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I was reading Modern Optimization with R (Use R!) and wondering if a book like this exists in Python too? To be precise something that covers stochastic gradient descent and other advanced optimization techniques. Many thanks!

StatguyUser
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    I can recommend `PRML` by Bishop, but it's not an optimization-only book. – Dawny33 Aug 18 '16 at 11:40
  • @Dawny33 I am actually looking for a book which is dedicated to optimization and has codes available in Python. Bishop's book has optimization for individual techniques and is not learning method agnostic. ALso it does not have Python code! – StatguyUser Aug 18 '16 at 11:50
  • @Dawny33 although some genius created code of own in Python, however it misses many chapters like SVM and others. https://github.com/masinoa/machine_learning – StatguyUser Aug 18 '16 at 11:54
  • This book is math heavy, i am looking for something which is code heavy. – StatguyUser Aug 18 '16 at 14:58

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There is a tutorial Modern Optimization in Python and a corresponding video Modern Optimization in Python | SciPy 2017 Tutoria. Although they are not books, I think they may be helpful to you.

Stephen Rauch
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Ben
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You should look for this book

Pyomo — Optimization Modeling in Python

David F Rivera Olarte
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You should be able to translate code written in one language -- even pseudo-code -- to another, so I see no reason to avoid books for R. If you want one specifically for python, there's Machine Learning in Action by Peter Harrington.

One of scikit-learn's core committers is a releasing a book in October: Introduction to Machine Learning with Python: A Guide for Data Scientists.

Emre
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  • I just now read some sample pages of the book and it appears that the first book you referred is very hands on. It has implementation of gradient descent in the chapters itself. I will look forward for the second book. Thank you very much!! – StatguyUser Aug 28 '16 at 04:26
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Try the ND Pyomo Cookbook: https://github.com/jckantor/ND-Pyomo-Cookbook. That is a collection of notebooks showing how to use Pyomo to solve modeling and optimization problems.

claudius
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I found this question useful for me. Nevertheless, I agree with Erme namely you should be able to translate code written in one language to another.

Recently I've found this book and strongly recommend Algorithms for Optimization.

Algorithms are shown in Julia Code, but the syntax of this language is very simple and in many cases similar to Python.

Here can be found a short review of the mentioned book:

Mikolaj
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