Background: Math Essentials: Undergraduate 100-level calculus. 300 or
400 level linear algebra course that includes singular value
decomposition. I used Gilbert Strang's Linear Algebra and Its
Applications back in early antiquity. It is still in print.
- CIS520 - Artificial Intelligence. Lyle Ungar
This is the first course to take on macahine learning.
- CIS620 - Statistical Methods in Artificial Intelligence
Differs from year to year, but Ben Taskar should give a great course this year.
- EE674 - Information Theory
Santosh Venkatesh Strong, extremely well taught, but not easy introduction to
information theory. challenging.
- MATH360,361 - Elementary Analysis/Advanced Calculus
Andy Schein writes: I view 360 as a hurdle that must be overcome in order to prepare for
361.B 361 is a real gem of a course introducing the Jacobian, the
Hessian, constrained optimization with Lagrange multipliers, advanced
integration theory and other things you have probably seen in papers
or courses but didn't know where to learn about. There is a 500 level
version of this course which I attempted to audit at one point, but
was made to feel unwelcome as an auditor by the particular professor
that semester.B I have heard conflicting reports about whether the 500
level version is too much harder than the 300 level version.B B The
300-level version is quite manageable with a steady stream of
homework's to complete.B I wish I had taken/audited this series my
second year.B Students with engineering degrees from countries other
than the U.S. may have already seen enough of this material.B
U.S. Computer Science students on the other hand are often weak on
continuous mathematics.
- STAT511 - Statistics for Business and Economics
Lawrence Brown
The most useful course at Penn on Statistics (and probably on ML as
well). This is an applied Statistics course that will help you
analyze data sets and give a strong foundation in the concepts of
Statistics.
STAT530 - Probability
J. Michael Steele
People with a mathematical bent love Steele's courses. Those who lack a
math orientation complain that it is too fundamental and not sufficiently
applied to be of use to most CS majors.
- STAT550/551 - Mathematical Statistics
This is a core course in the Statistics Ph.D. program at Wharton. It
should only be taken by those with advanced calculus or analysis
background (e.g. MATH360/361)and at least a 100 level background in statistics and
probability.
For a more complete version of this, from which I have stolen much of this review, see:
Andy Schein's page on Machine learning and statistics courses
ungar@cis.upenn.edu