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This is a second graduate level course in machine learning. It will provide a formal and an in-depth coverage of topics at the interface of statistical theory and computational sciences. We will revisit popular machine learning algorithms and understand their performance in terms of the size of the data (sample complexity), memory needed (space complexity), as well as the overall computational runtime (computation or iteration complexity). We will cover topics including nonparametric methods, kernel methods, online learning and reinforcement learning, as well as introduce students to current topics in large-scale machine-learning and randomized projections. Topics will vary from year-to-year but the general focus would be on combining methodology with theoretical and computational foundations. [Analysis or Applications]