Another month, another rationality quotes thread. The rules are:
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This is false. It is false in theory and it is false in practice. Learning can occur without theory. I spent years researching and developing systems to do just that. And on the practical side (actually human psychology) learning frequently---even predominately---occurs without theory. Abstract theoretical reasoning is a special case of 'learning' and one that is comparatively recent and under-developed in the observed universe.
If you're talking about unsupervised classification algorithms, don't they kinda make their theory as they learn? At least, in the "model," or "lossy compression" sense of "theory." Finding features that cluster well in a data set is forming a theory about that data set.