Mathematical Methods in Data Science

Course: MATH 535, Spring 2020, University of Wisconsin-Madison

Instructor: Sebastien Roch, Department of Mathematics

Course Info Schedule Lecture Notes

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About

This course on the mathematics of data has several intended audiences:

• For math majors: it is meant as an invitation to data science from a mathematical perspective.

• For (mathematically-inclined) students in data science (undergrad or grad): it can serve as a mathematical companion to machine learning and statistics courses.

Content-wise it is a second course in linear algebra, vector calculus and probability illustrated on data science applications. While the emphasis will be on the mathematical concepts and proofs, students are expected to learn the programming language Julia.