MATHEMATICAL METHODS IN DATA SCIENCE

COMPSCI/ECE/STAT 861

Advanced mathematical theory and methods of machine learning. Statistical learning theory, Vapnik-Chevronenkis Theory, model selection, high-dimensional models, nonparametric methods, probabilistic analysis, optimization, learning paradigms.

COMPSCI/ECE/ME 532

Linear algebraic foundations of machine learning featuring real-world applications of matrix methods from classification and clustering to denoising and data analysis. Mathematical topics include: linear equations, regression, regularization, the singular value decomposition, and iterative algorithms. Machine learning topics include: the lasso, support vector machines, kernel methods, clustering, dictionary learning, neural networks, and deep learning. Previous exposure to numerical computing (e.g. Matlab, Python, Julia, R) required.

ECE/MATH/STAT 888

Advanced topics in the mathematical foundations of data science

COMPSCI 541

Theoretical methods for data science. Topics include: review of probability background, concentration inequalities, geometry of high dimensional random variables, parametric and non-parametric estimation, selected topics from optimization (optimality conditions; deterministic and stochastic gradient descent), PAC learning, sample complexity and algorithms for linear classification and regression, and property/distribution testing. Uses Python programming language.

COMPSCI/ECE 761

Mathematical foundations of machine learning theory and algorithms. Probabilistic, algebraic, and geometric models and representations of data, mathematical analysis of state-of-the-art learning algorithms and optimization methods, and applications of machine learning. Knowledge of probability [such asMATH/​STAT  431orCOMP SCI/​E C E  561] and linear algebra [such asMATH 341orM E/​COMP SCI/​E C E  532] is required.