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FP for scalable statistical computing

Course outline

  • Introduction: problems with existing languages and benefits of FP (20 mins)
  • Quick introduction to FP with Scala - Scala crash course (10)
  • Hands on with Scala - Scastie and sbt (25)
  • Running example - gradient-based opt of a logreg likelihood (10)
  • Example in Scala then Run example in Scala (15)
  • Scala parallel programming (10)
  • (EVENING BREAK?)
  • Quick intro to Haskell (10)
  • Example in Haskell then Hands-on with Haskell (15)
  • JAX for Python (10)
  • Example in JAX then JAX hands-on (15)
  • (BREAK?)
  • Introduction to Dex (10)
  • Example in Dex then Dex hands-on (15)
  • Functional and parallel random numbers (10)
  • Hands-on with splittable random numbers (choice of language) (15)
  • Wrap-up and next steps (logreg repo and learning resources) (5)
  • (195 minutes, excluding Breaks)