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 processor, multicore and possibly distributed memory machines can be used for data analytics applications
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
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
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
Areas of Interest for Amnir • Image processing • Machine learning • Shortest Path Problem • Travel Time Estimation and Prediction • Tracking and Location Estimation
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 )
Other possible topics of interest • Graph 500 list and benchmark • Distributed memory programming for search applications
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
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