Statistical Aspects of Data Mining

There's an older - but possibly still useful - set of video lectures (a Google Tech Talk series) covering this class from 2007. Day one is here:

http://www.youtube.com/watch?v=zRsMEl6PHhM

This looks interesting. I'd been planning to learn R for a while, but never got around to it.

The main course page includes homework problem sets (with solutions):

http://sites.google.com/site/stats202/