The course will explore mathematics underlying the practice and theory of various machine learning concepts and algorithms. Kernel methods, deep learning, reinforcement learning, generalization error, stochastic gradient descent, and dimension reduction or data embeddings will be introduced. The interplay between the mathematics and real applications will be an component of the course. Students can take both this course and Math 465/765 for credit. An assignment will be given asking the students to relate the material in this course to their research. Recommended prerequisite: Mathematics 230/340 and 218/216/221 and some familiarity with programming, preferably Python. Instructor: Staff