Physical activity helps in reducing the risk of many chronic diseases, and plays a key role in maintaining good health of an individual. Just Walk is an intensively adaptive physical activity intervention, which has been designed based on system identification and control engineering principles. The goal of Just Walk is to design interventions that are responsive to an individual's changing needs, and thus encourage the individual to increase the number of steps walked.

Regularization is widely used in the field of machine learning. The goal of this thesis is to see how classical system identification principles in combination with machine learning methods like regularization help towards getting improved model estimates for complex systems. Estimating individual behavioral models using traditional prediction error methods can be done using an order selection. However, this method is can be computationally expensive due to the extensive search performed on a large set of order combination. If order selection is not done properly, it can cause bias (low order) and variance (high order) issues. In such cases regularization plays an important role in addressing the bias-variance trade-off.

One of the most important applications of identifying individual behavioral models is to understand what factors impact most the behavior of the person. Here "factors" can be considered as inputs (designed or environmental) to the participant over the course of the study, and the "behavior" is the step count of the participant under study. This is done by estimating models with different input combinations and then seeing which combinations of inputs (influence behavior most) give the best model estimate (best describe behavior of the person). As a part of this thesis, it is studied how regularized models can give a better estimation of personalized behavioral models, for the Just Walk study, which can further help in designing personalized interventions.