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Name: Simon Ouellette

Type: User

Bio: Machine learning specialist

Simon Ouellette

Senior Machine Learning Specialist with 8+ years of professional experience.

Most of my contributions are unfortunately private, but I do have some "extra-curricular" projects for which I created public repositories. These repos essentially revolve around either finance or the "Abstraction & Reasoning Corpus" challenge.

Here is my list of public projects:

CountingWithTransformers: these scripts are the companion code to my paper "Counting and Algorithmic Generalization with Transformers".
ARC_gym: a framework in development to help generate training data for the Abstraction & Reasoning Corpus challenge.
MLC-ARC_gym: an experiment that applies the MLC method (Lake & Baroni (2023)), a meta-learning Transformer, on the ARC gym.
Microstructure: a framework in development to help generate simulated financial data, to evaluate algorithms & approaches to ML trading.
RLNonStationary: companion code for a talk I gave at Quantopian about using simulated data to train a reinforcement learning algorithm when non-stationarity is a problem.

Simon Ouellette's Projects

arc_gym

ARC gym: a data generation framework for the Abstraction & Reasoning Corpus

arcgridsimilarity

bayesianrl

Some example code for the "Introduction to Bayesian Reinforcement Learning" presentations

blogcode

various code snippets for my blog posts

co2_gaussianprocesses

Using PYMC3 Gaussian processes to analyze CO2 data

countingwithtransformers

Code for paper "Counting and Algorithmic Generalization with Transformers"

$fractionaldiff icon$ fractionaldiff

Experiments with fractional differencing

gym-sokoban

Sokoban environment for Gymnasium

introduction_to_pymc3

microstructure

Capital market microstructure data simulator/generator

minigrid

Simple and easily configurable grid world environments for reinforcement learning

mlc-arc_gym

Evaluating MLC method on ARC_gym

pydata-talk---intro-to-pymc3

Companion code for my PyData talk: "Introduction to Probabilistic Programming with PyMC3"

rlnonstationary

Demo for the application of RL to non-stationary effects

simonouellette35

stochasticdriftrl

Example code showing the issue of stochastic variable drift for reinforcement learning

svmodels

Stochastic volatility models

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