Math 5750/6880: Mathematics of Data Science

  • Syllabus [PDF]
  • Lecture 1: Introduction and Linear Models for Regression [Slides]
  • Lecture 2: Linear Models for Classification [Slides]
  • Lecture 3: Support Vector Machine and Large Margin Learning [Slides]
  • Lecture 4: Kernel Methods [Slides]
  • Lecture 5: Gradient Descent [Slides]
  • Lecture 6: Subgradient Methods [Slides]
  • Lecture 7: Proximal Gradient Methods [Slides]
  • Lecture 8: Accelerated Gradient Methods [Slides]
  • Lecture 9: Stochastic Gradient Descent [Slides]
  • Lecture 10: Curses, Blessings, and Surprises in High Dimensions [Slides]
  • Lecture 11: Graphs, Networks, and Clustering [Slides]
  • Lecture 12: Dimension Reduction [Slides]
  • Lecture 13: Feed-forward Neural Networks and Backpropagation [Slides]
  • Lecture 14: Recurrent Neural Networks and Continuous-depth Neural Networks [Slides]
  • Lecture 15: Self-attention Mechanism and Transformers [Slides]
  • Project 1 [PDF]
  • Project 2 [PDF]
  • Project 3 [PDF]