Avoid this program.
Jonah and Robert have good intentions, and I was actually happy with the weekly interview sessions taught by Robert. However, I had a poor experience with this program overall. I'll list some observations from my experience as a member of the first cohort below.
First, this program is effectively self-directed; most of the time, neither the TA nor the instructor were available. When they were, asking them questions was incredibly difficult due to their lack of familiarity with the material they were supposed to be teaching. To be sure, both the instructor and the TA were intelligent people--the problem was just that they knew lots of math, but not very much data science.
Second, there were lots of communication issues between the instructors and the students. I really do not want to give specific examples, since I don't want to say something that would reflect so poorly on the LessWrong community. However, I assure you that this was an incredibly large issue.
Lastly, everything about this program was disorganized. Several of us paid for housing through the program, which ended up not being available as soon as we'd been told that it would be. The furniture in the office space we used was set up by participants because Signal was too disorganized to have it set up before we were supposed to start using it. The fact that only two out of twelve students pair programmed together on an average day was also due to a lack of organization of the part of the instructors.
Jonah and Robert clearly worked very hard to make this program what it was, but attending was still a bad experience for me. If you already have a background in software engineering and want to pay $8,000 to teach yourself data science alongside other students who are doing the same, this program is a good fit for you. Otherwise, consider attending a longer, more established program, like Zipfian Academy that actually uses pair programming and has instructors available to answer questions.
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What was the problem with that decision?
At times the signal house was densely populated and a bunch of people got sick. These problems went away over time as some moved out, and we standardized better health practices (hand sanitizer freely available, people spreading out or working from their rooms if sick, etc).