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Data science is an emerging discipline which emphasizes the cultivation of big data talents with interdisciplinary ability. Such talents should have the following three abilities: theoretical ability (such as the ability to understand and use algorithms and models), practical ability (such as the ability to process real data) and applicative ability (such as the ability to use big data to solve practical problems in specific industries). Training such talents requires close cooperation among the disciplines of mathematics, statistics, computer science and others, as well as close cooperation with industrial partners and data owners. Data science courses also need to adopt the new methods of combining theory and practice, just like physics, chemistry and biology courses. For most data science courses, we need an experimental platform that provides practical problems, datasets, as well as basic data processing and analytical tools. In order to meet the challenges of training teachers, constructing curricula and developing teaching resources, Beijing Institute of Big Data Research established Boya Big Data College to establish the infrastructures needed for the cultivation of big data talents. These infrastructures include new curriculum, textbooks, experimental platforms and instructional methods, etc. In recent years, Boya Big Data College has successfully established a complete big data curriculum system. Courses are divided into three modules: fundamental courses, core courses and elective courses. Fundamental courses include Mathematical Basis of Big Data Analysis, Python Basis for Big Data and Data Management, etc. Core courses include Data Acquisition and Web Crawler, Data Cleaning, Data Visualization, Introduction to Data Science, Machine Learning and Distributed Computing, etc. Elective courses include Deep Learning, Knowledge Graph, Text Mining, Health Data Science, Transportation Data Science and Financial Data Science, etc. Boya Big Data College has built a data science experimental platform named iDataCourse, which has been widely used by universities in China. Introduction to Data Science is the first textbook by Boya Big Data College. Its purpose is to comprehensively introduce models and algorithms in data science from a technical point of view. This book systematically introduces the basic theoretical content of data science, including data preprocessing, basic methods of data analysis, processing of special problems (such as text analysis), deep learning, and distributed systems. In addition, this book provides a large number of case studies for data analysis application practice. Students can conduct practical training and interact with data on the iData- Course platform. Instructors can assign the online practices as homework and receive feedback reports, greatly reducing their workload. Readers can visit iDataCourse to access these practical cases and resources. This book is the result of collaboration. Gaoyan Ou is responsible for writing the data preprocessing, classification model, ensemble model, association rule mining, dimensionality reduction, text analysis, distributed computing and appendix chapters. Zhanxing Zhu is responsible for writing the regression model, clustering model, feature selection, EM algorithm, probabilistic graphical model and deep learning chapters. Bin Dong reviewed the textbook and put forward many valuable suggestions. Weinan E is in charge of planning and organization the book, as well as revising the chapters, and for writing the introduction. Lei Zou (from the Wangxuan Institute of Computer Technology of Peking University) and Peng Peng (from the School of Information Science and Engineering of Hunan University) are responsible for writing the first draft of the graph and network analysis chapter. Jiahao Yao, Xinhang Yu, Jia Chen and Wenjia Wang (students majoring in data science from Peking University) are responsible for reviewing the first draft of the book. Xiaodong Yan and Yang Gao (data analysts of Boya Big Data College) are responsible for writing the practical cases. Xiaotong Dai (UI designer of Boya Big Data College) is responsible for producing most of the original figures in the book.