Analysis of Big Data

Undergraduate catalogue

This course is a theoretically oriented introduction to the statistical tools that underpin modern machine learning, whose hallmarks are large datasets and/or complex models. Topics include a rigorous analysis of dimensionality reduction, a survey of models ranging from regression to neural networks, and an analysis of learning algorithms.. Prerequisites: Probability at the level of ORF 309. Statistics at the level of ORF 245. Linear Algebra at the level of MAT 202 or permission of instructor. Two lectures, one precept.