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The firm will sponsor you through GSAP, which definitely makes it worth it. I’m doing this now. The main advantages as I see it are:
1) the topics that fall under data science now are incredibly broad, and it can be difficult to know how to best approach it. Having a well constructed curriculum will set you in the right path.
2) If you go full time, having the dedicated time to study will get you up to speed much faster, and allow you to go much deeper into theory. Along with classes, you have more time to spend on reading texts or other self study.
3) having a Masters is a gatekeeping requirement for many jobs. Also, your school will give you exposure to their alumni network and many companies will actively recruit on campus.
4) there is a lot of information online, but a lot of what I’ve seen focuses on the programming while providing a weak or even incorrect overview of the statistical theory behind it
If you decide to do a masters, take a look at the curriculum first. There is a large variation in skills taught between programs. Some seem to be much more focused on soft skills than others, and I would probably avoid those ones.
I’m getting my masters right now in Data Science while working and I definitely think it is worth it. You get to meet a lot of great, like minded people and are quickly exposed to a lot of data science topics that you wouldn’t necessarily be able to access/understand on your own. I am a big self learner, but you can’t teach yourself everything and the masters gives you a very solid and broad foundation relatively quickly. As far as certifications, while they do teach you some skills quickly, they don’t hold as much weight as a masters degree and there is little theory behind the skills. But with a masters, you learn the theory behind the skills which is extremely important.
SMU! I also looked at Northwestern and Berkley
I am not a big believer of these masters degree since you can learn all theory and stuff online for free. But if you are not good at self-paced learning and your firm sponsors, I think it is a good learning experience (e.g. Georgia Tech)
I personally think shorter micro master / certificates are more digestible size and wont ruin your transcript if you decide to pause or take a break. If you have a degree or not, you just need to show your coding ability in a (usually mandatory) screening.