6.7320J / 18.337J Parallel Computing and Scientific Machine Learning

Introduction to scientific machine learning with an emphasis on developing scalable differentiable programs. Covers scientific computing topics (numerical differential equations, dense and sparse linear algebra, Fourier transformations, parallelization of large-scale scientific simulation) simultaneously with modern data science (machine learning, deep neural networks, automatic differentiation), focusing on the emerging techniques at the connection between these areas, such as neural differential equations and physics-informed deep learning. Provides direct experience with the modern realities of optimizing code performance for supercomputers, GPUs, and multicores in a high-level language.