Mathematical Foundations for Data Science

Fall 2022, TR 8:00-9:15am, Blocker 149

Week 01 Review of Linear Algebra (1/2)

Week 02 Review of Linear Algebra (2/2) (assignment 01)

Week 03 Solving Linear Systems (assignment 02)

Week 04 Solving Least Squares Problems (assignment 03)

Week 05 Eigenvalue Decomposition (assignment 04)

Week 06 Singular Value Decomposition (assignment 05)

Week 07 Perron-Frobenius Theory (no assignment)

Week 08 Midterm

Week 09 Dynamic Programming (assignment 06)

Week 10 General Optimization Programs (assignment 07)

Week 11 Convex Programming (assignment 08)

Week 12 Gradient Descent and Variations (assignment 09)

Week 13 Linear Programming (assignment 10)

Week 14 Compressive Sensing

Week 15 Semidefinite Programming (optional assignment)