Bayesian probability transforms for BM25 retrieval scores

Random stuff I've been working on

Local Temperature Scaling for Probability Calibration

Non-Parametric Calibration for Classification (AISTATS 2020)

UQ4DD: Uncertainty Quantification for Drug Discovery

This repository implements Pozzolo, et al., (2015)'s probability calibration for imbalanced data.

Production-structured fraud risk operations platform with FastAPI, Streamlit, policy-driven decisions, audit logging, batch jobs, and monitoring hooks.

khalib is a classifier calibration algorithm based on Khiops

Cost-aware credit card fraud detection pipeline: time-based split, probability calibration, and business-aligned threshold tuning (AUPRC-first).

A simple yet effective post-processing method for detecting unknown intent in dialogue systems based on pre-trained deep neural network classifiers

My Master's thesis on Bayesian Classification with Regularized Gaussian Models

Systematic signal refinement framework using point-in-time data, triple-barrier labeling, calibrated ML models, and probability-aware portfolio construction.

Decision-grade donor outreach policy: calibrated P(donated_next_6m) scoring + budgeted Top-K actions + net-benefit optimal threshold, with exported deployable artifacts.

Bayesian probability transforms for BM25 retrieval scores (TypeScript)

Interpretable credit risk modeling using real-world lending data, with emphasis on probability calibration, decision relevance, and scalable machine learning workflows.

Code for the internship report. Sample × Category Probability Calibration in Two Dimensions.

An automated trading bot for Kalshi daily temperature prediction markets. It ingests real-time NWP model output (HRRR), live METAR airport observations, and GEFS ensemble forecasts to estimate same-day temperature outcomes and trade where its probability estimate diverges from the market price.

A curated collection of high-performance modeling pipelines, feature engineering frameworks, and winning strategies for data science competitions (Zindi)