042: Bert Mouler – Harnessing the Power of Machine Learning for Money Making Algo Strategies
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The Importance of Monte Carlo Integration in Machine Learning
I think machine learning, I think computer science in general, is a little bit easier than straight math. There's differentiation and integration in calculus, right? And so integration, let's say is you find the area on your line between the x-axis and some, some line,. For example, or if you have a circle,you find the area of the circle and, um, to derive that equation tofind the area of a circle, uh, it's pretty complicated... But then I stumbled upon this thing called Monte Carlo integration. You just kind of, uh, put the circle in a box and you already know the area ofthe box and you throw darts at the box and
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