Spring 2022 STAT 27700

Course: STAT 27700=CMSC 25300

Title: Mathematical Foundations of Machine Learning

Instructor(s): Eric Jonas

Teaching Assistant(s):

Class Schedule: Sec 1: MW 3:00 PM-4:20 PM in Ryerson 178

Description: This course is an introduction to the mathematical foundations of machine learning that focuses on matrix methods and features real-world applications ranging from classification and clustering to denoising and data analysis. Mathematical topics covered include linear equations, regression, regularization, the singular value decomposition, and iterative algorithms. Machine learning topics include the lasso, support vector machines, kernel methods, clustering, dictionary learning, neural networks, and deep learning. Students are expected to have taken calculus and have exposure to numerical computing (e.g. Matlab, Python, Julia, R).