MATH 596: Computational Data Science by Erik S. Van Vleck was quite a trip. The philosophy of the course was "sink-or-swim", which means that you either succeed in the class and what’s expected or you just fail it completely. Never have I ever gone through a more brutal multivariate statistics crash course. I must admit that I met some wonderful people there that I never would have had a chance to make an acquaintance with, if it weren’t for this class.
Our first small project was applying
Component Analysis (PCA) to some old or new problems. I liked the
theory and wanted to see how well I can compress images, therefore
extracting the most important (principal, haha) components of a data set
and present an approximation of it by only using a fraction of the
original set. I did in in python, I recommend running
you’re curious to see how it works.