- 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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2D example
def f(xs, t, ps): """Lotka-Volterra predator-prey model.""" try: a = ps['a'].value b = ps['b'].value c = ps['c'].value d = ps['d'].value except: a, b, c, d = ps x, y = xs return [a*x - b*x*y, c*x*y - d*y] def g(t, x0, ps): """ Solution to the ODE x'(t) = f(t,x,k) with initial condition x(0) = x0 """ x = odeint(f, x0, t, args=(ps,)) return x def residual(ps, ts, data): x0 = ps['x0'].value, ps['y0'].value model = g(ts, x0, ps) return (model - data).ravel() t = np.linspace(0, 10, 100) x0 = np.array([1,1]) a, b, c, d = 3,1,1,1 true_params = np.array((a, b, c, d)) data = g(t, x0, true_params) data += np.random.normal(size=data.shape) # set parameters incluing bounds params = Parameters() params.add('x0', value= float(data[0, 0]), min=0, max=10) params.add('y0', value=float(data[0, 1]), min=0, max=10) params.add('a', value=2.0, min=0, max=10) params.add('b', value=1.0, min=0, max=10) params.add('c', value=1.0, min=0, max=10) params.add('d', value=1.0, min=0, max=10) # fit model and find predicted values result = minimize(residual, params, args=(t, data), method='leastsq') final = data + result.residual.reshape(data.shape) # plot data and fitted curves plt.plot(t, data, 'o') plt.plot(t, final, '-', linewidth=2); # display fitted statistics report_fit(result)
[[Fit Statistics]] # function evals = 106 # data points = 200 # variables = 6 chi-square = 195.573 reduced chi-square = 1.008 [[Variables]] x0: 0.67757793 +/- 0.140751 (20.77%) (init= 0.9195372) y0: 0.85617400 +/- 0.093697 (10.94%) (init= 0.7862886) a: 3.72520718 +/- 0.423963 (11.38%) (init= 2) b: 1.27267136 +/- 0.137525 (10.81%) (init= 1) c: 1.03706693 +/- 0.087761 (8.46%) (init= 1) d: 0.91828915 +/- 0.074839 (8.15%) (init= 1) [[Correlations]] (unreported correlations are < 0.100) C(a, b) = 0.953 C(a, d) = -0.926 C(x0, b) = -0.842 C(x0, a) = -0.829 C(b, d) = -0.822 C(y0, d) = -0.772 C(y0, c) = -0.686 C(x0, d) = 0.622 C(c, d) = 0.571 C(y0, a) = 0.516 C(a, c) = -0.374 C(y0, b) = 0.293 C(b, c) = -0.256 C(x0, y0) = -0.184
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