This course introduces the methods and frontiers in big data processing and analysis, machine learning, deep learning and data mining. The representative big data processing platform Hadoop and the classic big data analysis mechanism Map-reduce will be introduced. The foundations of machine learning and artificial intelligence will be discussed, including linear regression, logistic regression, neural networks, other supervised learning and unsupervised learning methods. The concept and motivation of deep learning will be discussed. The breakthrough methods in deep learning, including auto Encoder, Restricted Boltzmann Machine, and Convolutional Neural Network will be introduced. Take the benchmark competitions as examples, the applications of deep learning and big data analysis will be introduced.