- 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
Review of GPU Architechture - A Simplification
Memory
GPUs or GPGPUs are complex devices, but to get started, one really just needs to understand a more simplistic view.
GPUs and CPUs
The most important thing to understand about memory, is that the CPU can access both main memory (host) and GPU memory (device). The device sees only its memory, and cannot access the host memory.
Kernels, Threads and Blocks
Recall that GPUs are SIMD. This means that each CUDA core gets the same code, called a ‘kernel’. Kernels are programmed to execute one ‘thread’ (execution unit or task). The ‘trick’ is that each thread ‘knows’ its identity, in the form of a grid location, and is usually coded to access an array of data at a unique location for the thread.
We will concentrate on a 1-dimensional grid with each thread in a block by itself, but let’s understand when we might want to organize threads into blocks.
GPU memory can be expanded (roughly) into 3 types:
- local - memory only seen by the thread. This is the fastest type
- shared - memory that may be seen by all threads in a block. Fast memory, but not as fast as local.
- global - memory seen by all threads in all blocks. This is the slowest to access.
So, if multiple threads need to use the same data (not unique chunks of an array, but the very same data), then those threads should be grouped into a common block, and the data should be stored in shared memory.
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