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STAT 772

LINEAR RANDOMIZED ALGORITHMS FOR DATA SCIENCE

3 credits.

Introduce new algorithms that leverage randomization to address the scale, speed, and sensitivity needs of modern data science. Develop the mathematical foundations of such randomized algorithms. Criticize these algorithms through the lens of computational resource utilization. Implement these algorithms to address linear problems in data science.

Prerequisites & course information

Requisites: Consent of instructor Course Designation: Grad 50% - Counts toward 50% graduate coursework requirement Repeatable for Credit: No Last Taught: Fall 2025 Learning Outcomes: 1. Apply common (constructive and inductive) thinking and reasoning patterns used in randomized algorithms for deriving solutions to linear problems arising in data science Audience: Graduate 2. Transform constructive mathematical reasoning patterns into numerical algorithms, and criticize the computational resource utilization of these algorithms Audience: Graduate 3. Implement numerical algorithms using the Julia programming language, and become familiar with assistive tools such as debuggers and profilers Audience: Graduate 4. Create and implement rigorous numerical experiments to test and compare different algorithms and implementations, and draw appropriate conclusions from the results of these experiments Audience: Graduate Learning Outcomes: 1. Apply common (constructive and inductive) thinking and reasoning patterns used in randomized algorithms for deriving solutions to linear problems arising in data science Audience: Graduate 2. Transform constructive mathematical reasoning patterns into numerical algorithms, and criticize the computational resource utilization of these algorithms Audience: Graduate 3. Implement numerical algorithms using the Julia programming language, and become familiar with assistive tools such as debuggers and profilers Audience: Graduate 4. Create and implement rigorous numerical experiments to test and compare different algorithms and implementations, and draw appropriate conclusions from the results of these experiments Audience: Graduate

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