CSE 519 - Data Science

Fall 2017

Data Science is a rapidly emerging discipline at the intersection of statistics, machine learning, data visualization, and mathematical modeling. This course is designed to provide a hands-on introduction to Data Science by challenging student groups to build predictive models for upcoming events, and validating their models against the actual outcomes.

Textbook

We will use my new book The Data Science Design Manual, Springer-Verlag, 2017.The associated website www.data-manual.com points to many resources, including lecture notes/videos, errata, a problem solution Wiki, and sample Python notebooks for generating figures from the book.

I will welcome feedback on the book. Please keep track of errata in the book send them to me, ideally in one batch. Also, please contribute to the solution Wiki for exercises from the text: extra credit will be awarded to students who report substantial amounts of solutions especially on chapters (ID mod 12) +1 and (ID mod 12)+7, so I get answers for everything. All final exam problems will be drawn from these exercises, so it is a very good way to study.

Homework Assignments

Lecture Notes

I will give about 25 formal lectures this semester. All classes will be filmed by Echo360 and made available on Blackboard.

Old lecture notes are available from the previous offering in Fall 2014.

Semester Projects

Roughly half of the course grade will come from a course project. Students will typically work in small groups (2-3 people) on independent research projects. I will distribute a list of possible projects about six weeks into the semester. You will be encouraged to develop your own project ideas, although I must approve.

Recommended Readings

The field of data science is still emerging, but there are several books which it will be useful to read and consult:

Videos: The Quant Shop

The Quant Shop is a series of eight 30 minute programs on Data Science, which are a product of the Fall 2014 offering of this course. Watch them for inspiration at the Quant Shop Vimeo channel.

Related Links

  • My algorithms textbook is the way to get a job at Google
  • Bing Predicts uses search queries and other modeling to predict the outcome of a variety of events.
  • CS109 Data Science, Harvard University, Fall 2015 -- This course stresses statistical modeling and Python programming. Very interesting, well thought-out assignments

Professor

Steven S. Skiena
251 New Computer Science Building
Department of Computer Science
Stony Brook University
Stony Brook, NY 11794-2424, USA
skiena@cs.stonybrook.edu
631-632-9026