TBPN had almost all the big AI names in there, and they were extremely friendly. This would have been a problem anyway. They are not the "tough questions" kind of place.
Sublime Text fell because VS Code was just better, not because it was closed source. I switched from Sublime Text to VS Code, and didn't care one bit how open or close either was.
Not saying there aren't people who care, there are, but they are a small minority.
VS Code only got better because it was open source though, the community contributed so much. Sublime Text was vastly superior in the beginning in pretty much every way.
This works in the other direction too - a human mises a cancer, that 10 out of 10 radiology models say it's there with 99% confidence. That hospital will lose in court for negligence.
> a human mises a cancer, that 10 out of 10 radiology models say it's there with 99% confidence
I think the cases where judgements differ—either between humans or AI or both–will be the difficult to discern cases, where no human and no LLM will have 99% confidence.
If it is a regular practice of such doctors to use such tools, and that doctor did not, then it is malpractice. That is how malpractice works. You have to fall below the standard of care in a way that proximately caused the damages.
Because traditional time-series modelling (ARIMA, GARCH, ...) is too "simple" and "strict". Just like "simple" computer vision (OpenCV, edge-detection, ...) was crushed by neural networks when having to deal with real world images.
This seemed like a good answer at first. But on further thought, images on the whole really do seem to have quite a bit more standard structure / "grammar" to exploit compared to arbitrary time-series. Many images are of the world, where there is gravity so you might see preponderance of blobs at the bottom, or the repetitive types like people, animals, faces, eyes. Wildly abstract images still have some continuity, pixels in a neighborhood are likely to be similar.
Time series in general have none of this kind of structure that's strictly necessary. I'm sure that many real-world sensors typically have some gaussian distribution aspects + noise and/or smoothness and locality types of assumptions that are pretty safe, but presumably that simple stuff is exactly what traditional time-series modelling was exploiting.
Maybe the real question is just what kind of time-series are in the training data, and why do we think whatever implicit structure that is there actually generalizes? I mean, you can see how any training that mixes pictures of dogs and cats with picturing of people could maybe improve drawing hair, detecting hair, or let you draw people AND dogs. It's less clear to me how mixing sensor data / financial data / anything else together could be helpful.
> It's less clear to me how mixing sensor data / financial data / anything else together could be helpful.
Because many of these have the same underlying causal structures - humans doing things, weather correlations, holidays.
Well studied behavioral stuff like "the stock market takes the stairs up and the elevator down" which is not really captured by "traditional" modelling tools.
I'm sure people will be doing mechanical interpretation on these models to extract what they pattern match for prediction.
Personally, coming from an EE background and not finance or statistics, I would go about identifying these patterns with an Signals & Systems toolbox, like systems identification, various matched filters/classifiers.
This might be a totall wrong approach, but I think it might make sense to try to model a matched filter based on previous stock selloff/bullrun trigger events, and then see if the it has any predictive ability, likewise the market reaction seems to be usually some sort of delayed impulse-like activity, with the whales reacting quickly, and then a distribution of less savvy investors following up the signal with various delays.
I'm sure other smarter people have explored this approach much more in depth before me.
Except that their success in the time series domain has been rather lackluster and elusive. It will s one of the few domains where old school models are not only less work to maintain but also more accurate. There are a few exceptions here and there. Every year there are a few neural nets based challengers. You can follow the M series of computations from its start to see this evolution.
Maybe because useful time-series modeling is usually really about causal modeling? My understanding is that mediated causality in particular is still very difficult, where adding extra hops in the middle takes CoT performance from like 90% to 10%.
NNs do ok on those time series problems where it is really about learning a function directly off time. This is nonlinear regression where time is just another input variable.
Cases where one has to adjust for temporaly correlated errors, those seem to be harder for NNs. BTW I am talking about accuracies beyond what a typical RNN variants will achieve, which is pretty respectable. It's the case that more complicated DNNs don't seem to do much better inspite of their significant model complexity.
The task was slightly different and favored GBMs. Note they aren't NNs whose underwhelming performance was what my comment was about.
The M series of competitions change the tasks every year to explore what models perform best under different scenarios. As I mentioned, neural network based models win here and there, but very spotty performance over all.
> Because many of these have the same underlying causal structures - humans doing things, weather correlations, holidays.
Or, you know, maybe they aren't. Thermometers and photon counts are related to weather sometimes, but not holidays. Holidays are related to traffic sensors and to markets, but not Geiger counters.
> Well studied behavioral stuff like "the stock market takes the stairs up and the elevator down" which is not really captured by "traditional" modelling tools.
Prices are the opposite, up like a shot during shocks, falling slowly like a feather. So that particular pattern seems like a great example of over-fitting danger and why you wouldn't expect mixing series of different types to be work very well.
Electricity demand is influenced very strongly by holidays, strongly by weather and from weak to strong by geopolitics (depending on location).
The model will have a library of patterns, and will be able to pattern match subtle ones to deduce "this time series has the kind of micro-patterns which appear in strongly weather influenced time-series", and use this to activate the weather pattern cluster.
To use your example, when served thermometer data, the model notices that the holiday pattern cluster doesn't activate/match at all, and will ignore it.
And then it makes sense to train it on the widest possible time series, so it can build a vast library of patterns and find correlations of activation between them.
There are private companies which rent/buy GPUs, run open-weight LLMs on them and sell the tokens. They absolutely make profit, and their clients think they get a good deal and are buying the tokens.
Two years ago: AI does not exist but it will ruin everything anyway
https://www.youtube.com/watch?v=EUrOxh_0leE
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