Scientific computing on .NET
- ๐ค Speaker: Jurgen Van Gael (University of Cambridge)
- ๐ Date & Time: Wednesday 01 July 2009, 16:40 - 17:00
- ๐ Venue: Large public lecture room, Microsoft Research, Roger Needham Building, 7 J J Thomson Avenue, Cambridge CB3 0FB
Abstract
Abstract: I strongly believe in being able to use the right tool for the right job. The .NET platform has allowed me to achieve exactly that: Iโve chosen to write most of my own code in F#, a language which gives me the flexibility to code in a functional, imperative and object-oriented style. dnAnalytics, the open source numerical library I use from F#, is written in a mix of C# and C. Whenever I need to do rapid prototyping or glue together an experiment, I script it in either Python or F#. The key enabler is the .NET platform: it makes sure that all these languages understand each other. In my presentation I want to elaborate on dnAnalytics and how you can use it in your own research. dnAnalytics contains many essential tools for scientific computing: numerical linear algebra, special function evaluation, statistical tests, various distribution classes and much more. Using a short interactive demo I will highlight some of the key features of dnAnalytics.
Biography: After receiving an undergraduate degree in computer science from Leuven, I started a Masterโs degree at the University of Wisconsin where my research was focused on applying statistical machine learning techniques to problems in natural language processing. In 2007, I joined the machine learning group at the University of Cambridge where my research shifted to developing new algorithms and techniques for probabilistic modeling. More recently, I have been involved in a project to build a tool that makes probabilistic machine learning more accessible to the data mining community. Since the start of my PhD I have been actively contributing to dnAnalytics: an open source numerical library for the .NET platform.
Series This talk is part of the Microsoft Research Summer School series.
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Wednesday 01 July 2009, 16:40-17:00