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Differential Equations in Data Science

17 点作者 jmilinovich大约 11 年前

3 条评论

jamessb大约 11 年前
Several things about this just seem odd:<p>- the second example given of an ODE is Black-Scholes (which is a PDE)<p>- ODE&#x27;s are said to be missing from the &quot;top 10 data science algorithms&quot;, but the actual title of the linked paper is &quot;Top 10 algorithms in <i>data mining</i>&quot;. Clearly, ODEs are not data mining algorithms and would not belong on such a list.<p>- it repeatedly refers to the &quot;derivate of a function&quot;, instead of &quot;derivative of a function&quot;<p>- it introduces the matrix exponential without giving a definition or link to wikipedia (it&#x27;s important to at least mention in passing that it is <i>not</i> formed by taking the exponential of each matrix element)<p>- it says that &quot;They&#x27;re common constructs used in physics (Newton&#x27;s law is a second-order ODE), chemistry and biology where it&#x27;s often easier to measure the derivate of a function (e.g., velocity) than the function itself (e.g., position)&quot;. I&#x27;d have said that differential equations are ubiquitous in science and engineering because they can be used to describe how quantities change over (continuous) time.<p>etc.
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cwal37大约 11 年前
I recently finished my masters in environmental science, which was diffeq heavy, and got a position working with energy data and doing some economic modeling and operations research. I was a bit surprised that the project I came into doesn&#x27;t seem to use any diffeq in its broad pieces, although it&#x27;s possible I just haven&#x27;t come across it yet.<p>We&#x27;re doing most of our analysis in python with the scipy stack, so maybe I&#x27;ll try a couple ODE-based projections this afternoon.
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alook大约 11 年前
It&#x27;s exciting to see under-appreciated math techniques in use for modern-day data science!
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