Differential Equations in Data Science
blog.urx.com
blog.urx.com
- the second example given of an ODE is Black-Scholes (which is a PDE)
- ODE's are said to be missing from the "top 10 data science algorithms", but the actual title of the linked paper is "Top 10 algorithms in data mining". Clearly, ODEs are not data mining algorithms and would not belong on such a list.
- it repeatedly refers to the "derivate of a function", instead of "derivative of a function"
- it introduces the matrix exponential without giving a definition or link to wikipedia (it's important to at least mention in passing that it is not formed by taking the exponential of each matrix element)
- it says that "They're common constructs used in physics (Newton's law is a second-order ODE), chemistry and biology where it's often easier to measure the derivate of a function (e.g., velocity) than the function itself (e.g., position)". I'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.
etc.
"because they can be used to describe how quantities change over (continuous) time"
I would argue that time series problems are common throughout data science. Uber's prediction of arrival time, Kaggle flight time prediction, etc.
We're doing most of our analysis in python with the scipy stack, so maybe I'll try a couple ODE-based projections this afternoon.