Book Image

Applying Math with Python

By : Sam Morley
Book Image

Applying Math with Python

By: Sam Morley

Overview of this book

Python, one of the world's most popular programming languages, has a number of powerful packages to help you tackle complex mathematical problems in a simple and efficient way. These core capabilities help programmers pave the way for building exciting applications in various domains, such as machine learning and data science, using knowledge in the computational mathematics domain. The book teaches you how to solve problems faced in a wide variety of mathematical fields, including calculus, probability, statistics and data science, graph theory, optimization, and geometry. You'll start by developing core skills and learning about packages covered in Python’s scientific stack, including NumPy, SciPy, and Matplotlib. As you advance, you'll get to grips with more advanced topics of calculus, probability, and networks (graph theory). After you gain a solid understanding of these topics, you'll discover Python's applications in data science and statistics, forecasting, geometry, and optimization. The final chapters will take you through a collection of miscellaneous problems, including working with specific data formats and accelerating code. By the end of this book, you'll have an arsenal of practical coding solutions that can be used and modified to solve a wide range of practical problems in computational mathematics and data science.
Table of Contents (12 chapters)

Using gradient descent methods in optimization

In the previous recipe, we used the Nelder-Mead simplex algorithm to minimize a non-linear function containing two variables. This is a fairly robust method that works even if very little is known about the objective function. However, in many situations, we do know more about the objective function, and this fact allows us to devise faster and more efficient algorithms for minimizing the function. We can do this by making use of properties such as the gradient of the function.

The gradient of a function of more than one variable describes the rate of change of the function in each of its component directions. This is a vector of the partial derivatives of the function with respect to each of the variables. From this gradient vector, we can deduce the direction in which the function is increasing most rapidly and, conversely, the direction in which the function is decreasing most rapidly from any given position. This gives...