I'm taking this now, this year they split it into two classes, and so now there's much much more time to go into theory. But this is still an applications-focus

I'm taking this now, this year they split it into two classes, and so now there's much much more time to go into theory. But this is still an applications-focus class. They teach you general stuff: What to model, how to build, evaluate and improve models, how to do this on real world data, common pitfalls, how regression and classification works, then some specific models, tradeoffs and similarities between those models, then some methods to improve results from those models. But this is great, because if you want to learn more in depth about those things, you can just take the second class in the series or a more advanced classes, and / or pick up a book, and you're already at a great position to improve.