A.Y. 2020/2021

Differential Geometry in Applications

manifold learning, optimization and information geometry

Mathematical Models and Methods in Engineering
Lecturers Samuele Mongodi

CONTENTS

  1. Submanifolds of $\mathbb{R}^n$: geometry and optimization problems (gradient descent on submanifolds).
  2. Riemannian Geometry: metrics and connections (Fisher metric), vectorfields-differential forms duality (gradient descent v2), geodesics and distances (dimensionality reduction algorithms: ISOMAP, LLE. …)
  3. Curvatures: geometric meaning, Laplace-Beltrami operator and its eigenvalues (Eigenmap and diffusion algorithms for dimensionality reduction).
  4. Discretization: sampling on manifolds (graphs, triangulations, meshes…), brief overview of Hamiltonian dynamics and Monte Carlo gradient descent.
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