An introductory course connecting students to the most recent developments in the field of data science. It covers several fundamental mathematical concepts which form the foundations of Big Data theory. Among the topics included are Principal Component Analysis, metric learning and nearest neighbor search, elementary spectral graph theory, minimum and maximum graph cuts, graph partitions, Laplacian Eigenmaps, manifold learning and dimension reduction concepts, clustering and classification techniques such as k-means, kernel methods, Mercer's theorem, and Support Vector Machines. Some relevant concepts from geometry and topology will be also covered.