Uday Sapra

// data science

Models, built from the lens of business.

Business-oriented, explainable, & interpretable data science - the kind you can actually use to make business decisions. Demand Forecasting and Econometrics ML at CVS Health by day; random & potentially non-sensical projects by the night.

Uday's GitHub avatar — a baboon in a headset, working at a computer
skills //DEMAND FORECASTINGECONOMETRICS MLTIME-SERIES TRANSFORMERSNLP & LLM SENTIMENTCOMPUTER VISION & OCRENTITY EXTRACTIONEXPLAINABLE MLCAUSAL INFERENCEDS PRODUCT DEVELOPMENTSTAKEHOLDER COMMUNICATIONFINANCEBUSINESS ANALYTICSCONSULTING
stack //
PythonJavaSQL RPyTorchPyTorch LightningFastAI Hugging FaceLangChainspaCyNLTK pandasNumPySciPyscikit-learnMatplotlibSeabornPlotly OptunaWeights & BiasesTensorBoardNixtlaDetectron KubeflowSnowflakeAWSHPC GitJupyterVS CodeTableauFigmaNotion Claude Code

[flagship · nyu redlining lab · 2024 — 2025]

Mortgage Entity Extraction

Digitizing four decades of historical FHA and VA mortgage records (1930—1970) for NYU's Redlining Research Lab with a computer-vision and GenAI entity-extraction pipeline.

The output: a publicly available dataset and an open codebase, enabling the largest quantitative research on redlining to date.

280,000documents digitized
$300K/yrlabeling costs eliminated
87%extraction accuracy
12×faster processing
COMPUTER VISIONGENAIENTITY EXTRACTIONview repo →

[01]

Oil Price Transformers

Forecasting oil spot prices with SOTA transformers (PatchTST, Temporal Fusion Transformer) fed by scraped financial and geopolitical news sentiment scored with Mistral, LLaMA, and BERT — trained end-to-end on GPU HPC clusters.

4%test SMAPE
9news sources mined
PATCHTSTTFTLLM SENTIMENTview repo →

[02 · cvs health]

PatchTST Prototyping

Prototyped PatchTST against TFT for front-store demand forecasting: patched inputs and channel independence for faster training and stronger performance on seasonal categories.

−98%compute cost & time
TIME SERIESTSAIOPTUNAview repo →

[03 · cvs health]

Custom Loss Function Development

A weighted loss that emphasizes high-sales weeks and seasonal spikes, so a TFT stops overfitting to the quiet weeks and holds its accuracy through the peaks.

−50%test SMAPE
TFTCUSTOM LOSSFORECASTINGview repo →

[04]

Spotify Genre Classification

Multi-class genre prediction (10 classes) where neural networks beat tree ensembles on generalizability — with NLP text features and deliberate data-leakage checks so the reported score is real.

0.96test AUROC
NEURAL NETWORKSCLASSIFICATIONview repo →

[05 · 2023]

Hot Dog / Not Hot Dog

A very useful model that tells you whether an image is a hot dog or not a hot dog. A CNN trained from scratch stalled at chance, so a pretrained AlexNet was fine-tuned instead: transfer learning reached 84% in two epochs where the scratch model never beat a coin flip. This is GPU power put to a brilliant cause.

84%accuracy
2epochs fine-tuned
TRANSFER LEARNINGALEXNETPYTORCHview repo →
udaysapra