Big data, deep learning, and artificial intelligence are quickly transforming our society. Data-driven decision making and automation are being utilized to solve significant challenges faced by our society at unprecedented scale. A few examples of such challenges include automated vehicle driving, environmental protection, improving human health and well-being, and improving education. At Baidu Research, we are developing cutting-edge research to better harness big data. We work extensively on predictive analytics, aiming to generate actionable and testable hypotheses based on large amounts of data and previous experiences. We study the theoretic and computational principles of data science, its systems, and its novel applications in many different areas of application. Our mission is to advance understanding of the principles and use of data science to solve important societal problems.