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 0)

Week 04 Eigenvalue Decomposition

Week 05 Singular Value Decomposition

Week 06 Perron-Frobenius Theory

Week 07 Review, Midterm

Week 08 Dynamic Programming

Week 09 General Optimization Programs

Week 10 Convex Programming

Week 11 Gradient Descent and Variations

Week 12 Linear Programming

Week 13 Semidefinite Programming

Week 14 Compressive Sensing

Week 15 Review, Final