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DSCI6001: Mathematics for Data Scientists

DS venn diagram
Let's avoid the danger zone!

Description of the Course

This course provides a framework of core skills in linear algebra, analysis, and vector calculus necessary for data science. There is a focus on improving and developing base skills in programming and engineering mathematics. The teaching language used is Python, however, the skills taught in this course are meant to be language agnostic and applicable to any challenges the data scientist might encounter.

Instructors:

Class Information

Class Location: 44 Tehama St, 3rd Floor, gU Classroom

Class Time: 9:00 AM - 10:30 AM PST, M-T-Th-F Instructor Assisted Lab Hours: 10:30 AM - 12:00 PM PST, M-T-Th-F

Office Hours - Jared: W 9:00-12:00 PM and by appointment Office Hours - Amy: After class on lecture days and by appointment

Course Delivery

There are four scheduled lectures per week, 1.5 hours each for a total of 6 hours per week contact time. The course runs for 8 weeks. This is to be compared to a standard graduate level 1 semester course with 3 hours per week contact time for 16 weeks. Beyond this, the coursework includes both academic matter (Engineering Mathematics) and practical programming skills. This means that the single course effectively constitutes 2 graduate courses in one. Thus, the student should expect to traverse effectively between 8 and 12 hours exposure time each week. Following the 2 hours study per contact hour rule-of-thumb, this means that the student should set aside approximately 24 additional hours per week of study time above and beyond homework and class assignments. If the student takes a day off, this means that every student should expect to need 4 additional hours after class each day just to keep up

Format:

Daily: At the beginning of class every day the class will be given a 10-minute Readiness Assessment Test. This test examines the student's mastery of the course work taught the day before and constitutes a major part of the overall grade (25%).

Lab: The students are regularly given an in-class laboratory exercise exploring the programming topics discussed over the previous two weeks. Graded labs are due the day after they are given (30%).

Take-Home Final: A comprehensive take-home final project is required. Some ideas for a take home project will be provided a little later in the course, although you may begin at any time, subject to the approval of the professor. The project must demonstrate your mastery of the subjects taught in this class. (35%)

Mastery Tracker: Your progress in the class will be tracked by notations in the mastery tracker (learn.galvanize.com). The mastery tracker grades reflect the instruction team's best assessment of your skill level in the given proficiency. These notations can change up or down dependent on your performance in the class. Your mastery tracker score is only counted towards your final grade. (10%)

Final grades will be curved somewhat so as to reflect standard procedures relative to the UNH graduate school.

Materials

Material sufficient to have an understanding of what is taught here is provided by the instructors in the form of lecture notes. Class lectures will be given in a format closely following the notes prepared by the lecturer.

Textbook:

We will be working from one primary textbook:

Erwin Kreyszig's Advanced Engineering Mathematics, 9th ed.

The textbook is expensive but can be rented online from Amazon for little money.

It is strongly recommended that the student purchase their own copy of the text and the student solutions and study manual so that they have something to practice out of and work from.

Additionally some material will be covered from:

J. Marsden and A. Tromba's Vector Calculus, 4th ed.

It is not necessary to own this book, but it can be useful to have.

Additional supplements to materials will be provided as needed.

By the end of this course, you will be able to:

  • Solve linear systems of equations and determine linear independence.
  • Solve problems using vector spaces, linear transformations, distance metrics, norms etc.
  • Diagonalize matrices and obtain singular value decomposition of matrices.
  • Formulate and solve fundamental problems using vector calculus.

Course Requirements

Attendance

Students are expected to be present and on time for all class meetings.

Electronic Devices

Cell phones can be highly disruptive to the class environment. Please silence these devices. In the event of an emergency, please step out of the classroom.

Class Participation

You will learn more easily and enjoyably if you actively participate verbally and stay engaged. The lecturer will "call out" individual students to participate in answering questions as given in class. Students are advised to maintain a high level of preparation so as to smooth these interactions.

Course Structure

This course is divided into five units:

  1. A review of Linear Algebra
  2. Plotting, Norms and Solving Vector Based Problems
  3. A Review of Vector Calculus
  4. Lagrange Multipliers
  5. Application of Mathematical Concepts to Programming

Academic Integrity

As per the University's Academic Integrity Policy and Procedures:

The University expects that all students, graduate and undergraduate, will learn in an environment where they work independently in the pursuit of knowledge, conduct themselves in an honest and ethical manner and respect the intellectual work of others. Each member of the University community has a responsibility to be familiar with the definitions contained in, and adhere to, the Academic Integrity Policy. Students are expected to maintain the highest standards of academic integrity.

Violations of the Academic Integrity Policy include (but are not limited to):

  1. Cheating -- i.e. Don't read off of your neighbors exams
  2. Collusion -- Group work is encouraged except on exams. When working together (on exercises, etc.) acknowledgement of collaboration is required.
  3. Plagiarism -- Reusing code presented in labs and lectures is expected, but copying someone else's solution to a problem is a form of plagiarism (even if you change the formatting or variable names).

Dishonesty will result in administrative action and a grade of "F" in this course.


Schedule

Monday, Tuesday, Thursday, Friday except for holiday schedules, which will be announced as relevant

Time Activity
9:00-10:30 Lecture
10:30-12:00 Lab

These are the instructor supported class hours. Instructors may be available on a case-by-case basis afterhours by appointment.

Tentative Curriculum:

Session Lesson # Topic Instructor
LA 1.1 Introduction to class and Introduction to Matrices and Vectors Jared
LA 1.2 Matrices as Systems of Equations Amy
LA 1.3 Linear Independence, Existence and Uniqueness Amy
LA 1.4 Determinants and Invertibility Jared
LA 2.1 Vector Spaces and Transforms Amy
LA 2.2 Eigenvalues and Eigenvectors Jared
LA 2.3 Review/Cushion Day Jared
LA 3.1 Basis and Change of Basis Jared
LA 3.2 Diagonalization Jared
LA 3.3 The Dimension Theorem Amy
LA 3.4 Singular Value Decomposition Jared
LA 4.1 A Review of Vector Geometry I Amy
LA 4.2 A Review of Vector Geometry II Amy
LA 4.3 Construction of Basis Jared
LA 4.4 Rotations into New Basis Jared
LA 5.1 The Fundamental Theorem of Linear Algebra Jared
LA 5.2 Review/Cushion Day Jared
VC 5.3 Limits, Derivatives, and Vector Derivatives Amy
VC 5.4 The Chain Rule and Total Derivative Amy
VC 6.1 The Del Operator Jared
VC 6.2 Problems in Vector Geometry Jared
VC 6.3 The Extreme Value Theorem Jared
VC 6.4 Review/Cushion Day Amy
VC 7.1 Lagrange Multipliers I Jared
VC 7.2 Lagrange Multipliers II Jared
VC 7.3 Norms/Metrics and the Unit Circle Amy
VC 7.4 Review Day Jared & Amy

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