Released Software

  1. The SURE code for fair classification without knowledge of demographics
  2. The NEWS code for node embeddings in sparse networks
  3. The DIRECT code for classification from few positive examples
  4. The AlphaRob code for constructing portfolios with high out-of-sample Sharpe ratios
  5. The ROLIN code for robust linear classification from limited training data
  6. Community detection in large graphs
    • SVM-Cone (overlapping communities; all low-rank models)
    • SPACL (for the Mixed Membership Stochastic Blockmodel)
    • GeoNMF (non-negative matrix factorization for the Mixed Membership Stochastic Blockmodel)
    • CrossAssociations/AutoPart (parameter-free)
  7. The NetMine package for extracting patterns from large graphs
  8. The F4 non-linear time series forecasting package