Yes, that is what confused us about where you are running. When you use the course website, the only local software on your computer that matters is the browser: everything else is in the cloud.
But please be aware that there are 3 separate assignments in Week 1 of DLS C2, but the top level directory is called Week5, because they must have originally structured DLS C1 & C2 as one 7 week course.
You show the optimization assignment, which is the only assignment in Week 2 (labeled Week6).
Please click “File → Open” from your Regularization assignment notebook on the course website. You should see this:
Then click the
datasets subfolder and you should see this:
If you don’t see the
data.mat file in that subfolder, then try the “Get Latest Version” procedure described in detail on this thread.