- 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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Using functions from various compiled languages in Python
There are 2 main reasons why interpreted Python code is slower than code in a compiled lanauge such as C (or other compiled langauge):
- Python executes byte code in a virtual machine (minor effect) while C compiles down to machine instructions specific for the processor
- Python has dynamic typing (major effect) while C is statically typed. In a dynamically typed language, the simple expression
a + b
can mean many, many different things, and the interrpeter has to figure out which interpretation is intended. In contrast,a
andb
must have a type in C such asdouble
and there is no ambiguity about what+
means to resolve.
If speed is critical, it is often necessary to exploit the efficiency of compiled languges - this can be done while retaining the nice features of Python in 2 directions
- From C to Python
- From Python to C
Here we will look at how to go from C (C++, Fortran, Julia) to Python,
def python_fib(n): a, b = 0, 1 for i in range(n): a, b = a+b, a return a
%timeit python_fib(100)
100000 loops, best of 3: 8.47 µs per loop
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