Machine Learning and Statistical Physics


PSL Intensive Week

As part of the special “transverse program” of PSL, we organize with the help of PSL a special 1 week course on the topic of “Machine Learning - Statistical Physics”. This course is open in priority to Master 2 students of PSL. It is also open to other students (Master and PhD) and researchers, subject to availability.

Important: Master students should check with their master’s administration if this course can be used to validate one of their master course.

Dates and location

Dates 11th of April - 15th of April, 2022

Location ENS-Ulm, Physics Department.

Organizers Francis Bach and Guilio Biroli

Pre-register to the Courses

Pre-registration is free but mandatory. PSL students have priority if they pre-register before January 31st.

Courses Content

The aim of the Machine Learning - Statistical Physics intensive week is to present methods, ideas and connections between these two fields. In fact, methods and ideas developed in statistical physics of disordered systems can provide additional new tools to analyze the high-dimensional non-convex problems that emerge in machine learning.

During the first part of the week, after a general introduction, we will focus on simple machine learning problems and analyze them by rigorous and exact (but non-rigorous) statistical physics method. This will be helpful to concrete present some of the connections between ML and statistical physics. In particular, we will introduce the replica method which has proven very useful in physics and other branches of science, as recognized by the 2021 Nobel Prize in Physics to Giorgio Parisi. The first part is meant to be « hands-on » and it will include problem classes.

The second part will be devoted to more realistic models and current research questions, such as the Double Descent phenomenon and Convex and Non-Convex Optimization.

The schedule will consists in two sessions per day of 2 hours each from Monday to Friday (possibly ending Friday morning).