AI Jobs and Career
And before we wrap up today's AI news, I wanted to share an exciting opportunity for those of you looking to advance your careers in the AI space. You know how rapidly the landscape is evolving, and finding the right fit can be a challenge. That's why I'm excited about Mercor – they're a platform specifically designed to connect top-tier AI talent with leading companies. Whether you're a data scientist, machine learning engineer, or something else entirely, Mercor can help you find your next big role. If you're ready to take the next step in your AI career, check them out through my referral link: https://work.mercor.com/?referralCode=82d5f4e3-e1a3-4064-963f-c197bb2c8db1. It's a fantastic resource, and I encourage you to explore the opportunities they have available.
- Full Stack Engineer [$150K-$220K]
- Software Engineer, Tooling & AI Workflow, Contract [$90/hour]
- DevOps Engineer, India, Contract [$90/hour]
- More AI Jobs Opportunitieshere
| Job Title | Status | Pay |
|---|---|---|
| Full-Stack Engineer | Strong match, Full-time | $150K - $220K / year |
| Developer Experience and Productivity Engineer | Pre-qualified, Full-time | $160K - $300K / year |
| Software Engineer - Tooling & AI Workflows (Contract) | Contract | $90 / hour |
| DevOps Engineer (India) | Full-time | $20K - $50K / year |
| Senior Full-Stack Engineer | Full-time | $2.8K - $4K / week |
| Enterprise IT & Cloud Domain Expert - India | Contract | $20 - $30 / hour |
| Senior Software Engineer | Contract | $100 - $200 / hour |
| Senior Software Engineer | Pre-qualified, Full-time | $150K - $300K / year |
| Senior Full-Stack Engineer: Latin America | Full-time | $1.6K - $2.1K / week |
| Software Engineering Expert | Contract | $50 - $150 / hour |
| Generalist Video Annotators | Contract | $45 / hour |
| Generalist Writing Expert | Contract | $45 / hour |
| Editors, Fact Checkers, & Data Quality Reviewers | Contract | $50 - $60 / hour |
| Multilingual Expert | Contract | $54 / hour |
| Mathematics Expert (PhD) | Contract | $60 - $80 / hour |
| Software Engineer - India | Contract | $20 - $45 / hour |
| Physics Expert (PhD) | Contract | $60 - $80 / hour |
| Finance Expert | Contract | $150 / hour |
| Designers | Contract | $50 - $70 / hour |
| Chemistry Expert (PhD) | Contract | $60 - $80 / hour |
What are the top 3 methods used to find Autoregressive Parameters in Data Science?
In order to find autoregressive parameters, you will first need to understand what autoregression is. Autoregression is a statistical method used to create a model that describes data as a function of linear regression of lagged values of the dependent variable. In other words, it is a model that uses past values of a dependent variable in order to predict future values of the same dependent variable.
In time series analysis, autoregression is the use of previous values in a time series to predict future values. In other words, it is a form of regression where the dependent variable is forecasted using a linear combination of past values of the independent variable. The parameter values for the autoregression model are estimated using the method of least squares.
The autoregressive parameters are the coefficients in the autoregressive model. These coefficients can be estimated in a number of ways, including ordinary least squares (OLS), maximum likelihood (ML), or least squares with L1 regularization (LASSO). Once estimated, the autoregressive parameters can be used to predict future values of the dependent variable.
To find the autoregressive parameters, you need to use a method known as least squares regression. This method finds the parameters that minimize the sum of the squared residuals. The residual is simply the difference between the predicted value and the actual value. So, in essence, you are finding the parameters that best fit the data.

How to Estimate Autoregressive Parameters?
There are three main ways to estimate autoregressive parameters: ordinary least squares (OLS), maximum likelihood (ML), or least squares with L1 regularization (LASSO).
Ordinary Least Squares: Ordinary least squares is the simplest and most common method for estimating autoregressive parameters. This method estimates the parameters by minimizing the sum of squared errors between actual and predicted values.
Maximum Likelihood: Maximum likelihood is another common method for estimating autoregressive parameters. This method estimates the parameters by maximizing the likelihood function. The likelihood function is a mathematical function that quantifies the probability of observing a given set of data given certain parameter values.
Least Squares with L1 Regularization: Least squares with L1 regularization is another method for estimating autoregressive parameters. This method estimates the parameters by minimizing the sum of squared errors between actual and predicted values while also penalizing models with many parameters. L1 regularization penalizes models by adding an extra term to the error function that is proportional to the sum of absolute values of the estimator coefficients.
Finding Autoregressive Parameters: The Math Behind It
To find the autoregressive parameters using least squares regression, you first need to set up your data in a certain way. You need to have your dependent variable in one column and your independent variables in other columns. For example, let’s say you want to use three years of data to predict next year’s sales (the dependent variable). Your data would look something like this:
| Year | Sales |
|——|——-|
| 2016 | 100 |
| 2017 | 150 |
| 2018 | 200 |
Next, you need to calculate the means for each column. For our sales example, that would look like this:
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$$ \bar{Y} = \frac{100+150+200}{3} = 150$$
Now we can calculate each element in what’s called the variance-covariance matrix:
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$$ \operatorname {Var} (X)=\sum _{i=1}^{n}\left({x_{i}}-{\bar {x}}\right)^{2} $$
and
AI Jobs and Career
And before we wrap up today's AI news, I wanted to share an exciting opportunity for those of you looking to advance your careers in the AI space. You know how rapidly the landscape is evolving, and finding the right fit can be a challenge. That's why I'm excited about Mercor – they're a platform specifically designed to connect top-tier AI talent with leading companies. Whether you're a data scientist, machine learning engineer, or something else entirely, Mercor can help you find your next big role. If you're ready to take the next step in your AI career, check them out through my referral link: https://work.mercor.com/?referralCode=82d5f4e3-e1a3-4064-963f-c197bb2c8db1. It's a fantastic resource, and I encourage you to explore the opportunities they have available.
$$ \operatorname {Cov} (X,Y)=\sum _{i=1}^{n}\left({x_{i}}-{\bar {x}}\right)\left({y_{i}}-{\bar {y}}\right) $$
For our sales example, that calculation would look like this:
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$$ \operatorname {Var} (Y)=\sum _{i=1}^{3}\left({y_{i}}-{\bar {y}}\right)^{2}=(100-150)^{2}+(150-150)^{2}+(200-150)^{2})=2500 $$
and
$$ \operatorname {Cov} (X,Y)=\sum _{i=1}^{3}\left({x_{i}}-{\bar {x}}\right)\left({y_{i}}-{\bar {y}}\right)=(2016-2017)(100-150)+(2017-2017)(150-150)+(2018-2017)(200-150))=-500 $$
Now we can finally calculate our autoregressive parameters! We do that by solving this equation:
$$ \hat {\beta }=(X^{\prime }X)^{-1}X^{\prime }Y=\frac {1}{2500}\times 2500\times (-500)=0.20 $$\.20 . That’s it! Our autoregressive parameter is 0\.20 . Once we have that parameter, we can plug it into our autoregressive equation:
$$ Y_{t+1}=0\.20 Y_t+a_1+a_2+a_3footnote{where $a_1$, $a_2$, and $a_3$ are error terms assuming an AR(3)} .$$ And that’s how you solve for autoregressive parameters! Of course, in reality you would be working with much larger datasets, but the underlying principles are still the same. Once you have your autoregressive parameters, you can plug them into the equation and start making predictions!.
Which Method Should You Use?
The estimation method you should use depends on your particular situation and goals. If you are looking for simple and interpretable results, then Ordinary Least Squares may be the best method for you. If you are looking for more accurate predictions, then Maximum Likelihood or Least Squares with L1 Regularization may be better methods for you.
Autoregressive models STEP BY STEP:
1) Download data: The first step is to download some data. This can be done by finding a publicly available dataset or by using your own data if you have any. For this example, we will be using data from the United Nations Comtrade Database.
2) Choose your variables: Once you have your dataset, you will need to choose the variables you want to use in your autoregression model. In our case, we will be using the import and export values of goods between countries as our independent variables.
3) Estimate your model: After choosing your independent variables, you can estimate your autoregression model using the method of least squares. OLS estimation can be done in many statistical software packages such as R or STATA.
4) Interpret your results: Once you have estimated your model, it is important to interpret the results in order to understand what they mean. The coefficients represent the effect that each independent variable has on the dependent variable. In our case, the coefficients represent the effect that imports and exports have on trade balance. A positive coefficient indicates that an increase in the independent variable leads to an increase in the dependent variable while a negative coefficient indicates that an increase in the independent variable leads to a decrease in the dependent variable.
5)Make predictions: Finally, once you have interpreted your results, you can use your autoregression model to make predictions about future values of the dependent variable based on past values of the independent variables.
Conclusion: In this blog post, we have discussed what autoregression is and how to find autoregressive parameters.
Estimating an autoregression model is a relatively simple process that can be done in many statistical software packages such as R or STATA.
In statistics and machine learning, autoregression is a modeling technique used to describe the linear relationship between a dependent variable and one more independent variables. To find the autoregressive parameters, you can use a method known as least squares regression which minimizes the sum of squared residuals. This blog post also explains how to set up your data for calculating least squares regression as well as how to calculate Variance and Covariance before finally calculating your autoregressive parameters. After finding your parameters you can plug them into an autoregressive equation to start making predictions about future events!
We have also discussed three different methods for estimating those parameters: Ordinary Least Squares, Maximum Likelihood, and Least Squares with L1 Regularization. The appropriate estimation method depends on your particular goals and situation.

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Autoregressive Model
Autoregressive generative models can estimate complex continuous data distributions such as trajectory rollouts in an RL environment, image intensities, and audio. Traditional techniques discretize continuous data into various bins and approximate the continuous data distribution using categorical distributions over the bins. This approximation is parameter inefficient as it cannot express abrupt changes in density without using a significant number of additional bins. Adaptive Categorical Discretization (ADACAT) is proposed in this paper as a parameterization of 1-D conditionals that is expressive, parameter efficient, and multimodal. A vector of interval widths and masses is used to parameterize the distribution known as ADACAT. Figure 1 showcases the difference between the traditional uniform categorical discretization approach with the proposed ADACAT.
Each component of the ADACAT distribution has non-overlapping support, making it a specific subfamily of mixtures of uniform distributions. ADACAT generalizes uniformly discretized 1-D categorical distributions. The proposed architecture allows for variable bin widths and more closely approximates the modes of two Gaussians mixture than a uniformly discretized categorical, making it highly expressive than the latter. Additionally, a distribution’s support is discretized using quantile-based discretization, which bins data into groups with similar measured data points. ADACAT uses deep autoregressive frameworks to factorize the joint density into numerous 1-D conditional ADACAT distributions in problems with more than one dimension.
Continue reading | Check out the paper and github link.
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- Google DS-STAR: A state-of-the-art versatile data science agentby /u/FinalRide7181 (Data Science) on November 8, 2025 at 4:39 am
https://research.google/blog/ds-star-a-state-of-the-art-versatile-data-science-agent/ Has anyone tried it? I would like to know your opinion submitted by /u/FinalRide7181 [link] [comments]
- [R] Brief History of Post Training of LLMs Slide Deckby /u/Internet_Problems (Machine Learning) on November 7, 2025 at 11:25 pm
Created a slide deck with relevant paper links to illustrate brief history of LLM Post Training https://github.com/samrat3264/llm_post_training_history/blob/main/Post-Training%20Soup.pdf submitted by /u/Internet_Problems [link] [comments]
- [D] What would change in your ML workflow if Jupyter or VS Code opened in seconds on a cloud-hosted OS?by /u/Majestic_Tear2224 (Machine Learning) on November 7, 2025 at 10:09 pm
Imagine your ML development environment running inside a web platform where each tool such as Jupyter, VS Code, or a labeling app runs in its own container and opens directly in the web application. There are no virtual desktops or VDIs, no local setup, and no dependency conflicts. The underlying platform manages GPU scheduling, networking, and storage automatically. Each container would start in seconds on pooled GPU or CPU nodes, connect to centralized file or object storage for notebooks and datasets, and shut down cleanly when idle. Your code, libraries, and outputs would persist between sessions so that when you log back in, your workspace restores exactly where you left off without consuming any idle compute resources. The base infrastructure still includes the familiar layers of hypervisors, GPU drivers, and shared storage that most ML clusters rely on today, but users never need to interact with or maintain them. From a user’s point of view, it would feel like opening a new browser tab rather than provisioning a virtual machine. I am curious how this kind of setup would affect daily ML workflows: Would reproducibility improve if everyone launched from a common base image with standardized dependencies and datasets? Would faster startup times change how you manage costs by shutting down sessions more often? Where might friction appear first, such as in data access policies, custom CUDA stacks, or limited control over environments? Would you still prefer a dedicated VM or notebook instance for flexibility, or would this kind of browser-based environment be enough? How could this approach influence collaboration, environment drift, or scaling across teams? Not affiliated with any platform. Just exploring how a web platform that delivers ML tools as browser-based containers might change the balance between speed, reproducibility, and control. submitted by /u/Majestic_Tear2224 [link] [comments]
- [D] WACV decisions delayed… wont violate CVPR double submission policy…by /u/casualcreak (Machine Learning) on November 7, 2025 at 3:10 pm
Decisions still haven’t been released. CVPR allows dual WACV submissions. How is it different than just a dual submission moment after WACV round 1 reviews were in. This has to be one hell of a serious mishap. submitted by /u/casualcreak [link] [comments]
- [R][Slides] Gemma3n architecture guideby /u/perone (Machine Learning) on November 7, 2025 at 2:12 pm
Hi everyone, just sharing a couple of slides about Gemma3n architecture. I found it a very interesting architecture with a lot of innovations (e.g. Matryoshka Transformers, MobileNetV5, PLE, etc) that are very rare to see nowadays. Given that there weren't much information about the model, I decided to dig further and made a couple of slides for those interested. submitted by /u/perone [link] [comments]
- [R] GRAM: General-purpose Real-world Audio Model to efficiently learn spatial audio representations.by /u/ComprehensiveTop3297 (Machine Learning) on November 7, 2025 at 1:54 pm
Hey all, I am excited to share our new pre-print with you. GRAM: a General-purpose Real-world Audio Model to efficiently learn spatial audio representations. We tried to adress two main limitation of recent foundation models. (1) The performance drop of recent audio foundations models on real-world acoustic environments with reverberation and noise. (2) The inherent spatial nature of real-world sound scenes is overlooked and tasks involving sound localization ruled out. Therefore, we proposed GRAM-Binaural (A Binaural foundation model that can perform extremely well on general purpose audio representation learning, and do localization), and GRAM-Ambisonics (Similar to binaural, but has better localization properties). https://preview.redd.it/cqmwxkxobuzf1.png?width=1085&format=png&auto=webp&s=7bd8785f3efddd813115d22c56721de76e53f7c4 The results were very interesting. GRAMs showcased that naturalistic training (training with reverb + noise) is actually beneficial for both dry (HEAR) and naturalistic scene (Nat-HEAR) (audio with reverb + noise + spatial) performance. And, GRAMs surprassed state-of-the-art spectrogram foundation models with fraction of the data. Furthermore, GRAMs could localize sounds without specialized localization pre-training unlike other models. This marks GRAMs as the first audio foundation model that is available in both a two-channel, binaural format and a four-channel, first-order ambisonics format. To see more experiments, and read more in depth please see: Paper: https://arxiv.org/abs/2506.00934 Code: https://github.com/labhamlet/GRAM-T To try GRAMs, please use the huggingface endpoints: https://huggingface.co/labhamlet Looking forward to a nice discussion! submitted by /u/ComprehensiveTop3297 [link] [comments]
- [R] WavJEPA: Semantic learning unlocks robust audio foundation models for raw waveformsby /u/ComprehensiveTop3297 (Machine Learning) on November 7, 2025 at 1:52 pm
https://preview.redd.it/7u5do1x19uzf1.png?width=1103&format=png&auto=webp&s=bfc314716f4e33593b16e6e131870dae62d7577a Hey All, We have just released our new pre-print on WavJEPA. WavJEPA is an audio foundation model that operates on raw waveforms (time-domain). Our results showcase that WavJEPA excel at general audio representation tasks with a fraction of compute and training data. In short, WavJEPA leverages JEPA like semantic token prediction tasks in the latent space. This make WavJEPA stand out from other models such as Wav2Vec2.0, HuBERT, and WavLM that utilize speech level token prediction tasks. In our results, we saw that WavJEPA was extremely data efficent. It exceeded the downstream performances of other models with magnitudes of less compute required. https://preview.redd.it/7uxj7wgz9uzf1.png?width=1084&format=png&auto=webp&s=6d05cf829a65bfaec5871dfe0487e4d11c80b132 We were further very interested in models with good robustness to noise and reverberations. Therefore, we benchmarked state-of-the-art time domain audio models using Nat-HEAR (Naturalistic HEAR Benchmark with added reverb + noise). The differences between HEAR and Nat-HEAR indicated that WavJEPA was very robust compared to the other models. Possibly thanks to semantically rich tokens. Furthermore, in this paper we proposed WavJEPA-Nat. WavJEPA-Nat is trained with naturalistic scenes (reverb + noise + spatial), and is optimized for learning robust representations. We showed that WavJEPA-Nat is more robust than WavJEPA on naturalistic scenes, and performs better on dry scenes. As we are an academic institution, we did not have huge amounts of compute available. We tried to make the best out of it, and with clever tricks we managed to create a training methadology that is extremely fast and efficent. To go more in-depth please refer to our paper and the code: Paper: https://arxiv.org/abs/2509.23238 Code: https://github.com/labhamlet/wavjepa And, to use WavJEPA models, please use our huggingface endpoint. https://huggingface.co/labhamlet/wavjepa-base Looking forward to your thoughts on the paper! submitted by /u/ComprehensiveTop3297 [link] [comments]
- [D] AAAI 2026 (Main Technical Track) Resultsby /u/Adventurous-Cut-7077 (Machine Learning) on November 7, 2025 at 8:16 am
I see "Modified 5 November" on the latest updates on Openreview. This probably implies that AAAI-2026 results are imminent within a day or so. I'm opening up this thread for you to post your scores (and their associated confidences) and results, but please also mention what category (CV etc.) you submitted to, and whether or not you provided additional experimental results in your 2500-character rebuttal (even if the instructions said not to - I've noticed many authors in my review stack have done this anyway). Other points of discussion are also welcomed! submitted by /u/Adventurous-Cut-7077 [link] [comments]
- [D] OpenReview down again right before CVPR registration deadline 😩by /u/Outrageous_Tip_8109 (Machine Learning) on November 7, 2025 at 7:33 am
Is OpenReview down for anyone else? Great timing — right ahead of the CVPR registration deadline. Here’s the funny (and painful) part: I submitted my paper earlier with only myself as the author, planning to add my co-authors and PI later once our final results were ready. And now… the site’s down, and I can’t access anything. P.S. The deadline is in just about 4 and a half hours. submitted by /u/Outrageous_Tip_8109 [link] [comments]
- [D] CVPR submission risk of desk rejectby /u/Public_Courage_7541 (Machine Learning) on November 7, 2025 at 5:45 am
I just got an email from CVPR saying "For CVPR 2026, all authors are required to have a complete OpenReview profile and a complete author enrollment." But I don't understand. What is the meaning of "Complete OpenReview Profile"? I went through tens of reviews and submissions this year, and suddenly it is incomplete? Anyone has an idea about this?? submitted by /u/Public_Courage_7541 [link] [comments]
- [D] Should I submit my survey paper to TPAMI?by /u/Outrageous_Tip_8109 (Machine Learning) on November 7, 2025 at 5:42 am
Hello everyone, I’m planning to write a literature survey paper in my research field, covering roughly the last 10–15 years of work. My goal is to submit it to TPAMI, since it’s a well-known and reputable journal that also accepts surveys. However, I’ve heard from colleagues that TPAMI sometimes considers the author’s research credentials and experience before even sending a paper for review. I’ve been working in this area for about 6 years (including 4 years during my PhD). My co-author also has some experience, but not a very strong profile. So my questions are: 1. Should I still go ahead and submit the survey to TPAMI? 2. What are my realistic odds of it being reviewed or accepted? 3. Any practical tips for writing and submitting a survey to such a high-impact journal? Thanks for your time and advice! submitted by /u/Outrageous_Tip_8109 [link] [comments]
- [D] ICML 2026 does not require in-person attendance, will the submission skyrocket?by /u/Striking-Warning9533 (Machine Learning) on November 7, 2025 at 2:34 am
Change in policy: Attendance for authors of accepted papers is optional. After acceptance notifications, the authors will be able to decide by a specified date whether they wish to present their paper in person at the conference or they just wish to include their paper in the proceedings (without presentation at the conference). Regardless of this choice, all the accepted papers will receive equivalent treatment in the proceedings. They will all be eligible for ICML awards as well as for the designations of distinction corresponding to the past “oral presentations” and “spotlight posters.” For proceedings-only papers, at least one of the authors must obtain virtual registration. source: https://icml.cc/Conferences/2026/CallForPapers submitted by /u/Striking-Warning9533 [link] [comments]
- [D] Returning large number of exact passages with LLM document retrieval?by /u/SwimmingMeringue9415 (Machine Learning) on November 6, 2025 at 8:22 pm
Hey all, I'm working on a project involving natural language search on large collections of unstructured cookbooks, with the goal of returning complete, unmodified recipes (not summaries). Example: User uploads 100 unstructured cookbooks (each containing many recipes), searches "paella," and gets 40 exact recipes returned (unmodified from the source). RAG isn’t a particularly good fit for this problem since I don’t want to re-generate/summarize the output content, I want to return exact recipes (and potentially a large volume of them). To me, I see two potential approaches: Precise chunking at index time: find out a way to accurately chunk cookbooks based on exact recipe boundaries (start/ends), and then just perform IR instead of RAG. I've tested semantic clustering and other chunking techniques, but achieving precise recipe start/end detection seems to be quite error-prone. NER feels too granular since I'm not extracting entities, just boundaries but maybe I’m wrong here. Better retrieval with post-processing: perhaps keep simpler/dumber chunking techniques and then use some sort of re-ranker/LLM to take revelant chunks from the semantic search and then “find” the beginning of the recipe passage from there, and then we can just query the original text. Wondering if anyone faced a similar problem before and any resources/techniques that would be interesting to try here. Cheers! submitted by /u/SwimmingMeringue9415 [link] [comments]
- [R][N] TabPFN-2.5 is now available: Tabular foundation model for datasets up to 50k samplesby /u/rsesrsfh (Machine Learning) on November 6, 2025 at 3:11 pm
TabPFN-2.5, a pretrained transformer that delivers SOTA predictions on tabular data without hyperparameter tuning is now available. It builds on TabPFN v2 that was released in the Nature journal earlier this year. Key highlights: 5x scale increase: Now handles 50,000 samples × 2,000 features (up from 10,000 × 500 in v2) SOTA performance: Achieves state-of-the-art results across classification and regression Rebuilt API: New REST interface & Python SDK with dedicated fit & predict endpoints, making deployment and integration significantly more developer-friendly Want to try it out? TabPFN-2.5 is available via an API and via a package on Hugging Face. We welcome your feedback and discussion! You can also join the discord here. submitted by /u/rsesrsfh [link] [comments]
- TabPFN-2.5 Is Live (Tabular Foundation Model, 2M+ Downloads)by /u/rsesrsfh (Data Science) on November 6, 2025 at 3:01 pm
We're releasing TabPFN-2.5, a pretrained transformer that delivers SOTA predictions on tabular data without hyperparameter tuning. It builds on v2 that was released in the Nature journal earlier this year. Key highlights: 5x scale increase: Now handles 50,000 samples × 2,000 features (up from 10,000 × 500 in v2) SOTA performance: Achieves state-of-the-art results across classification and regression Rebuilt API: New REST interface & Python SDK with dedicated fit & predict endpoints, making deployment and integration significantly more developer-friendly Speed Boost: Delivers top performance in seconds over API Want to try it out? TabPFN-2.5 is available via API and via Hugging Face. submitted by /u/rsesrsfh [link] [comments]
- [D] Kosmos achieves 79.4% accuracy in 12-hour autonomous research sessions, but verification remains the bottleneckby /u/Fair-Rain3366 (Machine Learning) on November 6, 2025 at 12:57 pm
I wrote a deep-dive on Kosmos after seeing lots of hype about "autonomous scientific discovery." The honest assessment: it's research acceleration, not autonomy. • 79.4% accuracy (20.6% failure rate matters) • 42,000 lines of code through iterative refinement • Reviews 1,500 papers via semantic search • But verification is still fully human-bound https://rewire.it/blog/kosmos-12-hour-ai-research-session/ submitted by /u/Fair-Rain3366 [link] [comments]
- How does your leadership see/organize AI investment?by /u/WarChampion90 (Data Science) on November 6, 2025 at 12:37 pm
I am being asked to organize the portfolio of AI products being developed, and not sure of the best path forward. Does your leadership see AI investment like this, or in a different way? Serious answers only please. Source: https://devnavigator.com/2025/10/20/ai-investment-portfolio-matrix-balancing-innovation-impact-and-feasibility/ submitted by /u/WarChampion90 [link] [comments]
- [D] Is ST-MOE model Decoder only or Encoder-Decoder architecture?by /u/red_dhinesh_it (Machine Learning) on November 6, 2025 at 6:32 am
Hey Folks, I'm reading https://arxiv.org/abs/2202.08906 paper and I'm not super clear whether the ST-MOE-32B is encoder-decoder model or decoder only model. Based on the token trace detailed for encoder and decoder experts separately in section 7, I believe it is encoder-decoder, but would like to confirm with someone who has worked on it. Please let me know if I misunderstood something here. Thanks submitted by /u/red_dhinesh_it [link] [comments]
- [D] Favorite Deep Learning Textbook for teaching undergrads?by /u/stabmasterarson213 (Machine Learning) on November 6, 2025 at 6:27 am
Hello. For the people here who have taught an undergraduate deep learning course, what's your favorite textbook that you have used and why? Leaning towards the Chris Murphy textbook just based on familiarity with Pattern Recognition and ML text but would love to hear what people have used before. submitted by /u/stabmasterarson213 [link] [comments]
- [P] Generating Knowledge Graphs From Unstructured Text Databy /u/Divine_Invictus (Machine Learning) on November 6, 2025 at 3:38 am
Hey all, I’m working on a project that involves taking large sets of unstructured text (mostly books or book series) and ingesting them into a knowledge graph that can be traversed in novel ways. Ideally the structure of the graph should encode crucial relationships between characters, places, events and any other named entities. I’ve tried using various spaCy models and strict regular expression rule based parsing, but I wasn’t able to extract as complete a picture as I wanted. At this point, the only thing I can think of is using a LLM to generate the triplets used to create the graph. I was wondering if anyone else has faced this issue before and what paper or resources they would recommend. Thanks for the help submitted by /u/Divine_Invictus [link] [comments]























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