Sharing IPython / Jupyter Notebooks via WordPress

In order to share (a static version of) your IPython / Jupyter notebook on your WordPress site, follow three straightforward steps.

Step 1: Let’s say your Jupyter Notebook looks like this:

blog_item_20160718_01

Open this notebook in a text editor and copy the content which may look like so:

blog_item_20160718_02

Step 2: Ctrl + A and Ctrl + C this content. Then Ctrl + V this to a GitHub Gist that you should create, like so:

blog_item_20160718_03

Step 3: Now simply Create public gist and embed the gist like you always embed gists on WordPress, viz., go to the HTML editor and add like so:

blog_item_20160718_04

I followed the exact steps that I’ve mentioned above to get the following result:

 

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Randomized Selection Algorithm (Quickselect) – Python Code

Find the kth smallest element in an array without sorting.

That’s basically what this algorithm does. It piggybacks on the partition subroutine from the Quick Sort. If you don’t know what that is, you can check out more about the Quick Sort algorithm here and here, and understand the usefulness of partitioning an unsorted array around a pivot.

Selecting_quickselect_frames
Animated visualization of the randomized selection algorithm selecting the 22nd
smallest value

Python Implementation

Related Posts
Quick Sort Python Code
Computing Work Done (Total Pivot Comparisons) by Quick Sort

Computing Work Done (Total Pivot Comparisons) by Quick Sort

A key aspect of the Quick Sort algorithm is how the pivot element is chosen. In my earlier post on the Python code for Quick Sort, my implementation takes the first element of the unsorted array as the pivot element.

However with some mathematical analysis it can be seen that such an implementation is O(n2) in complexity while if a pivot is randomly chosen, the Quick Sort algorithm is O(nlog2n).

To witness this in action, one can measure the work done by the algorithm comparing two cases, one with a randomized pivot choice – and one with a fixed pivot choice, say the first element of the array (or the last element of the array).

Implementation

A decent proxy for the amount of work done by the algorithm would be the number of pivot comparisons. These comparisons needn’t be computed one-by-one, rather when there is a recursive call on a subarray of length m, you should simply add m−1 to your running total of comparisons.

3 Cases

To put things in perspective, let’s look at 3 cases. (This is basically straight out of a homework assignment from Tim Roughgarden’s course on the Design and Analysis of Algorithms).
Case I with the pivot being the first element.
Case II with the pivot being the last element.
Case III using the “median-of-three” pivot rule. The primary motivation behind this rule is to do a little bit of extra work to get much better performance on input arrays that are nearly sorted or reverse sorted.

Median-of-Three Pivot Rule

Consider the first, middle, and final elements of the given array. (If the array has odd length it should be clear what the “middle” element is; for an array with even length 2k, use the kth element as the “middle” element. So for the array 4 5 6 7, the “middle” element is the second one —- 5 and not 6! Identify which of these three elements is the median (i.e., the one whose value is in between the other two), and use this as your pivot.

Python Code

This file contains all of the integers between 1 and 10,000 (inclusive, with no repeats) in unsorted order. The integer in the ith row of the file gives you the ith entry of an input array. I downloaded this file and named it QuickSort_List.txt

You can run the code below and see for yourself that the number of comparisons for Case III are 138,382 compared to 162,085 and 164,123 for Case I and Case II respectively. You can play around with the code in an IPython / Jupyter notebook here.

Quick Sort Python Code

Sorting_quicksort_anim

Yet another post for the crawlers to better index my site for algorithms and as a repository for Python code. The quick sort algorithm is well explained in the topmost Google search result for ‘Quick Sort Python Code’, but the code is unnecessarily convoluted. Instead, go with the code below.

In it, I assume the pivot to be the first element. You can easily add a function to  randomize selection of the pivot. Choosing a random pivot minimizes the chance that you will encounter worst-case O(n2) performance. Always choosing first or last would cause worst-case performance for nearly-sorted or nearly-reverse-sorted data.

Also read:
Computing Work Done (Total Pivot Comparisons) by Quick Sort
Karatsuba Multiplication Algorithm – Python Code
Merge Sort

How to become a Data Scientist in 6 months

Disclaimer: I’m not a data scientist yet. That’s still work in progress, but I’d recommend this excellent talk given by  Tetiana Ivanova to put an enthusiast’s data science journey in perspective.

MITx 15.071x (Analytics Edge) – 2016

I am auditing this course currently and just completed its 2nd assignment. It’s probably one of the best courses out there to learn R in a way that you go beyond the syntax with an objective in mind – to do analytics and run machine learning algorithms to derive insight from data. This course is different from machine learning courses by say, Andrew Ng in that this course won’t focus on coding the algorithm and rather would emphasize on diving right into the implementation of those algorithms using libraries that the R programming language already equips us with.

Take a look at the course logistics. And hey, they’ve got a Kaggle competition!

AnalyticsEdgeLogistics

There’s still time to enroll and grab a certificate (or simply audit). The course is offered once a year. I met a bunch of people who did well at a data hackathon I had gone to recently, who had learned the ropes in data science thanks to Analytics Edge.

Detecting Structural Breaks in China’s FX Regime

Edit: This post is in its infancy. Work is still ongoing as far as deriving insight from the data is concerned. More content and economic insight is expected to be added to this post as and when progress is made in that direction.

This is an attempt to detect structural breaks in China’s FX regime using Frenkel Wei regression methodology (this was later improved by Perron and Bai). I came up with the motivation to check for these structural breaks while attending a guest lecture on FX regimes by Dr. Ajay Shah delivered at IGIDR. This is work that I and two other classmates are working on as a term paper project under the supervision of Dr. Rajeswari Sengupta.

The code below can be replicated and run as is, to get same results.

As can be seen in the figure below, the structural breaks correspond to the vertical bars. We are still working on understanding the motivations of China’s central bank in varying the degree of the managed float exchange rate.

strucchange_china_2006_2010

EDIT (May 16, 2016):

The code above uses data provided by the package itself. If you wished to replicate this analysis on data after 2010, you will have to use your own data. We used Quandl, which lets you get 10 premium datasets for free. An API key (for only 10 calls on premium datasets) is provided if you register there. Foreign exchange rate data (2000 onward till date) apparently, is premium data. You can find these here.

Here are the (partial) results and code to work the same methodology on the data from 2010 to 2016:

20102016

We got breaks in 2010 and in 2015 (when China’s stock markets crashed). We would have hoped for more breaks (we can still get them), but that would depend on the parameters chosen for our regression.