Mathematical and Computational Foundations of Data Science (Spring 2023)
Upper level undergraduate course, Shaffer 300, Homewood Campus, Johns Hopkins University
The emphasis is on fundamental mathematical ideas (basic functional analysis, reproducing kernel Hilbert spaces, concentration inequalities, uniform central limit theorems), basic statistical modeling techniques (e.g. linear regression, parametric and non-parametric methods), basic machine learning techniques for unsupervised (e.g. clustering, manifold learning), supervised (classification, regression), and semi-supervised learning, and corresponding computational aspects (linear algebra, basic linear and nonlinear optimization to attack the problems above).