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Mathematics

The Language of Structure

From proof and discrete mathematics to probability, optimization and the foundations of machine learning.

Six areas of study

  • Foundations

    Logic, sets, functions and the discipline of proof.

  • Linear Algebra

    Vector spaces, projections, eigenvalues and the SVD.

  • Discrete Mathematics

    Counting, graphs, invariants and discrete probability.

  • Calculus & Analysis

    Multivariable calculus, ODEs and real analysis.

  • Probability

    Random variables, limit theorems and statistical inference.

  • Optimization

    Convexity, duality and the methods that train models.

In this course

  • Logic and propositions
  • Proof techniques and induction
  • Sets, functions and relations
  • Combinatorics
  • Graph theory
  • Probability foundations

Assessment

Problem sets 25% · Closed-book examination 30% · Implementation or research project 35% · Oral defense 10%. Pass requires 80% on the examination and defense, 85% on problem sets and the project.

Build standard

Every theorem is written out, checked and defended.