DS 3190 - Foundations of Data Analysis

This class will be an introduction to computational data analysis, focusing on the mathematical foundations. The goal will be to carefully develop and explore several core topics that form the backbone of modern data analysis topics, including Machine Learning, Data Mining, Artificial Intelligence, and Visualization. This will include some background in probability and linear algebra, and then various topics including Bayes' rule and connection to inference, gradient descent, linear regression and its polynomial and high dimensional extensions, principal component analysis and dimensionality reduction, as well as classification and clustering. We will also focus on modern models like PAC (probably approximately correct) and cross-validation for algorithm evaluation.