- 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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Python <-> R <-> Matlab <-> Octave
import pandas as pd import numpy as np import statsmodels.api as sm from pandas.tools.plotting import scatter_matrix
# First we will load the mtcars dataset and do a scatterplot matrix mtcars = sm.datasets.get_rdataset('mtcars') df = pd.DataFrame(mtcars.data) scatter_matrix(df[[0,2,3,4,5]], alpha=0.3, figsize=(8, 8), diagonal='kde', marker='o');
# Next we will do the 3D mesh xgv = np.arange(-1.5, 1.5, 0.1) ygv = np.arange(-3, 3, 0.1) [X,Y] = np.meshgrid(xgv, ygv) V = np.exp(-(X**2 + Y**2)) import matplotlib.pyplot as plt from mpl_toolkits.mplot3d import Axes3D fig = plt.figure(figsize=(10,6)) ax = fig.add_subplot(111, projection='3d') ax.plot_surface(X, Y, V, rstride=1, cstride=1, cmap=plt.cm.jet, linewidth=0.25) plt.title('Gridded Data Set');
# And finally, the matrix manipulations import scipy A = np.reshape(np.arange(1, 5), (2,2)) b = np.array([36, 88]) ans = scipy.linalg.solve(A, b) P, L, U = scipy.linalg.lu(A) Q, R = scipy.linalg.qr(A) D, V = scipy.linalg.eig(A) print 'ans =\n', ans, '\n' print 'L =\n', L, '\n' print "U =\n", U, '\n' print "P = \nPermutation Matrix\n", P, '\n' print 'Q =\n', Q, '\n' print "R =\n", R, '\n' print 'V =\n', V, '\n' print "D =\nDiagonal matrix\n", np.diag(abs(D)), '\n'
ans = [ 16. 10.] L = [[ 1. 0. ] [ 0.33333333 1. ]] U = [[ 3. 4. ] [ 0. 0.66666667]] P = Permutation Matrix [[ 0. 1.] [ 1. 0.]] Q = [[-0.31622777 -0.9486833 ] [-0.9486833 0.31622777]] R = [[-3.16227766 -4.42718872] [ 0. -0.63245553]] V = [[-0.82456484 -0.41597356] [ 0.56576746 -0.90937671]] D = Diagonal matrix [[ 0.37228132 0. ] [ 0. 5.37228132]]
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