- 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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Bake-off
# Final bake-off w = 10 print 'Python'.ljust(w), %timeit pdist_python(xs) print 'Numpy'.ljust(w), %timeit pdist_numpy(xs) print 'Numexpr'.ljust(w), %timeit pdist_numexpr(xs) print 'Numba'.ljust(w), %timeit pdist_numba(xs) print 'Parakeet'.ljust(w), %timeit pdist_parakeet(xs) print 'Cython'.ljust(w), %timeit pdist_cython(xs) print 'C'.ljust(w), %timeit pdist_c(xs) print 'C++'.ljust(w), %timeit pdist_cpp(xs) print 'Fortran'.ljust(w), %timeit pdist_fortran(xs) from scipy.spatial.distance import pdist as pdist_scipy print 'Scipy'.ljust(w), %timeit pdist_scipy(xs)
Python 1 loops, best of 3: 3.72 s per loop Numpy 10 loops, best of 3: 94.3 ms per loop Numexpr 10 loops, best of 3: 30.8 ms per loop Numba 100 loops, best of 3: 11.7 ms per loop Parakeet 100 loops, best of 3: 22 ms per loop Cython 100 loops, best of 3: 7.08 ms per loop C 100 loops, best of 3: 7.52 ms per loop C++ 100 loops, best of 3: 7.58 ms per loop Fortran 100 loops, best of 3: 7.28 ms per loop Scipy 100 loops, best of 3: 4.26 ms per loop
Final optimization : Scipy only calculates for i < j < n since the pairwise distance matrix is symmetric, and hence takes about half the time of our solution. Can you modify our pdist_X functions to also exploit symmetry?
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