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Sherincall comments on Open thread, Oct. 13 - Oct. 19, 2014 - Less Wrong Discussion
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I've just enrolled in a 1 year applied mathematics Master's program. The program is easy, and I'm mostly doing it because it costs me nothing and a Master's degree is a good asset to have. I plan on working full time and not attending any classes, and I'm certain I still won't have any problems there.
However, coming from a CE background, I have no idea what to do for my thesis. I want it to be something from the fields of AI or Probability/Statistics, but I'm out of ideas. So, any suggestions as to what may be either fun or useful (preferably both) in those areas, that I should dedicate my spare time to?
If you want a solid year-long project, find a statistical model you like and figure out how to do inference in it with variational Bayes. If this has been done, change finite parts of the model into infinite ones until you reach novelty or the model is no longer recognizable/tractable. At that point, either try a new model or instead try to make the VB inference online or parallelizable. Maybe target a NIPS-style paper and a ~30-page technical report in addition to whatever your thesis will look like.
And attend a machine learning class, if offered. There's a lot of lore in that field and you'll miss out if you do the read-the-book-work-each-problem thing that is alleged to work in math.
I did some machine learning in previous studies, and read up on some online, so I have a basis in that. Taking Advanced Statistics, and AI (maths part) courses, and a few less relevant ones.
I plan on doing it in two years, one for the courses, one for the thesis, so a yearlong project is acceptable. However, I'll also have a full time job, and a hobby or two, and a relationship. The suggestions sound great, and I'll dedicate a few days to study them carefully. Thank you very much.