This is an introductory course in statistical learning covering the basic theory, algorithms, and applications. This course will focus on the following major classes of supervised and unsupervised learning problems: classification, regression, density estimation, clustering, and dimensionality reduction. Generative and discriminative data models and associated learning algorithms of parametric and non-parametric varieties will be studied within both frequentist and Bayesian settings in a unified way. A variety of contemporary applications will be explored through homework assignments and a project.