MATH 567: Mathematical Techniques in Data Science

Dominique Guillot (EWG 534)

University of Delaware

Spring 2017

MW 5:00PM – 6:15PM, Room: TBA

Description

The course provides an introduction to the fundamental techniques used in data science. The main objective of the course is to develop a good practical knowledge and a mathematical understanding of the common tools that are used to analyse modern datasets. The course also provides hands-on experience in data analysis through practical homework and class projects.

Syllabus

Detailed syllabus.

Textbook

An Introduction to Statistical Learning by James, Witten, Hastie, and Tibshirani.

The pdf of the book is available for free at http://www-bcf.usc.edu/~gareth/ISL/.

Lectures

Lecture notes will be posted prior to the lectures.

Topic Reading Slides Printable slides
Week 1 02/06/2017 Lecture 1 Overview Chapter 1 pdf pdf
02/08/2017 Lab 1 Intro to R pdf code
Week 2 02/13/2017 Lecture 2 Linear Regression Chapters 2,3 pdf pdf
02/15/2017 Lab 2 Subset selection Chapter 6.1 pdf code
Week 3 02/20/2017 Lecture 3 Lasso, Cross-validation Chapters 5.1, 6.2 pdf pdf
02/22/2017 Lab 3 Lasso Lab pdf code
Week 4 02/27/2017 Lecture 4 Categorial variables Chapters 3.5, 4.1,4.2,4.3 pdf pdf
03/01/2017 Lab 4 kNN, logistic regression pdf code
Week 5 03/06/2017 Lecture 5 Logistic regression, LDA Chapters 4.3, 4.4, 4.5 pdf pdf
03/08/2017 Lab 5 Mult. Normal, Logistic pdf code
Week 6 03/13/2017 Lecture 6 Support vector machines Chapters 9.1, 9.2 pdf pdf
03/15/2017 Lab 6 One-vs-all classification pdf code
Week 7 03/20/2017 Lecture 7 SVM and kernels Chapter 9.3 pdf pdf
Week 8 Spring break
Week 9 04/03/2017 Lecture 8 PCA Chapter 10.1, 10.2 pdf pdf
04/05/2017 Lab 7 PCA pdf code
Week 10 04/10/2017 Lecture 9 Neural Networks pdf pdf
04/12/2017 Lab 8 Neural networks pdf pdf
Week 11 04/17/2017 Lecture 10 Decision Trees Chapter 8 pdf pdf
04/19/2017 Lab 9 Chapter 8.3 pdf code
Week 12 04/24/2017 Lecture 11 Random Forests Chapter 8.2 pdf pdf
04/26/2017 Lab 10 pdf
Week 13 05/01/2017 Lecture 12 K-means Chapter 10.3 pdf pdf
05/03/2017 Lab 11 pdf code
Week 14 05/08/2017 Lecture 13 Spectral Clustering pdf pdf
05/10/2017 Lab 12 Clustering pdf code