Our modern understanding of cosmological structure formation posits that small matter density fluctuations present in the early Universe, as traced by the cosmic microwave background, grow via gravitational instability to form extended haloes of dark matter. A theoretical understanding of the structure, evolution and formation of dark matter haloes is an essential step towards unravelling the intricate connection between halo and galaxy formation, needed to test our cosmological model against data from upcoming galaxy surveys. Physical understanding of the process of dark matter halo formation is made difficult by the highly non-linear nature of the haloes' evolution. I describe a new approach to gain physical insight into cosmological structure formation based on machine learning. This approach combines the ability of machine learning algorithms to learn non-linear relationships, with techniques that enable us to physically interpret the learnt mapping. I describe applications of the method, with the aim of investigating which aspects of the early universe density field impact the later formation of dark matter haloes. First I present a case where the process of halo formation is turned into a binary classification problem; the algorithm predicts whether or not dark matter `particles' in the initial conditions of a simulation will collapse into haloes of a given mass range. Second, I present its generalization to regression, where the algorithm infers the final mass of the halo to which each particle will later belong. I show that the initial tidal shear does not play a significant role compared to the initial density field in establishing final halo masses. Finally, I demonstrate that extending the framework to deep learning algorithms such as convolutional neural networks allows us to explore connections between the early universe and late time haloes beyond those studied by existing analytic approximations of halo collapse
