- 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
CUDA Python
We will mostly foucs on the use of CUDA Python via the numbapro
compiler. Low level Python code using the numbapro.cuda module is similar to CUDA C, and will compile to the same machine code, but with the benefits of integerating into Python for use of numpy arrays, convenient I/O, graphics etc.
Optionally, CUDA Python can provide
- Automatic memory transfer
- NumPy arrays are automatically transferred
- CPU -> GPU
- GPU -> CPU
- Automatic work scheduling
- The work is distributed the across all threads on the GPU
- The GPU hardware handles the scheduling
- Automatic GPU memory management
- GPU memory is tied to object lifetime
- freed automatically
but these can be over-riden with explicit control instructions if desired. Source
Python CUDA also provides syntactic sugar for obtaining thread identity. For example,
tx = cuda.threadIdx.x ty = cuda.threadIdx.y bx = cuda.blockIdx.x by = cuda.blockIdx.y bw = cuda.blockDim.x bh = cuda.blockDim.y x = tx + bx * bw y = ty + by * bh array[x, y] = something(x, y)
can be abbreivated to
x, y = cuda.grid(2) array[x, y] = something(x, y)
Decorators are also provided for quick GPU parallelization, and it may be sufficient to use the high-level decorators jit
, autojit
, vectorize
and guvectorize
for running functoins on the GPU. When we need fine control, we can always drop back to CUDA Python.
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