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José Unpingco
The publisher, the authors and the editors are safe to assume that the
advice and information in this book are believed to be true and accurate
at the date of publication. Neither the publisher nor the authors or the
editors give a warranty, expressed or implied, with respect to the
material contained herein or for any errors or omissions that may have
been made. The publisher remains neutral with regard to jurisdictional
claims in published maps and institutional affiliations.
Acknowledgements
I would like to acknowledge the help of Brian Granger and Fernando
Perez, two of the originators of the Jupyter Notebook, for all their great
work, as well as the Python community as a whole, for all their
contributions that made this book possible. Hans Petter Langtangen is
the author of the Doconce [1] document preparation system that was
used to write this text. Thanks to Geoffrey Poore [2] for his work with
PythonTeX and LaTeX, both key technologies used to produce this book.
References
1. H.P. Langtangen, DocOnce markup language, https://github.com/
hplgit/doconce
José Unpingco
San Diego, CA, USA
February 2019
Preface to the First Edition
This book will teach you the fundamental concepts that underpin
probability and statistics and illustrate how they relate to machine
learning via the Python language and its powerful extensions. This is
not a good first book in any of these topics because we assume that you
already had a decent undergraduate-level introduction to probability
and statistics. Furthermore, we also assume that you have a good grasp
of the basic mechanics of the Python language itself. Having said that,
this book is appropriate if you have this basic background and want to
learn how to use the scientific Python toolchain to investigate these
topics. On the other hand, if you are comfortable with Python, perhaps
through working in another scientific field, then this book will teach
you the fundamentals of probability and statistics and how to use these
ideas to interpret machine learning methods. Likewise, if you are a
practicing engineer using a commercial package (e.g., MATLAB, IDL),
then you will learn how to effectively use the scientific Python toolchain
by reviewing concepts you are already familiar with.
The most important feature of this book is that everything in it is
reproducible using Python. Specifically, all of the code, all of the figures,
and (most of) the text is available in the downloadable supplementary
materials that correspond to this book as IPython Notebooks. IPython
Notebooks are live interactive documents that allow you to change
parameters, recompute plots, and generally tinker with all of the ideas
and code in this book. I urge you to download these IPython Notebooks
and follow along with the text to experiment with the topics covered. I
guarantee doing this will boost your understanding because the
IPython Notebooks allow for interactive widgets, animations, and other
intuition-building features that help make many of these abstract ideas
concrete. As an open-source project, the entire scientific Python
toolchain, including the IPython Notebook, is freely available. Having
taught this material for many years, I am convinced that the only way to
learn is to experiment as you go. The text provides instructions on how
to get started installing and configuring your scientific Python
environment.
This book is not designed to be exhaustive and reflects the author’s
eclectic background in industry. The focus is on fundamentals and
intuitions for day-to-day work, especially when you must explain the
results of your methods to a nontechnical audience. We have tried to
use the Python language in the most expressive way possible while
encouraging good Python-coding practices.
Acknowledgements
I would like to acknowledge the help of Brian Granger and Fernando
Perez, two of the originators of the Jupyter/IPython Notebook, for all
their great work, as well as the Python community as a whole, for all
their contributions that made this book possible. Additionally, I would
also like to thank Juan Carlos Chavez for his thoughtful review. Hans
Petter Langtangen is the author of the Doconce [14] document
preparation system that was used to write this text. Thanks to Geoffrey
Poore [25] for his work with PythonTeX and LaTeX.
José Unpingco
San Diego, CA, USA
February 2016
Contents
1 Getting Started with Scientific Python
1.1 Installation and Setup
1.2 Numpy
1.2.1 Numpy Arrays and Memory
1.2.2 Numpy Matrices
1.2.3 Numpy Broadcasting
1.2.4 Numpy Masked Arrays
1.2.5 Floating-Point Numbers
1.2.6 Numpy Optimizations and Prospectus
1.3 Matplotlib
1.3.1 Alternatives to Matplotlib
1.3.2 Extensions to Matplotlib
1.4 IPython
1.5 Jupyter Notebook
1.6 Scipy
1.7 Pandas
1.7.1 Series
1.7.2 Dataframe
1.8 Sympy
1.9 Interfacing with Compiled Libraries
1.10 Integrated Development Environments
1.11 Quick Guide to Performance and Parallel Programming
1.12 Other Resources
References
2 Probability
2.1 Introduction
2.1.1 Understanding Probability Density
2.1.2 Random Variables
2.1.3 Continuous Random Variables
2.1.4 Transformation of Variables Beyond Calculus
2.1.5 Independent Random Variables
2.1.6 Classic Broken Rod Example
2.2 Projection Methods
2.2.1 Weighted Distance
2.3 Conditional Expectation as Projection
2.3.1 Appendix
2.4 Conditional Expectation and Mean Squared Error
2.5 Worked Examples of Conditional Expectation and Mean
Square Error Optimization
2.5.1 Example
2.5.2 Example
2.5.3 Example
2.5.4 Example
2.5.5 Example
2.5.6 Example
2.6 Useful Distributions
2.6.1 Normal Distribution
2.6.2 Multinomial Distribution
2.6.3 Chi-square Distribution
2.6.4 Poisson and Exponential Distributions
2.6.5 Gamma Distribution
2.6.6 Beta Distribution
2.6.7 Dirichlet-Multinomial Distribution
2.7 Information Entropy
2.7.1 Information Theory Concepts
2.7.2 Properties of Information Entropy
2.7.3 Kullback–Leibler Divergence
2.7.4 Cross-Entropy as Maximum Likelihood
2.8 Moment Generating Functions
2.9 Monte Carlo Sampling Methods
2.9.1 Inverse CDF Method for Discrete Variables
2.9.2 Inverse CDF Method for Continuous Variables
2.9.3 Rejection Method
2.10 Sampling Importance Resampling
2.11 Useful Inequalities
2.11.1 Markov’s Inequality
2.11.2 Chebyshev’s Inequality
2.11.3 Hoeffding’s Inequality
References
3 Statistics
3.1 Introduction
3.2 Python Modules for Statistics
3.2.1 Scipy Statistics Module
3.2.2 Sympy Statistics Module
3.2.3 Other Python Modules for Statistics
3.3 Types of Convergence
3.3.1 Almost Sure Convergence
3.3.2 Convergence in Probability
3.3.3 Convergence in Distribution
3.3.4 Limit Theorems
3.4 Estimation Using Maximum Likelihood
3.4.1 Setting Up the Coin-Flipping Experiment
3.4.2 Delta Method
3.5 Hypothesis Testing and P-Values
3.5.1 Back to the Coin-Flipping Example
3.5.2 Receiver Operating Characteristic
3.5.3 P-Values
3.5.4 Test Statistics
3.5.5 Testing Multiple Hypotheses
3.5.6 Fisher Exact Test
3.6 Confidence Intervals
3.7 Linear Regression
3.7.1 Extensions to Multiple Covariates
3.8 Maximum A-Posteriori
3.9 Robust Statistics
3.10 Bootstrapping
3.10.1 Parametric Bootstrap
3.11 Gauss–Markov
3.12 Nonparametric Methods
3.12.1 Kernel Density Estimation
3.12.2 Kernel Smoothing
3.12.3 Nonparametric Regression Estimators
3.12.4 Nearest Neighbors Regression
3.12.5 Kernel Regression
3.12.6 Curse of Dimensionality
3.12.7 Nonparametric Tests
3.13 Survival Analysis
3.13.1 Example
References
4 Machine Learning
4.1 Introduction
4.2 Python Machine Learning Modules
4.3 Theory of Learning
4.3.1 Introduction to Theory of Machine Learning
4.3.2 Theory of Generalization
4.3.3 Worked Example for Generalization/Approximation
Complexity
4.3.4 Cross-Validation
4.3.5 Bias and Variance
4.3.6 Learning Noise
4.4 Decision Trees
4.4.1 Random Forests
4.4.2 Boosting Trees
4.5 Boosting Trees
4.5.1 Boosting Trees
4.6 Logistic Regression
4.7 Generalized Linear Models
4.8 Regularization
4.8.1 Ridge Regression
4.8.2 Lasso Regression
4.9 Support Vector Machines
4.9.1 Kernel Tricks
4.10 Dimensionality Reduction
4.10.1 Independent Component Analysis
4.11 Clustering
4.12 Ensemble Methods
4.12.1 Bagging
4.12.2 Boosting
4.13 Deep Learning
4.13.1 Introduction to Tensorflow
4.13.2 Understanding Gradient Descent
4.13.3 Image Processing Using Convolutional Neural
Networks
References
Notation
Index
Discovering Diverse Content Through
Random Scribd Documents
On the platform were a dozen women. He looked at them
curiously. He was familiar with but one sort of woman who was
willing to show herself before a crowd. There flashed to his mind the
memory of the dozen women whom he had seen on the stage of the
Mission Saloon in Inch, on what was to have been Bunchy’s wedding
night. Dress them like this, he reflected—dark and plain—and they
wouldn’t look so different, at this distance.
The silence disturbed him. What on earth made them so still—as
if it were a matter of life and death, whatever they were meeting
about. He waited in absorbing curiosity to hear what it was they
were going to say.
“Somebody says the Senate’s full, too,” he heard a man tell some
one. “And they’re going to speak in the rotunda and on the steps.”
The Inger turned to him.
“What’s this room?” he asked.
“This is the House,” the man replied, courteously.
The Inger looked with new eyes. The House ... where his laws
were made. He felt a sudden surprised sense of pride in the room.
The silence became a hush, contagious, electric, and he saw that
a woman on the platform had risen. She stood hatless, her hair
brushed smoothly back, and her hands behind her. Abruptly he liked
her. And he wondered what his mother had looked like.
There was no applause, but to his amazement the whole
audience rose, and stood for a moment, in absolute silence. This
woman spoke simply, and as if she were talking to each one there. It
astonished the man. He had heard no one address a meeting save in
campaign speeches, and this was not like those.
“The fine moral reaction,” she said, “has at last come. It has
come in a remorse too tardy to reclaim all the human life that has
been spent. It has come in a remorse too tardy to reclaim the
treasure that has been wasted. But it comes too with a sense of joy
that all voluntary destruction of human life, all the deliberate wasting
of the fruits of labor, will soon have become things of the past.
Whatever the future holds for us, it will at least be free from war.”[1]
Of this the Inger understood nothing. What could she be talking
about, when the United States was to go to war at once?
“... it is because women understand that this is so, that we have
been able so to come together. Not a month ago the word went out.
Yet every state in the United States is represented here in
Washington to-day by from one to five hundred women. And no one
has talked about it. No one has wondered or speculated. We are
here because the time has come.”
And now the Inger thought he understood. They were here to
help! The time had come—war was here—they had come here to be
ready, to collect supplies, to make bandages....
“... seven women from seven of the warring nations of Europe,”
the quiet voice went on, “and women of the other states of Europe
answered our appeal, and they are here. They will speak to us to-
night—and they are to go from state to state, helping all women to
understand.”
Women from the warring nations! The Inger looked eagerly. They
had been there, they had seen, they had cheered their husbands
and sons. Some of them must have lost their men—of course they
could tell the American women what to do.
The first woman, however, was not of a warring country. She was
a woman of Denmark. And she was of the same quiet manner and
conversational speech.
She said: “During the first day of the war an old man said to me,
sad and indignant: ‘To me it is quite unintelligible that citizens of the
twentieth century consent to be driven like sheep to the shambles.’
And truly, only a fraction of those involved in the war did intend the
war. To them and to us it was a surprise that will repeat itself in
history as long as war is declared without the consent of the people,
as long as war depends on secret notes and treaties.
“Where can we find a way to prevent another happening of these
terrors? Can women possibly have any chance of succeeding where
men have recently failed so miserably?
“I came from Denmark to say to you that women have better
opportunities than anybody else for creating public opinion—the
opinion that grows stronger with the coming race. Women give the
next generation its first impressions.
“And the mother must give her children another idea than the
armed warrior. Let her show them how unworthy it is of the citizen
of the twentieth century to be used, body and blood, without will or
resistance, as food for cannon....”[2]
The Inger listened, stupefied. What was this woman saying? It
sounded to him like treason for which they should fall on her and
drive her from the hall.
Then he heard the country of the next woman who came
forward. Germany! Now they would hear the truth. Here was a
woman from a nation of soldiers. She would understand, and she
would make the rest know in what lay a country’s glory. Moreover,
she was a strong woman—a woman to whom that race of mothers
and of soldiers might have looked as the mother of them all.
“Women of the World, when will your call ring out?
“Women of all the belligerent states, with head high and
courageous heart, gave their husbands to protect the fatherland.
Mothers and maidens unfalteringly saw their sons and sweethearts
go forth to death and destruction.”
This was it! The Inger drew his breath deep. She knew—she
knew.... She wanted American women to feel the same.
“Millions of men have been left on the battlefield. They will never
see home again. Others have returned, broken and sick in body and
soul. Towns of the highest civilization, homes of simple human
happiness, are destroyed. Europe’s soil reeks of human blood. The
flesh and blood of men will fertilize the soil of the corn fields of the
future on German, French, Belgian and Russian ground.
“Millions of women’s hearts blaze up in anguish. No human
speech is rich enough to express such depths of suffering. Shall this
war of extermination go on? Shall we sit and wait dumbly for other
wars to come upon us?
“Women of the world, where is your voice?
“Are you only great in patience and suffering?
“The earth soaked in blood, millions of wrecked bodies of
husbands, sweethearts, sons—outrages inflicted on your sex. Can
these things not rouse you to blazing protest?
“Women of the world, where is your voice, that should be sowing
seeds of peace? Do not let yourselves be deterred by those who
accuse you of weakness because you wish for peace, who say you
cannot hold back the bloody march of history by your protest.
“Protest with all your might ... make preparation for peace ...
perform your duty as wives and mothers, as protectors of true
civilization and humanity!”[3]
Still in that silence, she ceased—but now once more all over the
hall, the women rose, and stood there for a moment, looking into
the eyes of the woman of Germany. There was no handclapping,
there was no word, there was only that single sign—as if in that
room there were but one Person, and that Person answered like this
to what she said.
The Inger stared about him. What did this mean? Were these a
few traitors who had come here to teach American women to play
traitor too—
The German woman was speaking again.
“A letter,” she said, “a letter from German and Austrian women,
‘to the women of England—and of the world.’”
She read: “Women, creators and guardians of life, must loathe
war, which destroys life. Through the smoke of battle and thunder of
cannon of hostile peoples, through death, terror, destruction and
unending pain and anxiety, there glows like the dawn of a coming
better day the deep community of feeling of many women of all
nations.”[4]
“This is signed,” she said, “by one hundred and fifty German and
Austrian women. Thousands more are with us in name and spirit. Do
not doubt—doubt!”
Another woman rose, and then another:
A letter from the women of England—
“... Is it not our mission to preserve life? Do not humanity and
common sense alike prompt us to join hands with the women of
neutral countries, and urge the stay of further bloodshed—forever?...
There is but one way to do this ... by Wisdom and Reason. Can they
begin too soon?... Already we seem to hear
‘A hundred nations swear that there shall be
Pity and Peace and Love among the good and free.’”[5]
Even then the Cabinet meeting was already concluded, and the
newsboys were on the streets with the Extras; and on the bulletin
boards of the world the word was being flashed:
The people were coming out at the doors of the Capitol. Among
them were the women who had spoken—the Polish woman, the
Servian peasant, the lady of Louvain. The other women in the crowd
put out their hands and took the hands of these women. Those
stretching, pressing hands of silent women marked a giant
fellowship which disregarded oceans, strange tongues, countless
varying experiences, and took account of only one thing.
The Inger was looking up at the white dome against the black
sky, and about him at the march of the people. Through his thought
ran the flood of this that he had heard. In his absorption he lurched
heavily against a man who was trying to pass him and who jostled
him. For the first time in his life, the Inger felt no surge of anger at
such a happening. He looked in the man’s face.
“Gosh,” the Inger said. “That was too alfired bad!”
The man smiled and nodded. Momentarily, the Inger felt on his
arm the touch of the man’s hand.
“All right, brother,” the man said, and was gone.
The Inger felt a sudden lightness of heart. And about him the
people went along so quietly. Abruptly the tumult of his thinking
gave way to something nearer than these things. He looked in their
faces. None of them knew that his father had died! It occurred to
him now that there was hardly one of them who, on being told,
would not say something to him—perhaps even shake his hand. He
thought that many of these people must have seen their fathers die.
He wondered which ones these would be, and he wished that he
knew which ones they were. Something in him went along with the
people, because they must have had fathers who had died. He
looked at them in a new way. Their fathers must have died....
Oh, if only, he thought, Lory might have been there to-night with
those women who felt as she felt....
He was aware of a hand on his arm. He turned, feeling an
obscure pleasure that perhaps some one had something to say to
him. It was Lory, alone.
X
Her face in the darkness, and about them the green gloom of the
Square, were all that he knew of the time. Not far from them, like
murals on the night, went the people, that little lighted stream of
people, down the white steps and along the gray drives.
At first he could say nothing to her. He seized at her hand as he
had seized upon it that night in Chicago, but then he remembered
and let her hand fall; and at last he blurted out a consuming
question:
“Where is he?”
“Who?” Lory asked surprisingly, and understood, and still more
surprisingly replied:
“Bunchy! He’s gone to New York.”
This city’s name the Inger repeated stupidly, and as if it made no
answer to anything.
“Just for a few days,” she explained, “before he goes home.”
“Home!”
To tell the truth she seemed not to be thinking very much about
Bunchy.
“I told him I’d never marry him—not in fifty hundred years. And
he went home.”
He considered this incredulously.
“Couldn’t you tell him that without comin’ clear to Washington to
do it?” he demanded.
“No,” she said. “There was the money. Why didn’t you tell me
you’d give Dad that money?”
He tried to answer her, but all the while this miracle was taking
him to itself: Bunchy had gone.
“I guess because it sounded like a square deal, when I only done
it to devil Bunchy some,” he told her.
“Is that all you done it for?”
He looked at her swiftly. Was that all that he had done it for?
“Is it?” she said.
“I donno,” he answered truthfully. “It was some of it.”
“I wish,” she said, “I wish’t I knew.”
With that he moved a little toward her, and tried to see her face.
“Why?” he asked.
She turned away and said nothing. And when she did that, he
caught his breath and stooped to her.
“You tell me why you wish’t you knew,” he bade her.
“Oh well,” she said—and she was breathless too—“if you done it
to help me—get away—then I shouldn’t feel so bad about goin’ to
the hut.”
“About comin’ to me?”
“About makin’ you do all this for me!” she cried. “I’m sick over it.
I don’t know how to tell you....”
He wondered if it was possible that she did not understand.
“I done the only thing I could think to do,” she said. “There
wasn’t anybody else....”
“Do you get the idea,” he demanded, “that I’m ever going to
forget how you said that to me that first night? I was drunk—but I
knew when you said that. And then—”
“Don’t,” she said.
“How can I help it?” he asked bitterly. “I made fool enough of
myself that night—”
“Don’t,” she begged.
“—so’s you never can forget it,” he finished. “And so’s I never
can. If it hadn’t been for that—”
“What then?” she asked.
And now he did not answer, but looked away from her, and so it
was she who made him tell.
“What then?” she said again.
“Would you have liked me then,” he burst out, “before that
night?”
She said—and nothing could have swept him like the simplicity
and honesty of this:
“But you never come down to town once after that morning on
the horse.”
“How did you know that?” he cried.
“I watched,” she answered, quietly.
And yet this, he knew, was before that night on the trail. This
was still in the confidence of her supreme confession: “I didn’t know
no woman I could tell—nor no other decent man.” And she had
watched for him....
But, after all, she was telling him so now! And here, to-night,
when she no longer had need of him, her comradeship was
unchanged. And there had been those hours on the train from
Chicago....
“You watched!” he repeated. “Oh look here! Would you watch—
now?”
To her voice came that tremor that he remembered, which
seemed to be in the very words themselves.
“I watched all day to-day,” she said.
Even then he did not touch her. It was as if there were some gulf
which she must be the one to cross.
“Oh Lory, Lory!” he cried.
And she understood, and it was she who stretched out her hands
to him.
In their broken talk, he told her of his father, and she clung to
him with a cry that she had not been with him.
“I couldn’t send for you,” she said. “I thought—maybe you was
glad Bunchy come. I thought maybe you was glad I was off your
hands—”
“My hands,” he said, “just was huntin’ for your hands.”
“Then that ice-cream place’s wife,” she said, “told me about to-
night—and somebody told Aunt ’Cretia. And we come here to the
meeting—but when I saw you, I run and lost ’em—”
“I wanted you when I was in that meeting,” he told her, “more’n
any other time, most. I knew you knew what they meant.”
She said the thing which in the tense feeling of that hour, had
remained for her paramount.
“That woman,” she cried, “with her baby in her shawl! Think—
when she knew it was gone—and she couldn’t go back....”
“I thought—what if it had been you,” he told her.
She was in his arms, close in the dusk of a great cedar. “Any
woman—any woman!” she said, and he felt her sobbing.
He turned and looked away at the people. Not far from them, like
murals on the night, went the people, that little lighted stream of
people, down the white steps and along the gray drives. He looked
at the women. That about the baby in the shawl might have
happened to any one of them, if war were here.... It was terrible to
think that this might happen to any one of these women. He felt as
if he knew them. And then too, there must be some of them whose
fathers had died....
He kept looking at the people, and in his arms was Lory, sobbing
for that woman who had lost her child from her shawl; and over
there across the water were thousands whose children were gone,
whose fathers had died....
Here they all seemed so kindly, and they were going home ... to
homes such as he and Lory were going to have. Just the same—just
the same....
And as he looked at the people, the thousands, going to their
homes, Love that had come to dwell in him, touched him on the
eyes. He saw them loving, as he and Lory loved. He saw them
grieving, as that woman had grieved for her child. He saw them
lonely for their dead, as he was lonely for his dead. None of them
could deceive him. He knew them, now. They were like Lory and like
him.
Out of a heart suddenly full he spoke the utmost that he could:
“What a rotten shame,” he said, “it’d be to kill any of them!”
She looked up, and saw where he was looking, and her heart
leaped with her understanding of him.
He was trying to think it out.
“But they can’t seem to stop to think of things like that,” he said;
“not when big things come up.”
“Big things!” she cried. “What’s big things?”
“Well—rights—and land—and sea-ports,” said he.
She laughed, and caught up an end of her blue knitted shawl and
covered her face, and dropped the shawl with almost a sob.
“Rights—and land—and sea-ports!” she said over.
The three words hung in air, and echoed. And abruptly there
came upon him a dozen things that he had heard that night: “We
had just three little streets, but they took those....” “There is only
one hell worse than we have been through....” “Say, if you like, that
Belgium was only a part of what happens in war....” “We have to
think of men brutalized and driven to hideous deeds....” “Enough of
slaughter. Enough of devastation. Peace—lasting peace!” And then
again the words of the Hungarian woman: “I had the shawl on my
back, but I had no baby and I don’t know where I dropped him.”
“Think of millions of men doing like Dad and that sheriff,” the girl
said suddenly. “I saw ’em there on the woodshed floor,—stark,
starin’, ravin’ mad.”
Sharp on the dark before him was struck the image of that old
madman in the kitchen. There was a beast in him. The Inger had felt
the beast in himself answer. He had felt the shame of a man who is
a beast to another man. What if it were the same kind of shame for
the nations?
Suddenly, in his arms, Lory was pouring out all that she had
longed to say to him.
“Back there in Inch,” she cried, “I knew there was some other
way. I had to know! It didn’t seem as if everybody could be like Dad
and Bunchy. Then I saw you—and you seemed like you could be
some other way. And you are—and see the folks there. There is
some other way to be besides killin’!”
The lights in the dome went out, and that high white presence
dropped back against the sky. Still the people were going by, their
feet treading the gravel; and now there was a man’s voice, now a
woman’s voice, now the sleepy treble of a child. And they were all in
some exquisite faith of destination.
“I guess there must be some other way,” the Inger said.
To the man and the woman in each other’s arms, there came no
glimpse of the future, great with its people, “striving who should
contribute most to the happiness of mankind.” But of the man’s love
was born his dim knowledge—which had long been the woman’s
knowledge—that the people are bound together by ties which the
nations must cease to break. That the people are heart’s kindred,
met here for their world-work, which the nations must cease to
interrupt.
Yet all that he could say of this was something which every
soldier knows—though armies never know:
“If that woman had been you—and the baby in the shawl had
been ours—”
“Anybody’s!” she insisted. “Anybody’s baby!”
“Yes,” said the Inger then. “Anybody’s baby.!”
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