Mathematical Foundations for Data Science

Fall 2023, TR 8:00-9:15am, Blocker 117

Week 01 Review of Linear Algebra (1/2) (assignment 01)

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

Week 03 Solving Linear Systems (assignment 03)

Week 04 Solving Least Squares Problems (assignment 04)

Week 05 Eigenvalue Decomposition (assignment 05)

Week 06 Singular Value Decomposition (assignment 06)

Week 07 Perron-Frobenius Theory (no assignment)

Week 08 Midterm

Week 09 Dynamic Programming (assignment 07)

Week 10 General Optimization Programs (assignment 08)

Week 11 Convex Programming (assignment 09)

Week 12 Gradient Descent and Variations (assignment 10)

Week 13 Linear Programming (assignment 11)

Week 14 Semidefinite Programming (assignment 12)

Week 15 Compressive Sensing