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Interval Bound Propagation 102: From Theory to Code

11 minute read

Published:

In Interval Bound Propagation 101 I derived the general IBP machinery: interval arithmetic over matrices via Rump’s algorithm, and how to propagate those bounds through a feed-forward network layer by layer. This post grounds that theory in a small worked example: a concrete network, a from-scratch numpy implementation of IBP, and the visualizations that fall out of it.

Interval Bound Propagation 101

3 minute read

Published:

The purpose of this post is to explain the basics of the Interval Bound Propagation (IBP) method. It is powerful tool which allows to provide guarantees about output ranges of a neural network. I mostly follow the notation from deep reinforcement learning (RL), therefore the typical neural network for which I want to compute bounds is a neural policy.

Variational Inference 101

3 minute read

Published:

Say you want to estimate a distribution of a latent vector $Z$ based on observations $X$. You can do that with variational inference!

Multi-armed Bandits

6 minute read

Published:

Conspectus of Sutton & Barto “Reinforcement Learning: An Introduction”

publications

teaching

Data Structures & Algorithms

Graduate course, Imperial College London, 2024

Provided tutorials and lab support to the MSc Business Analytics students.

Reinforcement Learning

Graduate course, Imperial College London, 2024

Provided lab support and coursework marking at the Department of Computing.