MATH 8610: Mathematics of Data Science

This spring, I’m teaching a graduate-level special topics course called “Mathematics of Data Science” at the Ohio State University. This will be a research-oriented class, and in lecture, I plan to cover some of the important ideas from convex optimization, probability, dimensionality reduction, clustering, and sparsity.

Click here for a draft of my lecture notes.

The current draft consists of a chapter on convex optimization. I will update the above link periodically. Feel free to comment below.

UPDATE #1: Lightly edited Chapter 1 and added a chapter on probability.

UPDATE #2: Lightly edited Chapter 2 and added a section on PCA.

UPDATE #3: Added a section on random projection.

UPDATE #4: Lightly edited Chapter 3. The semester is over, so I don’t plan to update these notes again until I teach a complementary special topics course next year.


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