I just completed teaching a 10 week course on data mining for MS level professional degree students. Most of the material is on a web site, https://irgn452.wordpress.com/chron/ The course assumes good knowledge of OLS regression, but other than that is self-contained.
Software is R, with a heavy dose of Rattle for the first few weeks. (Rattle is a front end for R.) The main algorithms I emphasize are Random Forests and LASSO, for both classification and regression. I emphasize creating new variables that correspond to the physical/economic characteristics of the problem under study. The course requires a major project; some students scrape or mash their own data. Because we have only 10 weeks, I provide a timetable and a lot of milestones for the projects, and frequent one-on-one meetings.
The web site is not designed for public consumption, and is at best in “early beta” status. I am making it available in case anyone wants mine it for problem sets, discussions of applied issues not covered in most books, etc. Essentially, it is a crude draft of a text for MBAs on data mining using R. This was about the fifth time I taught the course.
By the way, a lot of the lecture notes are modestly modified versions of the excellent lecture material from Matt Taddy. His emphasis is more theoretical than my course, but his explanations and diagrams are great. Readings were generally short sections from either ISLR by James et al, or Data Mining with Rattle and R. Both are available as ebooks at many universities. My TA was Hyeonsu Kang.