Spin Glass Concepts in Computer Science, Statistics, and Learning

Spin glass theory studies the structure of sublevel sets and minima (or near-minima) of certain classes of random functions in high dimension. Near-minima of random functions also play an important role in high-dimensional statistics and statistical learning, where minimizing the empirical risk (which is a random function of the model parameters) is the method of choice for learning a statistical model from noisy data. Finally, near-minima of random functions are obviously central to average-case analysis of optimization algorithms. Computer science, statistics, and machine learning naturally lead to questions that are traditionally not addressed within physics and mathematical physics. I will try to explain how ideas from spin glass theory have seeded recent developments in these fields. (This article was written on the occasion of the 2024 Abel Prize to Michel Talagrand.)