Welcome to DATA 609

George Hagstrom

About Me

  • Doctoral Lecturer at CUNY SPS
  • Past research experience:
    • Plasma physics and Applied Mathematics (NYU)
    • Ecology and Evolutionary Biology (Princeton)
  • Research using Bayesian methods and genomic data to improve global scale ocean and climate models
  • Taught math at NYU

Why Optimization?

  • Optimization theory underlies most methods in data science
  • Three foci:
    • Least Squares Optimization
    • Convex Optimization
    • Local Optimization and Stochastic Gradient Descent

Course Website(s)

Course Website and Meetup

Slack Channel

Textbooks

Two most important textbooks:

  1. Introduction to Applied Linear Algebra
  • Available free online VMLS
  1. Convex Optimization

Textbooks

Two most important textbooks:

  1. Introduction to Applied Linear Algebra
  • Available free online VMLS
  1. Convex Optimization

Assignments

  • 8 Lab Assignments (80%)
  • Final Project (20%)

Looking forward to a great semester!

Thanks for watching