Dense Subspaces In Hermitean Spaces Of Uncountable Dimensions

Volume 2 applies the linear algebra concepts presented in Volume 1 to optimization problems which frequently occur throughout machine learning. This book blends theory with practice by not only carefully discussing the mathematical under pinnings of each optimization technique but by applying these techniques to linear programming, support vector machines (SVM), principal component analysis (PCA), and ridge regression. Volume 2 begins by discussing preliminary concepts of optimization theory such as metric spaces, derivatives, and the Lagrange multiplier technique for finding extrema of real valued functions. The focus then shifts to the special case of optimizing a linear function over a region determined by affine constraints, namely linear programming. Highlights include careful derivations and applications of the simplex algorithm, the dual-simplex algorithm, and the primal-dual algorithm. The theoretical heart of this book is the mathematically rigorous presentation of various nonlinear optimization methods, including but not limited to gradient decent, the Karush-Kuhn-Tucker (KKT) conditions, Lagrangian duality, alternating direction method of multipliers (ADMM), and the kernel method. These methods are carefully applied to hard margin SVM, soft margin SVM, kernel PCA, ridge regression, lasso regression, and elastic-net regression. Matlab programs implementing these methods are included.

This textbook explores advanced topics in differential geometry, chosen for their particular relevance to modern geometry processing. Analytic and algebraic perspectives augment core topics, with the authors taking care to motivate each new concept. Whether working toward theoretical or applied questions, readers will appreciate this accessible exploration of the mathematical concepts behind many modern applications. Beginning with an in-depth study of tensors and differential forms, the authors go on to explore a selection of topics that showcase these tools. An analytic theme unites the early chapters, which cover distributions, integration on manifolds and Lie groups, spherical harmonics, and operators on Riemannian manifolds. An exploration of bundles follows, from definitions to connections and curvature in vector bundles, culminating in a glimpse of Pontrjagin and Chern classes. The final chapter on Clifford algebras and Clifford groups draws the book to an algebraic conclusion, which can be seen as a generalized viewpoint of the quaternions. Differential Geometry and Lie Groups: A Second Course captures the mathematical theory needed for advanced study in differential geometry with a view to furthering geometry processing capabilities. Suited to classroom use or independent study, the text will appeal to students and professionals alike. A first course in differential geometry is assumed; the authors’ companion volume Differential Geometry and Lie Groups: A Computational Perspective provides the ideal preparation.