OCaml for scientists

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Prerequisites

Then tutor will show how to use Owl to finish a series of common tasks that every data scientist and industrial practitioner has to deal with in their daily job. Audience will gain an overall understanding of Owl and have basic familiarity with Owl's APIs and major components.

Objective Caml for Scientists

Audience should be able to use Owl to finish simple numerical computing tasks such as numerical optimization. Owl library needs to be installed beforehand. ChrisRackauckas on Sept 7, Tools like FFTW relied heavily on code generation, and people who wrote those kinds of tools are now using Julia for generic programming. Generic programming is difficult to handle with any AOT compilation system since you get a combinatoric explosion of possibilities leading to large compile times.

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Generic programming works great in Julia so there's a lot of examples of utilizing types for "free features" that would be difficult to do interactively in any other language. Of course, most programmers don't know what generic programming even is. Where do you get this from? Metaclasses or AST rewriting decorators are parts of Python. If you want to make it as a standard library so it can compile once and others link to it, then you have this issue.

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You need to compile on use in order to only add the function signatures based on use, so if you're doing this from types the user is giving you say, a generic differential equation solver where the state can be any type with the right overloads then you're out of luck.

If you know of a big set of types the user might want to give you, then you can compile those ahead of time, but for the diffeq example you can have different types for the dependent and independent variable, so you'd want each combination. The solution here of course is just to make people statically compile against it if you want to use all of these features, but you need to compile as a shared library if you want to build an easy interface to a high level scripting language Julia, Python, R, MATLAB, etc.

So what tends to happen is that libraries which do make some extra features possible are constrained when used from a scripting language and they compile a bunch of choices to mitigate that a bit see SUNDIALS and its built-in NVector compilations. The true solution here of course is to compile on demand based on the new types you see from the user codes, and this is what Julia does automatically.


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As for boxing, boxing works but it's slow. The developer of LightGraphs. To finish the story, he tried Go a bit but generics in Go If you want another example, I saw this a couple days ago: "Also exciting - we only have 27k signatures right now, and removing all the ones taking row vectors reduces that substantially to under 10k. That seems doable pretty easily, and we can convert without performance penalty between row and column vector seamlessly I believe.


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  7. Those sound like big numbers to me! That's a real problem that DynamicHMC. I think Stan's autodiff is faster than ForwardDiff. Steven G. Or OCaml and C? Wikipedia isn't especially clear on that. It's OCaml which generates C.

    OCaml Fold Lecture

    I find it odd that most of the widespread mathematical packages are not statically typed. I agree that Matlab and especially Mathematica is REALLY nice if they have a built in function for what you need and they do have a ton of things as primitives like graphics, audio, a single import function that can read over file types If they don't have what you want, Wolfram Language is powerful but so weird. To a close approximation the only folks who continue to use it are those who are insulated from the market -- national labs, and universities.

    It annoys me because at places its a ridiculous waste of tax payer's money. No it's not. I've seen it used within petrochem and other engineering firms as well.

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    For example, the real time simulator Opal-RT uses Simulink and Opals are used for things like simulating power systems. Although you may not like it, it serves a purpose and it's one tool among many. I actually work in power systems simulations and am not aware of anyone using the power systems toolbox in Matlab outside of some academic researchers. I'm sure some folks do, but it isn't very big.

    I've actually seen that some vendors are looking at Julia to replace some of their tools. There are quite a few groups using Julia for power systems simulations, both in industry and US national labs. They have quite a lot of funding too. I'm curious then, what do they use for real time simulations? Anyway, what real time simulators do you use? When you say real time, you really mean an EMS system. They don't generally use much real time data and instead use models ranging from 1 year to 20 years in the future.

    There are also another dozen vendors here selling specialized products that do everything from Voltage Stability to Transient Stability to optimization of topology and fault analysis. The breadth is very wide. Trie data structure and implementation in OCaml. Paper about language-based security at Oakland An example of constant-time implementation for truncating a list in OCaml. An example of probabilistic functional program. Variable-length arguments in OCaml with the concept of folding. Heap-sort algorithm implementation in OCaml.



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