RESOURCES ON HOW TO BECOME DATA SCIENTIST

1) Learn about matrix factorizations

Take the Computational Linear Algebra course (it is sometimes called Applied Linear Algebra or
Matrix Computations or Numerical Analysis or Matrix Analysis and it can be either CS or Applied
Math course). Matrix decomposition algorithms are fundamental to many data mining
applications and are usually underrepresented in a standard "machine learning" curriculum. With
TBs of data traditional tools such as Matlab become not suitable for the job, you cannot just run
eig() on Big Data. Distributed matrix computation packages such as those included in Apache
Mahout [1] are trying to fill this void but you need to understand how the numeric
algorithms/LAPACK/BLAS routines [2][3][4][5] work in order to use them properly, adjust for
special cases, build your own and scale them up to terabytes of data on a cluster of commodity
machines.[6] Usually numerics courses are built upon undergraduate algebra and calculus so you
should be good with prerequisites. I'd recommend these resources for self study/reference
material:

See Jack Dongarra : Courses and What are some good resources for learning about numerical
analysis?
2) Learn about distributed computing

It is important to learn how to work with a Linux cluster and how to design scalable distributed
algorithms if you want to work with big data (Why the current obsession with big data? ).

Crays and Connection Machines of the past can now be replaced with farms of cheap cloud
instances, the computing costs dropped to less than $1.80/GFlop in 2011 vs $15M in
1984: http://en.wikipedia.org/wiki/FLOPS .

If you want to squeeze the most out of your (rented) hardware it is also becoming increasingly
important

to

be

able

to

utilize

the

full

power

of

multicore (seehttp://en.wikipedia.org/wiki/Moo... )

Note: this topic is not part of a standard Machine Learning track but you can probably find courses
such as Distributed Systems or Parallel Programming in your CS/EE catalog. See distributed
computing resources, a systems course at UIUC, key works, and for starters: Introduction to
Computer Networking.

After studying the basics of networking and distributed systems, I'd focus on distributed databases,
which will soon become ubiquitous with the data deluge and hitting the limits of vertical

scaling.

See key

works, research

trends and

for

starters:Introduction

to

relational

databases and Introduction to distributed databases (HBase in Action).

3) Learn about statistical analysis

Start learning statistics by coding with R: What are essential references for R? and experiment with
real-world data: Where can I find large datasets open to the public?

Cosma Shalizi compiled some great materials on computational statistics, check out his lecture
slides, and also What are some good resources for learning about statistical analysis?

I've found that learning statistics in a particular domain (e.g. Natural Language Processing) is
much more enjoyable than taking Stats 101. My personal recommendation is the course by Michael
Collins at Columbia (also available onCoursera).

You can also choose a field where the use of quantitative statistics and causality principles [7] is
inevitable, say molecular biology [8], or a fun sub-field such as cancer research [9], or even
narrower domain, e.g. genetic analysis of tumor angiogenesis [10] and try answering important
questions in that particular field, learning what you need in the process.
4) Learn about optimization

This subject is essentially prerequisite to understanding many Machine Learning andSignal

Processing algorithms, besides being important in its own right.

Start with Stephen P. Boyd's video lectures and also What are some good resources to learn about
optimization?
5) Learn about machine learning

Before you get to think about algorithms look carefully at the data and select features that help you
filter signal from noise. See this talk by Jeremy Howard : At Kaggle, Its a Disadvantage To Know
Too Much

Also see How do I learn machine learning? and What are some introductory resources for learning
about large scale machine learning? Why?

Statistics vs. machine learning, fight!: http://brenocon.com/blog/2008/12...

You

can

and

curricula

structure
of

your

study

program

MIT,

Stanford

or

according
other

top

to

online

schools.

course

catalogs

Experiment

with

data a lot, hack some code, ask questions, talk to good people, set up a web crawler in your
garage: The Anatomy of a Search Engine

You can join one of these startups and learn by doing: What startups are hiring engineers with
strengths in machine learning/NLP?

The

alternative

(and

program/Machine

rather

Learning

expensive)

track

if

option

you

prefer

is

to

enroll

studying

in

in

CS

formal

setting. See: What makes a Master's in Computer Science (MS CS) degree worth it and why?

Try to avoid overspecialization. The breadth-first approach often works best when learning a new
field and dealing with hard problems, see the Second voyage of HMS Beagle on the adventures of
an ingenious young data miner.
6) Learn about information retrieval

Machine learning Is not as cool as it sounds: http://teddziuba.com/2008/05/mac...

What are some good resources to get started with Information Retrieval? Why?
7) Learn about signal detection and estimation

This
Some
enemy

is

of

classic
these

topic

and

"data

science"

methods

were

used

to

submarines

and

are

still

in

guide
active

par
the
use

excellence

in

Apollo

mission

in

many

my

fields.

opinion.
or

detect

This

is

often part of the EE curriculum.

Good references are Robert F. Stengel' lecture slides on optimal control and estimation: Rob
Stengel's Home Page, Alan V. Oppenheim's Signals and Systems. and What are some good
resources for learning about signal estimation and detection? A good topic to focus on first
is Kalman filter, widely used for Time series forecasting.

Talking about data, you probably want to know something about information: its transmission,
compression and filtering signal from noise. The methods developed by communication engineers
in the 60s (such as Viterbi decoder, now used in about a billion cellphones, or Gabor
wavelet widely used in Iris recognition) are applicable to a surprising variety of data analysis tasks,
from Statistical machine translation to understanding the organization and function of molecular
networks. A good resource for starters is Information Theory and Reliable Communication: Robert
G. Gallager: 9780471290483: Amazon.com: Books. AlsoWhat are some good resources for learning
about information theory?
8) Master algorithms and data structures

What are the most learner-friendly resources for learning about algorithms?

9) Practice

Getting In Shape For The Sport Of Data Science

Carpentry: http://software-carpentry.org/

What are some good toy problems in data science?

Tools: What are some of the best data analysis tools?

Where can I find large datasets open to the public?

If you do decide to go for a Masters degree:
10) Study Engineering
I'd go for CS with a focus on either IR or Machine Learning or a combination of both and take some
systems courses along the way. As a "data scientist" you will have to write a ton of code and probably
develop distributed algorithms/systems to process massive amounts of data. MS in Statistics will teach
you how to do modeling and regression analysis etc, not how to build systems, I think the latter is more
urgently needed these days as the old tools become obsolete with the avalanche of data. There is a
shortage of engineers who can build a data mining system from the ground up. You can pick up statistics
from books and experiments with R (see item 3 above) or take some statistics classes as a part of your
CS studies.
Good luck.
[1] http://mahout.apache.org/
[2] http://www.netlib.org/lapack/
[3] http://www.netlib.org/eispack/
[4] http://math.nist.gov/javanumeric...
[5] http://www.netlib.org/scalapack/
[6] http://labs.google.com/papers/ma...
[7] Amazon.com: Causality: Models, Reasoning and Inference (9780521895606): Judea Pearl: Books
[8] Introduction to Biology , MIT 7.012 video lectures