Sta 663
(Spring 2023)
  Statistical Computing and Computation

Schedule

Week Date Lecture Readings Notes
0 Wed, Jan 11 No class (Monday Schedule)
Fri, Jan 13 Welcome & Syllabus
1 Mon, Jan 16 No lab (MLK day)
Tue, Jan 17 No lab
Wed, Jan 18 Basic types & sequence types
Fri, Jan 20 Control flow, list comprehensions
and functions
2 Wed, Jan 25 Data structures
Fri, Jan 27 NumPy Basics
3 Wed, Feb 1 Advanced indexing & Broadcasting
Fri, Feb 3 SciPy
4 Wed, Feb 8 pandas
Fri, Feb 10 More pandas
5 Wed, Feb 15 Visualization - pyplot & pandas
Fri, Feb 17 Visualization - seaborn
6 Wed, Feb 22 Numerical optimization
Fri, Feb 24 Numerical optimization (cont.)
7 Wed, Mar 1 scikit-learn
Fri, Mar 3 scikit-learn - cross validation
8 Wed, Mar 8 scikit-learn - classification
Fri, Mar 10 Classes and custom transformers
9 Tue, Mar 14 No lab sessions (Spring recess)
Wed, Mar 15 No lecture (Spring recess)
Fri, Mar 17 No lecture (Spring recess)
10 Wed, Mar 22 patsy + statsmodels
Fri, Mar 24 PyMC + ArviZ
11 Wed, Mar 29 More PyMC
Fri, Mar 31 Apache Arrow + Polars
12 Wed, Apr 5 pytorch - Intro
Fri, Apr 7 pytorch - nn
13 Wed, Apr 12 pytorch - gpu
Fri, Apr 14 JAX
14 Wed, Apr 19 Basic linux admin & Docker
16 Tue, May 2 Final project due by 5 pm

Syllabus

Instructors:

Dr. Colin Rundel - colin.rundel@duke.edu

Office hours:
  • Thursdays 3:00-4:00 pm - 204 Old Chemistry / Zoom

Classroom:

Lecture

  • Old Chemistry 116 - Wednesdays & Fridays, 1:45 - 3:00 pm

Labs

  • Section 01 - Old Chemistry 101 - Mondays, 1:45 to 3:00 pm
  • Section 02 - LSRC A247 - Tuesdays, 3:30 to 4:45 pm

Lectures & Lab:

The goal of both the lectures and the labs is for them to be as interactive as possible. My role as instructor is to introduce you new tools and techniques, but it is up to you to take them and make use of them. Programming is a skill that is best learned by doing, so as much as possible you will be working on a variety of tasks and activities throughout each lecture / lab. Attendance will not be taken during class but you are expected to attend all lecture and lab sessions and meaningfully contribute to in-class exercises and homework assignments.

Homework and Exams:

You will be assigned larger programming tasks throughout the semester (roughly every two weeks). These assignments will be completed either in a team or individually.

Students are expected to make use of the provided git repository on the course's github page as their central collaborative platform. Commits to this repository will be used as a metric (one of several) of each team member's relative contribution for each homework.

There will be a two midterms that you are expected to complete individually. Each project will ask you to complete a number of small programming tasks related to the material presented in the class. The exact structure and content of the projects will be discussed in more detail before they are assigned. You must attempt *both* projects in order to pass this class.

Final Project:

You will form your own team of 3-5 students and will be responsible for the completion of an open ended final project for this course, the goal of which is to tackle an "interesting" problem using the tools and techniques covered in this class. Additional details on the project will be provided as the course progresses. You must complete a final project in order to pass this course.

Teams:

For all of the team based assignments in this class you will be randomly assigned to teams of 3 or 4 students - these teams will change after each assignment. You will work in these teams during your scheduled labs. For team based assignments, all team members are expected to contribute equally to the completion of each assignment and you will be asked to evaluate your team members after each assignment is due. Failure to adequately contribute to an assignment will result in a penalty to your mark relative to the team's overall mark.

Course Announcements:

We will regularly send course announcements via email and Sakai, make sure to check one or the other of these regularly.

Academic integrity:

Duke University is a community dedicated to scholarship, leadership, and service and to the principles of honesty, fairness, respect, and accountability. Citizens of this community commit to reflect upon and uphold these principles in all academic and non-academic endeavors, and to protect and promote a culture of integrity. Cheating on exams or plagiarism on homework assignments, lying about an illness or absence and other forms of academic dishonesty are a breach of trust with classmates and faculty, violate the Duke Community Standard, and will not be tolerated. Such incidences will result in a 0 grade for all parties involved. Additionally, there may be penalties to your final class grade along with being reported to the Undergraduate Conduct Board.

Please review the Academic Dishonesty policies here.

A note on sharing / reusing code - I am well aware that a huge volume of code is available on the web to solve any number of problems. Unless I explicitly tell you not to use something the course's policy is that you may make use of any online resources (e.g. StackOverflow) but you must explicitly cite where you obtained any code you directly use (or use as inspiration). Any recycled code that is discovered and is not explicitly cited will be treated as plagiarism. The one exception to this rule is that you may not directly share code with another team in this class, you are welcome to discuss the problems together and ask for advice, but you may not send or make use of code from another team.

Excused Absences:

Students who miss a class due to a scheduled varsity trip, religious holiday or short-term illness should fill out an online NOVAP, RHoliday or short-term illness form respectively. Note that these excused absences do not excuse you from assigned homework, it is your responsibility to make alternative arrangements to turn in any assignments in a timely fashion.

Those with a personal emergency or bereavement should speak with your director of graduate studies or your academic dean.

Late work policy:

  • late, but same day: -10%
  • late, next day: -20%
  • 2 days or later: no credit

Assessment:

Your final mark will be comprised of the following.

Assignment Value
Homework 50%
Midterms 40%
Project 10%

The exact ranges for letter grades will be curved and cutoffs will be determined at the end of the semester. The more evidence there is that the class has mastered the material, the more generous the curve will be.

Textbooks

There are no required textbooks for this course, the following textbooks are recommended for supplementary and reference purposes.

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