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I'm a PhD student in the van der Schaar lab, a world-leading machine learning (ML) research group at the University of Cambridge. My research focuses on Reinforcement Learning (model-free and model-based), Planning, Control, Transformer Architectures, Large Language Models, Generative Models, Time Series Forecasting, Symbolic Regression (discovery), Continuous-time models (ODEs, Laplace transforms), and applications to healthcare and scientific discovery. Here on GitHub you can find research projects as well as open source software developed in my spare time.

Samuel Holt's Projects

kalman icon kalman

Some Python Implementations of the Kalman Filter

kalman-and-bayesian-filters-in-python icon kalman-and-bayesian-filters-in-python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

krypto-trading-bot icon krypto-trading-bot

Self-hosted crypto trading bot (automated high frequency market making) in node.js, angular, typescript and c++

lab icon lab

A customisable 3D platform for agent-based AI research

latent_ode icon latent_ode

Code for "Latent ODEs for Irregularly-Sampled Time Series" paper

lean icon lean

Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)

learning icon learning

Repo of information for getting up to speed for Kaggle competition participation

levelgraph icon levelgraph

Graph database JS style for Node.js and the Browser. Built upon LevelUp and LevelDB.

libfreenect icon libfreenect

Drivers and libraries for the Xbox Kinect device on WIndows, Linux, and OS X

libtrading icon libtrading

Libtrading, an ultra low-latency trading connectivity library for C and C++.

livestrategyengine icon livestrategyengine

WeQuant微宽网-比特币量化交易/优质策略源码/精准回测/免费实盘，尽在微宽网

logwood icon logwood

Simple, but fast logging library for Python 3.5+

lottie-web icon lottie-web

Render After Effects animations natively on Web, Android and iOS, and React Native. http://airbnb.io/lottie/

machine-learning-numpy icon machine-learning-numpy

Gathers Machine learning models using pure Numpy to cover feed-forward, RNN, CNN, clustering, MCMC, timeseries, tree-based, and so much more!

manim icon manim

Animation engine for explanatory math videos

maps icon maps

🗺 Interactive Mind Maps Curated by Community

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