Past Meetup

Daniel Doubrovkine on "Auctions and Bidding" & PWLMini w/ Sophia Gold

This Meetup is past

185 people went

Two Sigma

101 Ave. of the Americas, 23rd Fl. J · New York

How to find us

Cross Streets: Watt and Grand. Note: Please make sure you’re signed-up for the meetup, including your first and last name. Without this info you won’t be allowed into the building by security.

Location image of event venue

Details

We're thrilled to be hosting Daniel Doubrovkine (http://code.dblock.org/), CTO of Artsy (https://www.artsy.net), who'll be presenting on Simon Parson's Auctions and bidding: A guide for computer scientists (http://www.sci.brooklyn.cuny.edu/~parsons/projects/mech-design/publications/bluffers-final.pdf).

In addition to Daniel's talk, Sophia Gold will be opening the event with a survey-oriented lightning talk on An Intellectual History of Automatic Differentiation.

Talks

• Daniel Doubrovkine on Auctions and bidding: A guide for computer scientists (http://www.sci.brooklyn.cuny.edu/~parsons/projects/mech-design/publications/bluffers-final.pdf):

There is a veritable menagerie of auctions — single dimensional, multi-dimensional, single sided, double sided, first price, second price, English, Dutch, Japanese, sealed bid — and these have been extensively discussed and analyzed in the economics literature. We will survey this literature from a computer science perspective, primarily from the viewpoint of computer scientists who are interested in learning about auction theory, and to provide pointers into the economics literature for those who want a deeper technical understanding. We'll also take a peek into how the paper was used to build a new online auction platform Artsy.

• Sophia Gold's lightning talk:

An Intellectual History of Automatic Differentiation traces the research surrounding a collection of techniques for computing derivatives without using either approximation or the manipulation of subscript-filled equations used to terrorize high school students. While its simplicity gives this method the mystery of "deep magic," it has its roots in work on differential equations in the late 19th century; inspired Alonzo Church's discovery of the untyped lambda calculus; influenced the development of functional programming, concurrency, and Unix in the 1970s; and has been recently rediscovered with applications to type theory, modelling stochastic processes, and training recurrent neural networks.

References

- Computer Aided Manipulation of Symbols (https://books.google.com/books/about/Computer_Aided_Manipulation_of_Symbols.html?id=KWYROAAACAAJ), Fred McBride 1971

- Coroutines and Networks of Parallel Processes (https://hal.inria.fr/inria-00306565/PDF/rr_iria202.pdf), Gilles Kahn & David MacQueen, 1977

- Squinting at Power Series (https://swtch.com/~rsc/thread/squint.pdf), Doug McIlroy, 1989

- Generating Power of Lazy Semantics (http://www.sciencedirect.com/science/article/pii/S0304397597000650), Jerzy Karczmarczuk,1997

- Power Series, Power Serious (https://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&ved=0ahUKEwjfir7huMfTAhWF2yYKHXcyC5EQFggpMAA&url=http%3A%2F%2Fwww.cs.dartmouth.edu%2F~doug%2Fpearl.ps.gz&usg=AFQjCNEZeoiSvgAZ104ezBkhF8bsJI4Qcw&sig2=DBK7u2GFo8ke05mCDDHpZQ), Doug McIlroy, 1998

- Calculus in Coinductive Form (http://www2.tcs.ifi.lmu.de/~miranda/public/cocalculus.pdf), Pavlovic & Escardo 1998

- Functional Differentiation of Computer Programs (https://pdfs.semanticscholar.org/4edf/d071cf5012aaa69449c9fe76646955a8d185.pdf), Jerzy Karczmarczuk, 2000

- Adjoint Codes in Functional Framework (http://folk.ntnu.no/haugwarb/Programming/Haskell/haskell_automatic_differentiation_II.pdf), Jerzy Karczmarczuk, 2000

- Perturbation Confusion and Referential Transparency: Correct Functional Implementation of Forward-Mode AD (https://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&ved=0ahUKEwjHq_WDu8fTAhXM1CYKHTvAAXUQFggnMAA&url=http%3A%2F%2Fbcl.hamilton.ie%2F~barak%2Fpapers%2Fifl2005.ps.gz&usg=AFQjCNFF1QCTVcQKQT6omrrFIgxzubIM8Q&sig2=JUzkOpesJgfXdta724k1Lg), Pearlmutter & Siskind, 2005

- Reverse-Mode AD in a Functional Framework: Lambda the Ultimate Backpropagator (http://www.bcl.hamilton.ie/~barak/papers/toplas-reverse.pdf), Pearlmutter & Siskind, 2008

- The Differential Lambda-Calculus (https://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&cad=rja&uact=8&ved=0ahUKEwi0wfulu8fTAhVKNSYKHdY-Dl4QFggnMAA&url=http%3A%2F%2Fciteseerx.ist.psu.edu%2Fviewdoc%2Fdownload%3Fdoi%3D10.1.1.471.7213%26rep%3Drep1%26type%3Dpdf&usg=AFQjCNHNQoIGY9yJxuPSCXdjhDOHo3AO8A&sig2=4I5iSYUSgvmkW6UJPomECA), Ehrhard & Regnier, 2001

- Efficient Implementation of a Higher-Order Language with Built-In AD, Pearlmutter & Siskind (https://arxiv.org/abs/1611.03416), 2016

Bios

Daniel Doubrovkine (http://code.dblock.org) (aka dB., @dblockdotorg (https://twitter.com/dblockdotorg)) is a seasoned entrepreneur and technologist, CTO at Artsy.net in New York, working on bringing the art world online. He is a maintainer of multiple popular open-source projects, including Java Native Access, Ruby Grape, Hashie and the popular Slack Ruby client, bot and server libraries. Daniel graduated from University of Geneva in late 90s and founded and sold Vestris Inc., an early stage technology start-up right after college. He joined Microsoft as Development Lead, was Director at Visible Path, then Architect and Development Manager at Application Security.

Sophia Gold (https://github.com/Sophia-Gold) has lived many lives: after studying to be a studio artist she has worked at a large quantitative asset manager, developed a consultancy designing embedded systems, and performed professionally as a contortionist. These days she spends a lot of time programming in Clojure and Haskell and, despite being impressively undereducated in higher mathematics, primarily focuses on developing new techniques for automatic differentiation and other problems in computer algebra.

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TwoSigma (https://www.twosigma.com/) - Platinum Sponsor of the New York chapter

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Details

Doors open at 7 pm; the presentations will begin at 7:20 pm; and, yes, there will be refreshments of all kinds and pizza.

A little different than previous PWLs, you'll have to check-in with security with your Name/ID. Definitely sign-up if you’re going to attend–unfortunately people whose names aren’t entered into the security system in advance won’t be allowed in.

After Daniel's presentation, we will open up the floor to discussion and questions.

We hope that you'll read some of the papers and references before the meetup, but don't stress if you can't. If you have any questions, thoughts, or related information, please visit #pwlnyc (https://paperswelove.slack.com/messages/pwlnyc/) on slack (http://papersweloveslack.herokuapp.com/), our GitHub repository (https://github.com/papers-we-love/papers-we-love), or add to the discussion on this event's thread.

Additionally, if you have any papers you want to add to the repository above (papers that you love!), please send us a pull request (https://github.com/papers-we-love/papers-we-love/pulls). Also, if you have any ideas/questions about this meetup or the Papers-We-Love org, just open up an issue.

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