Mahout is changing. Its changed over the years from recommender to core engine for the math part.. What users do is put a surface on it, and tweak the algorithms. Contrast that to using a product like Datameer. It may relatively be a black box in terms of how it does what it does. But there is some assurity that it is a path that is tested and you should have less of an adventure in implementing it. Just as you may enlist vendor field engineers in order to do the implementation, you may get to a place in your Mahout build, and opt to bring in a consultant.
Let's look http://www.slideshare.net/chrishalton/build-vs-buy-strategy at build v buy basics.
Sunday, July 24, 2016
Tuesday, July 12, 2016
Monday, July 4, 2016
Simplexity kilt the cat
Simplexity by Jeffrey Kluger (subtitled Why Simple Things Become Complex and how complex things can be made simple). The book by the then (2008) Time reporter describes a ''newly emerging Science"(Maybe si, maybe no) meant to provide a cross disciplinary view on systems ranging from ant colonies to stock market. The "SFI" San Jose Instituite is the sort of anchor source (let by Prof Gell-Mann). Along the way (p31) he speaks w Brandeis economist Blake Lebaron who has been studying simulations of stock market trading. He has seen repeating patterns: 1-Traders wobble about; 2-one finds a useful stratagem; 3-the others mimic it; 4-diminishing returns set in. THe repeating patterns I think may be relevant to the general flow of the tech bubble that many of us live within. Whether it is ASPs or Deep Learning or Hadoop - a scatter occurs in the discover stage, then, a coalescence around a mean ensues, until a new scatter occurs in a new discovery stage. Think Whac-A-Mole.
Simplexity kilt the cat
Simplexity by Jeffrey Kluger (subtitled Why Simple Things Become Complex and how complex things can be made simple). The book by the then (2008) Time reporter describes a ''newly emerging Science"(Maybe si, maybe no) meant to provide a cross disciplinary view on systems ranging from ant colonies to stock market. The "SFI" San Jose Instituite is the sort of anchor source (let by Prof Gell-Mann). Along the way (p31) he speaks w Brandeis economist Blake Lebaron who has been studying simulations of stock market trading. He has seen repeating patterns: 1-Traders wobble about; 2-one finds a useful stratagem; 3-the others mimic it; 4-diminishing returns set in. THe repeating patterns I think may be relevant to the general flow of the tech bubble that many of us live within. Whether it is ASPs or Deep Learning or Hadoop - a scatter occurs in the discover stage, then, a coalescence around a mean ensues, until a new scatter occurs in a new discovery stage. Think Whac-A-Mole.
https://www.amazon.com/Simplexity-Simple-Things-Become-https://www.amazon.com/Simplexity-Simple-Things-Become-Complex/dp/B002YNS18EComplex/dp/B002YNS18E
https://www.amazon.com/Simplexity-Simple-Things-Become-https://www.amazon.com/Simplexity-Simple-Things-Become-Complex/dp/B002YNS18EComplex/dp/B002YNS18E
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