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Data mining (this class) is similar to other machine or statistical learning classes offered at UVa. The class uses the freely available online textbooks ISL and ESL (mostly just the former). Professor Thompson is a great teacher and highly knowledgeable about the course material, which covers a multitude of statistical methods for both regression and classification settings. You basically learn a broad set of approaches to take a set of x-variables and predict a y-variable with consideration to which would likely work best given the problem at hand. Problem sets come from the book and the final exam is a challenging take home test with hands-on application of the skills learned in the course. He is a busy professor so it's sometimes hard to contact him during the week, but he makes plenty of opportunity for questions during class. Overall, I thought the course material was engaging and interesting plus Professor Thompson does a wonderful job articulating the details of methods covered.
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