- Introduction to Python
- Getting started with Python and the IPython notebook
- Functions are first class objects
- Data science is OSEMN
- Working with text
- Preprocessing text data
- Working with structured data
- Using SQLite3
- Using HDF5
- Using numpy
- Using Pandas
- Computational problems in statistics
- Computer numbers and mathematics
- Algorithmic complexity
- Linear Algebra and Linear Systems
- Linear Algebra and Matrix Decompositions
- Change of Basis
- Optimization and Non-linear Methods
- Practical Optimizatio Routines
- Finding roots
- Optimization Primer
- Using scipy.optimize
- Gradient deescent
- Newton’s method and variants
- Constrained optimization
- Curve fitting
- Finding paraemeters for ODE models
- Optimization of graph node placement
- Optimization of standard statistical models
- Fitting ODEs with the Levenberg–Marquardt algorithm
- 1D example
- 2D example
- Algorithms for Optimization and Root Finding for Multivariate Problems
- Expectation Maximizatio (EM) Algorithm
- Monte Carlo Methods
- Resampling methods
- Resampling
- Simulations
- Setting the random seed
- Sampling with and without replacement
- Calculation of Cook’s distance
- Permutation resampling
- Design of simulation experiments
- Example: Simulations to estimate power
- Check with R
- Estimating the CDF
- Estimating the PDF
- Kernel density estimation
- Multivariate kerndel density estimation
- Markov Chain Monte Carlo (MCMC)
- Using PyMC2
- Using PyMC3
- Using PyStan
- C Crash Course
- Code Optimization
- Using C code in Python
- Using functions from various compiled languages in Python
- Julia and Python
- Converting Python Code to C for speed
- Optimization bake-off
- Writing Parallel Code
- Massively parallel programming with GPUs
- Writing CUDA in C
- Distributed computing for Big Data
- Hadoop MapReduce on AWS EMR with mrjob
- Spark on a local mahcine using 4 nodes
- Modules and Packaging
- Tour of the Jupyter (IPython3) notebook
- Polyglot programming
- What you should know and learn more about
- Wrapping R libraries with Rpy
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Problem set for optimization
We will use a few standard examples throughout to illustrate differnt optimization techniques.
Matrix Multiplication
def mult(u, v): m, n = u.shape n, p = v.shape w = np.zeros((m, p)) for i in range(m): for j in range(p): for k in range(n): w[i, j] += u[i, k] * v[k, j] return w
u = np.reshape(np.arange(6), (2,3)) v = np.reshape(np.arange(9), (3,3)) np.testing.assert_array_almost_equal(mult(u, v), u.dot(v))
Pairwise distance matrix
def dist(u, v): n = len(u) s = 0 for i in range(n): s += (u[i] - v[i])**2 return np.sqrt(s)
u = np.array([4,5]) v = np.array([1,1]) np.testing.assert_almost_equal(dist(u, v), np.linalg.norm(u-v))
def pdist(vs, dist=dist): n = len(vs) m = np.zeros((n, n)) for i in range(n): for j in range(n): m[i, j] = dist(vs[i], vs[j]) return m
from scipy.spatial.distance import squareform, pdist as sp_pdist vs = np.array([[0,0], [1,2], [2,3], [3,4]]) np.testing.assert_array_almost_equal(pdist(vs), squareform(sp_pdist(vs)))
Word count
import string def word_count(docs): wc = {} for doc in docs: words = doc.translate(None, string.punctuation).split() for word in words: wc[word] = wc.get(word, 0) + 1 return wc
docs = ['hello, there handsome!', 'hi, there, beautiful'] word_count(docs)
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