[D] Is there any interesting mathematical theory of machine learning?

Hello everyone! My question is in the title, here is some context. My background can be described as "major in Theoretical CS (very strong emphasis on the word 'theoretical', think computational complexity theory) with minor in Maths".

A few years ago I have taken an introductory course on Machine learning and... was severely frustrated and disappointed.

* There was no explanation on how or why anything should work, instead there were lots of unconvincing speculations of the sort like "if …

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