The National Science Foundation (NSF) provides partial support for training activities offered by the CCAM, through a Research Training Groups in the Mathematical Sciences grant (NSF-DMS-1547396). The PIs and senior personnel of the grant include a diverse group of twelve faculty working in statistics, machine learning and applied mathematics, including people at Toyota Technological Institute at Chicago (TTIC) and Argonne National Laboratory. The research activity organized under this RTG includes investigations in chemistry and molecular dynamics, climate science, computational neuroscience, convex and nonlinear optimization, machine learning, and statistical genetics. The RTG is centered around vertically integrated research experiences, and includes innovations in both undergraduate and graduate education. The computational components of the research provide an entryway for undergraduates to engage in advanced research together with faculty, postdocs and graduate students. The RTG supports interactive working groups and mentorship activities, with postdocs assuming leadership roles. Two summer schools on data science will be hosted at TTIC during the RTG, with case studies drawn from research of the group. A series of mini-courses and "boot camps" are planned for the RTG participants on topics including modern large scale computational principles and skills that are increasingly important in industry and many scientific disciplines.