- 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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Writing Parallel Code
The goal is to desing parallel programs that are flexible, efficient and simple.
Step 0 : Start by profiling a serial program to identify bottlenecks
Step 1 : Are there for opportunities for parallism?
- Can tasks be perforemd in parallel?
- Function calls
- Loops
- Can data be split and operated on in parallel?
- Decomposition of arrays along rows, columns, blocks
- Decomposition of trees into sub-trees
- Is there a pipeline with a sequence of stages?
- Data preprocesing and analysis
- Graphics rendering
Step 2 : What is the nature of the parallelism?
- Linear
- Embarassingly parallel programs
- Recursive
- Adaptive partitioning methods
Step 3 : What is the granularity?
- 10s of jobs
- 1000s of jobs
Step 4 : Choose an algorihtm
- Organize by tasks
- Task parallelism
- Dvidie and conquer
- Organize by data
- Geometric decomposition
- Recursvie decomposition
- Organize by flow
- Pipeline
- Event-based processing
Step 5 : Map to program and data structures
- Program structures
- Single program multiple data (SPMD)
- Master/worker
- Loop parallelism
- Fork/join
- Data structures
- Shared data
- Shared queue
- Distributed array
Step 6 : Map to parallel environment
- Multi-core shared memrory
- Cython with OpenMP
- multiprocessing
- IPython.cluster
- Multi-computer
- IPython.cluster
- MPI
- Hadoop / Spark
- GPU
- CUDA
- OpenCL
Step 7 : Execute, debug, tune in parallel environment
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