PyData - talks about Python Data tools
Link: http://pydata.org/events/
There is one PyData conference on the east coast and one on the west coast each year.
NIPS - Neural Information Processing Systems (NIPS)
Link: https://nips.cc/
This is one of the hardest / most prestigious academic Machine Learning conferences to get an abstract / poster accepted.
The 5th International Workshop on Parallel and Distributed Computing for Large Scale Machine Learning and Big Data Analytics (IEEE IPDPS 2016)
Link: http://parlearning.ecs.fullerton.edu/
This one is also an academic conference with paper submission.
Note:
I am not sure if you want academic or nor academic conferences (have conference proceedings / papers associated with the conference).
Some conferences are not about new data science methodologies but the tools and libraries (e.g. PyData) that implement existing methodologies.
Also, data science is very broad and includes Stat, Machine Learning and data warehousing / mining etc.