Technische Universität Ilmenau

Advanced Mathematics of Data Science - Interactive curriculae of TU Ilmenau

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module properties Advanced Mathematics of Data Science in degree program Master Mathematik und Wirtschaftsmathematik 2022
module number201320
examination number2400927
departmentDepartment of Mathematics and Natural Sciences
ID of group 2414 (Mathematics of Data Science)
module leaderProf. Dr. Jana de Wiljes
term winter term only
languageEnglisch
credit points5
on-campus program (h)45
self-study (h)105
obligationelective module
examwritten examination performance, 120 minutes
details of the certificate
link to Moodle course
teacher
signup details for alternative examinations
maximum number of participants
previous knowledge and experiencebasics of the analysis, Linear Algebra, Probability Theory, Python programming or Matlab programming, Mathematics of Data Science
learning outcomeUpon completing this course, students have gained a deep understanding of advanced mathematical techniques and their applications in data science.
Specifically, they:
1) have Master concentration inequalities, which are crucial for understanding the behavior of random variables and probabilistic bounds, helping students  to analyze uncertainty in high-dimensional data.
2) Understand the VC-Dimension (Vapnik- Chervonenkis Dimension), a fundamental concept in learning theory, which provides a measure of the capacity of a statistical model and plays a key role in understanding model complexity and generalization.
3) Have developed expertise in Support Vector Machines (SVMs), including the mathematical formulation and geometric intuition behind these powerful classification tools, as well as their implementation and optimization in practical scenarios.
4) have gain advanced skills in algorithm development and analysis, enabling them to design and optimize algorithms for complex data problems. 5) have learned to evaluate algorithmic performance and computational complexity in data science applications.
6) are able to critically assess cutting-edge research in data science, can apply advanced techniques to real-world problems, and can present research findings with clarity and rigor.
content

Topics Covered:
1)    Concentration inequalities
2)    VC-Dimension (Vapnik-Chervonenkis Dimension)
3)    Support Vector Machines (SVMs)
4)    Advanced algorithm development and analysis

media of instruction and technical requirements for education and examination in case of online participationprojector, assignments, ,Slides, jupyter notebooks, personal computer with Python or Matlab to work on the programming part of the exercises
literature / references

Concentration Inequalities: A Nonasymptotic Theory of Independence" by Stéphane Boucheron, Gábor Lugosi, and Pascal Massart
"Statistical Learning Theory" by Vladimir N. Vapnik
"Understanding Machine Learning: From Theory to Algorithms" by Shai Shalev-Shwartz and Shai Ben-David
"Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond" by Bernhard Schölkopf and Alexander J. Smola
"An Introduction to Support Vector Machines and Other Kernel-based Learning Methods" by Nello Cristianini and John Shawe-Taylor

evaluation of teaching