Mathematical Foundations for Data Science

Fall 2021, MWF 8:00-8:50am, Blocker 163

Week 01 Review of Linear Algebra (assignment 01)

Week 02 Solving Linear Systems (assignment 02)

Week 03 Solving Least Squares Problems (assignment 03)

Week 04 Eigenvalue Decomposition (assignment 04)

Week 05 Singular Value Decomposition (assignment 05)

Week 06 Perron-Frobenius Theory (no assignment)

Week 07 Review, Midterm

Week 08 Dynamic Programming (assignment 06)

Week 09 General Optimization Programs (assignment 07)

Week 10 Convex Programming (assignment 08)

Week 11 Gradient Descent and Variations (assignment 09)

Week 12 Linear Programming (optional assignment)

Week 13 Semidefinite Programming

Week 14 Compressive Sensing (assignment 10)

Week 15 Review, Final