Maximum likelihood or restricted maximum likelihood (REML) estimates of the parameters in linear mixed-effects models can be determined using the lmer function in the lme4 package for R. As for most model-fitting functions in R, the model is described in an lmer call by a formula, in this case including both fixed- and random-effects terms. The formula and data together determine a numerical representation of the model from which the profiled deviance or the profiled REML criterion can be evaluated as a function of some of the model parameters. The appropriate criterion is optimized, using one of the constrained optimization functions in R, to provide the parameter estimates. We describe the structure of the model, the steps in evaluating the profiled deviance or REML criterion, and the structure of classes or types that represents such a model. Sufficient detail is included to allow specialization of these structures by users who wish to write functions to fit specialized linear mixed models, such as models incorporating pedigrees or smoothing splines, that are not easily expressible in the formula language used by lmer.

/pdf/fitting-linear-mixed-effects-models-using-lme4-4zzrpoy9lh.pdf

Fitting Linear Mixed-Effects Models Using lme4

Deep learning frameworks have often focused on either usability or speed, but not both. PyTorch is a machine learning library that shows that these two goals are in fact compatible: it provides an imperative and Pythonic programming style that supports code as a model, makes debugging easy and is consistent with other popular scientific computing libraries, while remaining efficient and supporting hardware accelerators such as GPUs. 
In this paper, we detail the principles that drove the implementation of PyTorch and how they are reflected in its architecture. We emphasize that every aspect of PyTorch is a regular Python program under the full control of its user. We also explain how the careful and pragmatic implementation of the key components of its runtime enables them to work together to achieve compelling performance. 
We demonstrate the efficiency of individual subsystems, as well as the overall speed of PyTorch on several common benchmarks.

PyTorch: An Imperative Style, High-Performance Deep Learning Library

Array programming provides a powerful, compact and expressive syntax for accessing, manipulating and operating on data in vectors, matrices and higher-dimensional arrays. NumPy is the primary array programming library for the Python language. It has an essential role in research analysis pipelines in fields as diverse as physics, chemistry, astronomy, geoscience, biology, psychology, materials science, engineering, finance and economics. For example, in astronomy, NumPy was an important part of the software stack used in the discovery of gravitational waves1 and in the first imaging of a black hole2. Here we review how a few fundamental array concepts lead to a simple and powerful programming paradigm for organizing, exploring and analysing scientific data. NumPy is the foundation upon which the scientific Python ecosystem is constructed. It is so pervasive that several projects, targeting audiences with specialized needs, have developed their own NumPy-like interfaces and array objects. Owing to its central position in the ecosystem, NumPy increasingly acts as an interoperability layer between such array computation libraries and, together with its application programming interface (API), provides a flexible framework to support the next decade of scientific and industrial analysis. NumPy is the primary array programming library for Python; here its fundamental concepts are reviewed and its evolution into a flexible interoperability layer between increasingly specialized computational libraries is discussed.

/pdf/array-programming-with-numpy-31s3jl24ra.pdf

Array programming with NumPy

Array programming provides a powerful, compact, expressive syntax for accessing, manipulating, and operating on data in vectors, matrices, and higher-dimensional arrays. NumPy is the primary array programming library for the Python language. It plays an essential role in research analysis pipelines in fields as diverse as physics, chemistry, astronomy, geoscience, biology, psychology, material science, engineering, finance, and economics. For example, in astronomy, NumPy was an important part of the software stack used in the discovery of gravitational waves and the first imaging of a black hole. Here we show how a few fundamental array concepts lead to a simple and powerful programming paradigm for organizing, exploring, and analyzing scientific data. NumPy is the foundation upon which the entire scientific Python universe is constructed. It is so pervasive that several projects, targeting audiences with specialized needs, have developed their own NumPy-like interfaces and array objects. Because of its central position in the ecosystem, NumPy increasingly plays the role of an interoperability layer between these new array computation libraries.

/pdf/array-programming-with-numpy-4gbytt9sw2.pdf

Array Programming with NumPy

Bridging cultures that have often been distant, Julia combines expertise from the diverse fields of computer science and computational science to create a new approach to numerical computing. Julia is designed to be easy and fast and questions notions generally held to be “laws of nature" by practitioners of numerical computing: \beginlist \item High-level dynamic programs have to be slow. \item One must prototype in one language and then rewrite in another language for speed or deployment. \item There are parts of a system appropriate for the programmer, and other parts that are best left untouched as they have been built by the experts. \endlist We introduce the Julia programming language and its design---a dance between specialization and abstraction. Specialization allows for custom treatment. Multiple dispatch, a technique from computer science, picks the right algorithm for the right circumstance. Abstraction, which is what good computation is really about, recognizes what remains the same after dif...

Julia: A Fresh Approach to Numerical Computing

Bridging cultures that have often been distant, Julia combines expertise from the diverse fields of computer science and computational science to create a new approach to numerical computing. Julia is designed to be easy and fast. Julia questions notions generally held as "laws of nature" by practitioners of numerical computing: 
1. High-level dynamic programs have to be slow. 
2. One must prototype in one language and then rewrite in another language for speed or deployment, and 
3. There are parts of a system for the programmer, and other parts best left untouched as they are built by the experts. 
We introduce the Julia programming language and its design --- a dance between specialization and abstraction. Specialization allows for custom treatment. Multiple dispatch, a technique from computer science, picks the right algorithm for the right circumstance. Abstraction, what good computation is really about, recognizes what remains the same after differences are stripped away. Abstractions in mathematics are captured as code through another technique from computer science, generic programming. 
Julia shows that one can have machine performance without sacrificing human convenience.

Dynamic languages have become popular for scientic computing. They are generally considered highly productive, but lacking in performance. This paper presents Julia, a new dynamic language for technical computing, designed for performance from the beginning by adapting and extending modern programming language techniques. A design based on generic functions and a rich type system simultaneously enables an expressive programming model and successful type inference, leading to good performance for a wide range of programs. This makes it possible for much of Julia’s library to be written in Julia itself, while also incorporating best-of-breed C and Fortran libraries.

/pdf/julia-a-fast-dynamic-language-for-technical-computing-1omvq2z5it.pdf

Julia: A Fast Dynamic Language for Technical Computing

Julia is a programming language for the scientific community that combines features of productivity languages, such as Python or MATLAB, with characteristics of performance-oriented languages, such as C++ or Fortran. Julia's productivity features include: dynamic typing, automatic memory management, rich type annotations, and multiple dispatch. At the same time, Julia allows programmers to control memory layout and leverages a specializing just-in-time compiler to eliminate much of the overhead of those features. This paper details the design choices made by the creators of Julia and reflects on the implications of those choices for performance and usability.

https://dl.acm.org/doi/pdf/10.1145/3276490

Julia: dynamism and performance reconciled by design

Arrays are such a rich and fundamental data type that they tend to be built into a language, either in the compiler or in a large low-level library. Defining this functionality at the user level instead provides greater flexibility for application domains not envisioned by the language designer. Only a few languages, such as C++ and Haskell, provide the necessary power to define n-dimensional arrays, but these systems rely on compile-time abstraction, sacrificing some flexibility. In contrast, dynamic languages make it straightforward for the user to define any behavior they might want, but at the possible expense of performance.As part of the Julia language project, we have developed an approach that yields a novel trade-off between flexibility and compile-time analysis. The core abstraction we use is multiple dispatch. We have come to believe that while multiple dispatch has not been especially popular in most kinds of programming, technical computing is its killer application. By expressing key functions such as array indexing using multi-method signatures, a surprising range of behaviors can be obtained, in a way that is both relatively easy to write and amenable to compiler analysis. The compact factoring of concerns provided by these methods makes it easier for user-defined types to behave consistently with types in the standard library.

http://karpinski.org/images/2014,bezanson,array%20operators%20using%20multiple%20dispatch.pdf

Jeff Bezanson

Papers

Julia: A Fresh Approach to Numerical Computing

Julia: A Fresh Approach to Numerical Computing

Julia: A Fast Dynamic Language for Technical Computing

Julia: dynamism and performance reconciled by design

Array Operators Using Multiple Dispatch: A design methodology for array implementations in dynamic languages