- 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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Cython version
For more control over the translation to C, most Python scientific developers will use the Cython package. Essentially, this is a language that resembles Python with type annotations. The Cython code is then compiled into native code tranaparently. The great advantage of Cythonn over ther approaches are:
- A Python program is also valid Cython program, so optimization can occur incrementally
- Fine degree of control over degree of optimization
- Easy to use - handles details about the C compiler and shared library generation
- Cythonmagic extension comes built into IPyhton notebook
- Can run parallel code with the nogil decorator
- Fully optimized code runs at thee same speed as C in most cases
%load_ext cythonmagic
The Cython magic has been moved to the Cython package, hence %load_ext cythonmagic is deprecated; please use %load_ext Cython instead. Though, because I am nice, I'll still try to load it for you this time.
%%cython import numpy as np cimport cython from libc.math cimport sqrt @cython.boundscheck(False) @cython.wraparound(False) def pdist_cython(double[:, ::1] xs): cdef int n = xs.shape[0] cdef int p = xs.shape[1] cdef double tmp, d cdef double[:, ::1] D = np.empty((n, n), dtype=np.float) for i in range(n): for j in range(n): d = 0.0 for k in range(p): tmp = xs[i, k] - xs[j, k] d += tmp * tmp D[i, j] = sqrt(d) return np.asarray(D)
print pdist_cython(A) %timeit pdist_cython(xs)
[[ 0. 5.] [ 5. 0.]] 100 loops, best of 3: 7.09 ms per loop
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