PHSCS 580

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Theory of Predictive Modeling

Physics and Astronomy College of Computational, Mathematical, & Physical Sciences

Course Description

Mathematical, computational, and philosophical foundations of machine learning and its dual problem, control. Introduction to system identification, causality, uncertainty, model. approximation, and information geometry

When Taught

Fall

Fixed/Max

3

Fixed

3
No Prerequisites

Title

Problem Formulation

Learning Outcome

Precisely formulate, and understand the distinction between, mathematical learning and control problems.

Title

Solution Techniques

Learning Outcome

Be familiar with common methods for solving learning problems. Note the role of optimization as a method for separating solution design from specific computational methods, and understand the role of key ideas like gradient descent and convexity.

Title

System Identification

Learning Outcome

Apply learning techniques to model classes of controlled dynamical systems. Understand notions of data informativity, model identifiability, and the spectrum of model classes linking phenomenological (black box) and mechanistic (white box) models.

Title

Limitations

Learning Outcome

Understand how uncertainty is modeled and its role in learning and control problems. Be familiar with ways in which machine learning fails.

Title

Model Approximation

Learning Outcome

Understand the ideas of coarse-graining, universality classes, the renormalization group, and other methods for approaching model approximation. Understand information geometry and be able to apply the model boundary approximation method for a class of models.

Title

Application

Learning Outcome

Be familiar with a rich collection of model classes used in a wide variety of disciplines. Explore one area deeply in the construction of a specific, predictive model as part of a semester-long project.