Arya Mazumdar arya@ucsd.edu

MoWe 11:00 - 12:20

Due to ongoing Covid-19 pandemic, the lectures will be delivered over zoom: https://ucsd.zoom.us/j/94864021235 Email instructor for password.

Tu 12:00 - 12:50

With the advent of large-scale machine learning, online social networks, and computationally intensive models, data scientists must deal with data that is massive in size, arrives fast, and must be processed within interactive or online manner. This course studies the mathematical foundations of massive data processing, developing algorithms and analyzing them. We explore methods for sampling, sketching, and distributed processing of large scale databases, clustering, dimensionality reduction, and methods of optimization for the purpose of scalable statistical description, querying, pattern mining, and learning from data.

Mainly the following book will be followed.

Avrim Blum, John Hopcroft, and Ravindran Kannan: Foundations of Data Science. Link.

We will also refer to the following book.

Jure Leskovec, Anand Rajaraman, Jeff Ullman: Mining of Massive Datasets. Link.

Both the books are available freely, follow the links.

There will be 4 home assignments, 1 midterm exam and 1 project.

Homeworks 40%

Midterm Exam 40%

Project 20%

Homeworks are individual effort. Each of the four homeworks will account for 10% of the grade. You will have one week to complete the homework. Homework are due 11 am Pacific time on the specified day.

Lecture | Date | Topics | Notes |

1 | Mo Jan 4 | Course logistics, Singular Value Decomposition and Dimensionality Reduction | Lecture 1 |

2 | We Jan 6 | SVD | Lecture 2 |

3 | Mo Jan 11 | PCA, Power Method, HITS Algorithm, PageRank Homework 1 Out | Lecture 3 |

4 | We Jan 13 | Markov Chain, PageRank | Lecture 4 |

5 | We Jan 20 | Pagerank, Clustering, k-Center, Farthest Traversal Homework 1 Submission | Lecture 5 |

6 | Mo Jan 25 | k-means, Hierarchical Clustering, CURE | Lecture 6 |

7 | We Jan 27 | Spectral Clustering Homework 2 Out | Lecture 7 |

8 | Mo Feb 1 | Similarity Queries, Min-Hashing, Signatures | Lecture 8 |

9 | We Feb 3 | Locality Sensitive Hashing (LSH) | Lecture 9 |

10 | Mo Feb 8 | Data Streaming, Bloom Filter Homework 2 Submission | Lecture 10 |

Midterm | We Feb 10 | In-class exam: Open Book. | Midterm |

11 | We Feb 17 | Bloom Filter, Probability Review | Lecture 11 |

12 | Mo Feb 22 | Probability Review, Count-Distinct: the Flajolet-Martin Algorithm | Lecture 12 |

13 | We Feb 24 | Analysis of FM, Count-Min Sketch, Heavy Hitters Homework 3 (combines 4) Out | Lecture 13 |

14 | Mo Mar 1 | Count-Min Sketch, Heavy Hitters; Supervised Learning: the Perceptron | Lecture 14 |

15 | We Mar 3 | Perceptron, Linear Separability of Data and SVM | Lecture 15 |

16 | Mo Mar 8 | Soft-SVM and Stochastic Gradient Descent Homework 3 Submission | Lecture 16 |

17 | We Mar 10 | Convex Optimization and Gradient Descent, Recap Project Report Submission | Lecture 17 |

The exam (open book, open notes) will be uploaded here 11 am Feb 10. The completed exam should be submitted by 11am the next day.