Hey @IvyBlack. I went to Brown for undergrad, but I actually chose not to apply for grad school. (I noticed @nyan_cat was asking about this too.) Part of the reason was that I wanted to experience a new school, but I also had some concerns about the program. I graduated in 2016, so some of what I'll say might no longer apply.
For starters, the newness of the program definitely made me hesitate. When I was there, the "DATA" department did not exist. The available data science coursework was limited and not always what I was looking for. I took the machine learning course in 2015 (CSCI1420 -- offered to both undergrad and grad students). Despite being listed as a CS course, it was taught by a professor in the Engineering department, all of the lectures were just math on the blackboard (heavy on theory, light on application), and the programming assignments were in MATLAB. I also took the "Data Science" course in the CS department, which was sort of crash course in a bunch of different topics. It was a good high-level overview of the field, but the professor who taught it is no longer at Brown. Overall, I felt Brown lacked faculty who were excited about data science -- there wasn't really a prevalent data science initiative in the computer science, applied math, or economics departments. That's clearly changed to some extent with the DS degree now being offered, but I imagine the program is still in a developing stage given that there wasn't much of a DS foundation before its existence.
I'm currently considering Columbia, and part of its appeal to me is the breadth of opportunity. In addition to the course curriculum (which allows for more electives than Brown), there seems to be a lot of cool projects and research going on. I'm potentially interested in research opportunities, and several of the data centers are doing work that interests me. On top of that, there are the data science student clubs, lots of DS events on the DSI calendar, and NYC probably has more to offer in terms of industry partners for projects than Providence. I expect the data science community is richer at Columbia than at Brown, unless there's been a lot of progress since I left.
I definitely don't mean to be totally dismissive of my alma mater. I had an amazing undergrad experience overall. Brown is a great community, and I found incredible faculty in so many departments who were caring and approachable for students. I'm sure that culture extends to the new DS program. Providence was a fun place to live, and of course much more affordable than NYC.
Take this all with a grain of salt. I've been away from the school for 3 years now and don't know much about how things have progressed. Good luck with the decision