Numerical Methods for Computational and Data Sciences Amnir Hadachi - - PowerPoint PPT Presentation

numerical methods for computational and data sciences
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Numerical Methods for Computational and Data Sciences Amnir Hadachi - - PowerPoint PPT Presentation

Numerical Methods for Computational and Data Sciences Amnir Hadachi and Benson Muite amnir.hadachi@ut.ee and benson.muite@ut.ee https://courses.cs.ut.ee/2015/Num_M/spring 12 February 2015 Course Aims Learn how linear algebra on single


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Numerical Methods for Computational and Data Sciences

Amnir Hadachi and Benson Muite

amnir.hadachi@ut.ee and benson.muite@ut.ee

https://courses.cs.ut.ee/2015/Num_M/spring

12 February 2015

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Course Aims

  • Learn how linear algebra on single processor, multicore

and possibly distributed memory machines can be used for data analytics applications

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Course Overview

  • Lectures Monday J. Livii 2-512 Tentative? 10.15-12.00

Amnir Hadachi and Benson Muite

  • Practical Tuesday J. Livii 2-??? Tentative? 14.15-16.00

Amnir Hadachi and Benson Muite

  • Homework/Mini projects typically due once every 2-3
  • weeks. Expected to start this in the labs.
  • Exams will be scheduled in later in semester – likely to be

viva/oral exam

  • Final projects due and project presentations in examination

period in June

  • Grading: Computer classes 35%, Exam/Quizz 25%,

Project 30%, Class participation 10%

  • Course Texts: Listed on website, readings to also be

provided

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Lecture Topics

  • Overview of linear algebra
  • Examples using Python
  • Direct methods: Dense LU decomposition, LINPACK,

Sparse LU decomposition

  • Eigenvalues SVD, QR factorization
  • Least squares
  • Iterative methods: Conjugate gradient method, multigrid

method

  • Filtering Algorithms: Kalman filter, particle filter, monte

carlo filter

  • Data science applications
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Organization

  • Small introductory lecture component
  • Reading component (one leader each week - expected to

provide a summary and discussion points)

  • Labs to implement some of the algorithms in the readings
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Areas of Interest for Amnir

  • Image processing
  • Machine learning
  • Shortest Path Problem
  • Travel Time Estimation and Prediction
  • Tracking and Location Estimation
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Areas of Interest for Benson

  • Analysis of computer logs
  • Automated image recognition
  • Consumer purchasing behavior
  • Data analytics computer systems (https:

//www.tacc.utexas.edu/systems/wrangler)

  • Estonian economy model
  • Estonian statistics (see http://www.stat.ee/)
  • Optimal Estonian taxation (see www.research.

stlouisfed.org/wp/2014/2014-017.pdf)

  • Search engines and web page rankings
  • Secure data storage
  • Wikipedia logs (https://wikitech.wikimedia.org/

wiki/Analytics/Pagecounts-raw)

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Other possible topics of interest

  • Graph 500 list and benchmark
  • Distributed memory programming for search applications
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Action Items

  • Please get an account on Rocket

http://www.hpc.ut.ee/

  • Take a look at the topics covered in the suggested course

texts

  • Send us a one page summary of your data science and

linear algebra interests by 23:59 Sunday 15 February