good things about the Windows Azure program, but I don't think any cloud-based option will work for finance. People generally want to keep their servers and data in-house, for trade secret protection and regulatory purposes.
    - pjmlp 13y ago
      On the type of projects I work for, license costs are rounding errors. When you do big enterprise projects, and finance is such a case, there many higher costs associated with the project than what is paid in licenses.

profquail 13y ago

IMO, dogfooding[1] is a good thing and is important to provide early feedback on new features before shipping them to customers (or releasing a beta). F# has been used within Microsoft to implement TrueSkill[2] (the ranking system for Xbox Live) as well as the advertising platform for Bing[3]. [1] https://en.wikipedia.org/wiki/Eating_your_own_dog_food https://en.wikipedia.org/wiki/Eating_your_own_dog_food [2] https://blogs.msdn.com/b/dsyme/archive/2012/04/19/updated-version-of-quot-trueskill-through-time-quot-bayesian-inference-code.aspx https://blogs.msdn.com/b/dsyme/archive/2012/04/19/updated-ve... [3] https://www.simple-talk.com/opinion/geek-of-the-week/don-syme-geek-of-the-week/ https://www.simple-talk.com/opinion/geek-of-the-week/don-sym...

kvb 13y ago

Well, presumably they're more interested in efficiently implementing their algorithms than in using other MSR technologies for their own sake, but you've got a point. See http://fsharp.org/testimonials/ http://fsharp.org/testimonials/ for lots of other companies using F#. "Machine learning" only is only mentioned a couple of times, but it sounds like plenty of other companies are doing related work with F# (e.g. Kaggle mentions using it for "data analysis"). (disclosure: I'm doing some contract work with the F# team)