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src/scipy_dev/presentation/main.md

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==================================================================================== -->
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<!-- paginate: false -->
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## Installation
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We assume you have done the following:
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### Installation
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We assume you have done the following: Installed [miniconda](https://docs.conda.io/en/latest/miniconda.html) and
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```console
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git clone https://github.com/OpenSourceEconomics/scipy-estimagic.git
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cd scipy-estimagic
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conda env create -f environment.yml
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conda activate scipy-estimagic
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```
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- If you haven't done so, do it now
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- Remember to start jupyter notebooks from within the environment
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- If you haven't done so, please do so until the first practice session
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- Details: https://github.com/OpenSourceEconomics/scipy-estimagic
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# Introduction to scipy.optimize
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### Preview of practice session
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- Translate a criterion function from math to code
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- Use `scipy.optimize` to minimize the criterion function
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---
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### Example problem
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# Introduction to estimagic
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### Preview of practice session
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- Translate a `scipy` optimization to `estimagic.minimize`
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- Use dictionaries instead of flat arrays as parameters in the optimization
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- Plot the optimization history (criterion and parameter)
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---
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### What is estimagic?
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- Library for numerical optimization
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# Choosing algorithms
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### Preview of next exercise
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### Preview of practice session
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You will get optimization problems that fail
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- Slide titles represent algorithm names
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- Figure out why they fail
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- Choose an algorithm that works
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# Practice Session 3: Play with `algorithm` and `algo_options` (20 min)
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<!-- _class: lead -->
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# Benchmarking
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### Preview of practice session
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- Compare different optimizers on benchmark sets
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- Visualize comparison using profile and convergence plots
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### What is benchmarking
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- Compare algorithms on functions with known optimum
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<!-- _class: lead -->
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# Break (10 min)
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<!-- ===================================================================================
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# Third hour
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==================================================================================== -->
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<!-- _class: lead -->
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# Advanced Topics
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# Bounds and Constraints
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---
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### Preview of practice session
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- Solve optimization problem with
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- parameter bounds
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- fixed parameters
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- linear constraints
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<!-- _class: lead -->
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# Scaling
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### Preview of practice session
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- Learn about badly scaled problems
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- Visualize sensitiviy of criterion w.r.t parameters
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- Use scaling to improve an optimization
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# Last hour
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==================================================================================== -->
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<!-- _class: lead -->
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# JAX and JAXopt
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---
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### Preview of practice session(s)
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- Solve an optimization problem using JAX gradients
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- Solve an optimization problem using JAXopt
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- Write a batched solver using JAXopt
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src/scipy_dev/presentation/move.md

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src/scipy_dev/presentation/section_starter.md

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